Hyperliquid NFT-Sector Lead–Lag Catch-Up in SAND

Hypothesis

Test whether SAND adjusts with a delay after concordant, substantial 24-hour moves in GALA and APE. Trade SAND long or short using synchronized 4-HOUR bars; GALA and APE are signal sources only. HyperliquidCollector supplies perpetual OHLCV for all three exact instruments. Catalog inspection verified 4,975 common timestamps from 2024-06-21T04:00:00Z through 2026-10-01T20:00:00Z, with close-stamping markers present. A baseline trigger-frequency check found 93 non-overlapping signals, approximately 41/year; it did not inspect subsequent returns. Implement as a FactoryStrategy subclass with bounded rolling buffers and timestamp-matched extra-bar handling. Statistical inspiration: https://quant.stackexchange.com/questions/81139/lead-lag-statistical-test-in-python ; this source suggests testing lead–lag relationships and supplies no evidence of profitability for these tokens.