Ehlers Super Bandpass RMS-Crossing Replication on COMP and TRX Hyperliquid 4H

Hypothesis

Derived by the Research Lead from John Ehlers' Super Bandpass trading rules published by ProRealCode: https://www.prorealcode.com/prorealtime-indicators/super-bandpass-filter-john-ehlers/. Preserve the published filter recurrence and symmetric RMS-crossing entries and exits. The Research Lead selects COMP and TRX perpetuals, 4-HOUR bars, initialization and conservative sizing. Market orders execute at the completed signal bar's close, the registry's continuous-market equivalent of next-bar-open execution. Risk control route (b): signal exits with fixed 5% equity notional per instrument, maximum 10% gross exposure, leverage 1.0 and no pyramiding. Predict 30–70 completed trades per instrument annually, generally held for several days. Hyperliquid base-tier taker fees are 0.045% per fill, matching the engine and [official fee schedule](https://hyperliquid.gitbook.io/hyperliquid-docs/trading/fees). Capture and frequency estimates are untested predictions.