Strategies

After three iterations, the strategy tested frozen Binance donor patterns on three Hyperliquid targets. The full backtest produced 5.40% net return and Sharpe 0.341 across 658 closed positions. The decisive development-period review abandoned it because average net notional trade return was only 0.0161% across 434 positions, below the 0.15% floor. No optimization or withheld-period result was assessed, so the rejection concerns this specific operationalization and basket.

This execution-adapted Myquant reproduction retained frozen AR/SMA rules while moving orders to subsequent session opens on CNEQ. An initial review recommended frozen-rule validation, but the later assessment found losses across 457 closed trades and 42.919% drawdown against a 25% limit. All 13 training windows were risk-inadmissible, leaving no strategy OOS evidence from the flat fallback, while holdout results were inconclusive. After four iterations it was abandoned before risk review; the verdict applies to this platform operationalization, with coverage, dividend and account-sizing limitations, rather than the source strategy under its original assumptions.

data_unavailable: no usable source for N1 (no candidate covers the need in full / only partial coverage from: Existing USEQ Yahoo Finance daily bars, Quantiacs original NASDAQ-100 panel, anonymous REST access, Alpaca bars via held platform credential, Nasdaq Global Index Watch constituents and corporate actions, Norgate US Stocks Platinum)

PreFomcDriftSpyUseqDaily tested whether SPY's documented drift before scheduled FOMC statements could be traded on daily bars, holding for one session into each of about 8 events a year and staying flat otherwise. Over the full 1993-2026 history it cleared the cost floor (0.161% per trade over 262 trades, Sharpe 0.41, max drawdown 10.7%) with almost no market beta, and the backtest review sent it on to optimization. The same review found that nearly all of the edge came from before 2016: after 2015 the mean per-trade return was 0.051% with t=0.59, consistent with the attenuation reported in the literature. The analyst abandoned the strategy after one iteration, and it never reached risk review or paper trading.

The strategy tested independent passive excursion books for XLM and ETC with limited inventory, protective stops and larger profit targets. Across 402 closed positions over 849 days, it lost $5,505.90 and recorded Sharpe -0.6786. Modeled impact overwhelmed its positive pre-impact result, prompting abandonment at backtest review before optimization. This rejects the tested implementation at registered sizing without resolving the source author's broader grid question.

After three iterations, the BNB volume-confirmed breakout reached a full-history backtest and received an optimize verdict. Its 399 trades produced a 137.13% return and Sharpe 0.540, but fixed 90% equity deployment incurred 47.11% drawdown. The analyst reported no risk-admissible candidate across nine search windows and only three profitable years out of seven, leading to abandonment before risk review.

Across three iterations, this strategy tested a causal shadow-equity gate on a three-leg Hyperliquid Supertrend portfolio. The baseline earned 1.0786%, but its Sharpe was 0.1373 and drawdown reached 38.0872%. Backtest review authorized optimization, which found a risk-admissible candidate in only one of five windows, and that candidate lost out of sample. The analyst abandoned this specific operationalization for risk and persistence failures; risk review was not reached.

After two iterations, HyperliquidRangeVarianceBalancedBasket tested a weekly balanced long-short basket based on intrabar recycling versus persistent repricing. Its 12 closed legs across three basket episodes lost $160.47 (-0.16048%), with Sharpe -0.053 and average net leg return -0.21761%. Funding was credited and accounting reconciled, but modeled impact overwhelmed the small pre-impact surplus, leading to abandonment at backtest review before optimization or risk review. The decision rejected advancing this baseline without establishing that the broader conjecture was false.

XrpXlmRelativeJumpExhaustion tested whether large relative moves between XRP and XLM would partially unwind after reversal confirmation. In one iteration, 73 synchronized paired episodes returned -11.275% net with a Sharpe of -1.389, despite reconciled accounting and credited funding. Backtest review abandoned the baseline because losses persisted before execution costs and no evidence-backed improvement region warranted optimization. Optimization, post-optimization analysis, and risk review were not reached.

The strategy tested whether funding-crowded positioning unwinds when stalled prices break against the paying side across HBAR, FIL and RENDER. Its backtest generated 24 trades and a 0.8989% return with Sharpe of 0.1086, while average net trade return was -0.3438%. Larger FIL winners outweighed losses in HBAR and RENDER, but removing the largest winner left a loss. Backtest review abandoned this baseline before optimization because weak typical-trade economics and concentrated gains lacked a concrete improvement hypothesis; the verdict did not establish that the broader thesis lacks an edge.

Across six iterations, MyquantAtrStockBoundedCneq tested an amended A-share ATR expansion port with bounded next-open entries. Its baseline produced 35.64% net return across 634 closed trades with Sharpe 0.326, but maximum drawdown reached 29.37% against a declared 20% limit. Backtest review recommended optimization, and the analyst reported completed all-fixed validation with inconclusive statistical and holdout evidence. The run was abandoned for the enforced calendar-year persistence failure—5 of 9 years positive versus 60% required—before risk review.

SuperMindCompletedWeekCneqBasket operationalized the amplitude and completed-week MA5/MA10 screen on eight non-STAR A-shares, adding exits and equity-relative sizing. The baseline earned 2.581% with Sharpe 0.147 over 115 closed trades and received an optimize verdict; final parameters improved return to 3.843% and Sharpe to 0.191 over 116 trades. The analyst then abandoned it because 55.6% of exposed years were positive against a mandatory 60% requirement, despite adequate average trade economics and drawdown. This outcome rejects the measured persistence of this fixed-basket implementation, not the source screen or weekly crosses generally.

