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HYPERLIQUID · PERPETUAL FUTURES

COMP

COMP-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-comp · fresh · feed 1s old
24h sparkline · 60 pts▼ -1.05%
realized vol (ann.)
51.36%
max drawdown
1.11%
sharpe
-3.54
ulcer index
0.58%
RMS drawdown
pain index
0.53%
mean drawdown
mod. VaR 95%
0.03%
Cornish-Fisher
martin ratio
-312.78
ret / ulcer
CDaR 95%
1.05%
cond. drawdown
gain/pain
0.99
Σgain / Σ|loss|
sterling
-173.36
ret / CDaR
omega (θ=0)
0.99
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-1.05%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 40%suggested side: SELL
  • 24h change -1.05%
  • funding: longs pay — perp shorts get paid to wait
  • mark cheap vs HL oracle by 12.1bps — long bias
Same bundle via M2M API: /api/m2m/hl-comp/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH990ms⏱--:--:-- 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
$17.354
24h Δ · live
-1.05%
24h vol · live
$0.2M
COMP · live 24h price
n=25 · μ=17.5144 · σ=0.1310 · range [17.2810, 17.7490] · R²=0.253▼ FALLING -0.42%σ LOW 0.75%LAST 17.355017.749017.632017.515017.398017.2810μ = 17.5144max 17.7490min 17.2810dataMA(5)OLS R²=0.25μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $17.36
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=9,481 · μ=379.3 · σ=255.1 · CV=0.67FADING -36% h/hcumulative energy ↗ · 50% by h=1003336659981,330μ = 3791,330.0250%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 1330 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
990ms
$mark $
$17.354
$mid $
$17.354
◉prev-day close
$17.538
Δ24h Δ %
-1.049%
$24h vol $
$162.79k
◐open interest $
$745.33k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=17.5144 · σ=0.1310 · range [17.2810, 17.7490] · R²=0.253▼ FALLING -0.42%σ LOW 0.75%LAST 17.355017.749017.632017.515017.398017.2810μ = 17.5144max 17.7490min 17.2810dataMA(5)OLS R²=0.25μ lineμ ± σ bandmaxmin
mark $17.3540 · 24h -1.05% · range $[17.2810, 17.7490]
OHLC candles · hourly
n=25 · up 11 · down 14 (44% up) · range [17.2150, 17.7640] · σ=0.1310 · CV=0.01 · bodyµ=38%BEARISH -1.69%CLOSE 17.3550 vs OPEN 17.6540 (-1.69%)&#9660; CLOSE 17.355017.764017.626817.489517.352217.2150μ close = 17.5144-1.3%O17.654 H17.654 L17.362 C17.429 (-1.27%)O17.654 H17.654 L17.362 C17.429 (-1.27%)O17.439 H17.503 L17.356 C17.416 (-0.13%)O17.439 H17.503 L17.356 C17.416 (-0.13%)O17.436 H17.600 L17.429 C17.495 (+0.34%)O17.436 H17.600 L17.429 C17.495 (+0.34%)O17.501 H17.611 L17.439 C17.528 (+0.15%)O17.501 H17.611 L17.439 C17.528 (+0.15%)O17.528 H17.583 L17.468 C17.507 (-0.12%)O17.528 H17.583 L17.468 C17.507 (-0.12%)O17.511 H17.764 L17.455 C17.734 (+1.27%)O17.511 H17.764 L17.455 C17.734 (+1.27%)O17.741 H17.741 L17.576 C17.609 (-0.74%)O17.741 H17.741 L17.576 C17.609 (-0.74%)O17.609 H17.671 L17.589 C17.618 (+0.05%)O17.609 H17.671 L17.589 C17.618 (+0.05%)O17.635 H17.703 L17.555 C17.628 (-0.04%)O17.635 H17.703 L17.555 C17.628 (-0.04%)O17.636 H17.689 L17.572 C17.656 (+0.11%)O17.636 H17.689 L17.572 C17.656 (+0.11%)O17.644 H17.760 L17.620 C17.749 (+0.60%)O17.644 H17.760 L17.620 C17.749 (+0.60%)O17.727 H17.742 L17.614 C17.727 (+0.00%)O17.727 H17.742 L17.614 C17.727 (+0.00%)O17.723 H17.736 L17.578 C17.649 (-0.42%)O17.723 H17.736 L17.578 C17.649 (-0.42%)O17.654 H17.673 L17.458 C17.524 (-0.74%)O17.654 H17.673 L17.458 C17.524 (-0.74%)O17.532 H17.600 L17.509 C17.520 (-0.07%)O17.532 H17.600 L17.509 C17.520 (-0.07%)O17.522 H17.522 L17.386 C17.404 (-0.67%)O17.522 H17.522 L17.386 C17.404 (-0.67%)O17.402 H17.627 L17.399 C17.506 (+0.60%)O17.402 H17.627 L17.399 C17.506 (+0.60%)O17.519 H17.530 L17.385 C17.504 (-0.09%)O17.519 H17.530 L17.385 C17.504 (-0.09%)O17.516 H17.591 L17.463 C17.474 (-0.24%)O17.516 H17.591 L17.463 C17.474 (-0.24%)O17.457 H17.533 L17.442 C17.490 (+0.19%)O17.457 H17.533 L17.442 C17.490 (+0.19%)O17.493 H17.559 L17.332 C17.375 (-0.67%)O17.493 H17.559 L17.332 C17.375 (-0.67%)O17.380 H17.427 L17.314 C17.360 (-0.12%)O17.380 H17.427 L17.314 C17.360 (-0.12%)O17.375 H17.376 L17.215 C17.281 (-0.54%)O17.375 H17.376 L17.215 C17.281 (-0.54%)O17.310 H17.364 L17.265 C17.321 (+0.06%)O17.310 H17.364 L17.265 C17.321 (+0.06%)O17.318 H17.385 L17.318 C17.355 (+0.21%)O17.318 H17.385 L17.318 C17.355 (+0.21%)#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=9,481 · μ=379.3 · σ=255.1 · CV=0.67FADING -36% h/hcumulative energy &nearr; · 50% by h=1003336659981,330μ = 379744.2 · 56.0% peak744.2 · 56.0% peak217.21 · 16.3% peak217.21 · 16.3% peak1,330.021,330.02 · 100.0% peak1,330.02 · 100.0% peak332.48 · 25.0% peak332.48 · 25.0% peak158.55 · 11.9% peak158.55 · 11.9% peak466.89 · 35.1% peak466.89 · 35.1% peak181.72 · 13.7% peak181.72 · 13.7% peak423.84 · 31.9% peak423.84 · 31.9% peak643.03 · 48.3% peak643.03 · 48.3% peak347.97 · 26.2% peak347.97 · 26.2% peak455.38 · 34.2% peak455.38 · 34.2% peak476.14 · 35.8% peak476.14 · 35.8% peak404.91 · 30.4% peak404.91 · 30.4% peak179.39 · 13.5% peak179.39 · 13.5% peak263.1 · 19.8% peak263.1 · 19.8% peak143.7 · 10.8% peak143.7 · 10.8% peak459.87 · 34.6% peak459.87 · 34.6% peak248.3 · 18.7% peak248.3 · 18.7% peak343.79 · 25.8% peak343.79 · 25.8% peak391.95 · 29.5% peak391.95 · 29.5% peak145.23 · 10.9% peak145.23 · 10.9% peak118.15 · 8.9% peak118.15 · 8.9% peak288.22 · 21.7% peak288.22 · 21.7% peak510.1 · 38.4% peak510.1 · 38.4% peak207.25 · 15.6% peak207.25 · 15.6% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 9481 · peak 1330 · CV 0.67

