Trading Strategies
Three strategy families running in parallel. Two live, one in paper testing.
Whale Copy
LIVECopy trading on Hyperliquid. Tracks three proven scalpers (BTC, BTC/ETH, diversified) with 58-62% measured win rates and 2.4-4.6 R:R. $11 copies per signal, independent 2% hard stop, $10 lifetime loss kill per whale.
Equity Sleeve
LIVETwo-strategy systematic equity sleeve on Robinhood. Volatility targeting (voltgt) sizes positions inverse to realised vol. Time-series momentum (tsmom) rides 12-month return trends. Running live at micro-size ($50/order) with a $250k paper parallel track.
Statistical Arbitrage
PAPERMean-reversion pairs trading. Three cointegrated pairs (XLU/XLP + two others) selected by walk-forward ADF test and DSR score. Entry on z-score deviation, exit on mean reversion. OOS Sharpe 1.21, DSR 0.60. Paper trading.
The Risk Framework
Every strategy runs through the same gates before a single order goes out.
Signal
Each strategy generates its own entry signal independently. A signal only moves forward if it passes basic quality checks: correct market conditions, no open position conflict, minimum order size met.
Size
Position size is calculated by fractional Kelly criterion. If Kelly returns zero or negative, the trade is skipped entirely. Passing trades are capped between 1% and 5% of capital.
Risk Gate
Three checks before any order goes out: circuit breaker (pauses all trading after a statistically unlikely loss run), daily loss limit (5% of capital triggers a global stop), and TP:SL validation (reward must be a minimum multiple of the risk).
Execute and Protect
Orders go out as maker where possible to minimise fees. A stop-loss is set at entry. Once a position moves into profit, a trailing stop activates and locks in gains from peak.
Portfolio Design
Three strategies, three different edges. Different assets, timeframes, and holding periods so they don't all draw down at the same time.
Strategy Graveyard
I tried 16 strategies. I killed 10. Here's how they died.
Donchian Breakout, Trend Pullback, Volatility Breakout, RSI Momentum. All declared dead 2026-05-22 after 2.5 months live on Hyperliquid. Net -$16.79 on $96 capital. Fee drag at $11 notional with retail HL fees (4.5bps taker) structurally exceeds any directional TA edge. BTC was the only net-positive asset (+$2.17). Lesson: taker fees kill small-capital directional TA. Market-neutral or maker-only from here.
94% win rate in backtesting. Looked incredible. Walk-forward test showed negative expectancy in ALL three out-of-sample periods. Average win: $0.013. Average loss: $0.371. A 29:1 loss-to-win ratio hiding behind a high win rate. Lesson: win rate is vanity. Expectancy is everything.
0% win rate. 153 trades. -$39.48. Root cause: the buy/sell logic was literally inverted on line 42. Every buy signal was actually a sell signal. Found during a P0 code audit. Lesson: always verify signal direction.
Signal threshold was set to 0.55. The mathematical maximum of the signal formula was 0.45. It was physically impossible for this strategy to generate a trade. Zero trades in 42.5 hours of runtime. Lesson: validate signal generation before deployment.
613 trades at 2.4% win rate. Lost $41.27. Transaction costs alone exceeded any possible edge. The SAR signals were overwhelmed by fees at this capital scale. Lesson: fees are the binding constraint at small capital.
Had random.random() in the signal generator. It was literally flipping a coin to decide trade direction. 6 trades, 33% win rate, -$0.29. Lesson: always audit your signal logic.
Copy 7 top whales' entries. 66 trades, 33% win rate, -$5.24. The fatal flaw: no stop-loss at all. Positions could drift from -3% to -50% with zero protection — the only exit was when the whale exited. Lesson: every position needs independent exit protection.