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HYPERLIQUID · PERPETUAL FUTURES

FARTCOIN

FARTCOIN-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-fartcoin · fresh · feed 2s old
24h sparkline · 60 pts▼ -2.17%
realized vol (ann.)
54.62%
max drawdown
1.19%
sharpe
9.76
ulcer index
0.51%
RMS drawdown
pain index
0.40%
mean drawdown
mod. VaR 95%
0.04%
Cornish-Fisher
martin ratio
1049.64
ret / ulcer
CDaR 95%
1.05%
cond. drawdown
gain/pain
1.01
Σgain / Σ|loss|
sterling
507.76
ret / CDaR
omega (θ=0)
1.01
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-2.17%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 39%suggested side: SELL
  • 24h change -2.17%
  • funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API: /api/m2m/hl-fartcoin/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH2.4s⏱--:--:-- 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
$0.118
24h Δ · live
-2.17%
24h vol · live
$2.5M
FARTCOIN · live 24h price
n=25 · μ=0.1200 · σ=0.0013 · range [0.1179, 0.1220] · R²=0.744▼ FALLING -2.17%σ NORMAL 1.07%LAST 0.11840.12200.12090.11990.11890.1179μ = 0.1200max 0.1220min 0.1179dataMA(5)OLS R²=0.74μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.12
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=21,981,201 · μ=879248.1 · σ=477954.6 · CV=0.54STEADY FLOWcumulative energy ↗ · 50% by h=110562,7631,125,5271,688,2902,251,053μ = 8792482,251,05350%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 2251053 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
2.4s
$mark $
$0.1184
$mid $
$0.1184
◉prev-day close
$0.121
Δ24h Δ %
-2.173%
$24h vol $
$2.52M
◐open interest $
$14.72M
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.1200 · σ=0.0013 · range [0.1179, 0.1220] · R²=0.744▼ FALLING -2.17%σ NORMAL 1.07%LAST 0.11840.12200.12090.11990.11890.1179μ = 0.1200max 0.1220min 0.1179dataMA(5)OLS R²=0.74μ lineμ ± σ bandmaxmin
mark $0.1184 · 24h -2.17% · range $[0.1179, 0.1220]
OHLC candles · hourly
n=25 · up 10 · down 15 (40% up) · range [0.1176, 0.1226] · σ=0.0013 · CV=0.01 · bodyµ=33%BEARISH -0.95%CLOSE 0.1184 vs OPEN 0.1195 (-0.95%)&#9660; CLOSE 0.11840.12260.12130.12010.11880.1176μ close = 0.12001.3%O0.120 H0.121 L0.119 C0.121 (+1.25%)O0.120 H0.121 L0.119 C0.121 (+1.25%)O0.121 H0.122 L0.120 C0.121 (-0.03%)O0.121 H0.122 L0.120 C0.121 (-0.03%)O0.121 H0.121 L0.120 C0.121 (-0.07%)O0.121 H0.121 L0.120 C0.121 (-0.07%)O0.121 H0.122 L0.121 C0.122 (+0.60%)O0.121 H0.122 L0.121 C0.122 (+0.60%)O0.122 H0.123 L0.121 C0.122 (-0.01%)O0.122 H0.123 L0.121 C0.122 (-0.01%)O0.122 H0.122 L0.120 C0.121 (-0.99%)O0.122 H0.122 L0.120 C0.121 (-0.99%)O0.121 H0.121 L0.120 C0.120 (-0.19%)O0.121 H0.121 L0.120 C0.120 (-0.19%)O0.120 H0.121 L0.120 C0.121 (+0.42%)O0.120 H0.121 L0.120 C0.121 (+0.42%)O0.121 H0.122 L0.121 C0.121 (+0.15%)O0.121 H0.122 L0.121 C0.121 (+0.15%)O0.121 H0.121 L0.120 C0.121 (-0.14%)O0.121 H0.121 L0.120 C0.121 (-0.14%)O0.121 H0.123 L0.120 C0.122 (+0.98%)O0.121 H0.123 L0.120 C0.122 (+0.98%)O0.122 H0.122 L0.121 C0.121 (-0.81%)O0.122 H0.122 L0.121 C0.121 (-0.81%)O0.121 H0.122 L0.121 C0.121 (-0.09%)O0.121 H0.122 L0.121 C0.121 (-0.09%)O0.121 H0.121 L0.120 C0.120 (-0.80%)O0.121 H0.121 L0.120 C0.120 (-0.80%)O0.120 H0.121 L0.119 C0.120 (-0.32%)O0.120 H0.121 L0.119 C0.120 (-0.32%)O0.119 H0.120 L0.119 C0.119 (-0.09%)O0.119 H0.120 L0.119 C0.119 (-0.09%)O0.119 H0.120 L0.119 C0.119 (+0.01%)O0.119 H0.120 L0.119 C0.119 (+0.01%)O0.119 H0.119 L0.118 C0.118 (-1.04%)O0.119 H0.119 L0.118 C0.118 (-1.04%)O0.118 H0.119 L0.118 C0.119 (+0.74%)O0.118 H0.119 L0.118 C0.119 (+0.74%)O0.119 H0.120 L0.118 C0.118 (-0.41%)O0.119 H0.120 L0.118 C0.118 (-0.41%)O0.118 H0.119 L0.118 C0.118 (+0.03%)O0.118 H0.119 L0.118 C0.118 (+0.03%)O0.118 H0.119 L0.118 C0.118 (+0.14%)O0.118 H0.119 L0.118 C0.118 (+0.14%)O0.118 H0.119 L0.118 C0.119 (+0.33%)O0.118 H0.119 L0.118 C0.119 (+0.33%)O0.119 H0.119 L0.118 C0.119 (-0.25%)O0.119 H0.119 L0.118 C0.119 (-0.25%)O0.118 H0.119 L0.118 C0.118 (-0.08%)O0.118 H0.119 L0.118 C0.118 (-0.08%)#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=21,981,201 · μ=879248.1 · σ=477954.6 · CV=0.54STEADY FLOWcumulative energy &nearr; · 50% by h=110562,7631,125,5271,688,2902,251,053μ = 8792481,200,998.6 · 53.4% peak1,200,998.6 · 53.4% peak818,140.6 · 36.3% peak818,140.6 · 36.3% peak565,401.2 · 25.1% peak565,401.2 · 25.1% peak568,867.8 · 25.3% peak568,867.8 · 25.3% peak1,533,574.7 · 68.1% peak1,533,574.7 · 68.1% peak2,251,0532,251,053 · 100.0% peak2,251,053 · 100.0% peak1,529,070.8 · 67.9% peak1,529,070.8 · 67.9% peak974,986.7 · 43.3% peak974,986.7 · 43.3% peak557,892.7 · 24.8% peak557,892.7 · 24.8% peak397,820.5 · 17.7% peak397,820.5 · 17.7% peak1,130,871.4 · 50.2% peak1,130,871.4 · 50.2% peak738,757.7 · 32.8% peak738,757.7 · 32.8% peak490,496.2 · 21.8% peak490,496.2 · 21.8% peak1,553,902.9 · 69.0% peak1,553,902.9 · 69.0% peak1,529,809.1 · 68.0% peak1,529,809.1 · 68.0% peak420,989.1 · 18.7% peak420,989.1 · 18.7% peak265,717.6 · 11.8% peak265,717.6 · 11.8% peak691,902 · 30.7% peak691,902 · 30.7% peak682,504.1 · 30.3% peak682,504.1 · 30.3% peak911,395.4 · 40.5% peak911,395.4 · 40.5% peak673,144.4 · 29.9% peak673,144.4 · 29.9% peak570,216.2 · 25.3% peak570,216.2 · 25.3% peak741,545.1 · 32.9% peak741,545.1 · 32.9% peak650,857.6 · 28.9% peak650,857.6 · 28.9% peak531,285.9 · 23.6% peak531,285.9 · 23.6% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 21981201 · peak 2251053 · CV 0.54

