Hypotheses

忠实移植发明者量化-小小梦《数字货币期货多品种ATR策略（教学）》中的原始麦语言规则，采用文中默认参数：ATR周期10、典型价格EMA周期10、通道倍数1、收盘止损7%，两个品种独立交易。明确以原始麦语言公式为准：ATR使用TR的EMA，突破允许当前收盘等于通道边界；JavaScript原型使用TA.ATR且突破为严格不等式，两者不混用。源码页面回测配置中的EMA20、通道倍数2不是本实验默认值。将示例ETH/LTC迁移至支持双向净持仓的Hyperliquid，保留日线周期，并将每次固定10币改为权益相对仓位。所有交易和止损均在完整日线收盘判定并提交市价单，保留作者的收盘止损，不改成盘中保护。已查看三张附件：第一张为教学封面；第二张展示ETH_USDT、LTC_USDT日线蜡烛、EMA20中线、ATR10上下轨及开平标记；第三张为两品种固定数量10的开平仓日志，包含中线或止损退出。图片和历史表现仅解释来源，不作为盈利证据。公开源码页面登录后部分未取得，交易规则依据提交的完整文章代码。openRatio在原型中未启用，本移植也不把它当作原作者已实现的仓位规则。

Derived by the Research Lead from Ramdass's NRTR_extr indicator description: test whether a constant-distance filter from running HIGH/LOW extremes captures sustained moves while ignoring smaller corrections. The source describes an indicator, not a complete trading strategy; the rules below are my operationalization, not a claimed reproduction of its MQL5 code. Trade DOT and FIL independently, long and short, using 4-HOUR bars. Research choices are a percentage-scaled distance frozen at each trend-state initialization, close-confirmed reversals, and capital-relative risk sizing. Baseline filter_pct is 3.0. No supplementary feed or performance pre-study is required. Market orders execute at the completed signal bar's close. Protective stops trigger intrabar in the platform; protection while the process is offline is not required.

Derived by the Research Lead from MQL5 Code Base's PinBar indicator by PunkBASSter: test completed daily rejection candles using the published recognition defaults and stop-entry direction. This is a partial-rule source, completed with explicit order expiry, profit-taking, time exits and equity-relative sizing. Trade LINKUSD.HYPERLIQUID long and short on 1-DAY bars. Preserve MinBarSize=200, PriceOffset=50, BarRatio=2.2, TailRatio=1.3, UseBodyDirection=false, UseCloseThirds=true and ExtremumOfBars=10. Adapt broker-specific points into proportional research points: one point equals point_unit_pct percent of the close preceding the signal candle, baseline 0.01%; therefore the baseline minimum range is 2% and the entry/stop offset is 0.5%. This normalization is our adaptation, not the author's rule. Entry and protective stops trigger intrabar through platform matching; no exchange-hosted protection is required. The article was read, but the downloadable indicator code could not be retrieved, so this is not claimed as a byte-faithful implementation. No preliminary performance test was performed.

Derived by the Research Lead from InverseReaction by erdogenes, published in MQL5 Code Base: test whether unusually large gap-free price changes reverse over subsequent bars. This is a Research Lead operationalization of the indicator's stated mechanism, not a reproduction of its attached source-code formulas, which were not inspected. Trade BCH, ETC and FIL perpetuals independently on synchronized 4-HOUR bars. Preserve the published default confidence coefficient of 1.61803398875 and moving-average period of 3. Research choices are a trailing standard-deviation envelope, a minimum economically meaningful shock, exclusion of consecutive shocks, partial-retracement profit taking, protective stops and a time exit. All signal and exit choices have registered parameter ranges; risk budgets and implementation conventions remain fixed. Entries execute by market order at the completed signal bar's close. Protective stops trigger intrabar through platform matching, with live execution mirroring fills. No exchange-hosted protection or selectable same-bar ordering is required.

Derived by the Research Lead from MQL5 Code Base's Zone Trade indicator by mladen: test whether persistent agreement between changes in Awesome Oscillator (AO) and Accelerator Oscillator (AC) predicts continuation. The source defines zone colors but supplies no complete trading system. The attached EURUSD M5 chart shows blue, orange and grey candles during declines and rebounds, with no marked entries, exits or performance evidence. Preserve the stated zone classification; add confirmation, signal-loss exits, an ATR protective stop, a maximum holding period and equity-relative sizing as Research Lead choices. Adapt the illustration to DOTUSD.HYPERLIQUID 4-HOUR bars for longer available history and lower trading friction. The downloadable indicator code could not be fetched; this is an operationalization of the readable description, not a code reproduction. Baselines: confirmation_bars=2, exit_confirmation_bars=2, stop_atr_multiple=2.5, max_hold_bars=30. Use market orders at completed signal-bar closes and platform-matched intrabar protective stops.

