Low-Volatility Anomaly (Lottery-Demand Short) on 13 OKX USDT Perps: Long the 3 Lowest-Realized-Vol Alts, Short the 3 Highest, Inverse-Vol Sized, Weekly Rebalance (OKX 1-DAY, long-short, pure OHLCV)

Hypothesis

A cross-sectional low-volatility factor on OKX USDT perpetual swaps. Data comes from OkxCollector as 1-DAY OHLCV bars. In the catalog, every leg has data from 2020 or 2021 through 2026-10-01. The universe is 13 coins, each with at least 2077 daily bars: ADA, DOT, LINK, ATOM, ETC, BCH, XLM, TRX, AAVE, UNI, ALGO, SOL and AVAX. XRP, DOGE, LTC, NEAR and FIL are left out on purpose because OKX has only 8 days of history for them. Every rebalance_days bars, rank the coins by realized vol over vol_lookback days. Go long the n_per_side lowest-vol coins and short the n_per_side highest-vol coins. Each leg is sized by inverse volatility, and the two books are matched to equal ex-ante volatility, which makes the portfolio roughly beta-neutral. Total gross exposure is 1.0x equity. Rolling vol must be computed in O(1) per bar (deque with running sums), and ranks only on rebalance bars, to avoid the recent sandbox_timeout deaths.