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0011 · σ=0.0048 · skew=-0.06 (symmetric) · kurt=-0.35 (mesokurtic)65320 2-101.96bpbin -101.96bp · n=2 · 33.3% peakbin -101.96bp · n=2 · 33.3% peak 1-84.85bpbin -84.85bp · n=1 · 16.7% peakbin -84.85bp · n=1 · 16.7% peak 1-67.75bpbin -67.75bp · n=1 · 16.7% peakbin -67.75bp · n=1 · 16.7% peak 1-50.64bpbin -50.64bp · n=1 · 16.7% peakbin -50.64bp · n=1 · 16.7% peak 3-33.54bpbin -33.54bp · n=3 · 50.0% peakbin -33.54bp · n=3 · 50.0% peak 6-16.44bpbin -16.44bp · n=6 · 100.0% peakbin -16.44bp · n=6 · 100.0% peak 20.67bpbin 0.67bp · n=2 · 33.3% peakbin 0.67bp · n=2 · 33.3% peak 317.77bpbin 17.77bp · n=3 · 50.0% peakbin 17.77bp · n=3 · 50.0% peak 234.88bpbin 34.88bp · n=2 · 33.3% peakbin 34.88bp · n=2 · 33.3% peak 151.98bpbin 51.98bp · n=1 · 16.7% peakbin 51.98bp · n=1 · 16.7% peak 169.08bpbin 69.08bp · n=1 · 16.7% peakbin 69.08bp · n=1 · 16.7% peak 186.19bpbin 86.19bp · n=1 · 16.7% peakbin 86.19bp · n=1 · 16.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 10 · negative 14
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=-0.07 · kurt=-0.17 · near 24 / mid 0 / far 0 · OLS slope=1.02 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALMILDLY HEAVY LOWER-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
$0.1184
Mid price
$0.1184
24h change
-2.17%
Mark–mid spread
0.84 bps
Prev-day close
$0.121

