Hypotheses
DOGE Hyperliquid Hawkes Reflexivity Burst Continuation
Adapt the article's single demonstration trading mechanism to DOGEUSD.HYPERLIQUID on 4-HOUR bars: follow the latest large return only when a reliable Hawkes fit indicates self-excitation and current intensity is…
Hypothesis
Adapt the article's single demonstration trading mechanism to DOGEUSD.HYPERLIQUID on 4-HOUR bars: follow the latest large return only when a reliable Hawkes fit indicates self-excitation and current intensity is unusually high. Preserve the causal event extractor, exponential kernel, deterministic maximum-likelihood fit and time-based exit. Add equity-relative sizing and an intrabar protective stop because the source demonstration omits protection. Entries execute at the signal bar's close. The branching ratio measures historical clustering; directional continuation is the hypothesis to test, not a mathematical consequence of Hawkes intensity. No source performance claim is accepted as evidence.
Analysis
Self-Exciting Markets: Building a Hawkes Process from Scratch
Backtest and paper results are hypothetical. Trading involves risk of loss.