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HYPERLIQUID · PERPETUAL FUTURES

VVV

VVV-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-vvv · fresh · feed 3s old
24h sparkline · 60 pts▲ 3.27%
realized vol (ann.)
105.95%
max drawdown
1.92%
sharpe
-22.60
ulcer index
0.97%
RMS drawdown
pain index
0.89%
mean drawdown
mod. VaR 95%
0.07%
Cornish-Fisher
martin ratio
-2465.57
ret / ulcer
CDaR 95%
1.82%
cond. drawdown
gain/pain
0.97
Σgain / Σ|loss|
sterling
-1318.56
ret / CDaR
omega (θ=0)
0.97
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
914
store
spread
—
24h Δ
3.27%
flow lean
—
carry
shorts_pay
-151.96%
signalLONGconfidence 46%suggested side: BUY
  • 24h change +3.27%
  • funding: shorts pay — perp longs get paid to wait
  • mark cheap vs HL oracle by 24.8bps — long bias
Same bundle via M2M API: /api/m2m/hl-VVV/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH3.3s⏱--:--:-- 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
$14.859
24h Δ · live
3.27%
24h vol · live
$5.9M
VVV · live 24h price
n=25 · μ=14.3811 · σ=0.2633 · range [14.0430, 14.9200] · R²=0.418▲ RISING +3.97%σ NORMAL 1.83%LAST 14.865014.920014.700714.481514.262214.0430μ = 14.3811max 14.9200min 14.0430dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $14.87
Funding direction · live
Long fee 49.9%Short fee 50.1%SHORT FEE50.1%
Σ = 0.0%
Σ-sides total = 0.03% (99.97pp arb gap)
H(p) entropy = 1.000 / 1.00 bits (100%) · max uncertainty (~50/50)
Long fee
49.9%▬ +0.00pp
Short fee
50.1%▬ +0.00pp
1h funding -0.017347% · shorts pay
Hourly contract volume · live
n=25 · Σ=420,852 · μ=16834.1 · σ=7457.6 · CV=0.44STEADY FLOWcumulative energy ↗ · 50% by h=1008,20816,41524,62332,830μ = 1683432,830.4650%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 32830 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
3.3s
$mark $
$14.859
$mid $
$14.864
◉prev-day close
$14.388
Δ24h Δ %
+3.274%
$24h vol $
$5.93M
◐open interest $
$22.25M
%funding (1h)
-0.017347%
%funding (yr)
-151.96%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=14.3811 · σ=0.2633 · range [14.0430, 14.9200] · R²=0.418▲ RISING +3.97%σ NORMAL 1.83%LAST 14.865014.920014.700714.481514.262214.0430μ = 14.3811max 14.9200min 14.0430dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
mark $14.8590 · 24h 3.27% · range $[14.0430, 14.9200]
OHLC candles · hourly
n=25 · up 14 · down 11 (56% up) · range [13.9800, 14.9480] · σ=0.2633 · CV=0.02 · bodyµ=43%BULLISH +4.16%CLOSE 14.8650 vs OPEN 14.2710 (+4.16%)&#9650; CLOSE 14.865014.948014.706014.464014.222013.9800μ close = 14.3811O14.271 H14.454 L14.218 C14.297 (+0.18%)O14.271 H14.454 L14.218 C14.297 (+0.18%)O14.299 H14.579 L14.071 C14.365 (+0.46%)O14.299 H14.579 L14.071 C14.365 (+0.46%)O14.366 H14.403 L14.160 C14.199 (-1.16%)O14.366 H14.403 L14.160 C14.199 (-1.16%)O14.206 H14.247 L14.055 C14.143 (-0.44%)O14.206 H14.247 L14.055 C14.143 (-0.44%)O14.143 H14.351 L13.996 C14.267 (+0.88%)O14.143 H14.351 L13.996 C14.267 (+0.88%)O14.265 