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.53)
μ MEAN0.1200$95% CI: [0.1195$, 0.1205$]
σ STD DEV0.0013$σ² = 0.017×10⁻⁴ · CV = 1.07%
med MEDIAN0.1204$Q₁ 0.1187$ · Q₃ 0.1209$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0041$ · IQR 0.0022$ (1.349σ→0.0017$)
min 0.1179$Q₁ 0.1187$med 0.1204$Q₃ 0.1209$max 0.1220$μ
SKEWNESS · G₁-0.146approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.534platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRdiverges from normalratio = 0.80
range ↔ σconcentrated (range < 4σ)range / σ = 3.17
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=-17.04
μᵣ MEAN / h-0.091541%drift is negative per h · |μ|/σ = 0.182
σᵣ STD / h0.502856%σ²ᵣ = 0.253×10⁻⁴ · CV = 5.49×
σ ANNUALISED47.06%/yrscaled by √8760 (hourly→yearly) · 0.503%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-17.04negative edge
-2-10+1+2+3+4
SORTINO (annualised)-16.21downside drag
-2-10+1+2+3+4
CALMAR (return / max-DD)-100.00drawdown overwhelms returns
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁-0.07approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂0.08mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 0.95
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-801.90%/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 0.93%
VaR₉₅ (h)0.929%5% prob of larger adverse h move
VaR₉₉ (h)1.069%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.027%expected loss given 5% tail event
MAX DRAWDOWN3.34%7h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.929%VaR₉₉−1.069%ES₉₅−1.027%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 7h duration
PEAK12.20$
−3.34% drawdown over 7h
11.79$TROUGH
ES / VaR · TAIL THICKNESSmild tail heaviness|ES₉₅| / |VaR₉₅| = 1.11× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.15× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +3.45% (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)
38.7 · neutral
Bollinger %B
0.247 · within band
Bollinger upper
$0.1221
Bollinger MA
$0.1196
Bollinger lower
$0.1172

