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Hypotheses

Strategies

BTC Hyperliquid Daily/Weekly Trend Confluence, Long-Short (Single-Instrument BTCUSD.HYPERLIQUID Perp, 1D Primary + 1W Confirm, LOW-TURNOVER Macro Trend — Position ONLY When Daily and Weekly Momentum Agree, Wide ATR Trail, ~15-30 Trades Total, 3-Parameter)

A LONG-SHORT, single-instrument, pure-OHLCV MACRO trend-follower on BTCUSD.HYPERLIQUID that applies the factory's ONLY proven mechanism — dual-timeframe momentum confluence (the BTC/Binance survivor at Sharpe ~1.99) — but shifts it to a MUCH LONGER timescale (1-DAY primary + 1-WE

Prior-Day-Range Failed-Breakout Trap Reversal, Long-Short (Single Instrument DOGEUSDT.BINANCE Perp, 1h Bars, Fade FALSE Breakouts of the Prior-Day High/Low That Close Back Inside the Range — Reversion to Range Midpoint, Hard Stop Beyond the Poke, 3-Parameter)

A LONG-SHORT, single-instrument intraday REVERSAL strategy on DOGEUSDT.BINANCE (USD-M perp, 1h bars) that fades FAILED breakouts of the prior-day range — the classic 'bull trap / bear trap'. The prior-day high (PDH) and prior-day low (PDL) are obvious levels where breakout trader

BNB USD-M Taker-Aggression Flow Momentum, Long-Short (Single Instrument BNBUSDT.BINANCE Perp, Daily Bars + Taker Buy/Sell Volume Ratio, Trade WITH Sustained Aggressor Order-Flow Imbalance Confirmed by Trend Alignment, 3-Parameter)

A LONG-SHORT, single-instrument DIRECTIONAL order-flow strategy on BNBUSDT.BINANCE (USD-M perp, DAILY bars) whose primary signal is the TAKER BUY/SELL VOLUME RATIO — the share of volume executed by aggressive market orders (taker aggressor flow), an under-utilized execution-flow

Risk-Parity Dollar-Neutral Cross-Sectional Momentum, Long-Short Market-Neutral (BINANCE USD-M, 8 Majors, MONTHLY Long Above-Median / Short Below-Median by Relative Strength, Each Leg Sized INVERSE-VOLATILITY So No Single High-Vol Name Dominates the Spread's Drawdown — Dollar-Neutral (Net Beta≈0) So Max-DD Is Bounded, Risk-Parity Legs Stabilize It Further, 2-Parameter)

A REAL, codeable strategy in the one structurally-correct family for the binding constraint proven this session: EVERY long-only momentum reuse (crowding/dispersion/mid-cap) died on the >50% drawdown floor from crypto beta, so the fix is DOLLAR-NEUTRALITY (net beta≈0 → max-DD bou

Persistent-Deep-Negative-Funding Long Carry Basket, Single-Leg Long-Only (BINANCE USD-M, 8 Liquid Perps, Go Long a Name ONLY When Its 8h Funding Has Been Deeply Negative for ≥3 CONSECUTIVE Stamps — Sustained Short-Crowding = Carry + Squeeze-Bounce — SINGLE-LEG So One Fee Not Two, Funding-Feed Dependent, Fee-Arithmetic Stated, 2-Parameter)

A LONG-ONLY, single-leg, funding-driven carry basket that respects the three lessons that just narrowed the viable design space to almost nothing: L30 (pure-OHLCV trend/momentum/reversion = 0/213, so a genuine NON-PRICE data dependency is required — this uses the FUNDING feed, th

BTC Cash-and-Carry Quarterly Basis Convergence, Market-Neutral (Long BTCUSDT.BINANCE_SPOT + Short the Nearest-Expiry BTC USD-M DATED QUARTERLY Future, Held to Settlement to Capture the DETERMINISTICALLY-CONVERGENT Contango Basis — NOT Perp Funding, Rolled at Expiry, 2-Parameter)

A MARKET-NEUTRAL cash-and-carry on BTC that harvests the QUARTERLY-FUTURE basis, which is categorically different from every funding/perp carry that has died in this factory. The dead carries (BTC/AVAX/BNB/ETH spot-perp, all fee_edge) relied on PERP funding — a thin (~1bp/8h medi

