Hyperliquid HIP-3 Equity Index Perpetual (Paper only)v0.3.0PAPER READY

XYZ100 趋势-摆动双状态

用优先回退组合在布林极端摆动与 VWMA 中期趋势之间切换，并加入波动否决。

趋势均值回归4HHyperliquid高波动实验

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

Strategy category股票指数永续

Market / timeframexyz:XYZ100 · 4h

Default riskMEDIUM

Current runtimeslocal

Strategy thesis

Why it might work

指数型股票永续比单一公司更适合验证状态切换逻辑。

Key risks

状态切换可能在震荡边缘频繁翻转
指数合约仍存在 HIP-3 预言机风险

Stop / invalidation conditions

回撤或换向频率超过研究阈值
行情连续性检查失败

Published backtest

Evidence used to compare strategies

WAITING FOR DATA

Period—

Total return—

Max drawdown—

Trades—

No published backtest yet

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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}

composition{'schema_version': 1, 'combination_mode': 'priority_fallback', 'signal_threshold': 0.05, 'quorum_ratio': 0.5, 'deadband': 0.05, 'children': [{'child_id': 'bollinger-swing-1', 'source_type': 'system', 'role': 'alpha', 'name': '布林带摆动回归', 'summary': '价格离开布林带并进入 RSI 极端区域时观察反向摆动。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-bollinger-swing', 'kind': 'mean_reversion', 'signal_definition': None, 'symbol': 'xyz:XYZ100', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'period': 30, 'width': 2.2, 'rsi_period': 14, 'rsi_low': 30, 'rsi_high': 70}, 'parameter_schema': [{'id': 'period', 'label': '布林周期', 'description': '价格中枢与波动窗口。', 'value_type': 'integer', 'default': 20, 'minimum': 5.0, 'maximum': 500.0, 'step': 1.0, 'options': []}, {'id': 'width', 'label': '标准差倍数', 'description': '布林带宽度。', 'value_type': 'number', 'default': 2, 'minimum': 0.5, 'maximum': 5.0, 'step': 0.1, 'options': []}, {'id': 'rsi_period', 'label': 'RSI 周期', 'description': '极端区域确认周期。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'rsi_low', 'label': 'RSI 下限', 'description': '低于此值确认超卖。', 'value_type': 'number', 'default': 30, 'minimum': 1.0, 'maximum': 49.0, 'step': 1.0, 'options': []}, {'id': 'rsi_high', 'label': 'RSI 上限', 'description': '高于此值确认超买。', 'value_type': 'number', 'default': 70, 'minimum': 51.0, 'maximum': 99.0, 'step': 1.0, 'options': []}], 'origin_slug': 'xyz100-regime-swing', 'origin_version': '0.3.0', 'system_default': False}, {'child_id': 'vwma-trend-2', '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:XYZ100', 'timeframe': '4h', 'weight': 0.6, 'parameters': {'fast_period': 24, 'slow_period': 96}, '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': 'xyz100-regime-swing', 'origin_version': '0.3.0', 'system_default': False}, {'child_id': 'volatility-veto-3', 'source_type': 'system', 'role': 'veto', 'name': '异常波动否决', 'summary': 'ATR 占价格比例过高时输出否决，令母策略暂时归零。', 'catalog_slug': None, 'catalog_version': None, 'system_template_id': 'system-volatility-veto', 'kind': 'trend', 'signal_definition': None, 'symbol': 'xyz:XYZ100', 'timeframe': '1h', 'weight': 1.0, 'parameters': {'atr_period': 20, 'max_atr_pct': 0.045}, 'parameter_schema': [{'id': 'atr_period', 'label': 'ATR 周期', 'description': '波动率观察窗口。', 'value_type': 'integer', 'default': 14, 'minimum': 2.0, 'maximum': 200.0, 'step': 1.0, 'options': []}, {'id': 'max_atr_pct', 'label': '最大 ATR 比例', 'description': '超过此比例时否决交易。', 'value_type': 'number', 'default': 0.06, 'minimum': 0.001, 'maximum': 0.5, 'step': 0.001, 'options': []}], 'origin_slug': 'xyz100-regime-swing', 'origin_version': '0.3.0', 'system_default': False}]}

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

XYZ100 趋势-摆动双状态

Why it might work

Evidence used to compare strategies

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