Curated, research-backed trading strategies derived from on-chain Hyperliquid data — anomaly detection, follow-the-smart-money copy logic, cross-venue funding arbitrage, and long-bias swing setups. Each strategy ships with a backtest, live forward-test, and a copy-deploy path. Nothing here yet — modules below are in active research.
Detects volume/funding anomalies on HIP-3 markets, layers DCA entries, exits on regime change. Target win-rate ≥ 75% based on 71-day forward sample.
Already live as analytics under Funding Arb. Next step: one-click position assembly across paired venues with size sizing and slippage guard.
Mirror trades of consistently profitable HIP-3 traders from the leaderboard, with latency-class filtering and per-trader sizing rules.
Multi-timeframe swing strategy targeting trend continuation on majors during positive-funding regimes. Currently in OOS validation.
Pre-liquidation cascade detection on HIP-3 — fade clusters of forced exits when order-book imbalance flips. Depends on a real-time liquidation feed (not yet wired up).
Once HIP-4 markets have meaningful volume and historical depth, we replicate the HIP-3 pipeline — leaderboard, trader cards, and anomaly strategy.