H14.593 L14.174 C14.374 (+0.76%)O14.265 H14.593 L14.174 C14.374 (+0.76%)O14.383 H14.509 L14.269 C14.300 (-0.58%)O14.383 H14.509 L14.269 C14.300 (-0.58%)O14.303 H14.439 L14.147 C14.185 (-0.83%)O14.303 H14.439 L14.147 C14.185 (-0.83%)O14.186 H14.383 L14.021 C14.043 (-1.01%)O14.186 H14.383 L14.021 C14.043 (-1.01%)O14.041 H14.311 L13.980 C14.238 (+1.40%)O14.041 H14.311 L13.980 C14.238 (+1.40%)O14.233 H14.349 L14.200 C14.309 (+0.53%)O14.233 H14.349 L14.200 C14.309 (+0.53%)O14.309 H14.496 L14.305 C14.349 (+0.28%)O14.309 H14.496 L14.305 C14.349 (+0.28%)O14.352 H14.391 L14.220 C14.378 (+0.18%)O14.352 H14.391 L14.220 C14.378 (+0.18%)O14.375 H14.408 L14.231 C14.237 (-0.96%)O14.375 H14.408 L14.231 C14.237 (-0.96%)O14.246 H14.373 L14.189 C14.269 (+0.16%)O14.246 H14.373 L14.189 C14.269 (+0.16%)O14.281 H14.360 L14.175 C14.331 (+0.35%)O14.281 H14.360 L14.175 C14.331 (+0.35%)O14.325 H14.355 L14.157 C14.158 (-1.17%)O14.325 H14.355 L14.157 C14.158 (-1.17%)O14.158 H14.226 L14.056 C14.160 (+0.01%)O14.158 H14.226 L14.056 C14.160 (+0.01%)O14.161 H14.185 L13.980 C14.092 (-0.49%)O14.161 H14.185 L13.980 C14.092 (-0.49%)4.8%O14.093 H14.807 L14.093 C14.770 (+4.80%)O14.093 H14.807 L14.093 C14.770 (+4.80%)O14.760 H14.760 L14.461 C14.615 (-0.98%)O14.760 H14.760 L14.461 C14.615 (-0.98%)O14.624 H14.946 L14.597 C14.920 (+2.02%)O14.624 H14.946 L14.597 C14.920 (+2.02%)O14.902 H14.942 L14.736 C14.752 (-1.01%)O14.902 H14.942 L14.736 C14.752 (-1.01%)O14.747 H14.948 L14.648 C14.912 (+1.12%)O14.747 H14.948 L14.648 C14.912 (+1.12%)O14.918 H14.918 L14.774 C14.865 (-0.36%)O14.918 H14.918 L14.774 C14.865 (-0.36%)#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=420,852 · μ=16834.1 · σ=7457.6 · CV=0.44STEADY FLOWcumulative energy &nearr; · 50% by h=1008,20816,41524,62332,830μ = 1683416,494.3 · 50.2% peak16,494.3 · 50.2% peak21,301.65 · 64.9% peak21,301.65 · 64.9% peak14,204.53 · 43.3% peak14,204.53 · 43.3% peak29,283.51 · 89.2% peak29,283.51 · 89.2% peak17,407.17 · 53.0% peak17,407.17 · 53.0% peak28,307.73 · 86.2% peak28,307.73 · 86.2% peak19,201.47 · 58.5% peak19,201.47 · 58.5% peak26,242.01 · 79.9% peak26,242.01 · 79.9% peak21,204.77 · 64.6% peak21,204.77 · 64.6% peak21,849.91 · 66.6% peak21,849.91 · 66.6% peak16,296.33 · 49.6% peak16,296.33 · 49.6% peak14,373.01 · 43.8% peak14,373.01 · 43.8% peak10,470.22 · 31.9% peak10,470.22 · 31.9% peak9,227.22 · 28.1% peak9,227.22 · 28.1% peak15,608.93 · 47.5% peak15,608.93 · 47.5% peak6,449.53 · 19.6% peak6,449.53 · 19.6% peak9,699.11 · 29.5% peak9,699.11 · 29.5% peak6,549.8 · 20.0% peak6,549.8 · 20.0% peak19,846.14 · 60.5% peak19,846.14 · 60.5% peak19,282.77 · 58.7% peak19,282.77 · 58.7% peak12,870.62 · 39.2% peak12,870.62 · 39.2% peak32,830.4632,830.46 · 100.0% peak32,830.46 · 100.0% peak18,750.26 · 57.1% peak18,750.26 · 57.1% peak8,771.49 · 26.7% peak8,771.49 · 26.7% peak4,328.59 · 13.2% peak4,328.59 · 13.2% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 420852 · peak 32830 · CV 0.44

