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HYPERLIQUID · PERPETUAL FUTURES

DYM

DYM-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-dym · fresh · feed 3s old
24h sparkline · 60 pts▲ 1.32%
realized vol (ann.)
101.24%
max drawdown
0.76%
sharpe
80.99
ulcer index
0.38%
RMS drawdown
pain index
0.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
21312.27
ret / ulcer
CDaR 95%
0.73%
cond. drawdown
gain/pain
1.29
Σgain / Σ|loss|
sterling
11212.07
ret / CDaR
omega (θ=0)
1.29
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
610
store
spread
—
24h Δ
1.32%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 32%
  • 24h change +1.32%
  • funding: longs pay — perp shorts get paid to wait
  • mark cheap vs HL oracle by 5.9bps — long bias
Same bundle via M2M API: /api/m2m/hl-dym/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH2.9s⏱--:--:-- 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
$0.017
24h Δ · live
1.32%
24h vol · live
$0.1M
DYM · live 24h price
n=25 · μ=0.0168 · σ=0.0001 · range [0.0165, 0.0170] · R²=0.065▲ RISING +1.44%σ LOW 0.83%LAST 0.01690.01700.01690.01680.01660.0165μ = 0.0168max 0.0170min 0.0165dataMA(5)OLS R²=0.07μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.02
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=8,136,092 · μ=325443.7 · σ=205571.7 · CV=0.63STEADY FLOWcumulative energy ↗ · 50% by h=100255,436510,872766,3081,021,744μ = 3254441,021,744.350%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 1021744 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
2.9s
$mark $
$0.0169
$mid $
$0.0169
◉prev-day close
$0.0167
Δ24h Δ %
+1.318%
$24h vol $
$119.63k
◐open interest $
$190.51k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0168 · σ=0.0001 · range [0.0165, 0.0170] · R²=0.065▲ RISING +1.44%σ LOW 0.83%LAST 0.01690.01700.01690.01680.01660.0165μ = 0.0168max 0.0170min 0.0165dataMA(5)OLS R²=0.07μ lineμ ± σ bandmaxmin
mark $0.0169 · 24h 1.32% · range $[0.0165, 0.0170]
OHLC candles · hourly
n=25 · up 13 · down 12 (52% up) · range [0.0165, 0.0171] · σ=0.0001 · CV=0.01 · bodyµ=54%BULLISH +0.53%CLOSE 0.0169 vs OPEN 0.0168 (+0.53%)&#9650; CLOSE 0.01690.01710.01690.01680.01670.0165μ close = 0.0168O0.017 H0.017 L0.017 C0.017 (-0.89%)O0.017 H0.017 L0.017 C0.017 (-0.89%)O0.017 H0.017 L0.017 C0.017 (+0.12%)O0.017 H0.017 L0.017 C0.017 (+0.12%)O0.017 H0.017 L0.017 C0.017 (-1.20%)O0.017 H0.017 L0.017 C0.017 (-1.20%)O0.017 H0.017 L0.017 C0.017 (+1.03%)O0.017 H0.017 L0.017 C0.017 (+1.03%)O0.017 H0.017 L0.017 C0.017 (-0.06%)O0.017 H0.017 L0.017 C0.017 (-0.06%)O0.017 H0.017 L0.017 C0.017 (+0.66%)O0.017 H0.017 L0.017 C0.017 (+0.66%)O0.017 H0.017 L0.017 C0.017 (+0.78%)O0.017 H0.017 L0.017 C0.017 (+0.78%)O0.017 H0.017 L0.017 C0.017 (-0.30%)O0.017 H0.017 L0.017 C0.017 (-0.30%)O0.017 H0.017 L0.017 C0.017 (+0.53%)O0.017 H0.017 L0.017 C0.017 (+0.53%)O0.017 H0.017 L0.017 C0.017 (+0.41%)O0.017 H0.017 L0.017 C0.017 (+0.41%)O0.017 H0.017 L0.017 C0.017 (+0.35%)O0.017 H0.017 L0.017 C0.017 (+0.35%)O0.017 H0.017 L0.017 C0.017 (-0.65%)O0.017 H0.017 L0.017 C0.017 (-0.65%)O0.017 H0.017 L0.017 C0.017 (-0.30%)O0.017 H0.017 L0.017 C0.017 (-0.30%)O0.017 H0.017 L0.017 C0.017 (+0.36%)O0.017 H0.017 L0.017 C0.017 (+0.36%)O0.017 H0.017 L0.017 C0.017 (-0.89%)O0.017 H0.017 L0.017 C0.017 (-0.89%)O0.017 H0.017 L0.017 C0.017 (+0.78%)O0.017 H0.017 L0.017 C0.017 (+0.78%)O0.017 H0.017 L0.017 C0.017 (+0.18%)O0.017 H0.017 L0.017 C0.017 (+0.18%)O0.017 H0.017 L0.017 C0.017 (-0.12%)O0.017 H0.017 L0.017 C0.017 (-0.12%)O0.017 H0.017 L0.017 C0.017 (-0.24%)O0.017 H0.017 L0.017 C0.017 (-0.24%)O0.017 H0.017 L0.017 C0.017 (-1.25%)O0.017 H0.017 L0.017 C0.017 (-1.25%)O0.017 H0.017 L0.017 C0.017 (-0.12%)O0.017 H0.017 L0.017 C0.017 (-0.12%)O0.017 H0.017 L0.017 C0.017 (+0.42%)O0.017 H0.017 L0.017 C0.017 (+0.42%)O0.017 H0.017 L0.017 C0.017 (+0.42%)O0.017 H0.017 L0.017 C0.017 (+0.42%)1.3%O0.017 H0.017 L0.017 C0.017 (+1.31%)O0.017 H0.017 L0.017 C0.017 (+1.31%)O0.017 H0.017 L0.017 C0.017 (-0.59%)O0.017 H0.017 L0.017 C0.017 (-0.59%)#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=8,136,092 · μ=325443.7 · σ=205571.7 · CV=0.63STEADY FLOWcumulative energy &nearr; · 50% by h=100255,436510,872766,3081,021,744μ = 3254441,021,744.31,021,744.3 · 100.0% peak1,021,744.3 · 100.0% peak321,944.9 · 31.5% peak321,944.9 · 31.5% peak487,185.1 · 47.7% peak487,185.1 · 47.7% peak176,216.3 · 17.2% peak176,216.3 · 17.2% peak213,568.9 · 20.9% peak213,568.9 · 20.9% peak517,828 · 50.7% peak517,828 · 50.7% peak353,510.4 · 34.6% peak353,510.4 · 34.6% peak539,055.9 · 52.8% peak539,055.9 · 52.8% peak266,024.2 · 26.0% peak266,024.2 · 26.0% peak256,718.3 · 25.1% peak256,718.3 · 25.1% peak279,155 · 27.3% peak279,155 · 27.3% peak197,632 · 19.3% peak197,632 · 19.3% peak164,333.8 · 16.1% peak164,333.8 · 16.1% peak156,320.5 · 15.3% peak156,320.5 · 15.3% peak712,330.1 · 69.7% peak712,330.1 · 69.7% peak245,585.4 · 24.0% peak245,585.4 · 24.0% peak201,285.3 · 19.7% peak201,285.3 · 19.7% peak491,084.2 · 48.1% peak491,084.2 · 48.1% peak294,829.3 · 28.9% peak294,829.3 · 28.9% peak303,402.2 · 29.7% peak303,402.2 · 29.7% peak127,256.8 · 12.5% peak127,256.8 · 12.5% peak203,509.9 · 19.9% peak203,509.9 · 19.9% peak247,700.7 · 24.2% peak247,700.7 · 24.2% peak190,493.5 · 18.6% peak190,493.5 · 18.6% peak167,376.7 · 16.4% peak167,376.7 · 16.4% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 8136092 · peak 1021744 · CV 0.63

