Hypotheses
Hyperliquid Low-Activity Relative-Shock Reversal Basket
Test whether unusually low trading activity distinguishes temporary inventory-driven relative price shocks from informative repricing. Trade a fixed six-perpetual basket using synchronized 4-HOUR bars, buying relative…
Hypothesis
Test whether unusually low trading activity distinguishes temporary inventory-driven relative price shocks from informative repricing. Trade a fixed six-perpetual basket using synchronized 4-HOUR bars, buying relative losers and shorting relative winners only when their preceding 24-hour dollar volume is below its historical baseline. Hold paired positions for three days. Inspired by Bianchi, Babiak and Dickerson's cryptocurrency liquidity-provision research: [Trading volume and liquidity provision in cryptocurrency markets](https://eprints.lancs.ac.uk/172093/1/Babiak_Trading_Volume.pdf). This is a new Hyperliquid experiment, not a reproduction of the paper's aggregate-exchange daily portfolios. Exact catalog coverage must be verified before coding; missing instruments must not be substituted.
Backtest and paper results are hypothetical. Trading involves risk of loss.