After two iterations, the strategy tested a price-only Kalman drift filter on ATOMUSDT.OKX 4H with long-short positions and half-Kelly sizing fixed at entry. Its 82 closed trades over 6.4 years produced a -36.54% return, Sharpe -0.024 and 65.85% maximum drawdown. Backtest review abandoned this discrete implementation because costs overwhelmed positive aggregate pre-cost profit and average net trade return was -0.209%; no measured viable parameter region supported optimization. Optimization and later reviews were not reached.

NearOkxMultiTimeframeFaithful preserved the source strategy's 5-minute RSI and 15-minute SMA rules while adapting the instrument and position sizing. After one iteration, its backtest recorded 7,299 closed trades, a -98.989% return, Sharpe -10.354 and 99.013% drawdown. Backtest review abandoned it for negative expectancy and the absence of a justified optimization path, so later stages were not reached. The rejection applies to this specified adaptation, without asserting a translation defect or rejecting the original strategy on an unspecified market.

After two iterations, EtcMartingleSpotStrategyV2 produced 805 closed ETC spot baskets and passed backtest review for frozen evaluation. The final replay returned 36.298% with Sharpe 0.355 and 19.497% maximum drawdown, while a recovering basket remained open for 921 days. The analyst abandoned the faithful port because only 4 of 9 exposed years were profitable, below the enforced 60% requirement, with profits concentrated in 2021. Changing frozen parameters or adding protective rules would alter the requested strategy.

SuperMindCompletedWeekLowK operationalized three screening conditions on eight A-shares with supplemented holding and exit rules, and the run recorded two iterations. Its backtest produced 12 trades with a reported -0.229% total return, -0.120 Sharpe, and -0.724% average net trade return. Backtest review abandoned it because losses outweighed gains after costs; the thin sample left uncertainty but offered no affirmative case for optimization. Later analysis and risk review were not reached.

BtcDualTimeframeMomentumConfluenceLS_HL tried to reproduce the factory's one promoted single-asset survivor by keeping its two-signal confluence with flat-on-disagreement structure while replacing the funding leg with a daily momentum leg, trading BTCUSD on Hyperliquid with an ATR trailing stop and only three tunables. The code ran cleanly and generated a decisive sample — 173 trades over 803 days with no dropped orders — but the result was negative in every calendar year: -5.17% total return, Sharpe -0.047, profit factor 0.923, and per-trade return of -0.109% versus the +0.15% floor, with the 93 shorts alone losing $8,293 net and the regime split inverting the trend premise. The analyst abandoned it at backtest review rather than spending optimization hours, noting that gross PnL before any costs was only +$1,136 and that two lookbacks and a trail multiple cannot manufacture information absent from 173 observations. It was the third Hyperliquid run of this structure to die with the same signature, and the recorded takeaway for research is that the collinear slow-momentum leg degenerates the gate into near-always-in TSMOM.

AvaxConvictionGatedMomentumLS gated 4H AVAX momentum by volume surge and directional close-location, taking balanced long and short positions. Its base backtest was viable on cost grounds — 0.53% avg per-trade return over 565 trades — so the reviewer sent it to optimization, but the numbers were thin: Sharpe 0.25 rising only to 0.31, with a confidence interval straddling zero. Optimization exposed the strategy as overfit: in-sample Sharpe of 1.22 collapsed to 0.09 out-of-sample, PBO was 0.67, deflated Sharpe was 0.007, and seven parameters sat on cliffs. The analyst abandoned it as an overfit / no-generalization death — part of a repeatedly-failing single-name AVAX momentum family where the base backtest is the ceiling and iteration only curve-fits noise again.

This run was an execution-readiness rehearsal rather than a new alpha claim — an exact transfer of the factory's #1 Binance survivor onto Hyperliquid's own price series, fees and hourly funding clock, with a pre-registered bar deliberately set below the source's. The transfer executed cleanly (172 trades, no entry-diagnostic drops, metrics_reliable, and funding actually credited, closing the hypothesis's flagged measurement gap), but the economics did not follow: -2.27% total return, Sharpe -0.137, PF 0.90 and -0.088% per trade, losing in 2024 and 2025 and spending 760 days underwater. The decisive detail was that gross price PnL was roughly zero (+$1,497 over 172 trades) before $3,777 commission and $4,487 funding, with the short leg (-0.744%/trade) erasing a still-working long leg (+0.409%/trade). The analyst abandoned it at backtest review on iteration 1, before spending the 3-phase optimization; the analyst and risk-officer post-optimization stages were never reached.

EthHourlyVolumeConfirmedMomentumLS was a faithful, well-engineered 1H port of a promoted 4H volume-confirmed momentum survivor, keeping the same edge but strengthening the surge gate, entry threshold, and trailing exits to fight higher 1H fee drag. Across 1192 trades over 6.7 years it made money gross (113.3% total return) but delivered only a 0.285 Sharpe with a confidence interval straddling zero, a 1.061 profit factor, and — decisively — a 0.1475% average per-trade return that fell below the 0.15% Binance fee floor. The backtest-review analyst abandoned it before optimization, judging the per-trade edge smaller than the round-trip taker cost on a sample too large to be noise. This was fee-fragility rather than a broken signal, and it matched the exact abandon condition the hypothesis had pre-registered for itself.