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Hypotheses

DOGE Hyperliquid Single-Instrument Slow Time-Series Momentum, Long-Short (DOGEUSDT.HYPERLIQUID Perp, 4H Bars — Directional by the Sign of a 5-Day Return with a Volatility Deadband, ATR-Trailing Exit, Flat Inside the Deadband, 3-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV slow time-series-momentum (TSMOM) trend follower on DOGEUSDT.HYPERLIQUID perpetual, 4H bars. Deliberately chosen to fill the three furthest-from-target buckets that are also…

Hypothesis

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV slow time-series-momentum (TSMOM) trend follower on DOGEUSDT.HYPERLIQUID perpetual, 4H bars. Deliberately chosen to fill the three furthest-from-target buckets that are also DATA-BACKED: (1) VENUE — HYPERLIQUID is 7.2% of the corpus vs a ≥20% target and is the most under-represented venue for which the factory actually collects data (Bybit and Polymarket have no collector in the data_infrastructure list / on_demand.py, so they die data_unavailable per L76); (2)……Show moreShow less

A LONG-SHORT, SINGLE-INSTRUMENT, pure-OHLCV slow time-series-momentum (TSMOM) trend follower on DOGEUSDT.HYPERLIQUID perpetual, 4H bars. Deliberately chosen to fill the three furthest-from-target buckets that are also DATA-BACKED: (1) VENUE — HYPERLIQUID is 7.2% of the corpus vs a ≥20% target and is the most under-represented venue for which the factory actually collects data (Bybit and Polymarket have no collector in the data_infrastructure list / on_demand.py, so they die data_unavailable per L76); (2) DIRECTION — long_short is only 14.5% vs the ≤55% long-only cap, so a symmetric directional book pushes the mix the right way; (3) SYMBOL — DOGE fights the 62%-BTC recent concentration. This is a SINGLE-INSTRUMENT expression, explicitly the sanctioned fallback in L77/L88 which condemn only vol-targeted MULTI-perp baskets and Hyperliquid cross-sectional books (which crash at backtest_failed); one leg resolves fine. It is NOT a volume-confirmed-momentum clone (L91) and NOT a regime/efficiency/volatility gate bolted onto a momentum edge (L92) — there is a single signal (the sign of a slow return) and a deadband to suppress whipsaw noise, not a second 'confirmation' edge stacked on a first. Mechanism: compute the trailing 30-bar (5-day) log return r. Go/stay LONG when r > +d (deadband), SHORT when r < -d, FLAT when |r| <= d. Exit a position on an ATR-based trailing stop OR on a signal flip. Three parameters only: lookback (30 bars), deadband d (expressed in units of trailing ATR, ~0.5-1.0 sigma so it scales with volatility), and the ATR trailing multiple. Low parameter count directly attacks the overfit failure mode (381 deaths). Hyperliquid 4H has ~2.3 years of usable history (~5000 bars) — well inside the HL candle-depth limit for 4H, so this is NOT an HL sub-hourly history trap; a 5-day-lookback trend flips roughly every 4-12 days, yielding ~120-200 round trips over the window, enough for statistical power without churning sub-fee trades.

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