Skip to content

View translation

Hyperliquid SOL Volatility-Squeeze Breakout, Long-Short (Single-Instrument Perp, 1H, Pure OHLCV, Range-Contraction Regime + Volume-Confirmed Directional Break, ATR-Trailed Winners)

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV volatility-regime breakout strategy on SOLUSD.HYPERLIQUID perpetual futures (1-HOUR bars). It targets the Hyperliquid venue, which is severely under-represented in the portfolio (5.6% vs the >=20% live-trading quota) and where the factory is actively shifting live execution. The mechanism is deliberately DIFFERENT from the validated impulse-bar continuation family (SOL/ETH/BTC) already in the book: instead of riding a single large directional bar, it waits for a volatility CONTRACTION regime (range squeeze) and then trades the volume-confirmed expansion break in either direction. Volatility clusters and mean-reverts in crypto, so a local minimum in realized range reliably precedes an expansion; the direction of the first clean break out of the squeeze box carries short-term momentum because resting stops cluster just outside the range and breakout/stop-run flow produces follow-through. Pure OHLCV means zero supplementary-data dependency, sidestepping the HL funding/OI data-availability failures seen earlier. 1H bars (rather than 4H/1D) also produce far more bars per calendar day, keeping the strategy clear of the HL data-span insufficiency that previously failed slower-timeframe HL strategies. Kept intentionally low-parameter (4 core params) to resist the overfitting that has been the recurring abandonment cause.

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