ETH/BTC Ratio Mean-Reversion, Dollar-Neutral Long-Short (BINANCE USD-M Perps ETHUSDT + BTCUSDT, Daily Bars, Fade STATISTICALLY-EXTREME Dislocations of the log(ETH/BTC) Spread from its 60-Day Mean Back to Fair Value — Held Days-to-Weeks, Regime-Guarded Against Secular ETH-Season Trends, Pure OHLCV, 3-Parameter)

A DOLLAR-NEUTRAL, market-neutral pairs mean-reversion on the two DEEPEST crypto instruments — ETHUSDT and BTCUSDT USD-M perpetuals — trading the log(ETH/BTC) relative-value SPREAD, not either absolute price. The core insight: absolute crypto prices trend (which is why outright re

BTC/ETH Implied-Volatility Regime Timing, Cross-Venue Directional (DERIBIT DVOL / ATM-IV as an EXOGENOUS Sentiment Signal → Trade the BINANCE USD-M Perp; Go LONG After a Fear-Driven IV Peak Rolls Over, Go SHORT When Complacency-Low IV Starts Rising Into a Breakdown — NOT an Options Position, Uses the Barely-Touched Greeks/IV Feed, Daily Bars, 3-Parameter)

A cross-venue, LONG-SHORT directional strategy that abandons the funding-carry family entirely (BTC single survived once, but the ETH single and the SOL/DOGE/AVAX alt basket both died fee_edge — carry outside BTC does not clear fees) and instead trades on an EXOGENOUS volatility-

BNB Positive-Funding Spot-Perp Cash-and-Carry, Single-Asset Delta-Neutral, Percentile-Triggered (Cross-Venue: long BNBUSDT.BINANCE_SPOT + short BNBUSDT.BINANCE USD-M perp, held for days while funding sits in its own upper distribution, 3-parameter)

A DELTA-NEUTRAL, cross-venue funding cash-and-carry on BNB — the one top-5-liquidity name NOT yet covered by the factory's carry book (BTC single, AVAX single, ETH+SOL basket are already in-pipeline). BNB has active, deep BINANCE_SPOT and USD-M perp markets with full funding hist

BTC-ETH-SOL Daily Three-Way Relative-Strength Rotation Long-Only

A long-only, multi-instrument (3-asset) rotation strategy at Daily timeframe on the three most-liquid crypto majors — BTCUSDT.BINANCE (blue-chip), ETHUSDT.BINANCE (L1-alternative), SOLUSDT.BINANCE (high-beta alt). The mechanism: each Daily bar, compute 20-day return for all three

ETH USD-M Intraday Floor-Trader Pivot Reversion, Long-Short (BINANCE Perp, 15m Bars, Fade Touches of Prior-Day-Derived S1/R1 Support-Resistance Back Toward the Central Pivot, Ranging-Regime Gated, Static Levels Not Rolling Bands, 3-Parameter)

A LONG-SHORT, single-instrument intraday mean-reversion strategy on ETHUSDT.BINANCE (USD-M perpetual, 15-minute bars) built on classic FLOOR-TRADER PIVOT LEVELS. Each UTC day, the strategy computes the standard daily pivot set from the PRIOR day's high/low/close: Pivot P = (H+L+C

BNB USD-M Daily Trend-Quality-Gated Time-Series Momentum, Long-Short (Single-Instrument BINANCE Perp, Daily Bars, Validated-Family Edge Applied to a Decorrelated, Trend-Persistent Major, Flat-in-Chop ADX Gate, Low-Parameter)

A LONG-SHORT, SINGLE-INSTRUMENT, DAILY time-series (absolute) momentum strategy on BNBUSDT.BINANCE (USD-M perpetual) that deliberately applies the factory's ONE repeatedly-validated, promoted edge — daily trend-following on cleanly-trending majors (BTC/ETH/SOL TS-momentum sibling

Hyperliquid Cross-Sectional Funding-Carry, Dollar-Neutral Long-Short Basket (8 Liquid HL Perps, 4H Rebalance, LONG the Most-Negative-Funding Names + SHORT the Most-Positive-Funding Names, Harvest Funding on BOTH Legs, Low-Parameter)

A DOLLAR-NEUTRAL, LONG-SHORT cross-sectional CARRY book on Hyperliquid perpetuals that harvests the FUNDING cross-section rather than making any price forecast. Each rebalance it ranks a fixed universe of ~8 liquid HL perps by their recent realized funding and goes LONG the two n