NEXUS QUANT · Bybit Futures Intelligence

⚙

Multi-Strategy Fusion

① Trend Following · Weight 40%

EMA + MACD

↑ SOL

↓ BNB

SOL holds above EMA9/21/50 stack with bullish MACD crossover. BNB crossed below EMA21, MACD histogram declining.

② Relative Strength · Weight 35%

Pair Trading

↑ SOL

↓ BNB

SOL ranks #1 in composite score vs peers. BNB ranks #2 from bottom. Spread divergence = +2.3 sigma over 12H.

③ Mean Reversion · Weight 25%

RSI Bands

~ XRP

No extreme RSI signals (<30 or >70) on primary candidates. XRP near oversold at 33 — excluded (same sector). Reversion weight partially neutralized.

⏱

8× Hourly Slices

Long Entry

SOL · $148.32

Short Entry

BNB · $578.10

Long SL

$137.50 · −7.3%

Short SL

$607.00 · +5.0%

⚠

Risk Notes

Market Neutral: Long SOL / Short BNB from different L1 sub-sectors, minimizing systemic crypto correlation risk.

Funding Risk: SOL funding at +0.012% (positive, shorts pay longs). Favorable. Monitor if funding exceeds +0.05%.

Signal Expiry: Re-evaluate every 4H. Close positions immediately if composite score delta reverses >20 points.

Position Size: Max 2% portfolio risk per leg. Total hedge exposure ≤4% capital.

🔗 Connect Bybit API

// 1. Swap mock data for real Bybit V5 endpoints const BASE = "https://api.bybit.com/v5"; // Ticker (price, volume, funding) GET /market/tickers?category=linear&symbol=SOLUSDT // Klines (OHLCV for RSI/EMA/MACD) GET /market/kline?category=linear &symbol=SOLUSDT&interval=60&limit=200 // Open Interest GET /market/open-interest?category=linear &symbol=SOLUSDT&intervalTime=1h // 2. Replace calcIndicators(mockData) // with calcIndicators(await fetchBybit()) // 3. setInterval(refresh, 60000) for live updates