AVAX Volatility Squeeze Trend Follow

Hypothesis

Exploits the well-documented volatility clustering phenomenon in mid-cap crypto. AVAX on Hyperliquid exhibits periods of extreme volatility contraction (measured by Bollinger Band width percentile over 100 bars on 4h timeframe) followed by explosive directional moves. Unlike Keltner/range breakout strategies already in the pipeline, this strategy uses volatility regime detection as the primary signal — it doesn't trade breakouts of price levels, but rather identifies the *compression phase* and rides the subsequent expansion. Entry is triggered only when BB width drops below its 15th percentile AND a 4h bar closes beyond the upper/lower band with above-average volume, confirming directional commitment. Targets multi-day trends (2-7 days hold) where expected moves of 3-8% far exceed the 0.09% RT fee on Hyperliquid.