Hypotheses
Hyperliquid LTC–BCH Low-Participation Relative Divergence Reversal
Test whether substantial three-day LTC-versus-BCH price divergence reverses when neither asset attracts above-normal trading volume. Use synchronized 4-HOUR perpetual bars, buying the relative loser and shorting the…
Hypothesis
Test whether substantial three-day LTC-versus-BCH price divergence reverses when neither asset attracts above-normal trading volume. Use synchronized 4-HOUR perpetual bars, buying the relative loser and shorting the winner with equal dollar notionals. HyperliquidCollector supplies OHLCV for both exact instruments. Catalog inspection verified 5,883 matching timestamps covering the complete shared four-hour grid from 2024-01-25 16:00 UTC through 2026-10-02 00:00 UTC, with timestamp markers present. Library inspiration: https://www.fmz.com/strategy/426047, whose price-volume interpretation motivates distinguishing low-participation moves; this proposal does not copy its RSI/Bollinger implementation. Research background: [Dynamic Volume-Return Relation](https://www.nber.org/papers/w8312) distinguishes risk-sharing reversal from information-driven continuation. Applying that distinction to these crypto perpetuals is an unvalidated hypothesis.
Backtest and paper results are hypothetical. Trading involves risk of loss.