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0002 · σ=0.0043 · skew=0.62 (right-skewed) · kurt=0.79 (mesokurtic)54310 4-62.75bpbin -62.75bp · n=4 · 80.0% peakbin -62.75bp · n=4 · 80.0% peak 2-46.09bpbin -46.09bp · n=2 · 40.0% peakbin -46.09bp · n=2 · 40.0% peak-29.43bp 5-12.77bpbin -12.77bp · n=5 · 100.0% peakbin -12.77bp · n=5 · 100.0% peak 53.89bpbin 3.89bp · n=5 · 100.0% peakbin 3.89bp · n=5 · 100.0% peak 420.55bpbin 20.55bp · n=4 · 80.0% peakbin 20.55bp · n=4 · 80.0% peak 137.21bpbin 37.21bp · n=1 · 20.0% peakbin 37.21bp · n=1 · 20.0% peak 253.86bpbin 53.86bp · n=2 · 40.0% peakbin 53.86bp · n=2 · 40.0% peak70.52bp87.18bp103.84bp 1120.50bpbin 120.50bp · n=1 · 20.0% peakbin 120.50bp · n=1 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 11 · negative 13
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=0.61 · kurt=0.90 · near 20 / mid 4 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALUPPER 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
$17.354
Mid price
$17.354
24h change
-1.05%
Mark–mid spread
0.00 bps
Prev-day close
$17.538

