HYPERLIQUID · PERPETUAL FUTURES
BSV
BSV-USD perpetual · 24/7 trading on Hyperliquid
▸ Advanced metrics · M2M bundle
hyperliquid · perp-bsv · fresh · feed 1s old24h sparkline · 60 pts▲ 1.34%
realized vol (ann.)
38.53%
max drawdown
0.38%
sharpe
-1.91
ulcer index
0.15%
RMS drawdown
pain index
0.11%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
-485.96
ret / ulcer
CDaR 95%
0.37%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
-195.99
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
613
store
spread
—
24h Δ
1.34%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 30%
- 24h change +1.34%
- funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API:
/api/m2m/hl-bsv/bundle · venue execution: hyperliquid →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
$11.689
24h Δ · live
1.34%
24h vol · live
$0.1M
25 closes · last $11.69
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 fee48.1%▬ +0.00pp
Short fee51.9%▬ +0.00pp
1h funding 0.001250% · longs pay
peak 1469 contracts
1.1s
$11.689
$11.6905
$11.535
+1.335%
$97.78k
$442.61k
0.001250%
+10.95%/yr
§1 · 24h time-series
mark $11.6890 · 24h 1.34% · range $[11.5270, 11.7310]
25 bars
Σ vol 8719 · peak 1469 · CV 0.99
§2 · Returns distribution (log-returns)
n=24 · positive 14 · negative 9
§3 · Spot quote
- Mark price
- $11.689
- Mid price
- $11.6905
- 24h change
- +1.34%
- Mark–mid spread
- 1.28 bps
- Prev-day close
- $11.535
§4 · Sample moments (prices)
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.08)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.160approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.076platykurtic · thin tails
−30+2+4+6
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)
RETURNS · RISK-ADJUSTEDEXCEPTIONAL EDGE · SR=11.50
RISK-ADJUSTED PERFORMANCE
SHARPE (annualised)11.50excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)11.56strong downside-adjusted
-2-10+1+2+3+4
CALMAR (return / max-DD)100.00exceptional DD control
-20+2+4+6
RETURN-DISTRIBUTION SHAPE
SKEWNESS · G₁0.23approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂-0.28mesokurtic · normal-like tails
-30+2+4+6
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 & DRAWDOWN RISKELEVATED · 95% VaR 0.64%
TAIL-RISK LADDER (h losses)
MAX DRAWDOWN PROFILE
PEAK1166.80$1154.50$TROUGH
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)
- 57.9 · neutral
- Bollinger %B
- 0.760 · within band
- Bollinger upper
- $11.7290
- Bollinger MA
- $11.6373
- Bollinger lower
- $11.5456
§8 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.43 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.763STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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)
- $97.78k
- Open interest (USD)
- $442.61k
- Vol / OI (turnover)
- 0.22x
- 1h funding
- 0.001250%
- Funding (annualised)
- +10.95%/yr
§10 · Position sizing
- Continuous Kelly (μ/σ²)
- 10.000× leverage · optimal log-utility leverage
- Half-Kelly
- 5.000× · industry-standard conservative
- Quarter-Kelly
- 2.500×
§11 · Hourly return heatmap
14 up bars · 9 down · best 0.94% · worst -0.70% · typical |Δ| 0.356%
§12 · Equity curve & underwater drawdown
final equity 1.0129 (1.29%) · max DD -1.06% · time-under-water 18/25 bars
§13 · Rolling-window statistics (w = 6 bars)
latest 14.301 · range [-41.00, 36.44] · μ 8.665 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 51.68% · range [24.27%, 61.27%] · μ 44.58% · σ̂ scaled to annualised (×√8760)
latest -0.379 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δln-r ~ Normal(μ, σ²)
STATISTIC
0.2926
p-VALUE (log scale)
0.8639
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
9.7489
p-VALUE (log scale)
0.0818
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-2.5949
p-VALUE (log scale)
0.0957
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.8158
p-VALUE (log scale)
0.0694
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.6085
p-VALUE (log scale)
0.0219
Variance ratio q=3
FAIL TO REJECTnsH₀: Δln-r is a random walk · VR = 1
STATISTIC
-1.6265
p-VALUE (log scale)
0.1038
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)
dominant period ≈ 2.40h (freq 0.417) · concentrates 37.8% of total energy · Σ|X̂|²/n = 2.343e-4
▸ Depth section using sovereign-store price series (4729 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
f★ empirical 0.58× · g(f★) 0.000%/barparametric μ/σ² 0.58× · μ 0.000% · σ 0.15%
μ per barmean
0.000%
σ per barvol
0.15%
Empirical f★argmax g(f)
0.58×
from observed distribution
Parametric f★μ/σ²
0.58×
Merton continuous-time
Half-Kelly½ f★
0.29×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.15×
industry default — survives model error
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
Median CAGR/bar -0.000% · annualized Sharpe 1.98400 paths × 720 bars · leverage 0.15× · bootstrap from 4728 observed returns
Sharpe / barμ/σ
0.001
annualized 1.98
μ per barafter L
0.000%
σ per barafter L
0.02%
VaR 95%5%
0.01%
per-bar worst-case
CVaR 95%ES
0.03%
mean tail loss
Max DD (median)MDD
-0.1%
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
APR 715% · APY 187% · Sharpe 2.04σ ann 350% · Sortino 1.42 · n 4728
Simple APR vs compounded APY · annualized volatility · risk-adjusted Sharpe and Sortino. All scaled by √(periods/yr).
