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HYPERLIQUID · PERPETUAL FUTURES

BOME

BOME-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-bome · fresh · feed 2s old
24h sparkline · 60 pts▲ 0.00%
realized vol (ann.)
112.55%
max drawdown
1.14%
sharpe
-70.19
ulcer index
0.60%
RMS drawdown
pain index
0.49%
mean drawdown
mod. VaR 95%
0.07%
Cornish-Fisher
martin ratio
-13268.47
ret / ulcer
CDaR 95%
1.14%
cond. drawdown
gain/pain
0.75
Σgain / Σ|loss|
sterling
-6935.97
ret / CDaR
omega (θ=0)
0.75
upside/downside
roll spread
1.9 bps
implied (price-only)
bars used
611
store
spread
—
24h Δ
0.00%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 36%
  • funding: longs pay — perp shorts get paid to wait
  • mark cheap vs HL oracle by 23.0bps — long bias
Same bundle via M2M API: /api/m2m/hl-BOME/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH1.6s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
MARK · live
$0.000
24h Δ · live
0.00%
24h vol · live
$0.0M
BOME · live 24h price
n=25 · μ=0.0004 · σ=0.0000 · range [0.0004, 0.0004] · R²=0.291▲ RISING +0.93%σ NORMAL 1.05%LAST 0.00040.00040.00040.00040.00040.0004μ = 0.0004max 0.0004min 0.0004dataMA(5)OLS R²=0.29μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.00
Funding direction · live
Long fee 48.1%Short fee 51.9%SHORT FEE51.9%
Σ = 0.0%
Σ-sides total = 0.00% (100.00pp arb gap)
H(p) entropy = 0.999 / 1.00 bits (100%) · max uncertainty (~50/50)
Long fee
48.1%▬ +0.00pp
Short fee
51.9%▬ +0.00pp
1h funding 0.001250% · longs pay
Hourly contract volume · live
n=25 · Σ=66,442,772 · μ=2657710.9 · σ=3031600.2 · CV=1.14BURSTY · concentratedcumulative energy ↗ · 50% by h=1802,725,1645,450,3278,175,49110,900,654μ = 265771110,900,65450%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 10900654 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
1.6s
$mark $
$0.0004
$mid $
$0.0004
◉prev-day close
$0.0004
Δ24h Δ %
+0.000%
$24h vol $
$28.78k
◐open interest $
$186.32k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0004 · σ=0.0000 · range [0.0004, 0.0004] · R²=0.291▲ RISING +0.93%σ NORMAL 1.05%LAST 0.00040.00040.00040.00040.00040.0004μ = 0.0004max 0.0004min 0.0004dataMA(5)OLS R²=0.29μ lineμ ± σ bandmaxmin
mark $0.0004 · 24h 0.00% · range $[0.0004, 0.0004]
OHLC candles · hourly
n=25 · up 12 · down 13 (48% up) · range [0.0004, 0.0004] · σ=0.0000 · CV=0.01 · bodyµ=65%BEARISH -0.23%CLOSE 0.0004 vs OPEN 0.0004 (-0.23%)&#9660; CLOSE 0.00040.00040.00040.00040.00040.0004μ close = 0.0004O0.000 H0.000 L0.000 C0.000 (-1.15%)O0.000 H0.000 L0.000 C0.000 (-1.15%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.46%)O0.000 H0.000 L0.000 C0.000 (+0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)-2.3%O0.000 H0.000 L0.000 C0.000 (-2.34%)O0.000 H0.000 L0.000 C0.000 (-2.34%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+2.12%)O0.000 H0.000 L0.000 C0.000 (+2.12%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (+0.70%)O0.000 H0.000 L0.000 C0.000 (+0.70%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.69%)O0.000 H0.000 L0.000 C0.000 (-0.69%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.69%)O0.000 H0.000 L0.000 C0.000 (+0.69%)O0.000 H0.000 L0.000 C0.000 (-0.91%)O0.000 H0.000 L0.000 C0.000 (-0.91%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.68%)#1#5#9#13#17#21#25up bar (C≥O)down bar (C<O)MA(5) closeμ closedoji (~no body)biggest body
25 bars
Hourly volume (base units)
n=25 · Σ=66,442,772 · μ=2657710.9 · σ=3031600.2 · CV=1.14BURSTY · concentratedcumulative energy &nearr; · 50% by h=1802,725,1645,450,3278,175,49110,900,654μ = 265771169,124 · 0.6% peak69,124 · 0.6% peak201,858 · 1.9% peak201,858 · 1.9% peak69,390 · 0.6% peak69,390 · 0.6% peak59,604 · 0.5% peak59,604 · 0.5% peak6,074,857 · 55.7% peak6,074,857 · 55.7% peak1,648,324 · 15.1% peak1,648,324 · 15.1% peak7,600,197 · 69.7% peak7,600,197 · 69.7% peak359,364 · 3.3% peak359,364 · 3.3% peak2,296,212 · 21.1% peak2,296,212 · 21.1% peak4,342,768 · 39.8% peak4,342,768 · 39.8% peak1,224,136 · 11.2% peak1,224,136 · 11.2% peak69,390 · 0.6% peak69,390 · 0.6% peak323,322 · 3.0% peak323,322 · 3.0% peak4,835,596 · 44.4% peak4,835,596 · 44.4% peak193,133 · 1.8% peak193,133 · 1.8% peak1,091,558 · 10.0% peak1,091,558 · 10.0% peak718,574 · 6.6% peak718,574 · 6.6% peak10,900,65410,900,654 · 100.0% peak10,900,654 · 100.0% peak3,760,221 · 34.5% peak3,760,221 · 34.5% peak1,840,392 · 16.9% peak1,840,392 · 16.9% peak3,302,692 · 30.3% peak3,302,692 · 30.3% peak2,075,853 · 19.0% peak2,075,853 · 19.0% peak8,833,578 · 81.0% peak8,833,578 · 81.0% peak182,531 · 1.7% peak182,531 · 1.7% peak4,369,444 · 40.1% peak4,369,444 · 40.1% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 66442772 · peak 10900654 · CV 1.14

