OpenAI Sentiment Basket

Thesis

A one-shot, price-implied OpenAI sentiment basket using five Hyperliquid equity perpetuals with ROE-based exits, without fetching or interpreting news.

Strategy

• 30-minute signal window: It samples five-market midpoints every minute for 30 minutes, and the first unambiguous two-market agreement at 0.5% locks sentiment. • Direction: Positive sentiment means long MSFT, NVDA and CBRS and short META and SPCX; negative sentiment reverses every leg. • ROE exits: Half of each position targets +25% ROE with a −5% ROE stop, and the other half targets +50% ROE with a −10% ROE stop.

Exposure

• Holds: Five equity perps — Equal notional long and short legs in MSFT, NVDA, CBRS, META and SPCX; absent a signal, the window expires without trades. • Venue: Hyperliquid xyz perps — Funding and activation of a new session are handled in Terminal. • Leverage: Up to 3x — Equal notional targets up to 3× allocation less the 1% reserve, subject to cost, liquidity and sizing checks. • Costs: Fees and funding — ROE targets exclude fees and funding, and gaps and slippage can cause losses beyond stops. • Data: Circuit — It uses Circuit SDK prices and execution exclusively. • On unwind: Positions close — Stopping attempts to close all session positions.