FMZ Winning-Position Trend Grid: LTC Hyperliquid Long–Short

Hypothesis

Test the article's asymmetric pyramiding mechanism: enter with one of ten equal capital allocations, add only after favorable price advances, and move a shared protective stop after every completed grid step. Trade LTCUSD.HYPERLIQUID in both directions using 4-HOUR bars. Adapt the illustrative 10% stop to a baseline 4% stop, confirm entries and grid advances at completed bar closes, and impose explicit exposure, risk and duration limits. This is a trend grid that adds to winners, with no averaging into losses.

Preserves the submitted capital-management mechanism rather than replacing it with an unrelated strategy. Hyperliquid is underrepresented at 7.7% versus its 20% target, and long–short strategies are underrepresented at 16.9%. LTC avoids the saturated BTC series. Corpus concentration was empty, so LTC's individual experiment share could not be established. Single-symbol scope remains overrepresented; retaining one instrument isolates the source mechanism without introducing an unsupported hedge. The negative-Sharpe execution checks are not evidence of profitability.

verifying_stuck_3_timeouts

Implementation

LTC Hyperliquid 4H long-short trend grid. Enters one of ten equal tranches (3% of equity each) when the close moves more than 0.5 ATR (14-day ATR) from the prior close. Adds a tranche only after each favourable advance of stop_pct x 1.1 from the grid anchor, and ratchets a shared close-confirmed stop to stop_pct from the latest grid close after every completed step. Exits on the stop, on the 1% campaign risk budget, or at the 180-bar time limit, then waits a 6-bar cooldown. Gross notional is capped at 30% of equity and it never averages into losses.

Iteration 2 fixes the Layer 1.5 failure 'optimization_plan fixes leverage at 1.0'. Every fixed plan key must appear in parameters with the exact value and type, and leverage was missing from parameters. Added parameters.leverage = 1.0 (float), which mirrors config.leverage, and position_size now reads it as self.leverage. The other fixed keys keep their exact plan values and types (ints for max_tranches, cooldown_bars, atr_period_days, max_holding_bars and min_order_notional_usd), and stop_pct stays at its 0.04 baseline. Signal, entry, add, stop and exit logic are unchanged.

Iteration History

Verification failed (Layer 1.5 — hypothesis/config consistency) [class=hypothesis_mismatch]: - optimization_plan fixes leverage at 1.0

Outcome Summary

Before resubmitting, keep per-bar logic simple and check that the code finishes verification within the time limit, because a verification timeout ends the run before the trading idea is tested at all.

The run was abandoned during verification with reason 'verifying_stuck_3_timeouts' after 2 iterations; the backtest review, optimization, analyst and risk review stages were never reached.

A long-short trend grid on LTCUSD.HYPERLIQUID 4-hour bars that enters with one of ten equal capital tranches on a close-confirmed ATR-scaled move, adds tranches only after favorable price advances, and trails a single shared protective stop (baseline 4%) after each completed grid step, never averaging into losses.

No performance data exists: the backtest report is empty and there is no optimization report, so no return, Sharpe, or trade-count figures were produced.

Analysis

一种新型的网格交易法则