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=0.0007 · σ=0.0060 · skew=-0.11 (symmetric) · kurt=-0.55 (mesokurtic)54310 2-110.21bpbin -110.21bp · n=2 · 40.0% peakbin -110.21bp · n=2 · 40.0% peak-89.82bp 1-69.43bpbin -69.43bp · n=1 · 20.0% peakbin -69.43bp · n=1 · 20.0% peak 2-49.04bpbin -49.04bp · n=2 · 40.0% peakbin -49.04bp · n=2 · 40.0% peak 4-28.64bpbin -28.64bp · n=4 · 80.0% peakbin -28.64bp · n=4 · 80.0% peak 2-8.25bpbin -8.25bp · n=2 · 40.0% peakbin -8.25bp · n=2 · 40.0% peak 312.14bpbin 12.14bp · n=3 · 60.0% peakbin 12.14bp · n=3 · 60.0% peak 232.53bpbin 32.53bp · n=2 · 40.0% peakbin 32.53bp · n=2 · 40.0% peak 552.93bpbin 52.93bp · n=5 · 100.0% peakbin 52.93bp · n=5 · 100.0% peak73.32bp 193.71bpbin 93.71bp · n=1 · 20.0% peakbin 93.71bp · n=1 · 20.0% peak 2114.10bpbin 114.10bp · n=2 · 40.0% peakbin 114.10bp · n=2 · 40.0% 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=-0.19 · kurt=-0.49 · near 23 / mid 1 / far 0 · OLS slope=1.02 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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
$0.0169
Mid price
$0.0169
24h change
+1.32%
Mark–mid spread
5.91 bps
Prev-day close
$0.0167

