Hypotheses
Hyperliquid DeFi Liquidity Recovery versus Deterioration
Test whether improving trading liquidity predicts multi-day relative appreciation across COMP, CRV, DYDX and SNX perpetuals. Use synchronized 4-HOUR OHLCV collected by HyperliquidCollector. Exact catalog inspection…
Hypothesis
Test whether improving trading liquidity predicts multi-day relative appreciation across COMP, CRV, DYDX and SNX perpetuals. Use synchronized 4-HOUR OHLCV collected by HyperliquidCollector. Exact catalog inspection verified 5,897 common timestamps from 2024-01-22T12:00:00Z through 2026-10-02T00:00:00Z, versus 5,902 expected grid points. Trade one equal-dollar long-short pair at a time. The mechanism is a change in within-token return-per-dollar-volume, rather than price momentum, spread mean reversion or funding carry. Amihud's liquidity measure supplies the measurement idea; its equity evidence does not establish this crypto hypothesis. Source: https://doi.org/10.1016/S1386-4181(01)00024-6. Implement with bounded rolling buffers and FactoryStrategy multi-instrument hooks.
Backtest and paper results are hypothetical. Trading involves risk of loss.