ZEC–DASH Cross-Venue Latent-Ratio Dislocation Reversal

Hypothesis

Derived by the Research Lead from QuantStart's State Space Models and the Kalman Filter: https://www.quantstart.com/articles/State-Space-Models-and-the-Kalman-Filter/. The supplied local full text explains causal filtering but supplies no trading rules or profitability evidence. Test first-turn reversals of large ZEC/DASH relative-price deviations using synchronized 4-HOUR bars, trading ZECUSD.HYPERLIQUID against DASHUSDT.BYBIT. Exact catalog directories exist; filenames indicate common history beginning April 2025, subject to continuity verification. Market orders at the signal close implement the capability registry's continuous-market equivalent of next-bar-open execution. No atomic fills, hedge mode or exchange-resting protection are required. Baselines: observation_bars=180, state_noise_ratio=0.001, entry_z=2.0, hold_bars=30. Predicted frequency is 15–30 paired episodes annually; no performance pre-study was run.