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=0.0016 · σ=0.0123 · skew=1.75 (right-skewed) · kurt=3.72 (leptokurtic (fat tails))75420 7-96.81bpbin -96.81bp · n=7 · 100.0% peakbin -96.81bp · n=7 · 100.0% peak 4-47.53bpbin -47.53bp · n=4 · 57.1% peakbin -47.53bp · n=4 · 57.1% peak 31.75bpbin 1.75bp · n=3 · 42.9% peakbin 1.75bp · n=3 · 42.9% peak 551.03bpbin 51.03bp · n=5 · 71.4% peakbin 51.03bp · n=5 · 71.4% peak 2100.31bpbin 100.31bp · n=2 · 28.6% peakbin 100.31bp · n=2 · 28.6% peak 1149.59bpbin 149.59bp · n=1 · 14.3% peakbin 149.59bp · n=1 · 14.3% peak 1198.87bpbin 198.87bp · n=1 · 14.3% peakbin 198.87bp · n=1 · 14.3% peak248.15bp297.43bp346.71bp395.99bp 1445.27bpbin 445.27bp · n=1 · 14.3% peakbin 445.27bp · n=1 · 14.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 13 · negative 11
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=1.77 · kurt=4.01 · near 17 / mid 6 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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
$14.859
Mid price
$14.864
24h change
+3.27%
Mark–mid spread
3.36 bps
Prev-day close
$14.388

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25RIGHT-SKEWED (G₁=0.92)
μ MEAN14.3811$95% CI: [14.2779$, 14.4843$]
σ STD DEV0.2633$σ² = 0.069 · CV = 1.83%
med MEDIAN14.3000$Q₁ 14.1990$ · Q₃ 14.3780$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.8770$ · IQR 0.1790$ (1.349σ→0.3552$)
min 14.0430$Q₁ 14.1990$med 14.3000$Q₃ 14.3780$max 14.9200$μ
SKEWNESS · G₁0.919right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.543mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 1.98
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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=11.59
μᵣ MEAN / h+0.162332%drift is positive per h · |μ|/σ = 0.124
σᵣ STD / h1.311177%σ²ᵣ = 1.719×10⁻⁴ · CV = 8.08×
σ ANNUALISED122.72%/yrscaled by √8760 (hourly→yearly) · 1.311%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)11.59excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)17.17strong downside-adjusted
-2-10+1+2+3+4
CALMAR (return / max-DD)100.00exceptional DD control
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁1.89right-skewed · heavy positive tail
-3-10+1+3
EXCESS KURTOSIS · G₂5.29leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 1.48
CALMAR · DD CONTROLdrawdown control exceptionalCR = 100.00
EXPECTED EDGE+1422.03%/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 1.16%
VaR₉₅ (h)1.158%5% prob of larger adverse h move
VaR₉₉ (h)1.203%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.188%expected loss given 5% tail event
MAX DRAWDOWN2.30%3h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.158%VaR₉₉−1.203%ES₉₅−1.188%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 3h duration
PEAK1437.40$
−2.30% drawdown over 3h
1404.30$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.03× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.04× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +2.36% (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)
60.9 · neutral
Bollinger %B
0.898 · within band
Bollinger upper
$14.9811
Bollinger MA
$14.4129
Bollinger lower
$13.8446

