Hyperliquid Robust-Drift Disagreement Events on ETC, XLM and BCH

Hypothesis

Original research hypothesis: test whether the direction of typical four-hour returns reasserts itself when one unusually large opposing return makes the multi-day cumulative return point the other way. Trade ETC, XLM and BCH perpetuals independently, long and short, on 4-HOUR bars; remain flat outside disagreement events. This tests robust drift versus outlier-dominated price displacement, not CUSUM persistence, swing sweeps, continuous cross-sectional ranking or a funding-carry book. Orders execute at the completed signal bar close, the capability registry equivalent to next-bar-open execution on a continuous venue. Protective stops trigger intrabar through platform matching; no exchange-hosted protection or selectable same-bar ordering is required. All capture and firing-rate numbers are unmeasured preregistered predictions. Use actual available history, at most approximately 2.3 years for Hyperliquid 4H bars, without extrapolating missing history.