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=0.0007 · σ=0.0088 · skew=0.26 (symmetric) · kurt=3.66 (leptokurtic (fat tails))118630 1-236.23bpbin -236.23bp · n=1 · 9.1% peakbin -236.23bp · n=1 · 9.1% peak-189.18bp-142.13bp 2-95.08bpbin -95.08bp · n=2 · 18.2% peakbin -95.08bp · n=2 · 18.2% peak 4-48.04bpbin -48.04bp · n=4 · 36.4% peakbin -48.04bp · n=4 · 36.4% peak 5-0.99bpbin -0.99bp · n=5 · 45.5% peakbin -0.99bp · n=5 · 45.5% peak 1146.06bpbin 46.06bp · n=11 · 100.0% peakbin 46.06bp · n=11 · 100.0% peak93.11bp140.16bp187.21bp234.26bp 1281.31bpbin 281.31bp · n=1 · 9.1% peakbin 281.31bp · n=1 · 9.1% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 12 · negative 11
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=0.34 · kurt=3.61 · near 15 / mid 8 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit

§3 · Spot quote

Mark price
$0.0004
Mid price
$0.0004
24h change
+0.00%
Mark–mid spread
0.00 bps
Prev-day close
$0.0004

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=3.14)
μ MEAN0.0004$95% CI: [0.0004$, 0.0004$]
σ STD DEV0.0000$σ² = 0.000×10⁻⁴ · CV = 1.05%
med MEDIAN0.0004$Q₁ 0.0004$ · Q₃ 0.0004$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0000$ · IQR 0.0000$ (1.349σ→0.0000$)
min 0.0004$Q₁ 0.0004$med 0.0004$Q₃ 0.0004$max 0.0004$μ
SKEWNESS · G₁-1.640left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.143leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRdiverges from normalratio = 2.04
range ↔ σwide tails (range > 4σ)range / σ = 4.84
μ = mean · σ = standard deviation · CV = coefficient of variation. Skew (G₁): >0 right-skewed. Kurt (G₂, excess): >0 leptokurtic. 95% CI = μ ± 1.96·SE.

