Crypto Burst Long/Short

Thesis

Trade sharp three-day crypto moves reinforced by open interest, aiming to capture their continuation in either direction.

Strategy

• Daily ranking: At 06:00 Pacific, rank the monthly top 30 by three-day impulse and signed open-interest growth; buy the top two scores and short the bottom two. • Sizing: Weight by score strength with 35% per name and 50% per side before leverage; enforce the gross ceiling and halve targets during high BTC volatility. • Exits: Exit dropped names daily or fading scores after two days; native stops sit 2.5 times the 14-bar four-hour ATR from entry.

Exposure

• Holds: Crypto longs and shorts — Up to four perpetual positions from the specified 50-name list, with remaining capital in USDC. • Venue: Hyperliquid — Main-dex perpetuals with USDC collateral; Terminal handles account setup and closing positions after stopping. • Leverage: 0.25x to 3x sizing — Default 1x; both the chosen gross ceiling and each market's leverage cap constrain order targets. • Costs: Trading fees and funding — Hyperliquid charges trading fees, and positions pay or receive funding. • Data: Circuit — Candles, open interest, market listings, funding and prices; entries require all signal lookbacks, using data as served. • On unwind: USDC — Terminal cancels resting orders and closes remaining positions into Hyperliquid USDC after the agent stops.