OKX 14-Swap Price-Volume Correlation Cross-Section: Long Low-Corr / Short High-Corr, Weekly Dollar-Neutral (1-DAY)

Cross-sectional long-short factor on 14 OKX USDT perpetual swaps using daily OHLCV bars. Each coin has contiguous daily history from 2020 or early 2021 through 2026-10-02 (checked in the catalog: BTC/ETH/BCH/TRX/ETC from 2020-01-02, SOL from 2021-01-24, all with a max gap of 1 day). The source is the BigQuant price-volume correlation factor (https://bigquant.com/wiki/doc/I5oStgChtF): factor = -1 x corr_20d(close/close[-1], log(volume/volume[-1] + 1)). In each coin, it measures whether up-days come with volume surges (attention- or FOMO-driven buying, high correlation) or whether volume surges come on down-days or are unrelated to direction (low or negative correlation). Every rebalance_days daily bars, rank the 14 coins by PVC_i = Pearson corr over corr_lookback days of (daily simple return, daily log volume change). Go long the n_per_side coins with the LOWEST PVC and short the n_per_side coins with the HIGHEST PVC. The legs are equal-weighted, dollar-neutral, and gross exposure equals 1.0x equity (each side 50%). The factor sign is pre-registered and fixed, not tunable, so the optimizer cannot flip it. Coins that remain in the same bucket at a rebalance are kept, not re-traded, which cuts turnover. This is a new mechanism family for the corpus: the only related hypothesis was a single-asset BTC Wyckoff divergence. It is not momentum, not calendar-keyed, not a supplementary-feed gate on one perp, and not options. It also fills under-represented buckets: OKX venue (2.0% vs >=5% target), long_short (16.7%), and multi-instrument. Execution: market orders at the daily close bar, positions held for about 1 week. OKX funding is accrued as a cost or credit by the engine; it is not a signal. Risk: each leg has a fixed 25% adverse catastrophe stop (relevant for short squeezes), and a stopped leg stays flat until the next rebalance. Max single-leg exposure is 1/(2*n_per_side) of equity (16.7% at the baseline n=3). Leverage is set via config.leverage = 1.0 and is NOT an optimization_plan parameter. Implementation note: keep a rolling deque of the last corr_lookback+1 closes and volumes per instrument, updated in on_bar/on_extra_bar, and compute correlations only on rebalance bars. This is O(14 x lookback) per rebalance; never rescan history (avoids the sandbox timeout).