Hypotheses
Hyperliquid BTC 15-Minute Asian Session Opening Range Breakout Long-Short (3-Parameter Crabel ORB, OHLCV-Only)
Classical Opening Range Breakout (Crabel 1990) long-short intraday strategy on BTC-USD perpetual at Hyperliquid using 15-minute bars. The mechanism: define each UTC trading day's 'opening range' (OR) as the high/low…
Strategies
- BtcHl15mAsianOpeningRangeBreakoutLS Abandoned
Hypothesis
Classical Opening Range Breakout (Crabel 1990) long-short intraday strategy on BTC-USD perpetual at Hyperliquid using 15-minute bars. The mechanism: define each UTC trading day's 'opening range' (OR) as the high/low across the first 4 fifteen-minute bars (00:00-01:00 UTC, the start of Asian active session). For the remainder of the trading day (01:00-24:00 UTC), monitor 15-minute closes — go LONG when a close breaks above OR_high, go SHORT when a close breaks below OR_low. One round-trip max per day; reset at……Show moreShow less
Classical Opening Range Breakout (Crabel 1990) long-short intraday strategy on BTC-USD perpetual at Hyperliquid using 15-minute bars. The mechanism: define each UTC trading day's 'opening range' (OR) as the high/low across the first 4 fifteen-minute bars (00:00-01:00 UTC, the start of Asian active session). For the remainder of the trading day (01:00-24:00 UTC), monitor 15-minute closes — go LONG when a close breaks above OR_high, go SHORT when a close breaks below OR_low. One round-trip max per day; reset at 00:00 UTC. This hypothesis simultaneously fills THREE of the most under-represented portfolio quotas: (a) HYPERLIQUID venue (4.6% vs 20% target), (b) short_1m_15m horizon (1.9% vs 10% target — biggest single quota gap in the entire portfolio by ratio), (c) long+short direction (12% vs ~45% target). Pure OHLCV-only — NO supplementary data dependency (avoids the 14+ session abandons from funding/liquidation infrastructure gaps). The mechanism class is structurally different from every existing portfolio entry and every recent failure: not a trend-continuation (the 4H Donchian-breakout class is now confirmed dying), not a regime-MR (no supp data available for regime gating), not a multi-filter trend (those overfit per the DOGE Triple-Filter abandon), not a Bollinger-squeeze (already filled by my BnbSpotBollingerSqueezeBreakout). ORB has 60+ years of academic validation across asset classes (S&P 500, futures, FX) and operates on a structurally robust principle: daily-range establishment + directional breakout = directional continuation. Choice of HL venue is critical: HL's 0.09% round-trip fee is the lowest among executable perp venues, making short-horizon mechanisms (where fee drag accumulates fastest) actually viable. The Asian-session anchor exploits the known timing of major Asian crypto flow initiation. Trade frequency: ~150-200 valid breakouts per year (some days the OR is never broken either direction), well above walk-forward viability. ONLY 3 PARAMETERS to avoid the 9-param overfitting trap from DOGE Triple-Filter Trend.
Backtest and paper results are hypothetical. Trading involves risk of loss.