Hypotheses
AVAX Hyperliquid 4H: High-Recall Opportunities with a Frozen Meta-Label Filter
Derived by the Research Lead from PyRsquared's 'Meta Labeling for trading opportunities': test whether a secondary classifier improves the economic precision of a high-recall primary opportunity model. The source…
Hypothesis
Derived by the Research Lead from PyRsquared's 'Meta Labeling for trading opportunities': test whether a secondary classifier improves the economic precision of a high-recall primary opportunity model. The source supplies the two-stage classification idea, not a trading strategy. Research choices are AVAX 4H bars, long/short directional candidates, regularized logistic models, chronological out-of-fold training, and a fixed holding period. AVAXUSD.HYPERLIQUID is the only traded instrument; AVAXUSDT.BINANCE supplies synchronized context features. Orders execute at the signal bar's close. Models and thresholds are trained exclusively within each historical training window and remain frozen throughout its subsequent evaluation window. Compare the filtered strategy against an otherwise identical primary-only control; neither control results nor evaluation labels may alter the registered contract.
Analysis
Meta Labeling for trading opportunities
Backtest and paper results are hypothetical. Trading involves risk of loss.