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.282within white-noise band
ρ(2) AUTOCORR+0.057lag-2 not significant
H · HURST EXPONENT0.936strongly persistent
OLS TREND · t-STAT-8.185significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.936
H = 0.936STRONGLY 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=1-0.282k=2+0.057k=3-0.081k=4+0.126k=5-0.3260+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|=8.18)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + 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|=8.18)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)
$2.52M
Open interest (USD)
$14.72M
Vol / OI (turnover)
0.17x
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 0.95% · worst -1.11% · typical |Δ| 0.38%MILD BEARISH -2.20%BEST+0.95%21hWORST-1.11%04hTYPICAL |Δ|0.38%mean absoluteCUMULATIVE-2.20%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.27% · Σ -2.18%EUROPE · 08-16 UTCμ +0.09% · Σ +0.75%US · 16-24 UTCμ -0.10% · Σ -0.77%CUMULATIVE Δ PATH · final -2.20%+0.77%-2.63%-0.12% · 12h-0.12% · 12h-0.12%12h0.01% · 13h0.01% · 13h0.01%13h0.60% · 14h0.60% · 14h0.60%14h0.13% · 15h0.13% · 15h0.13%15h-0.95% · 16h-0.95% · 16h-0.95%16h-0.21% · 17h-0.21% · 17h-0.21%17h0.41% · 18h0.41% · 18h0.41%18h0.19% · 19h0.19% · 19h0.19%19h-0.26% · 20h-0.26% · 20h-0.26%20h0.95% · 21h0.95% · 21h0.95%21h★ BEST-0.82% · 22h-0.82% · 22h-0.82%22h-0.09% · 23h-0.09% · 23h-0.09%23h-0.76% · 00h-0.76% · 00h-0.76%00h-0.32% · 01h-0.32% · 01h-0.32%01h-0.22% · 02h-0.22% · 02h-0.22%02h-0.09% · 03h-0.09% · 03h-0.09%03h-1.11% · 04h-1.11% · 04h-1.11%04h▼ WORST0.70% · 05h0.70% · 05h0.70%05h-0.44% · 06h-0.44% · 06h-0.44%06h0.04% · 07h0.04% · 07h0.04%07h0.14% · 08h0.14% · 08h0.14%08h0.33% · 09h0.33% · 09h0.33%09h-0.25% · 10h-0.25% · 10h-0.25%10h-0.09% · 11h-0.09% · 11h-0.09%11hTIME PATTERNEurope-led (+0.75%)RUNSup max 3 · down max 7BREADTH42% up · 58% down
10 up bars · 14 down · best 0.95% · worst -1.11% · typical |Δ| 0.384%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.20%)FINAL-2.20%MAX DD-3.35%RECOVERYONGOING · 14 barsMAX RUN-UP+0.76%UNDERWATER21/25 (84%)STREAK↘ 2EQUITY CURVE · end 0.9780 · peak 1.0076 · range [0.9738, 1.0076]1.00760.9738break-even = 1★ PEAK 1.0076UNDERWATER DRAWDOWN · max -3.35% · moderate0%-3.35%▼ TROUGH -3.35%TOP DRAWDOWN PERIODS · 3 total#1 -3.35%bar 12-25 · 14 bars · ONGOING#2 -1.15%bar 6-10 · 5 bars · recovered#3 -0.12%bar 2-3 · 2 bars · recoveredDD SEVERITYmoderate (max -3.35%)RECOVERYongoing · 14 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9780 (-2.20%) · max DD -3.35% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-23.00 · σ=33.57UNPROFITABLE STRATEGYLAST -15.20 (+0.23σ vs μ)109.9854.990.00-54.99-109.98μ = -23.00-16.29-16.290.000.005.135.13-21.93-21.933.353.356.986.9810.0810.08-18.61-18.61-31.52-31.52-30.59-30.59-109.98-109.98-97.65-97.65-45.10-45.10-39.29-39.29-29.20-29.20-19.23-19.23-8.05-8.0520.0420.04-15.20-15.20v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -15.200 · range [-109.98, 20.04] · μ -23.003 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=50.9345 · σ=10.6050 · range [25.9252, 61.2546] · R²=0.068▼ FALLING -45.45%σ EXTREME 20.82%LAST 25.925261.254652.422343.589934.757525.9252μ = 50.9345max 61.2546min 25.9252dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 25.93% · range [25.93%, 61.25%] · μ 50.93% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.334 · σ=0.265MEAN-REVERSIONLAST -0.039 (+1.11σ vs μ)0.6750.3380.000-0.338-0.675μ = -0.3340.1000.1000.0470.0470.1060.106-0.051-0.051-0.050-0.050-0.607-0.607-0.506-0.506-0.451-0.451-0.409-0.409-0.382-0.382-0.381-0.381-0.329-0.329-0.497-0.497-0.662-0.662-0.675-0.675-0.602-0.602-0.509-0.509-0.445-0.445-0.039-0.039v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.039 · |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

