# Strategy — Momentum / EMA Cross

## Overview

Build a momentum bot using fast/slow EMA crossover on Hyperliquid candle closes. Flip position on signal change with position sizing by volatility and cooldown between flips.

## Detailed Methodology

Fast and slow EMAs are computed on Hyperliquid 1m or 5m candle closes. A bullish cross (fast > slow) signals long; bearish cross signals short. Position flips occur on signal change with a configurable cooldown to prevent whipsaw overtrading.

**Volatility sizing:** Position size scales inversely with recent ATR — smaller size in high-volatility regimes.

**Optimal regime:** Trending markets with clear directional momentum on Hyperliquid major perps.

## Performance Context

| Metric | Value |
|--------|-------|
| PnL | +$9,850 |
| Win Rate | 58.3% |
| Sharpe | 1.72 |
| Max DD | -8.4% |

## Implementation

Full logic in `src/hyperliquid_bot/strategy.py`

## Configuration

Edit `config.yaml` params section for strategy-specific tuning.