Hyperliquid LTC–BCH Relative Repricing After Spread Compression

Hypothesis

Test whether a breakout in the LTC/BCH log-price ratio after compressed relative volatility predicts continued relative repricing over three days. Buy the relative winner and short the relative loser with equal dollar notionals. HyperliquidCollector supplies both perpetuals' 4-HOUR OHLCV. Catalog inspection verified 5,883 synchronized observations from 2024-01-25 16:00 UTC through 2026-10-02 00:00 UTC, without missing four-hour intervals. A baseline trigger-count check found 134 compression-breakout events before economic eligibility filters; forward returns were not evaluated. Implement as a FactoryStrategy with timestamp-synchronized bounded buffers and constant-size calculations.