Derived by the Research Lead from helloimgeorgia's question and Newquant's answer on optimal delta-hedging frequency: test whether a finite delta-rebalancing band improves net-of-cost Sharpe for a long ATM straddle when realized volatility exceeds implied volatility. The source discusses hedging costs, not a complete strategy or a solved optimal threshold; the entry filter, rolling structure, sizing, exits and hedge-band search are Research Lead choices. Only the supplied excerpt was available; both linked pages were marked FAILED and an additional fetch failed. Use synchronized 1-HOUR bars, rolling ETH Deribit options and an ETH Binance linear perpetual hedge. Orders execute at signal-bar closes. This is a discrete hourly implementation, not continuous hedging or an exact implementation of the cited Hoggard–Whalley–Wilmott model. Replace the invalid fixed leg_sides dictionary with fixed numeric call_side=1 and put_side=1; the developer translates 1 into BUY internally.

Faithful port of TrendFollowingStrategy by freqtrade, GPL-3.0, at commit f3340ce11f5bdf62f598522e64d1f5638eaa13f5. Preserve the 5-minute timeframe, pandas span-20 adjust=False exponential mean, TA-Lib OBV, all four signal expressions, ROI schedule and trailing-stop defaults. Important source behavior: the class does not set can_short=True, so inherited Freqtrade defaults disable short entries; retain the short signal calculations but do not execute shorts. This default is documented in [Freqtrade strategy customization](https://www.freqtrade.io/en/stable/strategy-customization/). Trade LINKUSDT.BINANCE on a margin account at 1x. Platform adaptations are equity-relative sizing, actual platform fees, market execution at the signal bar's close instead of next-bar-open execution, and platform-matched intrabar protective stops. No exchange-hosted protection is required. The previous contract was not supplied or found, so its venue selection cannot be confirmed. The reported validation defect is corrected by encoding minimal_roi as a numeric sequence with a separate numeric minute sequence, preserving the exact schedule. No performance pre-study was conducted.

Derived by the Research Lead from Nick Firoozye and Adriano Koshiyama's Optimal Dynamic Strategies on Gaussian Returns: test whether total-least-squares estimation of lagged-return weights produces a cost-surviving directional strategy on LINKUSD.HYPERLIQUID. The supplied full text describes linear dynamic weights and TLS estimation but does not provide a complete executable strategy or default parameters. The Research Lead supplies the instrument, four-hour interval, estimation window, holding period, threshold and risk controls. Use completed close-stamped bars only. At each non-overlapping decision epoch, estimate a TLS return filter from trailing observations whose forward-return labels have fully matured; trade the forecast's sign and scale exposure with its magnitude. Market orders execute at the signal bar's close, the registry's supported equivalent to next-bar-open execution on a continuous venue. Protective stops trigger intrabar through platform matching. Gaussianity, stationarity and the claimed benefit of TLS are hypotheses, not established properties of crypto returns.

Derived by the Research Lead from Wang et al., MintEval: operationalize the breakout-then-retest state machine and interacting persistent risk layers described in Section 4. This is a Research Lead-designed trading experiment, not a reproduced benchmark task or an author-endorsed profitable strategy. Trade LINKUSD.HYPERLIQUID on completed 4-HOUR bars, long and short, using frozen breakout levels, bounded retest windows, entry-anchored protection, breakeven activation and subsequent trailing protection. The supplied paper does not provide an individual reference program or its parameter values. All signal choices below are therefore registered for optimization; risk budgets and execution conventions are fixed. Market entries execute at the confirming bar's close. Protective stops trigger intrabar through platform matching. No exchange-hosted protection, independent opposing positions or selectable same-bar stop/target ordering is required.

Derived by the Research Lead from Bhavika Balani's Probability Trading: Understanding, Formula, Application, Types, and Properties: operationalize empirical return-distribution analysis as a test of lottery-like upside-jump concentration. Source: https://blog.quantinsti.com/probability-trading/. The article motivates studying return distributions; it does not propose this trading rule. On synchronized 4-HOUR bars across six Hyperliquid perpetuals, buy assets whose positive returns are broadly distributed and short assets whose positive returns are concentrated in a few jumps. Hold a dollar-balanced basket for seven days. All decisions and market orders occur at completed signal-bar closes. Protective stops trigger intrabar through platform matching; exchange-hosted protection is not required. No funding income is assumed or credited.

Derived by the Research Lead from Kraken Learn's funding-positioning discussion: test whether persistent funding opposed to an already-established price move identifies trapped positioning and subsequent directional continuation. Source: https://www.kraken.com/learn/futures-trading-funding-rate-strategy. Trade NEARUSD.HYPERLIQUID long or short using synchronized 4-HOUR closes; NEARUSDT.OKX supplies price confirmation only and is never traded. This is a positioning-conditioned directional experiment, not funding arbitrage. Market entries execute at the signal bar's close, the registry's faithful equivalent to next-bar-open execution on continuous markets. Intrabar protective stops are matched by the platform. Baselines: funding_window_hours=24, return_lookback_bars=6, return_atr_threshold=1.0, stop_atr_multiple=2.5, max_hold_bars=18. Parameters remain frozen after deployment.