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.36 + ADF rejected
ρ(1) AUTOCORR-0.360within white-noise band
ρ(2) AUTOCORR+0.250lag-2 not significant
H · HURST EXPONENT0.763strongly persistent
OLS TREND · t-STAT+4.067significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.763
H = 0.763STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=3
k=1-0.360k=2+0.250k=3 ★-0.429k=4+0.203k=5-0.0120+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|=4.07)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.36 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.07)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)
$5.93M
Open interest (USD)
$22.25M
Vol / OI (turnover)
0.27x
1h funding
-0.017347%
Funding (annualised)
-151.96%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
9.442× leverage · optimal log-utility leverage
Half-Kelly
4.721× · industry-standard conservative
Quarter-Kelly
2.361×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 4.70% · worst -1.21% · typical |Δ| 0.92%MILD BULLISH +3.90%BEST+4.70%03hWORST-1.21%00hTYPICAL |Δ|0.92%mean absoluteCUMULATIVE+3.90%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.50% · Σ +3.97%EUROPE · 08-16 UTCμ -0.14% · Σ -1.10%US · 16-24 UTCμ +0.13% · Σ +1.02%CUMULATIVE Δ PATH · final +3.90%+4.27%-1.79%0.47% · 09h0.47% · 09h0.47%09h-1.16% · 10h-1.16% · 10h-1.16%10h-0.40% · 11h-0.40% · 11h-0.40%11h0.87% · 12h0.87% · 12h0.87%12h0.75% · 13h0.75% · 13h0.75%13h-0.52% · 14h-0.52% · 14h-0.52%14h-0.81% · 15h-0.81% · 15h-0.81%15h-1.01% · 16h-1.01% · 16h-1.01%16h1.38% · 17h1.38% · 17h1.38%17h0.50% · 18h0.50% · 18h0.50%18h0.28% · 19h0.28% · 19h0.28%19h0.20% · 20h0.20% · 20h0.20%20h-0.99% · 21h-0.99% · 21h-0.99%21h0.22% · 22h0.22% · 22h0.22%22h0.43% · 23h0.43% · 23h0.43%23h-1.21% · 00h-1.21% · 00h-1.21%00h▼ WORST0.01% · 01h0.01% · 01h0.01%01h-0.48% · 02h-0.48% · 02h-0.48%02h4.70% · 03h4.70% · 03h4.70%03h★ BEST-1.05% · 04h-1.05% · 04h-1.05%04h2.07% · 05h2.07% · 05h2.07%05h-1.13% · 06h-1.13% · 06h-1.13%06h1.08% · 07h1.08% · 07h1.08%07h-0.32% · 08h-0.32% · 08h-0.32%08hTIME PATTERNAsia-led (+3.97%)RUNSup max 4 · down max 3BREADTH54% up · 46% down
13 up bars · 11 down · best 4.70% · worst -1.21% · typical |Δ| 0.918%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +3.77%FINAL+3.77%MAX DD-2.31%RECOVERYONGOING · 6 barsMAX RUN-UP+4.17%UNDERWATER19/25 (76%)STREAK↘ 1EQUITY CURVE · end 1.0377 · peak 1.0417 · range [0.9820, 1.0417]1.04170.9820break-even = 1★ PEAK 1.0417UNDERWATER DRAWDOWN · max -2.31% · moderate0%-2.31%▼ TROUGH -2.31%TOP DRAWDOWN PERIODS · 5 total#1 -2.31%bar 7-12 · 6 bars · recovered#2 -2.00%bar 14-19 · 6 bars · recovered#3 -1.55%bar 3-5 · 3 bars · recoveredDD SEVERITYmoderate (max -2.31%)RECOVERYongoing · 19 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0377 (3.77%) · max DD -2.31% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=5.68 · σ=24.62PROFITABLE STRATEGYLAST 37.07 (+1.27σ vs μ)46.7923.390.00-23.39-46.79μ = 5.680.400.40-23.57-23.57-21.53-21.5310.3610.364.774.77-2.98-2.989.639.636.216.2132.9032.9018.5118.51-22.88-22.88-29.65-29.65-46.79-46.7927.4727.4717.0117.0127.3127.3128.0328.0335.6235.6237.0737.07v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 37.067 · range [-46.79, 37.07] · μ 5.678 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=117.7947 · σ=64.4027 · range [51.3508, 215.3231] · R²=0.563▲ RISING +175.84%σ EXTREME 54.67%LAST 210.3408215.3231174.3300133.337092.343951.3508μ = 117.7947max 215.3231min 51.3508dataMA(3)OLS R²=0.56μ lineμ ± σ bandmaxmin
latest 210.34% · range [51.35%, 215.32%] · μ 117.79% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.172 · σ=0.312CLOSE TO MARTINGALELAST -0.502 (-1.06σ vs μ)0.6870.3440.000-0.344-0.687μ = -0.172-0.051-0.0510.2590.2590.3660.3660.0540.0540.0400.0400.1610.1610.0500.050-0.202-0.2020.1370.137-0.072-0.072-0.324-0.324-0.516-0.516-0.431-0.431-0.107-0.107-0.379-0.379-0.454-0.454-0.604-0.604-0.687-0.687-0.502-0.502v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.502 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
42.2384
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)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
12.0532
p-VALUE (log scale)
0.0338
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-1.3250
p-VALUE (log scale)
0.6159
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
1.2965
p-VALUE (log scale)
0.1948
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (16 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5269
p-VALUE (log scale)
0.0356
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δln-r is a random walk · VR = 1

