Hypotheses
Hyperliquid Funding-Crowding Stall Breaks: HBAR, FIL and RENDER Long/Short
Test whether persistently expensive one-sided perpetual positioning that cannot extend price unwinds after price breaks against the funding-paying side. Trade three independent Hyperliquid perpetuals using 12-HOUR…
Hypothesis
Test whether persistently expensive one-sided perpetual positioning that cannot extend price unwinds after price breaks against the funding-paying side. Trade three independent Hyperliquid perpetuals using 12-HOUR OHLCV bars and settled hourly funding. This is a directional positioning hypothesis, not funding carry. Market orders execute at the completed signal-bar close, explicitly using the registry's continuous-market equivalent for next-bar-open execution. Protective stop-market orders trigger intrabar through platform matching. Use each instrument's actual overlapping bar/funding history. Predict 10–25 qualifying episodes per instrument-year; this is unmeasured. No preliminary performance test was run.
Backtest and paper results are hypothetical. Trading involves risk of loss.