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Hypotheses

Wide-Range-Bar Close-Location Continuation, Second Out-of-Sample Venue/Universe Test on an 8-Alt OKX USDT-Swap Panel (ATOM/NEAR/ETC/FIL/UNI/AAVE/TRX/BCH USDT.OKX, 4H, long-short, fixed 48h clock, 12.5% per leg)

A pre-registered breadth test of the factory's best-performing pure-OHLCV event mechanism on a venue (OKX, 3.3% of the corpus) and on eight symbols that have never been used with it. The mechanism was promoted on…

Hypothesis

A pre-registered breadth test of the factory's best-performing pure-OHLCV event mechanism on a venue (OKX, 3.3% of the corpus) and on eight symbols that have never been used with it. The mechanism was promoted on ETHUSD.HYPERLIQUID 4H (Sharpe 2.11) and then survived optimization as an 8-alt Bybit panel (SOL/XRP/ADA/LINK/DOGE/LTC/DOT/BNB). This test uses a DISJOINT universe (ATOM, NEAR, ETC, FIL, UNI, AAVE, TRX, BCH) on a different exchange, so it shows whether the effect is a general property of alt-perp price……Show moreShow less

A pre-registered breadth test of the factory's best-performing pure-OHLCV event mechanism on a venue (OKX, 3.3% of the corpus) and on eight symbols that have never been used with it. The mechanism was promoted on ETHUSD.HYPERLIQUID 4H (Sharpe 2.11) and then survived optimization as an 8-alt Bybit panel (SOL/XRP/ADA/LINK/DOGE/LTC/DOT/BNB). This test uses a DISJOINT universe (ATOM, NEAR, ETC, FIL, UNI, AAVE, TRX, BCH) on a different exchange, so it shows whether the effect is a general property of alt-perp price discovery or something specific to those 9 series. Event: a 4H bar whose true range is at least range_mult x the mean true range of the previous atr_len bars (excluding the event bar) and whose close lies in the outer close_zone fraction of its range. A close in the top zone is a buy-side imbalance that was not absorbed by bar end. A close in the bottom zone is the mirror. Enter in the close's direction, hold for a fixed 48 hours, then exit. Each leg runs independently and holds at most one netted position per instrument. Execution substitution (capability next_bar_open_fill = use_equivalent): the market order is sent at the event bar's close. On a 24/7 venue that price is the next bar's open. Universe is point-in-time: a leg is eligible only once it has been listed on OKX for at least atr_len+10 4H bars, using universe_at()/is_listed(), and delisted legs are closed at their last price by the base template. No funding feed is needed for the signal; funding is charged to PnL by the engine. Fee arithmetic: the Bybit panel's per-event 48h move after a qualifying bar averaged about 0.18% net. These OKX names are thinner and more volatile (4H ATR typically 2.5-4% vs 1.5-2.5% for the Bybit names), so an event bar is >= 5-8% of range, and a 5-10% continuation of that range is about 0.35-0.6% gross. With 0.10% OKX round-trip taker plus about 0.05% modeled impact, the expected net is about 0.25-0.4%, which is above 2x cost. Prior art: ETH HL (promoted), Bybit 8-alt panel (passed optimization, avg 0.18%), ETH 4H thrust long-only (promoted), BTC wide-range long with a regime filter (overfit: single-symbol BTC, long-only, filtered). This design deliberately keeps the unfiltered long-short form that survived.

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