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN17.5144$95% CI: [17.4630$, 17.5657$]
σ STD DEV0.1310$σ² = 0.017 · CV = 0.75%
med MEDIAN17.5060$Q₁ 17.4160$ · Q₃ 17.6180$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.4680$ · IQR 0.2020$ (1.349σ→0.1768$)
min 17.2810$Q₁ 17.4160$med 17.5060$Q₃ 17.6180$max 17.7490$μ
SKEWNESS · G₁0.151approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.999mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRconsistent with normalratio = 0.88
range ↔ σconcentrated (range < 4σ)range / σ = 3.57
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-ADJUSTEDUNPROFITABLE · SR=-3.56
μᵣ MEAN / h-0.017728%drift is negative per h · |μ|/σ = 0.038
σᵣ STD / h0.466190%σ²ᵣ = 0.217×10⁻⁴ · CV = 26.30×
σ ANNUALISED43.63%/yrscaled by √8760 (hourly→yearly) · 0.466%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-3.56negative edge
-2-10+1+2+3+4
SORTINO (annualised)-3.90downside drag
-2-10+1+2+3+4
CALMAR (return / max-DD)-58.90drawdown overwhelms returns
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁0.65right-skewed · heavy positive tail
-3-10+1+3
EXCESS KURTOSIS · G₂1.41leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 1.09
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -58.90
EXPECTED EDGE-155.30%/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 RISKELEVATED · 95% VaR 0.70%
VaR₉₅ (h)0.701%5% prob of larger adverse h move
VaR₉₉ (h)0.710%1% prob · extreme-tail threshold
ES₉₅ (CVaR)0.709%expected loss given 5% tail event
MAX DRAWDOWN2.64%12h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.701%VaR₉₉−0.710%ES₉₅−0.709%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 12h duration
PEAK1774.90$
−2.64% drawdown over 12h
1728.10$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.01× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.01× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +2.71% (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)
46.0 · neutral
Bollinger %B
0.206 · within band
Bollinger upper
$17.8117
Bollinger MA
$17.5242
Bollinger lower
$17.2367