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.0168$95% CI: [0.0168$, 0.0169$]
σ STD DEV0.0001$σ² = 0.000×10⁻⁴ · CV = 0.83%
med MEDIAN0.0169$Q₁ 0.0167$ · Q₃ 0.0169$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0005$ · IQR 0.0002$ (1.349σ→0.0002$)
min 0.0165$Q₁ 0.0167$med 0.0169$Q₃ 0.0169$max 0.0170$μ
SKEWNESS · G₁-0.373approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.951mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRconsistent with normalratio = 0.82
range ↔ σconcentrated (range < 4σ)range / σ = 3.72
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=8.61
μᵣ MEAN / h+0.059525%drift is positive per h · |μ|/σ = 0.092
σᵣ STD / h0.647173%σ²ᵣ = 0.419×10⁻⁴ · CV = 10.87×
σ ANNUALISED60.57%/yrscaled by √8760 (hourly→yearly) · 0.647%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)8.61excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)8.84strong 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 · G₁-0.20approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂-0.31mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside ≈ total vol · symmetricSoR / SR = 1.03
CALMAR · DD CONTROLdrawdown control exceptionalCR = 100.00
EXPECTED EDGE+521.44%/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 1.13%
VaR₉₅ (h)1.131%5% prob of larger adverse h move
VaR₉₉ (h)1.202%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.199%expected loss given 5% tail event
MAX DRAWDOWN2.52%10h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.131%VaR₉₉−1.202%ES₉₅−1.199%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 10h duration
PEAK1.70$
−2.52% drawdown over 10h
1.66$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.06× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.06× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +2.59% (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)
57.0 · neutral
Bollinger %B
0.629 · within band
Bollinger upper
$0.0171
Bollinger MA
$0.0169
Bollinger lower
$0.0166

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.113within white-noise band
ρ(2) AUTOCORR+0.069lag-2 not significant
H · HURST EXPONENT0.873strongly persistent
OLS TREND · t-STAT+1.266fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.873
H = 0.873STRONGLY 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=1-0.113k=2+0.069k=3-0.077k=4-0.345k=5+0.0900+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]NOT SIGNIFICANT (|t|=1.27)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.86very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.27)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)
$119.63k
Open interest (USD)
$190.51k
Vol / OI (turnover)
0.63x
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

