Hypotheses
Hyperliquid Downside-Fragility Spread: Long Resilient Alts, Short Fragile Alts
Test whether asymmetric exposure to market selloffs persists across AVAX, NEAR, DOT and ATOM perpetuals. Using synchronized 4-HOUR bars, buy the two assets with the smallest downside-versus-upside market sensitivity…
Hypothesis
Test whether asymmetric exposure to market selloffs persists across AVAX, NEAR, DOT and ATOM perpetuals. Using synchronized 4-HOUR bars, buy the two assets with the smallest downside-versus-upside market sensitivity and short the two with the largest. Hold each basket for seven days rather than trading small spread fluctuations. This is an original conditional-risk hypothesis, not a source-strategy reproduction. Research on cryptocurrency low-volatility effects is mixed; conventional low-volatility sorting is not established evidence for this specific mechanism. Source: https://www.sciencedirect.com/science/article/pii/S154461232030667X. Required catalog coverage must be confirmed before implementation.
Backtest and paper results are hypothetical. Trading involves risk of loss.