A LONG-SHORT, single-instrument, pure-price TREND-CONTINUATION strategy on AVAX-USD perpetual on HYPERLIQUID (AVAXUSD.HYPERLIQUID), 4H primary with a 1D trend filter. It stays in the factory's ONLY surviving family (directional trend, long-short, hold-days, trail-winners — the paper-stage BTC dual-TF momentum at Sharpe 1.99) but uses a DELIBERATELY DIFFERENT ENTRY MECHANISM from the momentum-cross confluence and Donchian-breakout variants already in the pipeline: instead of entering on a fresh EMA cross or a new channel extreme, it waits for a PULLBACK against an established daily trend and enters only when the 4H price RESUMES in the trend direction (a higher-low that turns back up in an uptrend, a lower-high that turns back down in a downtrend). Buying strength after a shallow retrace, rather than chasing the cross, systematically improves entry price and cuts the whipsaw that pins per-trade capture near the fee floor — the specific failure mode of the mid-frequency confluence scanners. Routed to fill the two largest gaps: HYPERLIQUID venue (6.5% vs 20% target) and long-short direction (13.6% vs an 86% long-only book), on a fresh liquid high-beta major (AVAX) not yet covered by the BTC/ETH/SOL/LINK variants. AVAX's higher beta means continuation legs are large in percentage terms — lifting capture well above Hyperliquid's ~0.09% round-trip — while being less pathologically fat-tailed than memecoins, so the edge isn't carried by one outlier day. NOT a mean-reversion fade (L53 — this buys the resumption, it does not fade the stretch), NOT a squeeze breakout (L54), NOT a cointegration/basis pair (dead), NOT a cross-sectional rank basket (L52), NOT a non-price-feed gate (L46), NOT options/COIN-M (L50/L51). 4H+1D on Hyperliquid = ~2.3y usable 4H history + full daily; pullback entries in trend keep cadence moderate so walk-forward windows and the 15-day holdout populate (avoids empty-holdout/no-trades death) and clear of the sub-hourly HL trap. Risk profile: ~1.5% equity risk per trade via ATR-based stop; volatility-scaled sizing (notional = risk_budget / (atr_mult * ATR_4H)); max single-position exposure ~25% of $100k; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (daily-trend lookback, pullback depth in ATR, ATR trailing multiple).