Hypotheses
PURR spot–perpetual premium convergence
On synchronized 4-hour bars, buy PURRUSDC.HYPERLIQUID_SPOT and short equal notional PURRUSD.HYPERLIQUID when the perpetual premium exceeds 1.2%. The catalog contains 4,172 overlapping bars; 69 separate episodes crossed…
Hypothesis
On synchronized 4-hour bars, buy PURRUSDC.HYPERLIQUID_SPOT and short equal notional PURRUSD.HYPERLIQUID when the perpetual premium exceeds 1.2%. The catalog contains 4,172 overlapping bars; 69 separate episodes crossed that threshold before liquidity filters. Include actual hourly funding payments. Hyperliquid funding mechanics: https://hyperliquid.gitbook.io/hyperliquid-docs/trading/funding
Backtest and paper results are hypothetical. Trading involves risk of loss.