Hypotheses
QuantConnect HistoricalReturnsAlphaModel: Daily LTC/BCH Directional Signals on Hyperliquid
Derived by the Research Lead from QuantConnect's HistoricalReturnsAlphaModel (Apache-2.0): preserve its default lookback=1, resolution=DAILY and one-day prediction interval. Source:…
Hypothesis
Derived by the Research Lead from QuantConnect's HistoricalReturnsAlphaModel (Apache-2.0): preserve its default lookback=1, resolution=DAILY and one-day prediction interval. Source: https://github.com/QuantConnect/Lean/blob/856327ff33869cba98393781000c4ab1d2af423d/Algorithm.Framework/Alphas/HistoricalReturnsAlphaModel.py. This is an alpha model with actionable signals, but it does not specify portfolio construction, orders, stops or position sizing. Complete those omissions with independent equity-relative positions and signal-reversal/expiry exits; these additions are platform choices, not QuantConnect's rules. Trade LTC and BCH perpetuals independently using daily close-stamped bars. Preserve signed insight magnitude, including negative magnitudes for DOWN insights. No thresholds, trend filters, funding vetoes or added technical indicators. Market orders execute at the signal bar's close. Maintain same-direction exposure when a fresh daily insight renews it, rather than manufacturing daily round trips.
Analysis
HistoricalReturnsAlphaModel
Backtest and paper results are hypothetical. Trading involves risk of loss.