Hypotheses
SOL Perp Open-Interest-Confirmed Trend Continuation — Long-Short, Daily, Ride Breakouts Backed by Fresh Positioning / Stand Aside on Unbacked Moves (HYPERLIQUID SOLUSDT Perp, Daily Bars, OI-Gated, 3-Parameter)
A LONG-SHORT, single-instrument DIRECTIONAL trend-continuation strategy on the Hyperliquid SOL perpetual, daily bars, that is deliberately NOT a pure-OHLCV trend clone: the entry TRIGGER is a Donchian breakout, but the…
Hypothesis
A LONG-SHORT, single-instrument DIRECTIONAL trend-continuation strategy on the Hyperliquid SOL perpetual, daily bars, that is deliberately NOT a pure-OHLCV trend clone: the entry TRIGGER is a Donchian breakout, but the CONFIRMATION GATE is that aggregate open interest is EXPANDING through the break (fresh leverage entering behind the move), and the KILL SWITCH is OI contraction (positioning unwinding). This directly inverts the dead OI-exhaustion-fade class (which SHORTS extremes when OI stalls): here we only RIDE breaks that fresh money is funding, and we stand aside on OHLCV breaks with flat/falling OI (the failure-prone whipsaw breakouts). Positions are held for days-to-weeks so round-trip fee drag is negligible relative to the captured leg. Chosen to fill the two most under-represented portfolio buckets simultaneously — long_short (14.2% vs ~45% target) and HYPERLIQUID (7.1% vs 20% target) — while avoiding every named dead class (no cross-sectional basket, no fade, no dual-TF momentum-confluence clone, no options, no COIN-M, no liquidations feed, no dated quarterly).
Backtest and paper results are hypothetical. Trading involves risk of loss.