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Hyperliquid BTC Intraday 15-Minute Momentum Trend-Continuation, LONG/SHORT (Single-Instrument HYPERLIQUID Perp, Pure OHLCV, Flip-Via-Flat, Fee-Gated Selective Entries Holding Hours, Fixed-Fractional Sizing — Intraday LS on the One Fully-Proven-Clean Combo HL BTC [LS sizes 97%], Defeats the HL Daily Data-Sparsity Wall, Fills ALL THREE Top Gaps: Long-Short + HL Venue + Short Horizon, Pre-Registered Sizing Probe, Tail-Safe, Low-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, INTRADAY 15-MINUTE momentum / trend-continuation strategy on BTCUSD.HYPERLIQUID that goes LONG on confirmed intraday up-momentum and SHORT on confirmed intraday down-momentum, flipping…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, INTRADAY 15-MINUTE momentum / trend-continuation strategy on BTCUSD.HYPERLIQUID that goes LONG on confirmed intraday up-momentum and SHORT on confirmed intraday down-momentum, flipping ONLY via flat. This is the highest-value remaining EVALUABLE idea because it uniquely fills the THREE most under-represented reachable buckets simultaneously: (1) DIRECTION — long_only is 85.8% vs the <=55% target (the single largest quota miss); only a long-SHORT book can fix it, and long/flat……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, INTRADAY 15-MINUTE momentum / trend-continuation strategy on BTCUSD.HYPERLIQUID that goes LONG on confirmed intraday up-momentum and SHORT on confirmed intraday down-momentum, flipping ONLY via flat. This is the highest-value remaining EVALUABLE idea because it uniquely fills the THREE most under-represented reachable buckets simultaneously: (1) DIRECTION — long_only is 85.8% vs the <=55% target (the single largest quota miss); only a long-SHORT book can fix it, and long/flat books (the two pending intraday HL books) cannot. (2) VENUE — HYPERLIQUID 6.8% vs >=20%. (3) HORIZON — short 1m-15m 3.7% vs >=10%. Crucially it sits on the ONE combination now PROVEN clean on every axis: HL BTC long-short sizes correctly at avg_position_pct 97% (the HL BTC TS-mom LS sibling, sent to optimize), so the LS / flip path is NOT the over-exposure bug — that was BINANCE USD-M/COIN-M (engine over-exposure) and HL SOL (early-data artifact, now dropped), while HL BTC/ETH are clean. It is DISTINCT from both the daily HL BTC TS-mom LS (which risks the HL daily data-sparsity wall: ~3yr history -> ~0-1 OOS trades for daily cadence) and the long/flat HL BTC intraday breakout (no short side): intraday cadence over ~3yr (~75k 15m bars) yields HUNDREDS of trades, making a valid 3-window walk-forward + 15-day holdout possible (defeating the wall that killed the HL daily books), and the LS construction adds intraday DOWN-trend capture. Constraint context: BINANCE USD-M + COIN-M perp over-exposure-broken (stop probing them); spot-CASH MTM, multi-instrument aggregation, options settlement broken; census signals data-walled -> OHLCV only; HL is the only clean venue and HL BTC the safest instrument. FEE DISCIPLINE is central (HL ~0.09% RT, need >0.15% net/trade): entries are SELECTIVE momentum continuations gated by range/volume expansion, holding HOURS (not minutes), targeting >0.3-0.4% gross legs — explicitly NOT scalping. FLIP-VIA-FLAT: on a momentum sign reversal, exit fully to flat one bar, then open the opposite side, so the engine never nets opposing fills (cleanest LS construction). Bug-avoiding otherwise: pure OHLCV, ONE fixed-fractional size per entry, NO dynamic resizing, leverage 1.0, dual flat guard. PRE-REGISTERED ACCEPTANCE / SIZING PROBE (retained; HL not assumed uniformly clean and this is the intraday-LS path): avg_position_pct ~<=100% and no physically impossible intraday equity jump (BTC at 1x ~+/-15-20%); if violated, abandon & escalate as the HL-BTC-intraday-LS reproducer. Low parameter count (momentum lookback, expansion filter, ATR stop, trend filter).

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