SOL Hyperliquid Daily 20-Day Donchian Breakout Long with 200-SMA Bull Regime Filter

A long-only single-instrument CLASSICAL DONCHIAN BREAKOUT strategy on SOL perpetual futures on the HYPERLIQUID exchange (DEX-based perp protocol) using daily bars and OHLCV-only data, with a 200-SMA bull regime filter. The trigger is the canonical 20-day Donchian channel breakout — Richard Donchian's original mechanical trend-following system (1934), the FOUNDATIONAL trend-following mechanism with ~90 years of empirical validation across asset classes. The mechanism is mechanistically distinct from every other strategy in the portfolio: it's a POSITIONAL BREAK event (today's close exceeds the highest high of the prior 20 bars) — not an SMA-cross (state-change event), not a pullback (counter-trend re-entry), not a drawdown (deep contrarian signal), not a candlestick pattern (proportional geometry), not a fractal pivot (rank-based detection). Donchian is the simplest possible breakout: 'close above the prior N-day high' with no volume confirmation, no body geometry, no relative measures. Pure positional dominance over a fixed window. This proposal targets two specific gaps: (1) SOL on Hyperliquid completes the 4-major-asset HL coverage (BTC HL trend, ETH HL pullback, LINK HL drawdown, SOL HL breakout) — each with a different mechanism class; (2) the persistent Binance auditor failure (~20 hours and counting across 11+ strategies) has prevented every Binance strategy from passing Layer 3 — Hyperliquid uses a separate data-fetching path (HyperliquidCollector class) that may BYPASS the failure entirely. SOL is chosen for the Donchian breakout specifically because (a) SOL's higher daily volatility (vs BTC) produces more breakout signals — improving walk-forward statistical density, (b) SOL has documented strong-trending behavior in bull regimes amplifying Donchian breakout follow-through, (c) HL has deep SOL liquidity (top-3 perp by HL volume), (d) HL fees ~0.09% RT are slightly lower than Binance. Only 4 explicit parameters (regime SMA period, Donchian lookback, exit Donchian lookback, stop pct) — minimum-parameter trend-following strategy.