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SOL Hyperliquid 12H Momentum-Confluence Trend — Long-Short, Single-Bar Fast/Slow EMA Aligned with a Long Trend EMA, ATR Trailing Exit (Volatility-Scaled, 3-Parameter)

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on SOL-USD perpetual on HYPERLIQUID (SOLUSD.HYPERLIQUID), built on 12H bars. This is a DELIBERATE, evidence-driven fix of the two ways the…

Hypothesis

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on SOL-USD perpetual on HYPERLIQUID (SOLUSD.HYPERLIQUID), built on 12H bars. This is a DELIBERATE, evidence-driven fix of the two ways the proven dual-TF mechanism has died on Hyperliquid in my own recent proposals: (1) the LINK-HL 4H version was abandoned as 'promising shape, UNESTABLISHED edge, wrong venue/data' — its edge was genuinely distributed (kurtosis 7.68, skew 0.22, positive every year) but the ~2.3y of 4H HL history was too……Show moreShow less

A LONG-SHORT, single-instrument, pure-price MOMENTUM-CONFLUENCE trend follower on SOL-USD perpetual on HYPERLIQUID (SOLUSD.HYPERLIQUID), built on 12H bars. This is a DELIBERATE, evidence-driven fix of the two ways the proven dual-TF mechanism has died on Hyperliquid in my own recent proposals: (1) the LINK-HL 4H version was abandoned as 'promising shape, UNESTABLISHED edge, wrong venue/data' — its edge was genuinely distributed (kurtosis 7.68, skew 0.22, positive every year) but the ~2.3y of 4H HL history was too short to clear the bootstrap-CI / deflated-Sharpe significance gate; (2) the SOL-HL 4H version died fee_edge because 4H trend legs were too small per trade. Moving the SAME proven confluence mechanism to 12H bars fixes BOTH at once: 12H gives ~6+ years of usable Hyperliquid history (≈5000×12H candles → statistically establishable, populated walk-forward + non-empty 15-day holdout), and 12H trend legs are multi-day to multi-week, so per-trade capture clears the ~0.09% round-trip with wide margin. To further cut the verification-loop risk that killed the weekly ETH and multi-bar variants, the signal uses a SINGLE bar type (no multi-timeframe wiring): fast, slow, and long 'trend' EMAs are ALL computed from the 12H series. It keeps the survivor's core logic — align a fast momentum read with a slower trend and go flat on disagreement, trail winners — which is what produces DISTRIBUTED (non-outlier-mirage) edge, unlike the abandoned Donchian breakouts. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54 — this is a persistent-trend EMA-confluence, not a compression pop), NOT a cointegration/basis pair (dead), NOT a cross-sectional rank basket (L52), NOT a non-price-feed gate (L46), NOT options/COIN-M (L50/L51). Fills the two largest gaps: HYPERLIQUID venue (6.7% vs 20% target) and long-short direction (13.7% vs an 86% long-only book), on the most liquid non-BTC/ETH HL major with large percentage trends. Risk profile: ~1.5% equity risk per trade via ATR-based stop; volatility-scaled sizing (notional = risk_budget / (atr_mult * ATR_12H)) with a hard per-trade notional cap (≤25% of equity*leverage) so no single 12H bar can blow up equity; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (slow/fast EMA ratio, long trend-EMA length, ATR trailing multiple); fast EMA fixed at the survivor's proven relative value to avoid best-of-N overfit.

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