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Hypotheses

BTC Hyperliquid Persistence-Filtered Dual-Timeframe Momentum — Long-Short 4H Momentum That Has Held for K Bars, Aligned with the Daily Trend, ATR Trailing Exit (Volatility-Scaled, 3-Parameter)

A LONG-SHORT, single-instrument, pure-price directional MOMENTUM strategy on BTC-USD perpetual on HYPERLIQUID (BTCUSD.HYPERLIQUID), 4H primary + 1D trend confirm. It is deliberately built on the factory's ONLY…

Hypothesis

A LONG-SHORT, single-instrument, pure-price directional MOMENTUM strategy on BTC-USD perpetual on HYPERLIQUID (BTCUSD.HYPERLIQUID), 4H primary + 1D trend confirm. It is deliberately built on the factory's ONLY validated combination — BTC (the single asset whose directional momentum has survived; every alt trend-follower dies as an outlier-mirage because one fat-tailed day dominates the return distribution — see the BTC-Donchian, XRP-swing, BNB-trend abandons) AND the dual-timeframe momentum-confluence mechanism……Show moreShow less

A LONG-SHORT, single-instrument, pure-price directional MOMENTUM strategy on BTC-USD perpetual on HYPERLIQUID (BTCUSD.HYPERLIQUID), 4H primary + 1D trend confirm. It is deliberately built on the factory's ONLY validated combination — BTC (the single asset whose directional momentum has survived; every alt trend-follower dies as an outlier-mirage because one fat-tailed day dominates the return distribution — see the BTC-Donchian, XRP-swing, BNB-trend abandons) AND the dual-timeframe momentum-confluence mechanism that took the paper-stage BTC strategy to Sharpe 1.99. Two deliberate differences from that in-pipeline Binance strategy make this a distinct, additive experiment rather than a re-skin: (1) VENUE — it establishes the factory's FIRST Hyperliquid directional-trend book, filling the largest venue gap (HYPERLIQUID 6.6% vs 20% target) at a lower round-trip fee (~0.09% vs ~0.10%); (2) a PERSISTENCE FILTER that the survivor lacks — the 4H momentum must have held the SAME sign for K consecutive bars before entry (not a single fresh cross), which mechanically suppresses the one-bar-spike entries that produce the outlier-mirage, single-observation-dominated backtests the reviewers keep abandoning. Choosing BTC (the least fat-tailed major) plus a persistence filter directly targets the #1 killer of this family. NOT a mean-reversion fade (L53), NOT a squeeze breakout (L54), NOT a cointegration/basis pair (dead), NOT a cross-sectional rank basket (L52), NOT a non-price-feed gate (L46), NOT options/COIN-M (L50/L51). 4H+1D on Hyperliquid = ~2.3y usable 4H history + full daily; cadence stays moderate so walk-forward windows and the 15-day holdout populate. Risk profile: ~1.5% equity risk per trade via ATR stop; volatility-scaled sizing (notional = risk_budget / (atr_mult * ATR_4H)) with a hard per-trade notional cap so no single bar can swing equity >~25%; max single-position exposure ~25% of $100k; 2x leverage cap (reads self.config.leverage). Exactly 3 tunable parameters (daily-trend lookback, persistence count K, ATR trailing multiple); the fast/slow momentum windows are fixed at the survivor's proven values to avoid best-of-N overfit.

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