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Hypotheses

AVAX–NEAR OKX Compression-Release Relative Persistence at Reduced Exposure

Derived by the Research Lead from the FMZ Aroon digest as summarized in the original hypothesis: test relative-recency persistence only after a compressed AVAX/NEAR log-price spread breaks its preceding range. The…

Hypothesis

Derived by the Research Lead from the FMZ Aroon digest as summarized in the original hypothesis: test relative-recency persistence only after a compressed AVAX/NEAR log-price spread breaks its preceding range. The source text was not supplied in this revision; the regime and exit rules are Research Lead choices. Use synchronized 12-HOUR closes. Market orders execute at the signal close, the supported continuous-market equivalent of next-bar-open fills. Risk route (b): signal exits with capped sizing; allocate 10%……Show moreShow less

Derived by the Research Lead from the FMZ Aroon digest as summarized in the original hypothesis: test relative-recency persistence only after a compressed AVAX/NEAR log-price spread breaks its preceding range. The source text was not supplied in this revision; the regime and exit rules are Research Lead choices. Use synchronized 12-HOUR closes. Market orders execute at the signal close, the supported continuous-market equivalent of next-bar-open fills. Risk route (b): signal exits with capped sizing; allocate 10% of mark-to-market equity per leg, 20% aggregate entry exposure, leverage 1.0, and a 25% ongoing per-leg exposure cap. Predict 10–20 paired episodes annually, held up to seven days. Cost arithmetic: a hypothesized mean signed relative return of 2.0% yields approximately 1.0% gross per aggregate entry notional; four 0.05% fills cost approximately 0.10% on that denominator. A further 0.20% allowance for impact and adverse funding leaves 0.70% net, exceeding twice the assumed 0.30% total cost. These are predictions, not measured findings. Fee reference: [OKX futures fee calculation](https://www.okx.com/en-us/help/how-to-calculate-the-contract-transaction-fee). Use actual overlapping history and retain all exposed lineage evidence.

Analysis

阿隆(Aroon)技术指标在量化交易中的应用

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