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.22 + ADF rejected
ρ(1) AUTOCORR-0.217within white-noise band
ρ(2) AUTOCORR+0.162lag-2 not significant
H · HURST EXPONENT1.037strongly persistent
OLS TREND · t-STAT-2.788significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.037
H = 1.037STRONGLY 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=1-0.217k=2+0.162k=3-0.034k=4-0.278k=5+0.1630+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|=2.79)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.22 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.79)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)
$162.79k
Open interest (USD)
$745.33k
Vol / OI (turnover)
0.22x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
-8.157× leverage · optimal log-utility leverage
Half-Kelly
-4.079× · industry-standard conservative
Quarter-Kelly
-2.039×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.29% · worst -0.71% · typical |Δ| 0.34%MILD BEARISH -0.43%BEST+1.29%21hWORST-0.71%05hTYPICAL |Δ|0.34%mean absoluteCUMULATIVE-0.43%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ -0.15% · Σ -1.22%EUROPE · 08-16 UTCμ -0.06% · Σ -0.48%US · 16-24 UTCμ +0.16% · Σ +1.27%CUMULATIVE Δ PATH · final -0.43%+1.82%-0.85%-0.07% · 17h-0.07% · 17h-0.07%17h0.45% · 18h0.45% · 18h0.45%18h0.19% · 19h0.19% · 19h0.19%19h-0.12% · 20h-0.12% · 20h-0.12%20h1.29% · 21h1.29% · 21h1.29%21h★ BEST-0.71% · 22h-0.71% · 22h-0.71%22h0.05% · 23h0.05% · 23h0.05%23h0.06% · 00h0.06% · 00h0.06%00h0.16% · 01h0.16% · 01h0.16%01h0.53% · 02h0.53% · 02h0.53%02h-0.12% · 03h-0.12% · 03h-0.12%03h-0.44% · 04h-0.44% · 04h-0.44%04h-0.71% · 05h-0.71% · 05h-0.71%05h▼ WORST-0.02% · 06h-0.02% · 06h-0.02%06h-0.66% · 07h-0.66% · 07h-0.66%07h0.58% · 08h0.58% · 08h0.58%08h-0.01% · 09h-0.01% · 09h-0.01%09h-0.17% · 10h-0.17% · 10h-0.17%10h0.09% · 11h0.09% · 11h0.09%11h-0.66% · 12h-0.66% · 12h-0.66%12h-0.09% · 13h-0.09% · 13h-0.09%13h-0.46% · 14h-0.46% · 14h-0.46%14h0.23% · 15h0.23% · 15h0.23%15h0.20% · 16h0.20% · 16h0.20%16hTIME PATTERNUS-led (+1.27%)RUNSup max 4 · down max 5BREADTH46% up · 54% down
11 up bars · 13 down · best 1.29% · worst -0.71% · typical |Δ| 0.336%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.45%)FINAL-0.45%MAX DD-2.65%RECOVERYONGOING · 14 barsMAX RUN-UP+1.82%UNDERWATER20/25 (80%)STREAK↗ 2EQUITY CURVE · end 0.9955 · peak 1.0182 · range [0.9913, 1.0182]1.01820.9913break-even = 1★ PEAK 1.0182UNDERWATER DRAWDOWN · max -2.65% · moderate0%-2.65%▼ TROUGH -2.65%TOP DRAWDOWN PERIODS · 4 total#1 -2.65%bar 12-25 · 14 bars · ONGOING#2 -0.71%bar 7-10 · 4 bars · recovered#3 -0.12%bar 5-5 · 1 bars · recoveredDD SEVERITYmoderate (max -2.65%)RECOVERYongoing · 14 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9955 (-0.45%) · max DD -2.65% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-14.20 · σ=29.97UNPROFITABLE STRATEGYLAST -29.05 (-0.50σ vs μ)70.4935.250.00-35.25-70.49μ = -14.2023.9223.9227.1527.1518.1418.1417.4417.4432.6432.64-1.52-1.5211.1011.10-18.93-18.93-21.95-21.95-48.06-48.06-44.24-44.24-40.04-40.04-32.38-32.38-7.50-7.50-27.14-27.14-9.80-9.80-70.49-70.49-49.08-49.08-29.05-29.05v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -29.052 · range [-70.49, 32.64] · μ -14.200 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=44.7785 · σ=11.6238 · range [26.7921, 62.7068] · R²=0.590▼ FALLING -45.23%σ EXTREME 25.96%LAST 34.341662.706853.728244.749535.770826.7921μ = 44.7785max 62.7068min 26.7921dataMA(3)OLS R²=0.59μ lineμ ± σ bandmaxmin
latest 34.34% · range [26.79%, 62.71%] · μ 44.78% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.263 · σ=0.311MEAN-REVERSIONLAST -0.219 (+0.14σ vs μ)0.6130.3070.000-0.307-0.613μ = -0.263-0.613-0.613-0.547-0.547-0.567-0.567-0.561-0.561-0.373-0.373-0.001-0.0010.1180.1180.4100.4100.3300.330-0.031-0.031-0.393-0.393-0.219-0.219-0.354-0.354-0.495-0.495-0.368-0.368-0.071-0.071-0.494-0.494-0.556-0.556-0.219-0.219v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.219 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
3.6939
p-VALUE (log scale)
0.1577
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
5.3414
p-VALUE (log scale)
0.3758
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
-1.3545
p-VALUE (log scale)
0.6025
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
-0.3854
p-VALUE (log scale)
0.6999
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4259
p-VALUE (log scale)
0.0660
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
-0.4571
p-VALUE (log scale)
0.6476
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.861 ≈ 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=2.10e-5 · top T=2.67h (18.3%) · top-3 cover 49.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.6e-53.5e-52.3e-51.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.77e-5 · 11.0% energyperiod 24.0 · power 2.77e-5 · 11.0% energyperiod 12.0 · power 5.84e-6 · 2.3% energyperiod 12.0 · power 5.84e-6 · 2.3% energyperiod 8.0 · power 2.59e-5 · 10.3% energyperiod 8.0 · power 2.59e-5 · 10.3% energyperiod 6.0 · power 2.45e-5 · 9.7% energyperiod 6.0 · power 2.45e-5 · 9.7% energyperiod 4.8 · power 9.21e-6 · 3.6% energyperiod 4.8 · power 9.21e-6 · 3.6% energyperiod 4.0 · power 2.60e-6 · 1.0% energyperiod 4.0 · power 2.60e-6 · 1.0% energyperiod 3.4 · power 2.93e-6 · 1.2% energyperiod 3.4 · power 2.93e-6 · 1.2% energyperiod 3.0 · power 2.34e-5 · 9.3% energyperiod 3.0 · power 2.34e-5 · 9.3% energyperiod 2.7 · power 4.63e-5 · 18.3% energyperiod 2.7 · power 4.63e-5 · 18.3% energyperiod 2.4 · power 4.35e-5 · 17.2% energyperiod 2.4 · power 4.35e-5 · 17.2% energyperiod 2.2 · power 3.55e-5 · 14.0% energyperiod 2.2 · power 3.55e-5 · 14.0% energyperiod 2.0 · power 5.05e-6 · 2.0% energyperiod 2.0 · power 5.05e-6 · 2.0% energy50% by T=2.7h#1 dominantT=2.67h#2T=2.40h#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 ≈ 2.67h (freq 0.375) · concentrates 18.3% of total energy · Σ|X̂|²/n = 2.525e-4