§5 · Returns analytics (log-returns)

Risk-adjusted performance · log-returns
RETURNS · RISK-ADJUSTEDEXCEPTIONAL EDGE · SR=3.68
μᵣ MEAN / h+0.038491%drift is positive per h · |μ|/σ = 0.039
σᵣ STD / h0.979497%σ²ᵣ = 0.959×10⁻⁴ · CV = 25.45×
σ ANNUALISED91.68%/yrscaled by √8760 (hourly→yearly) · 0.979%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)3.68excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)3.78strong downside-adjusted
-2-10+1+2+3+4
CALMAR (return / max-DD)91.46exceptional DD control
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁0.36approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂4.80leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside ≈ total vol · symmetricSoR / SR = 1.03
CALMAR · DD CONTROLdrawdown control exceptionalCR = 91.46
EXPECTED EDGE+337.18%/yr driftμ × 8760 = annualised expectation
rₜ = ln(pₜ/pₜ₋₁). σ × √8760 = annualised. Sharpe = μ/σ scaled; Sortino uses downside-only vol; Calmar = annual return / max drawdown.

§6 · Risk metrics

Tail risk + drawdown · downside diagnostics
TAIL & DRAWDOWN RISKHIGH · 95% VaR 1.11%
VaR₉₅ (h)1.111%5% prob of larger adverse h move
VaR₉₉ (h)2.263%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.870%expected loss given 5% tail event
MAX DRAWDOWN3.69%3h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.111%VaR₉₉−2.263%ES₉₅−1.870%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 3h duration
PEAK0.04$
−3.69% drawdown over 3h
0.04$TROUGH
ES / VaR · TAIL THICKNESSmoderate fat tail|ES₉₅| / |VaR₉₅| = 1.68× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONextreme-tail dominated · severe outliersratio = 2.04× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +3.83% (compounding)
VaR = quantile loss · ES (CVaR) = expected loss conditional on tail · DD = peak-to-trough decline. Under normality ES₉₅/VaR₉₅ ≈ 1.25; ratio > 1.5 ⇒ fat-tail regime.

§7 · Technicals

RSI(14)
52.5 · neutral
Bollinger %B
0.642 · within band
Bollinger upper
$0.0004
Bollinger MA
$0.0004
Bollinger lower
$0.0004

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.022within white-noise band
ρ(2) AUTOCORR-0.331lag-2 not significant
H · HURST EXPONENT0.849strongly persistent
OLS TREND · t-STAT+3.071significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.849
H = 0.849STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1+0.022k=2-0.331k=3-0.245k=4-0.069k=5+0.0880+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.07)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.72very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.07)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§9 · Microstructure

