Linear perpetual (paper default)v0.3.0PAPER READY

K-Mean Reversion Long

가격 강도, 장기 성장 추세, 멀티타임프레임 모멘텀 정합성, 신고가 돌파를 결합한 복합 스코어로 진입하는 평균회귀형 롱 전략입니다. 스코어가 낮아질 때(모멘텀 약화 구간) 매수해 반등을 포착하고, 장기 추세가 약화되면 포지션 비중을 절반으로 축소하는 리스크 스위치를 적용합니다. 이미 보유 중인 포지션은 스코어가 진입 기준보다 낮은 이탈 기준 아래로 떨어질 때만 청산하는 히스테리시스 규칙을 사용해 잦은 매매를 줄였고, 목표 수익률 달성을 위해 마진 비중을 상한까지 확대했습니다.

Hyperliquid低频均值回归实验波段趋势高波动

Hosted coming soon ↗Export for local runtimeHosted feasibility is under review; only released Local support produces a runtime configuration

Strategy categoryK 策略迁移研究

Market / timeframexyz:SP500 · 1d

Default riskHIGH

Current runtimeslocal

Strategy thesis

Why it might work

第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。

Key risks

第三方自报回测，尚未由 QuantElse 复现。
永续合约含资金费、滑点、清算和交易所可用性风险。

Stop / invalidation conditions

原始规则或数据无法复现时停止发布为可运行版本。

Published backtest

Evidence used to compare strategies

Self-reported

Period126 days

Total return+73.07%

Max drawdown23.95%

Trades26

Risk-adjusted metricsOnly fields included in this published result are shown.

Annualized return+73.07%

Sharpe ratio1.26

Detail curve · 1d samplingK-Mean Reversion LongNormalized baseline

DATA PERIOD2026-03-18 — 2026-07-22

Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 1d · 127 samples
2026-07-22T04:55:52.785000Z · Public third-party claim; retain attribution and source terms.

BENCHMARK PROFILECatalog defaults

catalog-default-v1
model-based fees · model-based slippage

METHODOLOGY

Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.

LIMITATIONS

Third-party self-reported result; not independently verified.
Replace this curve after a native QuantElse backtest.

Published records

2026-03-18 — 2026-07-22+73.07%Minara public Marketplace API (third-party, pending QuantElse replay)

Historical results do not guarantee future performance.

Curve JSON →Aggregate JSON →

Default parameter space

fast_period20

slow_period50

signal_connectorquantelse.connector.hyperliquid-public

default_execution_route{'mode': 'paper', 'exchange': 'hyperliquid', 'market': 'linear_perpetual', 'connector_id': 'quantelse.connector.paper', 'account_ref': None, 'settlement_asset': 'USDC', 'margin_mode': 'isolated', 'position_mode': 'one_way', 'leverage': 1}

default_position_policy{'allow_short': True, 'reduce_only_on_exit': True, 'sizing_mode': 'signal_scaled', 'normalization_multiplier': 2.0, 'normalization_floor_ratio': 0.0}

composition{'schema_version': 1, 'combination_mode': 'weighted_average', 'signal_threshold': 0.05, 'quorum_ratio': 0.5, 'deadband': 0.05, 'children': [{'child_id': 'vwma-trend-1', 'source_type': 'system', 'role': 'alpha', 'name': 'VWMA 量价趋势', 'summary': '使用成交量加权均线区分多空趋势，减少无量波动影响。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-vwma-trend', 'kind': 'trend', 'signal_definition': None, 'symbol': 'xyz:SP500', 'timeframe': '1d', 'weight': 1.0, 'parameters': {'fast_period': 20, 'slow_period': 50}, 'parameter_schema': [{'id': 'fast_period', 'label': '快速 EMA', 'description': '用于捕捉较快价格方向。', 'value_type': 'integer', 'default': 20, 'minimum': 2.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'slow_period', 'label': '慢速 EMA', 'description': '用于确认较慢市场趋势。', 'value_type': 'integer', 'default': 50, 'minimum': 3.0, 'maximum': 1000.0, 'step': 1.0, 'options': []}], 'origin_slug': 'k-pub-1784696222709-z1l92g', 'origin_version': '0.3.0', 'system_default': False}]}

third_party_migration{'source_platform': 'Minara', 'published_strategy_id': 'pub_1784696222709_z1l92g', 'source_url': 'https://minara.ai/zh/app/strategy/detail/pub_1784696222709_z1l92g', 'source_claims': 'self_reported', 'curve_replace_required': True}

These defaults describe the catalog entry. They do not bypass runtime validation or risk limits.

K-Mean Reversion Long

Why it might work

Evidence used to compare strategies

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