Hypotheses
Hyperliquid Altcoin Downside-Beta Premium Basket
Test whether altcoins with unusually high downside market sensitivity earn compensation over subsequent eight-week holds. Use synchronized 4-HOUR bars for six Hyperliquid perpetuals, buying two high-downside-beta…
Hypothesis
Test whether altcoins with unusually high downside market sensitivity earn compensation over subsequent eight-week holds. Use synchronized 4-HOUR bars for six Hyperliquid perpetuals, buying two high-downside-beta assets and shorting two low-downside-beta assets while neutralizing estimated unconditional market beta. This is a risk-premium hypothesis, not spread convergence or momentum selection. The library's discussion of asymmetric market risk motivated the proposal; the primary reference is [Ang, Chen and Xing, Downside Risk](https://www.nber.org/papers/w11824). Its equity evidence motivates a crypto experiment but does not establish crypto profitability. Entries and scheduled exits use market orders at completed signal-bar closes. Intrabar protective stops are platform-matched, as supported by the capability registry. No next-session fills, opposing positions on one instrument, exchange-hosted protection or selectable same-bar policy are required.
Backtest and paper results are hypothetical. Trading involves risk of loss.