Hypotheses
Hyperliquid Funding Catch-Up to Binance: AAVE, UNI and LTC Directional Event Panel
Test whether Hyperliquid funding changing from disagreement to agreement with a persistent Binance funding regime predicts subsequent directional price adjustment. Trade AAVE, UNI and LTC Hyperliquid perps…
Hypothesis
Test whether Hyperliquid funding changing from disagreement to agreement with a persistent Binance funding regime predicts subsequent directional price adjustment. Trade AAVE, UNI and LTC Hyperliquid perps independently on synchronized 4-HOUR bars; matching Binance perps provide signals only. This is an original hypothesis. Funding is a positioning proxy, not funding-income arbitrage. Hyperliquid settles funding hourly with an eight-hour formula, as described in [Hyperliquid's documentation](https://hyperliquid.gitbook.io/hyperliquid-docs/trading/funding); use the platform's documented normalized eight-hour rates without multiplying already-normalized values. Market orders execute at the signal-bar close, the registry equivalent of next-bar-open execution on continuous venues. Baselines: persistence_days=3, excess_threshold=0.00005, hold_bars=18. Predicted firing rate: 10–25 events per coin-year. Risk route (b): signal/time exits with capped unlevered sizing. Evaluate all genuinely overlapping available history.
Backtest and paper results are hypothetical. Trading involves risk of loss.