Learn / strategies / momentum

Momentum

Continue recent winners and fade recent losers over a defined lookback, sized by volatility.

Regimes

Works in trending regimes with persistent order flow; fails in chop and mean-reverting ranges.

Known failure modes

Crowded entries, sudden regime flips, and funding that eats trend carry on perps.

Hyperliquid notes

Map lookbacks and costs to perp funding, HIP-3 book microstructure, and vault copyability when implementing on-chain. Evidence panels and sandbox deep links publish with the content system.

Data pipeline not live yet

  • F-LN-2 sandbox deep links
  • F-LN-3 algorithm cross-links