Hyperliquid Scheduled Residual-Risk Allocation: Seven-Day Long–Short Cohorts

Hypothesis

Derived by the Research Lead from the prior hypothesis’s archived BigQuant summary of Huatai Securities, Smartbeta advantages in asset allocation: test a scheduled low-idiosyncratic-risk versus high-idiosyncratic-risk allocation rather than a rare dispersion event. The archived summary and linked PDF were not re-read in this revision; source provenance comes from the supplied original hypothesis. The source does not specify these trading rules. Use 4-HOUR bars on the original six-name candidate panel. Every fourteen UTC days, hold a dollar-neutral residual-volatility-ranked book for seven days, then remain flat until the next scheduled entry. The factor is constructed from the eligible traded panel, requiring no unlisted ETH signal leg. Market orders execute at the signal bar close, the registry equivalent of next-bar-open execution on continuous markets. Protective stops are platform-matched intrabar stops. No atomic basket execution or exchange-hosted protection is required.