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Hypotheses

Hyperliquid Channel-Breakout Trend-Following Long-Short Basket (Donchian, Risk-Parity, ATR-Trailed, Daily, Pure OHLCV)

A long-short, multi-instrument TREND-FOLLOWING basket across ~12 of the most liquid Hyperliquid perpetuals, using a CHANNEL-BREAKOUT (Donchian) signal rather than moving-average momentum or cross-sectional ranking.…

Hypothesis

A long-short, multi-instrument TREND-FOLLOWING basket across ~12 of the most liquid Hyperliquid perpetuals, using a CHANNEL-BREAKOUT (Donchian) signal rather than moving-average momentum or cross-sectional ranking. Each asset independently goes LONG when it breaks out above its N-day high and SHORT when it breaks below its N-day low — the classic turtle/managed-futures breakout primitive. This stays strictly inside the one validated envelope in this factory (the promoted long-short trend basket: OHLCV-only,……Show moreShow less

A long-short, multi-instrument TREND-FOLLOWING basket across ~12 of the most liquid Hyperliquid perpetuals, using a CHANNEL-BREAKOUT (Donchian) signal rather than moving-average momentum or cross-sectional ranking. Each asset independently goes LONG when it breaks out above its N-day high and SHORT when it breaks below its N-day low — the classic turtle/managed-futures breakout primitive. This stays strictly inside the one validated envelope in this factory (the promoted long-short trend basket: OHLCV-only, multi-asset, market-neutral-ish, Sharpe 1.48) while being genuinely differentiated: breakout is a distinct trend signal from MA-momentum, it is per-asset absolute (not a cross-sectional rank), and it runs as a diversified BASKET (unlike the existing single-asset SOL Hyperliquid Donchian). Crucially it is OHLCV-ONLY, so it is DATA-SAFE — it avoids the per-asset-supplementary-data block (funding loads for the primary symbol only) that structurally killed the funding-carry basket, and it avoids every other refuted class this session (no funding, no spot-perp/cross-venue basis, no cross-asset ratio MR, no options). Both legs and all assets trade same-venue on Hyperliquid at the same daily bar timestamps, so there is no cross-exchange fill-timing or neutrality-leak artifact. Few parameters (channel length, trail multiple) to resist the overfitting that has been the recurring failure mode. Fills the under-represented Hyperliquid venue, long-short direction, and multi-instrument scope buckets.

Backtest and paper results are hypothetical. Trading involves risk of loss.