FAIL TO REJECTns

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
0.0294
p-VALUE (log scale)
0.9854
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
6.4286
p-VALUE (log scale)
0.2659
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
-0.9534
p-VALUE (log scale)
0.7691
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
-0.7165
p-VALUE (log scale)
0.4737
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7827
p-VALUE (log scale)
0.0078
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
-0.9098
p-VALUE (log scale)
0.3629
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.723 ≈ 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=2.91e-5 · top T=2.00h (33.5%) · top-3 cover 58.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.2e-48.8e-55.8e-52.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.68e-5 · 4.8% energyperiod 24.0 · power 1.68e-5 · 4.8% energyperiod 12.0 · power 1.62e-5 · 4.6% energyperiod 12.0 · power 1.62e-5 · 4.6% energyperiod 8.0 · power 9.94e-6 · 2.8% energyperiod 8.0 · power 9.94e-6 · 2.8% energyperiod 6.0 · power 3.01e-5 · 8.6% energyperiod 6.0 · power 3.01e-5 · 8.6% energyperiod 4.8 · power 5.79e-6 · 1.7% energyperiod 4.8 · power 5.79e-6 · 1.7% energyperiod 4.0 · power 3.05e-5 · 8.7% energyperiod 4.0 · power 3.05e-5 · 8.7% energyperiod 3.4 · power 1.22e-5 · 3.5% energyperiod 3.4 · power 1.22e-5 · 3.5% energyperiod 3.0 · power 5.71e-5 · 16.3% energyperiod 3.0 · power 5.71e-5 · 16.3% energyperiod 2.7 · power 2.17e-5 · 6.2% energyperiod 2.7 · power 2.17e-5 · 6.2% energyperiod 2.4 · power 6.08e-6 · 1.7% energyperiod 2.4 · power 6.08e-6 · 1.7% energyperiod 2.2 · power 2.60e-5 · 7.4% energyperiod 2.2 · power 2.60e-5 · 7.4% energyperiod 2.0 · power 1.17e-4 · 33.5% energyperiod 2.0 · power 1.17e-4 · 33.5% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.00h#3T=4.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 33.5% of total energy · Σ|X̂|²/n = 3.492e-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
-25.75×
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 -17.74400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.008
annualized -17.74
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 -779% · APY -100% · Sharpe -14.16σ ann 55% · Sortino -10.21 · n 4999
-1699%-1346%-993%-640%-287%66%-778.8%APR (simple)-100.0%APY (compound)55.0%Ann. vol σ-1416.2%Sharpe (ann)-1020.7%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%
0.1130.1150.1180.1200.1220.124t-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 11:28:39 UTC
Snapshot age
2.4s
History points
25 hourly closes
Page rendered
2026-06-14 11:28:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b46ba29d72bdd5de4d04fff20bfd74017231f0fb615e5146482e4febc84f0bc4 · 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 PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢HL PERPBTC-USD perpetual$64,547HL PERPETH-USD perpetual$1,674.4HL PERPHYPE-USD perpetual$60.99

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$6.32K
bid $2.73K · ask $3.59K
Depth within 10bp
$40.55K
bid $17.09K · ask $23.46K
Depth within 50bp
$138.92K
bid $59.39K · ask $79.53K
Mid price
0.118390
(best bid + best ask) / 2
Spread
3.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.144
ask-heavy
Imbalance (top-5)
-0.451
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-fartcoin/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1184101.69bp0.1184101FILLED
BUY$10.00K0.1184424.36bp0.1184605FILLED
BUY$100.00K0.11853011.80bp0.11861020PARTIAL
SELL$1.00K0.1183701.69bp0.1183701FILLED
SELL$10.00K0.1183324.91bp0.1183107FILLED
SELL$100.00K0.11825111.71bp0.11818020PARTIAL

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-fartcoin/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$21.98M

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

Order flow

▸ ASK-LEAN · -0.230 · Hyperliquid candles
Bars (buy / sell)
10 / 14
1 unclassified
Buy weight
$8.00M
real volume
Sell weight
$12.78M
real volume
Net delta
$4.78M
sellers net
Imbalance
-23.01%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
23.0%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 3 found · deepest 3.34% · 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
#12026-06-13 22:00:00Z6.0h0.121960→0.1178903.337%7
#22026-06-13 16:00:00Z2.0h0.121790→0.1203901.150%3
#32026-06-14 06:00:00Z0ms0.119200→0.1182000.839%1

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
55.00%
σ per bar = 0.000240
Mean return (annualised)
-778.84%
μ per bar = -0.000001
Sharpe (rf=0)
-14.16
annualised; risk-free assumed zero
Max drawdown
1.67%
peak 0.12 → trough 0.12 over 1895 bars

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