Derived by the Research Lead from Quantpedia's [Sector Momentum Rotational System](https://quantpedia.com/strategies/sector-momentum-rotational-system/): test persistent relative performance between two fixed crypto baskets, buying the stronger sector and shorting the weaker. This is a crypto operationalization, not a reproduction of the source's equity results. DeFi comprises AAVE and UNI on Hyperliquid; payments comprises XRP and ADA on Bybit. Use synchronized 4-HOUR bars, a baseline 28-day formation period excluding the latest day, and seven-day holding periods. Execute market orders at the signal bar's close. All four instruments are traded; no funding income is assumed.

Test whether unusually broad participation in a NEAR-versus-ATOM relative-price displacement predicts further repricing over the following three days. Trade NEARUSD.HYPERLIQUID against ATOMUSDT.OKX using synchronized 4-HOUR OHLCV bars, with equal entry-dollar notionals and either direction permitted. This is an event-driven relative continuation experiment, not cointegration reversion or periodic momentum rotation. Execute market orders at the synchronized signal bars' closes; no next-bar-open execution is required. Protective stops trigger intrabar in the platform's simulated venue. No exchange-hosted protection, independent opposing positions on one instrument, or selectable same-bar ordering is required.

Derived by the Research Lead from QuantInsti's discussion of cross-sectional momentum: test whether relative repricing between payment-network tokens persists after excluding the latest day's move. Source: https://blog.quantinsti.com/momentum-trading-strategies/. Trade XRPUSD.HYPERLIQUID against XLMUSDT.BYBIT on synchronized 4-HOUR bars, buying the relative winner and shorting the relative loser with equal entry dollar notionals. This is a directional relative-value experiment, not cross-exchange arbitrage. Market orders execute at the signal bar's close; no next-bar-open guarantee is required. Protective stops trigger intrabar through platform matching. Only overlapping historical coverage is evaluated.

Derived by the Research Lead from kurtosis's discussion of winners-minus-losers momentum and gradual information diffusion: test persistent relative performance between two payment-network tokens using XRPUSD.HYPERLIQUID and XLMUSDT.BYBIT on synchronized 4-HOUR bars. Source: https://quant.stackexchange.com/a/57155, consulted through the local library copy. Long the relative winner and short the loser, with equal dollar notionals and a five-day maximum hold. Both required bar directories exist; their common usable history must be audited before evaluation. Submit market orders at the signal bar's close. Protection consists of platform-matched intrabar stops. Expected capture and event frequency below are research predictions, not measured results.

Derived by the Research Lead from JayK23's Cointegration between crypto markets: operationalize synchronized crypto-pair analysis as a two-leg spread-reversion experiment. The source supplies a statistical question, not trading rules. Its timestamp-alignment issue is preserved; cointegration is tested on log price levels rather than log returns because the Engle–Granger test assumes I(1) inputs. Research Lead choices are rolling estimation, stationarity screening, deviation-based entries, frozen trade-level hedge ratios, convergence exits and capital-relative sizing. Use supported Hyperliquid perpetuals and 4-HOUR bars instead of the source's illustrative FTX 5-minute data, allowing longer validation and larger potential captures. Orders execute at synchronized signal-bar closes; no next-session fill, hedge mode or selectable same-bar policy is required. All projected returns are unverified research predictions.

Faithful port of Administrator's 'MACD Oscillator backtest' in je-suis-tm/quant-trading, Apache-2.0. The executable signal uses simple moving averages, not exponential averages, a MACD signal line, or a histogram crossover. The script requests ma1, ma2, dates, ticker and slicer interactively; it has no hardcoded numerical defaults. This platform experiment selects ma1=10 and ma2=21, the values recommended in the source comments, on DOTUSDT.BINANCE_SPOT daily bars. Dates use available history. The source is a tradeable long-or-cash signal generator despite plotting exits as 'SHORT'; it does not open short positions. Platform additions are equity-relative sizing and real trading costs. No stop, target, regime filter or time exit is added.

Derived by the Research Lead from Kakushadze and Yu's Altcoin-Bitcoin Arbitrage: preserve the daily negative-momentum selection, equal-weight long altcoin basket and constant-dollar Bitcoin short. Use Binance spot for altcoin holdings and Hyperliquid for the Bitcoin hedge. This is an adapted-universe experiment, not reproduction of the paper's historical market-cap tiers: historical market-cap membership is not provided by the available data specification. The named basket is fixed before testing, and no claim is made that its members reproduce the paper's low-liquidity universe. Trade synchronized UTC daily bars. A market order at the completed signal day's close substitutes for the following day's open on these continuous markets. Preserve signal-based exits without adding price stops. The supplied full text establishes the rules, although its appendix uses close-to-close momentum while Section 2 specifies open-to-close momentum; this contract follows Section 2 explicitly. Paper returns remain unverified.