STATISTIC
-0.8645
p-VALUE (log scale)
0.3873
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.737 ≈ 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=1.99e-4 · top T=2.00h (34.5%) · top-3 cover 67.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)8.2e-46.2e-44.1e-42.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.37e-5 · 2.7% energyperiod 24.0 · power 6.37e-5 · 2.7% energyperiod 12.0 · power 1.08e-4 · 4.5% energyperiod 12.0 · power 1.08e-4 · 4.5% energyperiod 8.0 · power 1.54e-4 · 6.5% energyperiod 8.0 · power 1.54e-4 · 6.5% energyperiod 6.0 · power 1.90e-6 · 0.1% energyperiod 6.0 · power 1.90e-6 · 0.1% energyperiod 4.8 · power 4.09e-4 · 17.1% energyperiod 4.8 · power 4.09e-4 · 17.1% energyperiod 4.0 · power 1.06e-5 · 0.4% energyperiod 4.0 · power 1.06e-5 · 0.4% energyperiod 3.4 · power 7.48e-5 · 3.1% energyperiod 3.4 · power 7.48e-5 · 3.1% energyperiod 3.0 · power 4.45e-5 · 1.9% energyperiod 3.0 · power 4.45e-5 · 1.9% energyperiod 2.7 · power 2.60e-5 · 1.1% energyperiod 2.7 · power 2.60e-5 · 1.1% energyperiod 2.4 · power 3.00e-4 · 12.6% energyperiod 2.4 · power 3.00e-4 · 12.6% energyperiod 2.2 · power 3.72e-4 · 15.6% energyperiod 2.2 · power 3.72e-4 · 15.6% energyperiod 2.0 · power 8.25e-4 · 34.5% energyperiod 2.0 · power 8.25e-4 · 34.5% energy50% by T=2.2h#1 dominantT=2.00h#2T=4.80h#3T=2.18hT=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 ≈ 2.00h (freq 0.500) · concentrates 34.5% of total energy · Σ|X̂|²/n = 2.389e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 5250849 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 1.48× · g(f★) 0.001%/barparametric μ/σ² 1.42× · μ 0.002% · σ 0.37%
μ per barmean
0.002%
σ per barvol
0.37%
Empirical f★argmax g(f)
1.48×
from observed distribution
Parametric f★μ/σ²
1.42×
Merton continuous-time
Half-Kelly½ f★
0.74×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.37×
industry default — survives model error
-0.00%-0.00%-0.00%0.00%0.00%0.0×0.9×1.8×2.7×3.6×4.6×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 0.36× leverage
Median CAGR/bar 0.000% · annualized Sharpe 5.44400 paths × 720 bars · leverage 0.36× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
0.002
annualized 5.44
μ per barafter L
0.000%
σ per barafter L
0.13%
VaR 95%5%
0.03%
per-bar worst-case
CVaR 95%ES
0.16%
mean tail loss
Max DD (median)MDD
-0.3%
0.91×0.95×0.99×1.03×1.07×1.11×0120240360480600720startbar #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 12.02σ ann 845% · Sortino 14.29 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
0%343%686%1029%1372%1715%1000.0%APR (simple)1000.0%APY (compound)845.3%Ann. vol σ1202.0%Sharpe (ann)1429.4%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 = 1.001% · long-run σ = 2.236%
12.78214.06115.34016.61817.89719.175t-4999t-4166t-3333t-2500t-1666t-833t-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 08:27:50 UTC
Snapshot age
3.3s
History points
25 hourly closes
Page rendered
2026-06-20 08:27:53 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1690553925b3312be0db02e9a675182a7c621f7fdd284700bfaf2bacd1199e04 · 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 PREDBelgium67.7¢HL PERPBTC-USD perpetual$63,466HL PERPHYPE-USD perpetual$70.19HL PERPETH-USD perpetual$1,724.2

