ramseshk 3cc68cd46a Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding) ...

Backtest on 6000 synth trades: 46 trades, 44 wins, +1.10% PnL.
Entry: H>0.52 + VPIN>0.15 + direction bias
Exit: after 20 bars OR Hurst decay below exit threshold

2026-08-06 07:13:17 +00:00

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results

Fix Hurst/VPIN exit logic — time-based exit (20 bars max holding)

2026-08-06 07:13:17 +00:00

historical_runner.py

Fix Kalman Pairs historical backtest: real BTC/ETH pair data

2026-08-05 07:32:41 +00:00

run_backtest.py

Wire up real Hyperliquid integration and funding rate API

2026-08-03 11:37:47 +00:00

run.py

Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

2026-08-04 07:26:40 +00:00