Hyperliquid XLM–ALGO Failed Range-Break Auctions

Hypothesis

Test independent long and short failed-breakout trades on XLM and ALGO perpetuals using 4-HOUR OHLCV. A completed breakout that promptly closes back inside its prior range may trap breakout participants and induce an unwind toward the range interior. HyperliquidCollector supplies perpetual OHLCV for both exact instruments. Catalog filenames indicate overlapping coverage from 2024-06-21 through 2026-10-02; validate actual timestamps, gaps and duplicates before development. Implement as a FactoryStrategy subclass with bounded rolling buffers and execution after the confirming close. No calendar, funding, news or tick signal is required.