Hypotheses

Hyperliquid AVAX–ATOM Daily Changepoint-Gated Slow Momentum and Fast Reversion

Hypothesis

Derived by the Research Lead from Kieran Wood, Stephen Roberts and Stefan Zohren's Slow Momentum with Fast Reversion: use online Gaussian-process changepoint severity to switch between persistent-trend exposure and short-horizon contrarian exposure. This is an interpretable operationalization, not a reproduction of the authors' learned LSTM policy or reported performance. Trade AVAX and ATOM independently, long or short, on 1-DAY bars. Preserve the paper's GP changepoint construction and 60-day volatility estimator; replace the learned policy with explicit regime rules and add turnover controls, protective stops and equity-relative exposure limits. These choices are registered below. Execute market orders at signal-bar closes; this is the registry's equivalent of next-bar-open execution on a continuous venue. Parameters remain frozen during each evaluation window and deployment.

Analysis

Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection

Backtest and paper results are hypothetical. Trading involves risk of loss.

Strategies

Hypothesis

Analysis