Value-Quality-Trend Stocks

Thesis

Cheap, financially strong stocks with steady medium-term trends outperform, while lower exposure in weak markets limits drawdowns.

Strategy

• Rank and retain: Rank SEC-covered stock perps daily at 06:45 Pacific; buy toward eight holdings, retain through rank 12, and stop 12% below entry. • Calmer stocks weigh more: Score value and quality at 25% each, six-month trend at 30%, and steadiness at 20%; weight holdings inversely to 63-day volatility. • Market breadth: Use 100%, 60% or 20% of allocation as breadth weakens; rebalance changed holdings or weights drifting over 25% from target.

Exposure

• Holds: US stock perps and USDC — Monthly, choose the 30 highest-open-interest names from the specified 33, each with at least $5M open interest. • Venue: Hyperliquid xyz — USDC funds stock positions; supply your SEC contact email to enable fundamental buys. • Leverage: No sizing multiplier — Position values follow allocation weights and breadth tiers, without changing exchange leverage. • Costs: Trading fees, funding — Hyperliquid charges trading fees and ongoing funding on stock perpetuals. • Data: Circuit and SEC — Circuit supplies prices; www.sec.gov supplies the ticker map, and data.sec.gov supplies filings and financial facts unavailable through Circuit. • On unwind: USDC — Closing the positions through Terminal leaves USDC; stopping alone leaves positions and resting orders in place.