Individual skill
funding-squeeze
Use when writing a strategy that captures short-squeeze setups on Hyperliquid perps — squeeze, short squeeze fuel, negative funding rally, fade the shorts, paid to long. Goes long when funding APR is deeply negative and price is already rising, then exits on funding normalisation or a time stop. Reads squeeze fuel rather than funding-harvest carry.
skills/funding-squeeze/SKILL.md
Source commit 9d41db54b231f77e35610a73230eaeffcb456215
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- Last checked
- Nov 11, 2026
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- Sep 10, 2026
- License
- MIT
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- agent-skills Repository topic
- backtesting Repository topic
- hyperliquid Repository topic
- trading Repository topic
- ai-agents Repository topic
- algorithmic-trading Repository topic
- equities Repository topic
- llm Repository topic
- mcp Repository topic
- polymarket Repository topic
- writing Derived category
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# Strategy: Funding · Short-Squeeze Fuel
## When to use
A user asks for "squeeze trade", "fade the shorts", "short squeeze fuel", "longs eat shorts", "negative funding rally", or any framing where they want to **ride the squeeze** by going long when the order book is short-heavy and the price is already turning up.
This is the inverse of pure carry: instead of waiting for funding to mean-revert (`strategy-funding-rate-arbitrage`), this strategy enters when shorts are getting **squeezed harder** (funding worsening AND price rising), expecting forced unwinds to fuel further upside.
## Honest framing — when this works and when it doesn't
Squeeze setups are time-sensitive and regime-dependent:
- **Best regime**: choppy or rotating markets where shorts get caught after a deeper pullback. Recent up-move + persistent negative funding = textbook fuel.
- **Worst regime**: structural downtrends. Negative funding is normal in bear markets — shorts are right, not trapped. Without confirming up-move, this strategy gets stopped repeatedly.