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Hyperliquid BTC 4-Hour Momentum Trend-Continuation, LONG/SHORT (Single-Instrument HYPERLIQUID Perp, Pure OHLCV, Flip-Via-Flat, Fixed-Fractional Sizing, Positive Payoff Geometry — Tests the Untested 4H Middle-Cadence That Could Satisfy BOTH HL's Deep-History AND Holdout-Trade-Density Requirements, Pre-Registered DATA-DEPTH Kill-Switch + Sizing Probe, Fills Long-Short + HL Venue, Tail-Safe, Low-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, 4-HOUR momentum / trend-continuation strategy on BTCUSD.HYPERLIQUID. This deliberately targets the ONE cadence not yet ruled out, derived from the exact failure geometry of the prior HL…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, 4-HOUR momentum / trend-continuation strategy on BTCUSD.HYPERLIQUID. This deliberately targets the ONE cadence not yet ruled out, derived from the exact failure geometry of the prior HL runs: HL is the only clean-sizing venue (BTC/ETH ~90%/64.5%; BINANCE USD-M/COIN-M over-exposure-broken, spot-CASH/multi/options broken, census data-walled), but HL DAILY (deep ~3yr) is too trade-sparse for the 15-day holdout (~15 daily bars -> 0-1 holdout trades, which auto-rejected the daily……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, 4-HOUR momentum / trend-continuation strategy on BTCUSD.HYPERLIQUID. This deliberately targets the ONE cadence not yet ruled out, derived from the exact failure geometry of the prior HL runs: HL is the only clean-sizing venue (BTC/ETH ~90%/64.5%; BINANCE USD-M/COIN-M over-exposure-broken, spot-CASH/multi/options broken, census data-walled), but HL DAILY (deep ~3yr) is too trade-sparse for the 15-day holdout (~15 daily bars -> 0-1 holdout trades, which auto-rejected the daily breakout), while HL 15-MIN has enough bars/day but only ~2 MONTHS of history (2026-03-16+, both majors) -> also unvalidatable. Daily and 15-min each fail a DIFFERENT validation requirement. 4-HOUR is the untested middle ground designed to satisfy BOTH: it is NOT sub-hourly (so NOT inside the confirmed ~2-month sub-hourly wall), and a 15-day holdout spans ~90 4H bars (vs ~15 daily) giving enough holdout trades, while a momentum book holding ~1-3 days generates a few hundred trades over the sample for a valid 3-window walk-forward. The binding UNKNOWN is whether 4H HL BTC history is deep (like daily, ~2023+) or shallow (like 15-min, ~2 months); I pre-register a hard kill-switch on it. Mechanism is asset-matched: BTC trends (the HL BTC daily breakout was clean & positive, PF 1.76), so momentum/continuation fits BTC (whereas mean-reversion fits choppy ETH). LONG/SHORT fills the dominant direction gap (long_only 85.9% vs <=55%) on the PROVEN-clean HL BTC long-short path (TS-mom LS sized 97%); flip-via-flat so the engine never nets opposing fills. Payoff geometry is explicitly CORRECTED from the prior 15-min reversion flaw (avg_win < avg_loss trap): the trend-continuation target/trail must exceed the stop distance net of the ~0.09% HL round-trip so avg_win > avg_loss. Bug-avoiding: pure OHLCV, ONE fixed-fractional size per entry, NO dynamic resizing, leverage 1.0, dual flat guard. PRE-REGISTERED ACCEPTANCE (two gates, to avoid thrashing): (1) DATA-DEPTH — verify 4H HL BTC data spans >= ~2 years AND the 15-day holdout contains >= ~5 trades; if NOT, this confirms the HL sub-daily data wall extends to 4H -> ABANDON & ESCALATE to the data engineer (do NOT iterate). (2) SIZING — avg_position_pct ~<=100% and no physically impossible 4H/daily equity jump; if violated, abandon & escalate as a reproducer. Low parameter count (momentum lookback, trend filter, ATR stop/trail).

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