24h volume (USD)
$28.78k
Open interest (USD)
$186.32k
Vol / OI (turnover)
0.15x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
4.012× leverage · optimal log-utility leverage
Half-Kelly
2.006× · industry-standard conservative
Quarter-Kelly
1.003×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 3.05% · worst -2.60% · typical |Δ| 0.66%MILD BULLISH +0.92%BEST+3.05%13hWORST-2.60%11hTYPICAL |Δ|0.66%mean absoluteCUMULATIVE+0.92%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.03% · Σ +0.23%EUROPE · 08-16 UTCμ +0.06% · Σ +0.46%US · 16-24 UTCμ +0.03% · Σ +0.23%CUMULATIVE Δ PATH · final +0.92%+2.07%-3.06%0.69% · 08h0.69% · 08h0.69%08h-0.23% · 09h-0.23% · 09h-0.23%09h-0.93% · 10h-0.93% · 10h-0.93%10h-2.60% · 11h-2.60% · 11h-2.60%11h▼ WORST0.48% · 12h0.48% · 12h0.48%12h3.05% · 13h3.05% · 13h3.05%13h★ BEST-0.46% · 14h-0.46% · 14h-0.46%14h0.46% · 15h0.46% · 15h0.46%15h-0.23% · 16h-0.23% · 16h-0.23%16h0.46% · 17h0.46% · 17h0.46%17h-0.46% · 18h-0.46% · 18h-0.46%18h-0.23% · 19h-0.23% · 19h-0.23%19h0.00% · 20h0.00% · 20h·20h0.23% · 21h0.23% · 21h0.23%21h0.69% · 22h0.69% · 22h0.69%22h-0.23% · 23h-0.23% · 23h-0.23%23h0.23% · 00h0.23% · 00h0.23%00h-0.46% · 01h-0.46% · 01h-0.46%01h-0.46% · 02h-0.46% · 02h-0.46%02h0.46% · 03h0.46% · 03h0.46%03h0.46% · 04h0.46% · 04h0.46%04h0.46% · 05h0.46% · 05h0.46%05h0.68% · 06h0.68% · 06h0.68%06h-1.14% · 07h-1.14% · 07h-1.14%07hTIME PATTERNuniform across sessionsRUNSup max 4 · down max 3BREADTH50% up · 46% down · 4% flat
12 up bars · 11 down · best 3.05% · worst -2.60% · typical |Δ| 0.659%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.82%FINAL+0.82%MAX DD-3.72%RECOVERYONGOING · 13 barsMAX RUN-UP+1.98%UNDERWATER20/25 (80%)STREAK↘ 1EQUITY CURVE · end 1.0082 · peak 1.0198 · range [0.9694, 1.0198]1.01980.9694break-even = 1★ PEAK 1.0198UNDERWATER DRAWDOWN · max -3.72% · moderate0%-3.72%▼ TROUGH -3.72%TOP DRAWDOWN PERIODS · 3 total#1 -3.72%bar 3-15 · 13 bars · recovered#2 -1.14%bar 25-25 · 1 bars · ONGOING#3 -0.92%bar 17-22 · 6 bars · recoveredDD SEVERITYmoderate (max -3.72%)RECOVERYongoing · 23 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0082 (0.82%) · max DD -3.72% · time-under-water 20/25 bars

§13 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=10.83 · σ=17.22PROFITABLE STRATEGYLAST 9.99 (-0.05σ vs μ)46.7223.360.00-23.36-46.72μ = 10.833.853.85-5.81-5.81-0.00-0.005.955.9546.7246.7232.9832.98-16.77-16.77-0.00-0.00-10.60-10.6024.9924.99-0.00-0.0030.8430.8417.8917.890.000.007.317.310.000.0023.5923.5934.7734.779.999.99v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 9.987 · range [-16.77, 46.72] · μ 10.826 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=78.1380 · σ=56.9732 · range [31.8404, 175.7352] · R²=0.577▼ FALLING -61.67%σ EXTREME 72.91%LAST 67.3659175.7352139.7615103.787867.814131.8404μ = 78.1380max 175.7352min 31.8404dataMA(3)OLS R²=0.58μ lineμ ± σ bandmaxmin
latest 67.37% · range [31.84%, 175.74%] · μ 78.14% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.088 · σ=0.261CLOSE TO MARTINGALELAST -0.163 (-0.29σ vs μ)0.5640.2820.000-0.282-0.564μ = -0.0880.1660.1660.0820.0820.0570.057-0.116-0.116-0.323-0.323-0.268-0.268-0.564-0.564-0.428-0.428-0.386-0.3860.1010.1010.1270.127-0.237-0.237-0.288-0.2880.0520.052-0.234-0.2340.0560.0560.2930.2930.4000.400-0.163-0.163v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.163 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§14 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
23.5204
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
5.3120
p-VALUE (log scale)
0.3792
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-2.3399
p-VALUE (log scale)
0.1677
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.6508
p-VALUE (log scale)
0.5152
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0163
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δln-r is a random walk · VR = 1

STATISTIC
-0.5015
p-VALUE (log scale)
0.6160
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.847 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§15 · Spectral analysis (DFT periodogram)

