Hypotheses

AVAX OKX Daily Vol-Normalised Trend: Half-Exposure Risk Revision

Hypothesis

Derived by the Research Lead from the supplied Lemperiere operationalization and analyst revision request: preserve the correctly implemented AVAXUSDT.OKX daily long-short signal, but halve daily_vol_target to 0.0075 and max_fraction to 0.5. This tests a revised allocation premise; it does not establish a new directional edge or guarantee proportional drawdown reduction. Risk-control route (b): signal exits, entry notional capped at 50% of equity, leverage 1.0, quantity fixed until exit. Continuous-market orders execute at the signal bar close, the supported equivalent of next-bar-open execution. Cost arithmetic is a hypothesis, not a measured result: assumed gross capture 0.50% minus 2 × 0.05% configured OKX taker commissions leaves 0.40% before slippage and funding; predict 0.30% net per trade. Assumed gross capture is five times commission cost. Preserve all previously exposed development, OOS and inspected-holdout evidence in the existing lineage.

Analysis

Commodities Futures Trend Following

Backtest and paper results are hypothetical. Trading involves risk of loss.