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Hypotheses

Hyperliquid ETH UTC-Session Opening-Range Breakout, Long-Short (Single-Instrument Perp, 1H, Pure OHLCV, Asia/EU Range -> US-Session Expansion Break, ATR Stop, Session-End/Trailing Exit, Low-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday OPENING-RANGE-BREAKOUT strategy on ETHUSD.HYPERLIQUID perpetual futures (1-HOUR bars). It fills the two most under-represented portfolio buckets simultaneously:…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday OPENING-RANGE-BREAKOUT strategy on ETHUSD.HYPERLIQUID perpetual futures (1-HOUR bars). It fills the two most under-represented portfolio buckets simultaneously: HYPERLIQUID venue (5.7% vs the >=20% live-trading quota, the single largest gap, and where the factory is shifting live execution) and long_short direction (14.5%). The mechanism is deliberately ORTHOGONAL to the two HL/intraday strategies already in the book: it is NOT a volatility-regime squeeze……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV intraday OPENING-RANGE-BREAKOUT strategy on ETHUSD.HYPERLIQUID perpetual futures (1-HOUR bars). It fills the two most under-represented portfolio buckets simultaneously: HYPERLIQUID venue (5.7% vs the >=20% live-trading quota, the single largest gap, and where the factory is shifting live execution) and long_short direction (14.5%). The mechanism is deliberately ORTHOGONAL to the two HL/intraday strategies already in the book: it is NOT a volatility-regime squeeze (HyperliquidSolVolSqueezeBreakout1H) and NOT a single-impulse-bar ride (Sol/Eth ImpulseBarContinuation). Instead it exploits intraday SESSION STRUCTURE: crypto's 24h tape still shows a recurring handoff pattern in which the Asia/Europe hours (anchored from 00:00 UTC) establish a daily opening range, and that range is most often expanded/resolved directionally during the US session. The strategy defines the opening range, then trades the first clean break of it with the session's directional bias, going long on an upside break and short on a downside break. Pure OHLCV means zero supplementary-data dependency (sidestepping the HL funding/OI/liquidation data-availability failures), and 1H bars give ~24 bars/day so even a moderate HL history yields a large, validatable trade sample (one trade/day). Kept intentionally low-parameter (4 core params) to resist the overfitting that has been the recurring abandonment cause.

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