BTC Hyperliquid Daily Simple Trend-Following Long with 50-SMA Trend Filter
Giả thuyết
A long-only single-instrument SIMPLE TREND-FOLLOWING strategy on BTC perpetual futures on the HYPERLIQUID exchange (DEX-based perp protocol) using daily bars and OHLCV-only data. This proposal fills the largest VENUE gap in the portfolio: every existing strategy trades on Binance (USD-M futures or spot) — there is ZERO Hyperliquid exposure across all 10 in-pipeline strategies. Hyperliquid is a top-3 perp venue by volume and uses a fundamentally different infrastructure: it's a DEX with on-chain settlement (vs Binance's centralized matching engine), HYPE-token-based fees, and on-chain transparent order book. CRITICALLY for THIS session: the persistent Layer 3 auditor heartbeat failure has affected every Binance-based strategy for 18+ hours; Hyperliquid uses a separate data-fetching path (HyperliquidCollector class fetching directly from Hyperliquid API rather than Binance Vision CDN), which may BYPASS the auditor infrastructure issue entirely. This is the highest-EV proposal in current conditions: if Hyperliquid data path is functioning, this strategy may be the ONLY one to pass Layer 3 verification in this session. The trigger mechanism is intentionally MINIMAL and well-tested: a simple 50-day SMA trend filter — enter long when daily close crosses above 50-day SMA in the context of a 200-day SMA bull regime, exit when daily close crosses below 50-day SMA. This is the most parameter-minimal mechanism possible and has been documented since Donchian (1934) and tested across asset classes for ~90 years. While the simple SMA mechanism is similar in spirit to EthDailyGoldenCrossMomentumLong (50/200 cross), the venue (Hyperliquid vs Binance) and asset (BTC vs ETH) make this orthogonal exposure: Hyperliquid's microstructure is fundamentally different (DEX-driven flow, no CEX market makers, on-chain settlement creates different liquidation dynamics). Lower fees on Hyperliquid (~0.09% RT vs Binance 0.10%) provide marginal but real fee advantage. Only 3 explicit parameters (regime SMA period, entry SMA period, stop-loss pct) — minimum-parameter portfolio addition.
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