Hyperliquid SOL Funding Extreme Counter-Position Long-Short (HYPERLIQUID Perps, 4H, Funding-Driven Mean Reversion)

Hypothesis

Long-short mean-reversion strategy on Hyperliquid SOL perpetuals that takes the OPPOSITE side of extreme funding-rate positioning. When funding paid by longs to shorts reaches an extreme positive level (longs overcrowded), short the perp; when funding paid by shorts to longs reaches an extreme negative level (shorts overcrowded), long the perp. Exits on funding normalization, profit target, or hard time stop. Fills three under-represented portfolio buckets simultaneously: HYPERLIQUID venue (currently 4.5% vs ≥20% target), long-short direction (currently 9.6% vs ≤55% long-only allowance), and funding-rate-driven mechanisms (underweighted in current portfolio). Avoids the recent BINANCE 30-MINUTE bar data-refill failures by using 4H bars on a liquid HL perp. Avoids the ADA daily walk-forward sample pathology by using a high-frequency mechanism (funding extremes shift every 7-14 days, producing 50-100 entry/exit cycles per year × ~5 years of HL data = 250-500 trades, well above the 100-trade walk-forward floor).