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Hypotheses

Hyperliquid BTC Daily Donchian Breakout, LONG/FLAT (Single-Instrument HYPERLIQUID Perp, Pure OHLCV, Simple Fixed Single-Entry Sizing, No Flips, Chosen Because HL Sizes Correctly While BINANCE USD-M Perp Is Engine-Corrupted, Tail-Safe, Low-Parameter)

A LONG-ONLY (LONG/FLAT, never short), SINGLE-INSTRUMENT, DAILY Donchian-channel breakout trend strategy on BTCUSD.HYPERLIQUID. Venue choice is the entire point: the factory's backtest engine currently has a CONFIRMED,…

Hypothesis

A LONG-ONLY (LONG/FLAT, never short), SINGLE-INSTRUMENT, DAILY Donchian-channel breakout trend strategy on BTCUSD.HYPERLIQUID. Venue choice is the entire point: the factory's backtest engine currently has a CONFIRMED, strategy-unfixable OVER-EXPOSURE defect specific to BINANCE USD-M perp (proven immune to hard caps + dual flat-guards across SOL vol-targeted 345% fresh run, ETH vol-targeted 246%, SOL/BTC funding 252%/106%, BTC MTF 136% — all corrupted/near-ruin), PLUS a BINANCE spot-CASH held-position MTM defect……Show moreShow less

A LONG-ONLY (LONG/FLAT, never short), SINGLE-INSTRUMENT, DAILY Donchian-channel breakout trend strategy on BTCUSD.HYPERLIQUID. Venue choice is the entire point: the factory's backtest engine currently has a CONFIRMED, strategy-unfixable OVER-EXPOSURE defect specific to BINANCE USD-M perp (proven immune to hard caps + dual flat-guards across SOL vol-targeted 345% fresh run, ETH vol-targeted 246%, SOL/BTC funding 252%/106%, BTC MTF 136% — all corrupted/near-ruin), PLUS a BINANCE spot-CASH held-position MTM defect (unbacktestable), a multi-instrument aggregation defect, and a forced-flow/positioning data wall (liquidations/OI/account-ratio/taker). HOWEVER, the one HYPERLIQUID run this session (the multi-instrument funding-contrarian) sized CORRECTLY at ~20-29% capital with metrics_reliable=true — it failed only on HL's short data, NOT on over-exposure. That evidence localizes the over-exposure bug to the BINANCE USD-M venue/account path and identifies HYPERLIQUID as the one perp venue that currently produces TRUSTWORTHY sizing/metrics. This hypothesis therefore moves the factory's VALIDATED daily trend edge to HL, in the simplest, cleanest, most-evaluable form: single-instrument, OHLCV-ONLY (the deep wall-free feed), LONG/FLAT (no shorts -> no flip-stacking, belt-and-suspenders), ONE fixed-fractional position size set at entry with NO dynamic resizing, leverage 1.0, close-to-flat before re-entry. It uses BTC, the cleanest core trender, on the most UNDER-REPRESENTED venue (HL 6.3% vs 20% target). PRE-REGISTERED ACCEPTANCE / SIZING CHECK: avg_position_pct ~<=100% and single-day returns within ~+/-15% (BTC at 1x) — if HL also over-exposes, the defect is engine-wide (escalate); if it sizes correctly (as prior HL evidence suggests), this is the first cleanly-evaluable trend run of the recent batch. Low parameter count.

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