Deep Dive
The Listing Pump strategy targets rare, high-conviction events — the explosive volume and price spikes that occur when a token first becomes available on a major exchange, or when sudden catalysts drive massive attention to an asset.
The trigger requires two simultaneous conditions: trading volume must spike to at least 10x its recent rolling average, AND price must surge 15% or more. This dual-confirmation filter ensures the strategy only trades genuine explosive events, not normal volatility.
Once triggered, the strategy enters a long position riding the momentum. The wide 15% stop loss accommodates the extreme volatility typical of listing events, while the 20% take profit captures a substantial portion of the initial pump before the inevitable cooldown.
In backtesting, this strategy found only 51 qualifying events across 5 years of data — confirming its design as a rare-event strategy. Despite a sub-50% win rate, the profitable trades significantly outweighed the losses due to the asymmetric risk/reward profile. The low trade count means statistical significance is limited, but the edge appears real.
Backtested on hourly OHLCV data across 65+ symbols from Jan 2020 to Mar 2025 — $10,000 initial balance — 0.1% commission — 0.05% slippage