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.24% · worst -1.20% · typical |Δ| 0.52%MILD BULLISH +1.43%BEST+1.24%06hWORST-1.20%09hTYPICAL |Δ|0.52%mean absoluteCUMULATIVE+1.43%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.01% · Σ +0.12%EUROPE · 08-16 UTCμ +0.19% · Σ +1.55%US · 16-24 UTCμ -0.03% · Σ -0.24%CUMULATIVE Δ PATH · final +1.43%+2.08%-1.02%0.18% · 08h0.18% · 08h0.18%08h-1.20% · 09h-1.20% · 09h-1.20%09h▼ WORST1.08% · 10h1.08% · 10h1.08%10h-0.24% · 11h-0.24% · 11h-0.24%11h0.60% · 12h0.60% · 12h0.60%12h0.89% · 13h0.89% · 13h0.89%13h-0.12% · 14h-0.12% · 14h-0.12%14h0.35% · 15h0.35% · 15h0.35%15h0.47% · 16h0.47% · 16h0.47%16h0.06% · 17h0.06% · 17h0.06%17h-0.59% · 18h-0.59% · 18h-0.59%18h-0.36% · 19h-0.36% · 19h-0.36%19h0.30% · 20h0.30% · 20h0.30%20h-0.77% · 21h-0.77% · 21h-0.77%21h0.59% · 22h0.59% · 22h0.59%22h0.06% · 23h0.06% · 23h0.06%23h-0.12% · 00h-0.12% · 00h-0.12%00h-0.24% · 01h-0.24% · 01h-0.24%01h-1.19% · 02h-1.19% · 02h-1.19%02h-0.24% · 03h-0.24% · 03h-0.24%03h0.54% · 04h0.54% · 04h0.54%04h0.60% · 05h0.60% · 05h0.60%05h1.24% · 06h1.24% · 06h1.24%06h★ BEST-0.47% · 07h-0.47% · 07h-0.47%07hTIME PATTERNEurope-led (+1.55%)RUNSup max 3 · down max 4BREADTH54% up · 46% down
13 up bars · 11 down · best 1.24% · worst -1.20% · typical |Δ| 0.521%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.39%FINAL+1.39%MAX DD-2.54%RECOVERYONGOING · 14 barsMAX RUN-UP+2.08%UNDERWATER18/25 (72%)STREAK↘ 1EQUITY CURVE · end 1.0139 · peak 1.0208 · range [0.9897, 1.0208]1.02080.9897break-even = 1★ PEAK 1.0208UNDERWATER DRAWDOWN · max -2.54% · moderate0%-2.54%▼ TROUGH -2.54%TOP DRAWDOWN PERIODS · 3 total#1 -2.54%bar 12-25 · 14 bars · ONGOING#2 -1.20%bar 3-5 · 3 bars · recovered#3 -0.12%bar 8-8 · 1 bars · recoveredDD SEVERITYmoderate (max -2.54%)RECOVERYongoing · 14 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0139 (1.39%) · max DD -2.54% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=6.94 · σ=38.85MIXED EDGELAST 8.41 (+0.04σ vs μ)96.1648.080.00-48.08-96.16μ = 6.9424.1524.1518.4118.4175.1375.1370.6770.6796.1696.1632.4932.49-6.79-6.798.698.69-27.76-27.76-22.50-22.50-22.48-22.48-9.56-9.56-5.91-5.91-41.32-41.32-30.48-30.48-32.69-32.69-15.59-15.5912.9312.938.418.41v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 8.409 · range [-41.32, 96.16] · μ 6.945 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=54.5118 · σ=15.3103 · range [34.2619, 82.2855] · R²=0.053▲ RISING +3.86%σ EXTREME 28.09%LAST 82.285582.285570.279658.273746.267834.2619μ = 54.5118max 82.2855min 34.2619dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 82.29% · range [34.26%, 82.29%] · μ 54.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.142 · σ=0.355CLOSE TO MARTINGALELAST 0.119 (+0.74σ vs μ)0.6500.3250.000-0.325-0.650μ = -0.142-0.416-0.416-0.463-0.463-0.482-0.482-0.279-0.279-0.241-0.241-0.118-0.1180.4020.4020.3090.309-0.193-0.193-0.576-0.576-0.420-0.420-0.650-0.650-0.578-0.578-0.057-0.0570.1820.1820.0410.0410.3080.3080.4180.4180.1190.119v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.119 · |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
0.2607
p-VALUE (log scale)
0.8778
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
4.6499
p-VALUE (log scale)
0.4612
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
-2.0266
p-VALUE (log scale)
0.2847
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
0.4555
p-VALUE (log scale)
0.6487
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
0.1836
p-VALUE (log scale)
0.3854
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
-0.3215
p-VALUE (log scale)
0.7478
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.902 ≈ 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=4.37e-5 · top T=2.40h (24.3%) · top-3 cover 59.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-49.5e-56.4e-53.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.37e-5 · 6.4% energyperiod 24.0 · power 3.37e-5 · 6.4% energyperiod 12.0 · power 5.38e-6 · 1.0% energyperiod 12.0 · power 5.38e-6 · 1.0% energyperiod 8.0 · power 9.67e-5 · 18.4% energyperiod 8.0 · power 9.67e-5 · 18.4% energyperiod 6.0 · power 7.50e-5 · 14.3% energyperiod 6.0 · power 7.50e-5 · 14.3% energyperiod 4.8 · power 1.12e-5 · 2.1% energyperiod 4.8 · power 1.12e-5 · 2.1% energyperiod 4.0 · power 3.97e-6 · 0.8% energyperiod 4.0 · power 3.97e-6 · 0.8% energyperiod 3.4 · power 1.89e-5 · 3.6% energyperiod 3.4 · power 1.89e-5 · 3.6% energyperiod 3.0 · power 3.95e-5 · 7.5% energyperiod 3.0 · power 3.95e-5 · 7.5% energyperiod 2.7 · power 6.14e-7 · 0.1% energyperiod 2.7 · power 6.14e-7 · 0.1% energyperiod 2.4 · power 1.27e-4 · 24.3% energyperiod 2.4 · power 1.27e-4 · 24.3% energyperiod 2.2 · power 2.63e-5 · 5.0% energyperiod 2.2 · power 2.63e-5 · 5.0% energyperiod 2.0 · power 8.61e-5 · 16.4% energyperiod 2.0 · power 8.61e-5 · 16.4% energy50% by T=3.0h#1 dominantT=2.40h#2T=8.00h#3T=2.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 24.3% of total energy · Σ|X̂|²/n = 5.247e-4