Power spectrum of Δln-r · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=9.20e-5 · top T=4.00h (19.9%) · top-3 cover 54.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.2e-41.6e-41.1e-45.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.52e-6 · 0.7% energyperiod 24.0 · power 7.52e-6 · 0.7% energyperiod 12.0 · power 6.01e-5 · 5.4% energyperiod 12.0 · power 6.01e-5 · 5.4% energyperiod 8.0 · power 1.99e-4 · 18.0% energyperiod 8.0 · power 1.99e-4 · 18.0% energyperiod 6.0 · power 2.64e-5 · 2.4% energyperiod 6.0 · power 2.64e-5 · 2.4% energyperiod 4.8 · power 1.81e-4 · 16.4% energyperiod 4.8 · power 1.81e-4 · 16.4% energyperiod 4.0 · power 2.19e-4 · 19.9% energyperiod 4.0 · power 2.19e-4 · 19.9% energyperiod 3.4 · power 1.08e-4 · 9.8% energyperiod 3.4 · power 1.08e-4 · 9.8% energyperiod 3.0 · power 5.75e-5 · 5.2% energyperiod 3.0 · power 5.75e-5 · 5.2% energyperiod 2.7 · power 1.45e-5 · 1.3% energyperiod 2.7 · power 1.45e-5 · 1.3% energyperiod 2.4 · power 1.41e-4 · 12.8% energyperiod 2.4 · power 1.41e-4 · 12.8% energyperiod 2.2 · power 8.79e-5 · 8.0% energyperiod 2.2 · power 8.79e-5 · 8.0% energyperiod 2.0 · power 8.75e-7 · 0.1% energyperiod 2.0 · power 8.75e-7 · 0.1% energy50% by T=4.0h#1 dominantT=4.00h#2T=8.00h#3T=4.80hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 4.00h (freq 0.250) · concentrates 19.9% of total energy · Σ|X̂|²/n = 1.104e-3

▸ Depth section using sovereign-store price series (4727 bars · effective 5249975 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§16 · NOSTRADAMUS continuous quant — perp leverage & bootstrap MC

Continuous-price extension of the prediction-market quant module. Kelly growth on observed returns (Merton μ/σ² parametric vs argmax empirical), Monte-Carlo equity fan bootstrapped from the historical return distribution at quarter-Kelly leverage, and an annualized return decomposition. Sweep parameters in the simulator.

§17 · Continuous Kelly

Continuous-Kelly growth · g(f) = E[ln(1 + f·r)]
f★ empirical 2.74× · g(f★) 0.001%/barparametric μ/σ² 2.65× · μ 0.001% · σ 0.20%
μ per barmean
0.001%
σ per barvol
0.20%
Empirical f★argmax g(f)
2.74×
from observed distribution
Parametric f★μ/σ²
2.65×
Merton continuous-time
Half-Kelly½ f★
1.37×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.68×
industry default — survives model error
-0.00%-0.00%-0.00%0.00%0.00%0.0×1.5×3.1×4.6×6.1×7.6×f★ empμ/σ²leverage fraction fexpected log-growth per bar
g(f) empiricalf★ argmaxparametric f★
Maximum expected log-growth from leveraging the historical return distribution. Empirical f★ argmaxes the sample expectation; parametric f★ = μ/σ² is Merton's continuous-time optimum.

§18 · MC equity fan

Bootstrapped equity fan at 0.66× leverage
Median CAGR/bar 0.001% · annualized Sharpe 11.31400 paths × 720 bars · leverage 0.66× · bootstrap from 4726 observed returns
Sharpe / barμ/σ
0.005
annualized 11.31
μ per barafter L
0.001%
σ per barafter L
0.13%
VaR 95%5%
0.15%
per-bar worst-case
CVaR 95%ES
0.25%
mean tail loss
Max DD (median)MDD
-0.5%
0.90×0.95×0.99×1.04×1.08×1.13×0120240360480600720startbar #equity multiple
median25/75 band5/95 band
Median path with 25/75 and 5/95 percentile bands across 400 simulated careers. Bars resample with replacement from the observed return distribution — preserves fat tails the parametric model misses.

§19 · Annualized breakdown

Annualized return components
APR 1000% · APY 1000% · Sharpe 12.09σ ann 456% · Sortino 4.57 · n 4726 · ⚠ capped (n=4726 too small to support 8760-bar projection)
0%290%580%871%1161%1451%1000.0%APR (simple)1000.0%APY (compound)455.6%Ann. vol σ1209.3%Sharpe (ann)457.0%Sortino (ann)
Simple APR vs compounded APY · annualized volatility · risk-adjusted Sharpe and Sortino. All scaled by √(periods/yr).