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$412
bid $334 · ask $78
Depth within 5bp
$6.19K
bid $6.11K · ask $78
Depth within 10bp
$14.30K
bid $10.20K · ask $4.09K
Depth within 50bp
$45.94K
bid $20.75K · ask $25.19K
Mid price
14.859000
(best bid + best ask) / 2
Spread
1.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.095
ask-heavy
Imbalance (top-5)
+0.199
bid-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-VVV/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K14.86775.86bp14.86903FILLED
BUY$10.00K14.874010.11bp14.881010FILLED
BUY$100.00K14.883116.24bp14.895020PARTIAL
SELL$1.00K14.85661.59bp14.85503FILLED
SELL$10.00K14.85115.32bp14.846010FILLED
SELL$100.00K14.84479.59bp14.833020PARTIAL

Funding carry

▸ SHORTS PAY · longs receive
Hourly funding
-1.735e-4
-0.01735% / hr
Annualised APR
-152.066%
hourly · 24 · 365.25
Long: days to 1% carry
2.4d
longs receive
Short: days to 1% carry
2.4d
shorts pay
SideDirectionAnnualised carryDays → 1%Days → 10%
LONGRECEIVE152.066%2.4d24.0d
SHORTPAY-152.066%2.4d24.0d

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

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$14.0000–$15.0000★25$420.85K

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

Order flow

▸ BID-LEAN · +0.086 · Hyperliquid candles
Bars (buy / sell)
13 / 11
1 unclassified
Buy weight
$219.50K
real volume
Sell weight
$184.86K
real volume
Net delta
$34.64K
buyers net
Imbalance
8.57%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
8.6%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 6 found · deepest 2.30% · 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 14:00:00Z2.0h14.3740→14.04302.303%3
#22026-06-20 00:00:00Z2.0h14.3310→14.09201.668%3
#32026-06-19 10:00:00Z2.0h14.3650→14.14301.545%3

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.25M
Realized vol (annualised)
845.29%
σ per bar = 0.003689
Mean return (annualised)
10160.45%
μ per bar = 0.000019
Sharpe (rf=0)
12.02
annualised; risk-free assumed zero
Max drawdown
17.44%
peak 17.43 → trough 14.39 over 4040 bars

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