▸ Depth section using sovereign-store price series (5000 bars · effective 5257847 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)]
NO LONG EDGE · μ -0.000% per barparametric μ/σ² short edge (μ<0) · μ -0.000% · σ 0.02%
μ per barmean
-0.000%
σ per barvol
0.02%
Empirical f★argmax g(f)
0.00×
from observed distribution
Parametric f★μ/σ²
-23.12×
Merton continuous-time
Half-Kelly½ f★
0.00×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.00×
industry default — survives model error
-0.00%0.02%0.05%0.07%0.10%0.0×1.6×3.2×4.8×6.4×8.0×leverage 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 0.10× leverage
Median CAGR/bar -0.000% · annualized Sharpe -16.83400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.007
annualized -16.83
μ per barafter L
-0.000%
σ per barafter L
0.00%
VaR 95%5%
0.00%
per-bar worst-case
CVaR 95%ES
0.01%
mean tail loss
Max DD (median)MDD
-0.0%
0.95×0.97×0.99×1.01×1.03×1.05×0120240360480600720startbar #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 -568% · APY -100% · Sharpe -11.46σ ann 50% · Sortino -7.39 · n 4999
-1376%-1089%-802%-515%-228%59%-568.2%APR (simple)-99.7%APY (compound)49.6%Ann. vol σ-1146.3%Sharpe (ann)-738.9%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%
16.55216.91217.27117.63117.99018.350t-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
2026-06-14 16:18:08 UTC
Snapshot age
990ms
History points
25 hourly closes
Page rendered
2026-06-14 16:18:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
00bdd199d85f23fb130abccac74fe2de3b94ecc5a1e8a5540df4827b0199c535 · 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 PREDGermany94.1¢HL PREDSpain89.6¢HL PREDUruguay66.9¢HL PERPBTC-USD perpetual$64,069.5HL PERPETH-USD perpetual$1,664.45HL PERPHYPE-USD perpetual$60.28

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$3.20K
bid $799 · ask $2.40K
Depth within 10bp
$6.30K
bid $2.34K · ask $3.97K
Depth within 50bp
$78.68K
bid $39.67K · ask $39.02K
Mid price
17.354000
(best bid + best ask) / 2
Spread
2.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.070
ask-heavy
Imbalance (top-5)
+0.034
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-comp/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K17.35651.44bp17.35702FILLED
BUY$10.00K17.373111.00bp17.38407FILLED
BUY$100.00K17.470767.26bp17.793020PARTIAL
SELL$1.00K17.34723.89bp17.34103FILLED
SELL$10.00K17.326515.85bp17.31608FILLED
SELL$100.00K17.288237.89bp17.070020PARTIAL

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-comp/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$17.0000–$18.0000★25$9.48K

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

Order flow

▸ BID-LEAN · +0.275 · Hyperliquid candles
Bars (buy / sell)
11 / 13
1 unclassified
Buy weight
$5.57K
real volume
Sell weight
$3.17K
real volume
Net delta
$2.40K
buyers net
Imbalance
27.47%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
27.5%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 3 found · deepest 1.94% · 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
#12026-06-14 04:00:00Z3.0h17.7490→17.40401.944%4
#22026-06-14 12:00:00Z2.0h17.5040→17.28101.274%3
#32026-06-13 22:00:00Z2.0h17.7340→17.60900.705%3

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
49.57%
σ per bar = 0.000216
Mean return (annualised)
-568.20%
μ per bar = -0.000001
Sharpe (rf=0)
-11.46
annualised; risk-free assumed zero
Max drawdown
2.29%
peak 17.63 → trough 17.23 over 3598 bars

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