Ichimoku trend-follower
Systematic long/short strategy for Hyperliquid perpetual futures, powered by multi-timeframe Ichimoku regime detection to align with prevailing trend structure and capture extended moves in both directions.
Systematic long/short strategy for Hyperliquid perpetual futures, powered by multi-timeframe Ichimoku regime detection to align with prevailing trend structure and capture extended moves in both directions.
IchiV3 is a systematic long/short strategy for Hyperliquid perpetual futures, powered by multi-timeframe Ichimoku regime detection to align with prevailing trend structure and capture extended moves in both directions.
How it works
The strategy combines higher-timeframe regime assessment with 1-hour execution. Long exposure is deployed when conditions transition into supportive trend regimes. Short exposure is deployed when bearish structure reasserts following failed upside recovery attempts.
Exit logic is fully rules-driven and momentum-sensitive, with protective mechanisms that adapt as trades progress.
The allocation engine is market-cap aware, scaling exposure toward deeper, more liquid assets while reducing sizing in smaller, riskier assets.
Risk framework
- 1x leverage
- Max 10 concurrent positions
- Dynamic, volatility-aware stop logic
- Short-side trailing protection
- Systematic position sizing to balance opportunity and downside risk
Trading universe
- Top 75 Hyperliquid perpetual futures by rolling 7-day traded volume
- Universe refreshes daily
Backtesting results
Backtesting results (Hyperliquid, Sep 2024 – Mar 2026, ~18 months):
- Total return: 768% | CAGR: 169%
- Sharpe: 2.65 | Sortino: 7.51 | Calmar: 12.09
- Maximum drawdown: 14.0%
- 939 total trades (268 long / 671 short), 41.7% win rate
- Profit factor: 1.61 | SQN: 3.99
*Metrics are based on a specific historical simulation setup and period, and should not be interpreted as a guarantee of future outcomes.