* APR as reported by Hyperliquid · PnL shown as reported, negative sign included
Vault 01Status: live
relative momentum v1
0x5c5e49cdeebe938d8202bc48c61fd1322ab8bc0e
TVL
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Vault account value
All-time PnL
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Net USD
APR
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As reported by Hyperliquid
Followers
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Inception
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First vault snapshot
Days live
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Since inception
Trading since
Feb 26, 2025
Official start
All-time PnL, USDSource: Hyperliquid API
Loading live data
STATUS: flat to cash since Jul 12, 2026. The regime filter is risk-off; the flat tail on this chart is the defensive design working in public.
History before Feb 26, 2025 is R&D noise: test trades at trivial size. Official trading starts at the dashed line, Feb 26, 2025.
STRESS TEST: fully invested through the Oct 10, 2025 liquidation cascade ($19B, one of the largest in crypto history) and not liquidated. Operator's account: the 10.10 thread on X.
// Mechanism
Cross-sectional momentum across the crypto perps universe, reimagined from a published hedge fund momentum system (Clenow, Stocks on the Move). Assets are ranked by 90-day regression slope of log price, annualized and quality-weighted by R-squared. Positions are sized by inverse ATR (volatility parity), filtered by trend (above 100-day average), liquidity (dollar-volume percentile), and gap risk. A regime filter built from a crypto market index takes the book fully to cash when the market breaks its long-term trend. Weekly rebalance, leverage-capped. The book is concentrated: two positions at a time.
Lineage
Faithful re-engineering of a published institutional momentum system (Clenow, Stocks on the Move), rebuilt for crypto perps with two deliberate defensive deviations. The methodology is public; anyone can check it.
Same notebook metrics and minus 0.001 weekly cost as the prior print. Window starts the first day the 390-day regime SMA exists. Universe is every USDT-M perp that ever listed, 832 names, delisted included. The prior 273.91x / 4.36 print counted 387 days the filter was not defined. Past performance does not guarantee future results.
FIGURE: STRATEGY VS BTC BUY-AND-HOLD+ SHOW- HIDE
Log multiple, cash bands are the regime filter. SMA(390) live every day of this window. Locked params, notebook ruler.
FIGURE: FULL TAPE, DORMANT FILTER MARKED+ SHOW- HIDE
Gold wash is the 387 days the regime SMA did not exist. Those days are excluded from the grid above.
Vault 02Status: live
Living Systems Genesis
0x3fdd73a4849ebccd8e7e094c7de17851fbe696c1
TVL
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Vault account value
All-time PnL
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Net USD
APR
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As reported by Hyperliquid
Followers
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Inception
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First vault snapshot
Days live
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Since inception
Trading since
Aug 18, 2026
Official start, day 0
All-time PnL, USDSource: Hyperliquid API
Loading live data
History before the official start is R&D noise: test trades at trivial size. Official trading starts at the dashed line.
// Mechanism
A precision BTC long/short strategy built on a proprietary book-depth imbalance signal, with a short-side mid-trade risk overlay and a machine-learned long-side meta-label gate. Certified through walk-forward validation and holdout testing across repeated adversarial research sweeps.
Lineage
Signal discovered in a public Hyblock chart, independently recreated from scratch, then hardened by a multi-month adversarial research program: 2,437 candidate improvements evaluated, exactly one promoted. Current champion promoted Aug 15, 2026. Rigorously certified within the data that exists.
Same 15m Sortino, drawdown, and 5 bp plus 1 bp cost as the prior prints. Window starts the first bar the long gate has scores. Single name, BTCUSDT. Kelly is daily simple mean over variance on this 1x book, same formula as vault 1. Live vault stays at 2.32x; it is not retuned. Kelly moved from 10.51 to 9.39 because this tape includes the short that was still open on Aug 17 and the Aug 21 16:15 long fill. The Aug 17 print was 12.29x. The 16.53 figure was equity minus one, counted 15 months the gate was not scoring, and filled overlay flats one bar later than live does now. Past performance does not guarantee future results.
FIGURE: STACK VS BTC BUY-AND-HOLD+ SHOW- HIDE
Log multiple, cash bands are flat. Gate scores live every day of this window. Live fill, bid-ask ruler. Kelly 9.39 on this 1x book.
FIGURE: FULL TAPE, DORMANT GATE MARKED+ SHOW- HIDE
Gold wash is the 15 months the long gate had no scores. Those days are excluded from the grid above.
One strategy from the public literature, one from the tape. Both verified by the same unforgiving machinery.
// Where the numbers live
Both strategies execute from the Hyperliquid vault accounts identified on this page. Every figure on the site is read from the public Hyperliquid API. The vault addresses are published so the numbers can be checked against Hyperliquid's own vault pages.
Fill-by-fill mirrors of the vault activity exist on Telegram for archival and verification: t.me/rm_perps_trader (relative momentum v1) and t.me/rl_perps_trader (Living Systems Genesis).
