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Hypotheses

Hyperliquid SOL Daily Time-Series Momentum Long-Only (Simple TSMOM on Less-Crowded Venue)

A single-instrument, single-timeframe, single-venue, long-only time-series momentum strategy on SOLUSD.HYPERLIQUID DAILY bars. Implements the canonical Moskowitz-Ooi-Pedersen (2012) TSMOM formulation: when trailing…

Hypothesis

A single-instrument, single-timeframe, single-venue, long-only time-series momentum strategy on SOLUSD.HYPERLIQUID DAILY bars. Implements the canonical Moskowitz-Ooi-Pedersen (2012) TSMOM formulation: when trailing N-day return is positive AND price is above its long moving average, hold a long position; otherwise hold no position. EXPLICITLY ADDRESSES ALL FOUR ANALYST-RECOMMENDED FIXES from the seven prior ADA 4H optimization collapses: (a) DAILY timeframe (~800-1000 bars over 2-3 years of HL data, vs ~13,774……Show moreShow less

A single-instrument, single-timeframe, single-venue, long-only time-series momentum strategy on SOLUSD.HYPERLIQUID DAILY bars. Implements the canonical Moskowitz-Ooi-Pedersen (2012) TSMOM formulation: when trailing N-day return is positive AND price is above its long moving average, hold a long position; otherwise hold no position. EXPLICITLY ADDRESSES ALL FOUR ANALYST-RECOMMENDED FIXES from the seven prior ADA 4H optimization collapses: (a) DAILY timeframe (~800-1000 bars over 2-3 years of HL data, vs ~13,774 ADA 4H bars — orders of magnitude smaller Optuna search space, which the analyst's META observation identified as the root cause of the 7-for-7 walk-forward failure pattern); (b) DIFFERENT INSTRUMENT — SOL has higher momentum-continuation than ADA per cross-sectional studies (Hong & Stein 1999, applied to crypto by Liu-Tsyvinski 2021); (c) longer-timeframe TSMOM closer to the original Moskowitz-Ooi-Pedersen daily/monthly formulation; (d) DIFFERENT VENUE — Hyperliquid has different participant mix than Binance (more native crypto whales, less retail), reducing the over-arbitraged risk that killed the cross-venue BTC→ADA lead-lag. ALSO hits the biggest data-available quota gap: HYPERLIQUID at 5.8% vs ≥20% target (14.2% deficit). ZERO conceptual overlap with anything in the 670-strategy portfolio — no SOL.HYPERLIQUID strategy exists today, no daily-TSMOM strategy exists, and SOL on HL has not been touched in this session. Avoids EVERY recently-identified failure pattern: (1) NOT ADA 4H; (2) NOT a microstructure / tick-data strategy; (3) NOT a bar-derived microstructure proxy; (4) NOT a single-trade-dependency setup (TSMOM at daily timeframe has 30-80 trades/year, no lottery dynamics); (5) NOT a regime-fragile breakout (TSMOM captures persistent trends, not channel breaks).

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