§20 · GARCH(1,1) volatility band

GARCH(1,1) · conditional vol envelope (±2σ)
GARCH persistence α+β = 0.980· σ̂ₜ = 1.000% · long-run σ = 2.236%
0.0000.0000.0000.0000.0000.001t-4726t-3938t-3151t-2363t-1575t-788t-0

Persistence near 1 ⇒ vol clusters strongly (slow mean reversion). Long-run σ is the unconditional target the conditional vol orbits. The ±2σ band reflects time-varying scale, unlike a flat-vol band.

Time-varying volatility band fitted to the price series. Persistence α+β > 0.98 means vol shocks decay slowly — recent moves stay relevant.

§∞ · Provenance & attestation

Upstream
api.hyperliquid.xyz
Snapshot fetched
2026-06-20 07:56:25 UTC
Snapshot age
1.6s
History points
25 hourly closes
Page rendered
2026-06-20 07:56:27 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f5ea14b4450d5c65e04b18acb8d3b1fca8e3a1cc0dfd1b79edb7324a3ae0bb77 · deterministic hash of the source snapshot — proves this page was rendered from this exact data
Open data licence
CC0 / public domain · free to mirror, syndicate, analyse

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.5¢HL PREDUruguay67.8¢HL PERPBTC-USD perpetual$63,677HL PERPHYPE-USD perpetual$70.1HL PERPETH-USD perpetual$1,725.4

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$23.43K
bid $10.36K · ask $13.07K
Mid price
0.000434
(best bid + best ask) / 2
Spread
46.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.119
ask-heavy
Imbalance (top-5)
-0.156
ask-heavy top-of-book

Slippage scenarios

▸ live book walk · Hyperliquid perp

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/hl-BOME/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.00043523.04bp0.0004351FILLED
BUY$10.00K0.00043640.58bp0.0004362FILLED
BUY$100.00K0.000445263.42bp0.00046320PARTIAL
SELL$1.00K0.00043323.04bp0.0004331FILLED
SELL$10.00K0.00043334.03bp0.0004322FILLED
SELL$100.00K0.000421293.64bp0.00039520PARTIAL

Funding carry

▸ LONGS PAY · shorts receive
Hourly funding
+1.250e-5
0.00125% / hr
Annualised APR
10.958%
hourly · 24 · 365.25
Long: days to 1% carry
33.3d
longs pay
Short: days to 1% carry
33.3d
shorts receive
SideDirectionAnnualised carryDays → 1%Days → 10%
LONGPAY-10.958%33.3d333.3d
SHORTRECEIVE10.958%33.3d333.3d

/api/asset/hl-BOME/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$66.44M

★ POC = Point of Control (highest-volume bin). Live JSON: /api/asset/hl-BOME/volprofile?priceStep=1

Order flow

▸ BID-LEAN · +0.192 · Hyperliquid candles
Bars (buy / sell)
12 / 12
1 unclassified
Buy weight
$39.55M
real volume
Sell weight
$26.82M
real volume
Net delta
$12.73M
buyers net
Imbalance
19.18%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
19.2%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

Sparkline = cumulative delta over the 25-record window./api/asset/hl-BOME/flow?rollingWindow=30

Cascade clusters

▸ DOWN · 4 found · deepest 3.69% · Hyperliquid candles

Price-only proxy for forced-unwind clusters. No exchange liquidation feed is wired — read each row as a candidate event, not a confirmed liquidation.

#WindowDurationPeak → TroughDrawdownBars
#12026-06-19 10:00:00Z2.0h0.000434→0.0004183.687%3
#22026-06-20 07:00:00Z0ms0.000440→0.0004351.136%1
#32026-06-20 02:00:00Z0ms0.000435→0.0004310.920%1

/api/asset/hl-BOME/cascades?windowMs=10800000&minDrawdownPct=0.005 · full list + parameters in JSON

Risk metrics

▸ sovereign store · 4,727 barsperiods/year ≈ 5.25M
Realized vol (annualised)
455.58%
σ per bar = 0.001988
Mean return (annualised)
5509.58%
μ per bar = 0.000010
Sharpe (rf=0)
12.09
annualised; risk-free assumed zero
Max drawdown
11.83%
peak 0.00 → trough 0.00 over 3974 bars

/api/asset/hl-BOME/risk · same metrics, JSON