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All hypotheses

Hypotheses

Hyperliquid Majors Funding-Extreme Contrarian Reversion, Long-Short (Multi-Instrument BTC/ETH/SOL Perps, Single-Venue, 1H Bars, Crowded-Positioning Fade with Price-Exhaustion Gate, Independent Per-Name Sizing, Low-Parameter)

A LONG-SHORT, SINGLE-VENUE, MULTI-INSTRUMENT mean-reversion strategy on a small diversified basket of liquid Hyperliquid majors (BTCUSD, ETHUSD, SOLUSD) that fades EXTREME perpetual funding — used as a…

Hypothesis

A LONG-SHORT, SINGLE-VENUE, MULTI-INSTRUMENT mean-reversion strategy on a small diversified basket of liquid Hyperliquid majors (BTCUSD, ETHUSD, SOLUSD) that fades EXTREME perpetual funding — used as a crowded-positioning proxy — only when 1H price action confirms exhaustion. Hyperliquid funds HOURLY, so funding moves to extremes faster and more cleanly than 8h venues. The core PnL source is the PRICE reversion of an over-leveraged/over-crowded perp move, NOT carry: funding is a SIGNAL ONLY (the……Show moreShow less

A LONG-SHORT, SINGLE-VENUE, MULTI-INSTRUMENT mean-reversion strategy on a small diversified basket of liquid Hyperliquid majors (BTCUSD, ETHUSD, SOLUSD) that fades EXTREME perpetual funding — used as a crowded-positioning proxy — only when 1H price action confirms exhaustion. Hyperliquid funds HOURLY, so funding moves to extremes faster and more cleanly than 8h venues. The core PnL source is the PRICE reversion of an over-leveraged/over-crowded perp move, NOT carry: funding is a SIGNAL ONLY (the funding/predicted-funding series, which HL provides), so this is immune to the funding-accrual/crediting and cross-venue fee-domination failure modes that killed every prior hedged funding-CARRY and cross-venue funding-SPREAD attempt — there is no second leg, no inter-venue basis, and no double round-trip. Each instrument is traded INDEPENDENTLY (its own entry/exit/sizing), deliberately NOT a single rotating position, to avoid the engine's single-position-multi-instrument rotation accounting bug flagged by the analyst. The basket (3 uncorrelated-shock majors) diversifies away the single-alt intraday news-gap fragility that wiped the XRP daily book. This is ORTHOGONAL to the factory's promoted trend/impulse/momentum siblings: it is contrarian, it triggers in any regime (crowding extremes occur in both bull and bear), and it produces frequent trades — which is exactly what makes it more statistically validatable than directional trend on Hyperliquid's short (~6mo) history, where trend strategies suffered recent-regime non-generalization.

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