§20 · GARCH(1,1) volatility band
GARCH persistence α+β = 0.980· σ̂ₜ = 1.000% · long-run σ = 2.236%
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 07:56:37 UTC
- Snapshot age
- 1.1s
- History points
- 25 hourly closes
- Page rendered
- 2026-06-20 07:56:39 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
c9b181a1e840a9c159a427037d7dd67a601153b8d777040823247c6fb9580452· 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$63,678HL PERPHYPE-USD perpetual$70.1HL PERPETH-USD perpetual$1,725.4
Also see: /arb opportunities · RSS feed
Market depth
▸ live order book · Hyperliquid perpDepth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$442
bid $207 · ask $234
Depth within 10bp
$3.34K
bid $1.69K · ask $1.65K
Depth within 50bp
$57.94K
bid $35.14K · ask $22.80K
Mid price
11.690500
(best bid + best ask) / 2
Spread
9.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.151
bid-heavy
Imbalance (top-5)
+0.213
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Hyperliquid perpSimulating 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-bsv/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 11.6970 | 5.53bp | 11.6980 | 3 | FILLED |
| BUY | $10.00K | 11.7123 | 18.66bp | 11.7240 | 9 | FILLED |
| BUY | $100.00K | 11.7666 | 65.14bp | 12.0110 | 20 | PARTIAL |
| SELL | $1.00K | 11.6836 | 5.93bp | 11.6820 | 3 | FILLED |
| SELL | $10.00K | 11.6683 | 19.01bp | 11.6590 | 7 | FILLED |
| SELL | $100.00K | 11.6199 | 60.36bp | 11.4010 | 20 | PARTIAL |
Funding carry
▸ LONGS PAY · shorts receiveHourly 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
| Side | Direction | Annualised carry | Days → 1% | Days → 10% |
|---|---|---|---|---|
| LONG | PAY | -10.958% | 33.3d | 333.3d |
| SHORT | RECEIVE | 10.958% | 33.3d | 333.3d |
/api/asset/hl-bsv/carry · same metrics, JSON
Volume profile
▸ real volume · Hyperliquid candlesstep $ 1 · 25 records| Price bin | Bars | Volume | Distribution |
|---|---|---|---|
| $11.0000–$12.0000★ | 25 | $8.72K |
★ POC = Point of Control (highest-volume bin). Live JSON: /api/asset/hl-bsv/volprofile?priceStep=1
Order flow
▸ BID-LEAN · +0.444 · Hyperliquid candlesBars (buy / sell)
15 / 9
1 unclassified
Buy weight
$6.07K
real volume
Sell weight
$2.34K
real volume
Net delta
$3.73K
buyers net
Imbalance
44.39%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
44.4%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume
Sparkline = cumulative delta over the 25-record window./api/asset/hl-bsv/flow?rollingWindow=30
Cascade clusters
▸ DOWN · 2 found · deepest 0.85% · Hyperliquid candlesPrice-only proxy for forced-unwind clusters. No exchange liquidation feed is wired — read each row as a candidate event, not a confirmed liquidation.
| # | Window | Duration | Peak → Trough | Drawdown | Bars |
|---|---|---|---|---|---|
| #1 | 2026-06-20 02:00:00Z | 0ms | 11.6440→11.5450 | 0.850% | 1 |
| #2 | 2026-06-19 16:00:00Z | 0ms | 11.6550→11.5750 | 0.686% | 1 |
/api/asset/hl-bsv/cascades?windowMs=10800000&minDrawdownPct=0.005 · full list + parameters in JSON
Risk metrics
▸ sovereign store · 4,729 barsperiods/year ≈ 5.25MRealized vol (annualised)
349.83%
σ per bar = 0.001527
Mean return (annualised)
714.76%
μ per bar = 0.000001
Sharpe (rf=0)
2.04
annualised; risk-free assumed zero
Max drawdown
13.21%
peak 13.21 → trough 11.47 over 3984 bars
/api/asset/hl-bsv/risk · same metrics, JSON