A LONG/SHORT, multi-instrument absolute-momentum (time-series trend) basket on liquid HYPERLIQUID perpetuals (BTCUSD, ETHUSD, SOLUSD, plus 2-3 more majors such as AVAXUSD/BNBUSD/ARBUSD that have the full ~2.3yr 4H history). Each asset is traded INDEPENDENTLY on its own trend state via a simple dual-EMA cross on 4-HOUR bars: long when the fast EMA is above the slow EMA, short when below, position-sized by ATR so each leg carries equal volatility risk. This deliberately targets the THREE most under-represented buckets simultaneously: HYPERLIQUID venue (5.1% actual vs 20% target — and the analyst explicitly flagged HL-4H as the only reliable ~2.3yr OHLCV data path for future non-VWAP HL hypotheses), the long_short DIRECTION bucket (12.6% vs 55% cap; long_only is grossly over-represented at 87.4%), and multi-instrument scope. CRITICAL DESIGN CHOICE — this is TREND-FOLLOWING, the structural OPPOSITE of the mean-reversion mechanisms that died 9+ times this session. Trend-following has a NON-INVERTED payoff by construction (cut losers at the ATR/cross-flip stop, let winners ride the trend), directly curing the inverted avg_win<avg_loss signature that the analyst cited as the root cause of every VWAP-excursion-MR abandon. It also avoids: the falling-knife problem (we trade WITH excursions, never fade them), cointegration assumptions (each asset judged against its own trend, no pair ratio), funding/premium/OI/L-S supplementary data (the 2023-cutoff data-engineering blocker that killed the funding-carry and premium-index hypotheses — this uses OHLCV ONLY), and tick-data coverage holes. Distinct from the existing HyperliquidMajorsCrossSectionalMomentumRotationLS sibling: that is CROSS-SECTIONAL rank rotation at weekly/1D cadence; this is ABSOLUTE per-asset trend at 4H. Kept to 3 core parameters to resist the recurring overfit failures.