Hyperliquid ETH Daily Time-Series Momentum, LONG/SHORT (Single-Instrument HYPERLIQUID Perp, Pure OHLCV, Flip-Via-Flat, Fixed-Fractional Sizing — Direct ETH Analog of the PROMOTED HL BTC Daily TS-Momentum LS, Applying the ONE Validated HL Mechanism to the Other Clean Major on the Strong-Walk-Forward Daily Cadence, Pre-Registered Strong-WF Acceptance, Fills Long-Short + HL Venue, Tail-Safe, Low-Parameter)
الفرضية
A LONG-SHORT, SINGLE-INSTRUMENT, DAILY time-series (absolute) momentum strategy on ETHUSD.HYPERLIQUID — the direct instrument-analog of the PROMOTED HL BTC daily TS-momentum LS (Sharpe 0.68, walk-forward OOS 2.52, PF 1.59). It is grounded in the now-resolved HL cadence map: the ONLY validatable HL cadences are DAILY (~3yr, for edges that survive the thin 15-day holdout via a STRONG walk-forward) and 4H (~1.3yr, for turnover ideas); 1H (~7mo) and 15-min (~2mo) are data-walled (stop probing). The promoted BTC book proved that TS-momentum is the mechanism that DOES validate on HL daily — it survived the thin holdout precisely because its walk-forward OOS was strong (2.52). This hypothesis tests whether that single validated mechanism PORTS to the other confirmed-clean major (HL ETH sizes 64.5%; SOL is data-poisoned; BTC/ETH are the only clean instruments). It is deliberately the strong-WF daily route, NOT a sparsity-prone construction: TS-momentum on daily produced enough trades + strong WF on BTC, so the same on ETH is the legitimate HL-daily play (unlike the daily breakout/reversal that died on holdout sparsity). It is DISTINCT from: the failed HL ETH daily DONCHIAN BREAKOUT (a channel breakout with 1.05x whipsaw geometry — TS-momentum is a smoother sign-of-trailing-return signal, a different mechanism); the failed HL ETH daily REVERSAL (momentum is the opposite mechanism); and the pending HL 4H reversion books (different cadence + mechanism). It fills the dominant direction gap (long_only 85.9% vs <=55%) and under-weight HL venue (7.5% vs >=20%). HONEST CAVEAT / asset-selectivity: ETH trends weaker than BTC (its breakout had no edge), so this is a genuine test of whether TS-momentum extracts ETH's weaker-but-present daily trend; the construction is identical to the promoted BTC book so any difference is the asset, not the code. Bug-avoiding: pure OHLCV, ONE fixed-fractional size per entry, NO dynamic resizing, leverage 1.0, dual flat guard, flip-via-flat (clean LS path — HL BTC LS sized 97%, ETH expected similar). PRE-REGISTERED ACCEPTANCE: (1) STRONG-WF — like the BTC sibling, the edge must survive HL daily's thin holdout via a non-overfit walk-forward (IS/OOS ratio < 3, OOS Sharpe positive); if ETH momentum is too weak (breakeven/weak WF OOS), ABANDON — do NOT force/iterate (ETH momentum weakness is structural, not tunable, per the breakout finding). (2) SIZING — avg_position_pct ~95-100%, no impossible single-day returns; else escalate. Daily 4H depth not relevant — HL ETH daily has ~3yr. Low parameter count (momentum lookback, optional EMA confirm, ATR stop).
Stratmill هي أداة بحث وتداول تجريبي وليست استشارة مالية أو وسيطًا. نتائج الاختبار الخلفي والتداول التجريبي افتراضية. ينطوي التداول على مخاطر الخسارة.