Derived by the Research Lead from je-suis-tm's Apache-2.0 'Parabolic SAR backtest': preserve the supplied custom SAR recursion, default acceleration factors and binary long/cash signal on the source's EA daily market, using EA.USEQ. Source: https://github.com/je-suis-tm/quant-trading/blob/611b73f2c3f577ac5b28aaa19ac8c43d3236c7a5/Parabolic%20SAR%20backtest.py. Although the script plots signals rather than submitting orders, its position series defines a testable trading rule. The plotted 'SHORT' marker means closing a long position, not opening a short. Platform completion supplies market execution at the completed daily bar's close, equity-relative sizing and modeled costs. No next-session-open execution, intrabar SAR stop, additional filter or discretionary exit is introduced. The original download interval is 2016-01-01 through 2018-01-01, with the end exclusive; retain it as a reproduction report and separately evaluate the same frozen rules over available history. slicer=450 affects plotting only: calculate signals before slicing and never use it as a trading warm-up.

Faithful port of HighFrequencyStrategy by 51bitquant, MIT licensed. Preserve the source's absolute-price grid, net long/short inventory, limit-order exits, timer counters, cancellation behavior and defaults: grid_step=1.0, stop_multiplier=15.0, trading_size=1.0, max_pos=15.0 and stop_mins=15.0. Trade LTCUSDT.BINANCE using genuine quote ticks and trade ticks; bars must not substitute for ticks. The source's on_bar and on_stop_order callbacks do nothing. Adapt only position sizing: one logical trading_size unit represents 1% of current equity in LTC notional, calculated and frozen when starting a new flat cycle. Maintain source inventory thresholds in logical units. Use one netted position, not independent opposing positions. Reproduce the source's one-second timer with the platform clock, including between market-data events. Stop-loss orders are ordinary limit orders submitted after a quote breach, not protective stop-market orders; preserve this distinction. No additional indicator, regime filter, time exit or hard inventory cap is added. Performance is unverified.

Derived by the Research Lead from Zero's FMZ post: buy the cheaper exchange and sell the richer exchange using synchronized executable depth, then defer rebalancing until the spread contracts. The post supplies a mechanism, not a complete trading contract. This operationalization uses AVAX linear perpetuals on Hyperliquid and OKX instead of pre-funded spot inventories, permitting either hedge direction without borrowing spot coins or transferring inventory. Entry thresholds, exits and sizing are Research Lead choices, not Zero's published rules. Evaluate reconstructed order books and quote ticks; 1-HOUR bars provide bookkeeping and warm-up only. Submit two market orders in the same decision callback, without assuming atomic execution or guaranteed simultaneous fills. No exchange-hosted stops, independent opposing positions on one instrument or selectable same-bar policy are required. Source performance claims remain unverified.

Derived by the Research Lead from Triantafyllopoulos and Montana's Dynamic modeling of mean-reverting spreads for statistical arbitrage: trade deviations in the GDX–GLD price spread only while an online Bayesian TVAR(1) model supports local mean reversion. Use synchronized daily bars on GDX.USEQ and GLD.USEQ, preserving the paper's ETF example. The paper supplies the modeling mechanism, not a validated executable strategy; entry thresholds, exits, sizing and trading parameters below are Research Lead choices. Section 4.5's stated position direction appears inconsistent with convergence of a spread defined as primary minus hedge: this operationalization explicitly shorts a high spread and buys a low spread. Orders execute at the synchronized signal session's close; next-session-open execution is neither requested nor assumed. All performance expectations are unverified. Only one hypothesis is proposed because adaptive estimation and stability monitoring are components of the same trading mechanism.

Derived by the Research Lead from Jaehyung Choi's Physical approach to price momentum and its application to momentum strategy: test the paper's p(3) simple-return ranking through weekly overlapping six-week contrarian portfolios. Preserve the six-week formation period, six-week holding period, decile selection, equal weighting and long-losers/short-winners direction. Adapt the universe to the twenty explicitly declared USEQ stocks, sizing to account equity, and execution to market orders at the first session's daily close each week. Ranking excludes that execution session's return. This is a fixed-universe adaptation, not a reproduction of historical S&P 500 membership or the paper's reported performance. No historical shares outstanding, capitalization, or transaction-value inputs are required. Implement as a multi-instrument FactoryStrategy with synchronized daily bars and a virtual cohort ledger whose aggregate targets become one net position per instrument.