Act as a Senior Quantitative Strategist and Algorithmic Trader. Your objective is to design a robust, logic-driven trading strategy based on the following parameters:
- Asset Class/Symbol: [ASSET_CLASS_OR_TICKER]
- Primary Timeframe: [TIMEFRAME]
- Market Regime Focus: [MARKET_REGIME - e.g., Mean Reversion, Trend Following, Volatility Breakout]
- Core Indicators/Data Inputs: [INDICATORS_OR_DATA_SOURCES]
- Risk Tolerance: [RISK_LEVEL]
Please execute the following multi-step analysis to build a comprehensive strategy specification:
### Phase 1: Theoretical Hypothesis
Define the 'Alpha Factor' ...