Hypotheses
SOL Hyperliquid Activity-Surge Fade — 45% Exposure Risk Revision
Retain the SOLUSD.HYPERLIQUID 4-HOUR activity-surge contrarian signal and fixed 72-hour exit, but reduce position_fraction from 0.90 to 0.45. Freeze the completed optimizer's surge_ratio_min at 2.0380667881633885. Risk…
Hypothesis
Retain the SOLUSD.HYPERLIQUID 4-HOUR activity-surge contrarian signal and fixed 72-hour exit, but reduce position_fraction from 0.90 to 0.45. Freeze the completed optimizer's surge_ratio_min at 2.0380667881633885. Risk control route (b): time-based exit, leverage 1.0, maximum entry exposure 45% of equity, one net position and no pyramiding. Market orders execute at the signal bar close. Retain the enforced 20% drawdown limit. This revises the excessive-risk premise; it does not establish fresh predictive evidence or authorize paper deployment.
Analysis
数字货币因子模型
Backtest and paper results are hypothetical. Trading involves risk of loss.