▸ Depth section using sovereign-store price series (4726 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 3.50× · g(f★) 0.003%/barparametric μ/σ² 3.37× · μ 0.002% · σ 0.23%
μ per barmean
0.002%
σ per barvol
0.23%
Empirical f★argmax g(f)
3.50×
from observed distribution
Parametric f★μ/σ²
3.37×
Merton continuous-time
Half-Kelly½ f★
1.75×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.88×
industry default — survives model error
-0.00%0.00%0.00%0.00%0.00%0.0×1.6×3.2×4.8×6.4×8.0×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 0.84× leverage
Median CAGR/bar 0.001% · annualized Sharpe 20.10400 paths × 720 bars · leverage 0.84× · bootstrap from 4725 observed returns
Sharpe / barμ/σ
0.009
annualized 20.10
μ per barafter L
0.002%
σ per barafter L
0.19%
VaR 95%5%
0.05%
per-bar worst-case
CVaR 95%ES
0.28%
mean tail loss
Max DD (median)MDD
-0.4%
0.89×0.94×1.00×1.05×1.10×1.15×0120240360480600720startbar #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 17.99σ ann 534% · Sortino 11.14 · n 4725 · ⚠ capped (n=4725 too small to support 8760-bar projection)
0%432%863%1295%1727%2158%1000.0%APR (simple)1000.0%APY (compound)533.9%Ann. vol σ1798.6%Sharpe (ann)1114.4%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 = 1.000% · long-run σ = 2.236%
0.0140.0150.0160.0170.0180.019t-4725t-3938t-3150t-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 07:56:19 UTC
Snapshot age
2.9s
History points
25 hourly closes
Page rendered
2026-06-20 07:56:22 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
54568b3068ced1095f0aff6c0cf10356071563445fd3da649113642fe636d69c · 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$63,673HL PERPHYPE-USD perpetual$70.1HL PERPETH-USD perpetual$1,725.2

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$1.08K
bid $544 · ask $533
Depth within 10bp
$3.35K
bid $1.29K · ask $2.06K
Depth within 50bp
$12.60K
bid $6.39K · ask $6.22K
Mid price
0.016915
(best bid + best ask) / 2
Spread
5.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.021
bid-heavy
Imbalance (top-5)
-0.006
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-dym/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0169255.72bp0.0169302FILLED
BUY$10.00K0.01701760.48bp0.01722013FILLED
BUY$100.00K0.017172152.15bp0.01788020PARTIAL
SELL$1.00K0.0169055.65bp0.0169002FILLED
SELL$10.00K0.01683646.51bp0.01671014FILLED
SELL$100.00K0.016727111.13bp0.01637020PARTIAL

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-dym/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$8.14M

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

Order flow

▸ ASK-LEAN · -0.040 · Hyperliquid candles
Bars (buy / sell)
13 / 11
1 unclassified
Buy weight
$3.42M
real volume
Sell weight
$3.70M
real volume
Net delta
$281.76K
sellers net
Imbalance
-3.96%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
4.0%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 3 found · deepest 1.78% · 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
#12026-06-20 02:00:00Z2.0h0.016900→0.0166001.775%3
#22026-06-19 18:00:00Z3.0h0.017030→0.0167901.409%4
#32026-06-19 09:00:00Z0ms0.016710→0.0165101.197%1

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

Risk metrics

▸ sovereign store · 4,726 barsperiods/year ≈ 5.25M
Realized vol (annualised)
533.87%
σ per bar = 0.002330
Mean return (annualised)
9602.20%
μ per bar = 0.000018
Sharpe (rf=0)
17.99
annualised; risk-free assumed zero
Max drawdown
10.96%
peak 0.02 → trough 0.02 over 3952 bars

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