We will never tell you what you'll earn. We'll show you exactly what we control.
You don't get to control the market — you get to control the machine that touches it.
HyperCore runs one strategy: CDC ActionZone, a long-only daily trend rule on Hyperliquid. We tested eleven strategies and retired ten of them. This one survived walk-forward, out-of-sample and venue tests — so it is the only one we run, and the evidence for and against it is on this page. A Rust core places the orders, and a risk core stops them when the account is losing.
no live track record yet — the mainnet record starts August 2026
Most strategies lose. Here are ours that did.
A returns promise is the tell. We don't make one. What we can show you is the graveyard: every strategy we built, tested and then killed, with the number that killed it. At small capital with ~9 bps of round-trip cost, the prior for any strategy is that it loses — so we assume ours do until the data says otherwise, and most of the time the data agrees.
This list is the product. Anyone can show you a winner.
strategies retired after testing. That is the method working.
What we run — and everything we retired
recorded verdicts| Strategy | What it tried | The number | Verdict |
|---|---|---|---|
| CDC ActionZone | daily EMA trend, long-only | alpha t≈3.1 — see below | KEPT |
| Mirror | copy the leader's resting orders | −$12.08 over 148 fills | RETIRED |
| Fade | fade the leader's skew | −$0.18 over 27 fills | RETIRED |
| Maker | quote passively for the spread | +0.74 bps — inside noise | RETIRED |
| Taker-copy | follow a market-maker's fills | net-negative, all 53 configs | RETIRED |
| Method D | direction-follow + fee-aware exit | net-negative, all 16 configs | RETIRED |
| Method M | leader-skewed passive quoting | 0 of 36 positive out-of-sample | RETIRED |
| Edge composite | stack several weak signals | PF ~1.06 | RETIRED |
| Funding reversal | fade funding extremes | PF 0.80 | RETIRED |
| Cascade fade | fade liquidation cascades | PF 0.43 | RETIRED |
| Contrarian-macro | 5-layer macro/sentiment fade | 7 winners in 33 trades | RETIRED |
Several of these were killed by a rule we wrote before running them: a strategy that only works in one walk-forward block is a market regime, not an edge. The contrarian-macro fade looked profitable until a review found accounting errors in its own harness — we fixed the harness, re-ran, and retired it.
The one that survived — and what it actually did.
CDC ActionZone is a long-only daily trend rule: two moving averages, no leverage, no shorts. It is not our invention and it is not secret — it is a public TradingView indicator anyone can read. We are not selling the signal. We are selling that it is executed the same way every day, with the losses published alongside the wins.
Portfolio backtest · 8 coins · 2,398 days · 1× · perpetuals, net of fees and funding
derived- CAGR
- 78.72%vs 61.27% market
- Max drawdown
- 42.48%vs 78.6% market
- Sharpe / Calmar
- 1.57 / 1.85
- Time in market
- 44.7%
The point is not the return — it is the shape. Beta 0.38 to an always-long basket, annualised alpha 38.37% at t≈3.1, and roughly half the drawdown, because the rule sits in cash through bear markets instead of riding them down. It is in the market 44.7% of the time.
Read this before you read the numbers
- This is a backtest, not a track record. It is a simulation over historical candles. No money was at risk in it. We have no live mainnet record yet — that starts August 2026, and it will be published here whether it flatters us or not.
- A 42% drawdown is a real experience.On $1,000 that is watching $580 and waiting. Most people sell there. If you would, this is not for you — and the strategy only works if you don't.
- Leverage liquidates this strategy. We tested it: at 3× and above, our own sweep was liquidated to zero in the May 2021 crash. That is why the engine runs at 1× and why the number above is a 1× number.
- We published the worse of two honest numbers. This run charges perpetual funding. The same strategy on spot — the venue we actually intend to use — pays no funding and scores around 92% CAGR. We show the lower figure because choosing the flattering configuration is exactly the trick this page exists to argue against.
- Past results do not predict future ones. Six years of history is one sample of one market regime, and 2020–2026 was a historic crypto bull market — both our number and the benchmark are inflated by it. The edge is concentrated in sitting out crashes, so this strategy will underperform a simple always-long basket during a straight-up bull.
What we actually control.
We can't control the market. These are the things we can, all of them wired into the engine that places the orders — not a roadmap. Every one of them makes the system do less, which is the only kind of control that is worth anything when it matters.
- Per-order ceiling
- No single order may exceed a fixed notional. If sizing ever computes something larger, the order is skipped — never clamped and placed.
- A mistyped capital figure should do nothing, not something smaller than intended.
- Portfolio gross cap
- Total long exposure is bounded across every coin at once, not per position.
- Eight coins turning bullish on the same day must not quietly stack into eight times the intended size.
- Drawdown breaker
- A fall from the account's high-water mark past a set percentage halts all new entries.
- Position caps bound how big a trade is. Nothing in them notices that the account is simply losing.
- Daily-loss breaker
- A fall from the 00:00 UTC equity anchor past a set percentage halts all new entries.
- Slow bleeds and single bad days are different failures and need different limits.
- The halt latches
- A tripped breaker is written to disk. It survives restarts and can only be cleared by an explicit operator acknowledgement naming the event.
- The engine restarts on a schedule. A halt held only in memory would vanish within seconds and re-enter the position it just refused.
- Exits always run
- A halt blocks opening. It never blocks closing, and the kill switch closes with widening slippage steps until it is flat.
- A halt has to stop the bleeding, not freeze the patient.
One caveat we owe you: the breakers were built and tested, and the halt-latch behaviour is covered by tests that drive a real drawdown through a fresh engine. But they have not yet stopped a real loss with real money, because there has not been one. Until then they are engineering, not evidence.
A Rust core that can be killed.
This is real engineering, not a wrapper. The frontend only makes the safety legible — the engine is what's in control.
Hyperliquid validators sit in one region — we don't pretend to beat physics, and we say so. Honest latency beats a fake number.
- Exact-decimal money math
- rust_decimal everywhere — f64 on a price is a bug, not a rounding error.
- Two independent breakers
- a drawdown limit and a daily-loss limit — either can halt the account alone.
- Halts that survive a restart
- a tripped breaker is written to disk and only an explicit operator acknowledgement clears it.
- Testable before a cent moves
- every behavior runs against a mock exchange; testnet before mainnet, always.
- Drilled on testnet, re-drilling now
- kill-9 and flatten drills passed on the previous engine; they are being re-run against the current one before real money.
HyperCore is infrastructure, not advice.
We do not promise, project, or guarantee returns. Trading loses money, and leveraged trading can lose all of it. Ten of the eleven strategies we tested lost — we publish that list because it is the most useful thing we know. Nothing here is investment advice, and nothing here is a track record yet.
There is nothing to buy. The live record starts August 2026 with the author's own money, at 1×, and it will be published here as it happens — including the drawdowns. If it fails, that will be on this page too.