Hypotheses
Spot Closing-Pressure Dispersion: FIL–NEAR Cross-Venue Long/Short
Test whether persistent differences in spot volume-weighted closing pressure predict several days of relative performance. Trade FILUSD.HYPERLIQUID against NEARUSDT.BYBIT using synchronized 4-HOUR bars; Binance spot…
Hypothesis
Test whether persistent differences in spot volume-weighted closing pressure predict several days of relative performance. Trade FILUSD.HYPERLIQUID against NEARUSDT.BYBIT using synchronized 4-HOUR bars; Binance spot bars provide signals only. Buy the asset showing accumulation and short the asset showing distribution, with equal dollar notionals. Closing pressure is an OHLCV proxy, not observed aggressor flow. Submit market orders at the synchronized signal close; this uses the registry's faithful equivalent for next-bar-open execution on continuous markets. No atomic cross-venue execution or exchange-hosted protection is assumed.
Backtest and paper results are hypothetical. Trading involves risk of loss.