Reverse engineer any trader. Backtest anything. We just open-sourced a quant research skill for coding agents. It runs on 0xArchive's Hyperliquid data. Hand your agent a wallet, an idea, a Pine script or a paper, and get a verdict anyone can rerun. github.com/0xArchiveIO/0xarc… Paste a wallet and the agent will: - pull every fill that changed a position - profile the style: which markets, how long it holds, when it opens - mirror the book in a Rust backtester with fees and funding - write candidate rules and score how much of the book each one reproduces Then it tests skill against luck. It puts the book up against three fakes: the same trades flipped, random positions in the same markets, and the trader's own positions moved to random earlier times. If the real book beats all three, the timing was worth something. We checked that it finds the right rules on a book where we knew the answer: 297 position changes made by one of our example strategies. The real rules matched the trader's side in 100% of held hours, with 0.97 correlation in daily returns. An unrelated strategy got 2.5% and -0.02. We ran our own idea through it too: 7-day momentum on the top 25 perps over 16 months. Sharpe 2.43 and +71.4% after fees and funding, none of the 20 random or stale runs matched it, and Sharpe 1.81 out of sample. It still isn't called an edge. We tried 4 settings, and over 4 tries the deflated Sharpe is 0.93, under the 0.95 bar. So the verdict is "holds out of sample", rung 4 of 6. Every try is logged, and the last months of data stay sealed until you commit one strategy, so the tenth tweak can't pass as the first. The engine, for any agent: pip install "0xarchive-backtest[curated]" Claude Code: claude plugin marketplace add 0xArchiveIO/0xarchive-quant claude plugin install 0xarchive@0xarchive-quant Codex: git clone github.com/0xArchiveIO/0xarc… mkdir -p .agents/skills && cp -R 0xarchive-quant/skills/backtest .agents/skills/0xarchive-backtest Then ask with /0xarchive:0xarchive-backtest in Claude Code or $0xarchive-backtest in Codex. A free API key covers the last 30 days.

See Hyperliquid orders before they hit the public trade feed. 0xArchive Pro streams the mempool, so you get each signed order before it lands in a block. On the median trade, that's 338 ms earlier. 0xarchive.io/pricing

Introducing the 0xArchive Terminal. Free charts for Hyperliquid and Lighter that track the hidden money. Like the wallet that sold $30.6M of ETH in 2,653 small clips so it wouldn't show on the tape. Hidden taker tracking caught it live. No sign-up required. terminal.0xarchive.io

Thanksgiving’s next month, so think about Taleb’s turkey. Fed every day for 1,000 days, surer with every meal that the farmer’s a friend. Day 1,001 is Thanksgiving. Buying the liquidation dip on Hyperliquid was that turkey this summer. It made money every month, June through September. Then October 7 and 8 took back more than a third of it in two days. The rule is dumb simple. Long liquidations on a coin hit 10x their normal pace in five minutes, you buy. Sell an hour later. And it beat ordinary dips of the same size. September was held back as a test and passed. Go back to December and the turkey already had one Thanksgiving. January 18, a Sunday night selloff, the rule bought 41 dips in one hour. Four bad days in January and February lost more than the whole summer made. On quiet days 57% of trades win. On cascade days, 45%. And you only find out which kind of day it was after it’s over. Liquidation data from 0xArchive, full study in the reply.

0xArchive is now a Lighter Accelerate partner. If you've made a trade on Lighter, your first 3 months of 0xArchive are 50% off. Connect the wallet you trade with and checkout applies the discount. 0xarchive.io/resources/produ…