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HYPERLIQUID · PERPETUAL FUTURES

GRIFFAIN

GRIFFAIN-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-griffain · fresh · feed 3s old
24h sparkline · 60 pts▲ 4.58%
realized vol (ann.)
96.76%
max drawdown
1.02%
sharpe
12.28
ulcer index
0.47%
RMS drawdown
pain index
0.40%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
2539.39
ret / ulcer
CDaR 95%
0.92%
cond. drawdown
gain/pain
1.02
Σgain / Σ|loss|
sterling
1288.25
ret / CDaR
omega (θ=0)
1.02
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
614
store
spread
—
24h Δ
4.58%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 30%
  • 24h change +4.58%
  • funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API: /api/m2m/hl-griffain/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH2.7s⏱--:--:-- 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
$0.009
24h Δ · live
4.58%
24h vol · live
$0.3M
GRIFFAIN · live 24h price
n=25 · μ=0.0085 · σ=0.0002 · range [0.0082, 0.0089] · R²=0.270▲ RISING +4.84%σ NORMAL 1.88%LAST 0.00870.00890.00870.00850.00840.0082μ = 0.0085max 0.0089min 0.0082dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.01
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=41,836,273 · μ=1673450.9 · σ=3132101.1 · CV=1.87BURSTY · concentratedcumulative energy ↗ · 50% by h=403,499,4726,998,94310,498,41513,997,886μ = 167345113,997,88650%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 13997886 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
2.7s
$mark $
$0.0087
$mid $
$0.0087
◉prev-day close
$0.0083
Δ24h Δ %
+4.577%
$24h vol $
$332.23k
◐open interest $
$563.10k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0085 · σ=0.0002 · range [0.0082, 0.0089] · R²=0.270▲ RISING +4.84%σ NORMAL 1.88%LAST 0.00870.00890.00870.00850.00840.0082μ = 0.0085max 0.0089min 0.0082dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
mark $0.0087 · 24h 4.58% · range $[0.0082, 0.0089]
OHLC candles · hourly
n=25 · up 15 · down 10 (60% up) · range [0.0081, 0.0095] · σ=0.0002 · CV=0.02 · bodyµ=54%BULLISH +4.05%CLOSE 0.0087 vs OPEN 0.0083 (+4.05%)&#9650; CLOSE 0.00870.00950.00910.00880.00840.0081μ close = 0.0085O0.008 H0.008 L0.008 C0.008 (-0.76%)O0.008 H0.008 L0.008 C0.008 (-0.76%)O0.008 H0.008 L0.008 C0.008 (+0.57%)O0.008 H0.008 L0.008 C0.008 (+0.57%)O0.008 H0.009 L0.008 C0.009 (+6.86%)O0.008 H0.009 L0.008 C0.009 (+6.86%)-6.7%O0.009 H0.009 L0.008 C0.008 (-6.72%)O0.009 H0.009 L0.008 C0.008 (-6.72%)O0.008 H0.008 L0.008 C0.008 (-1.10%)O0.008 H0.008 L0.008 C0.008 (-1.10%)O0.008 H0.008 L0.008 C0.008 (+0.56%)O0.008 H0.008 L0.008 C0.008 (+0.56%)O0.008 H0.008 L0.008 C0.008 (+2.05%)O0.008 H0.008 L0.008 C0.008 (+2.05%)O0.008 H0.008 L0.008 C0.008 (+0.05%)O0.008 H0.008 L0.008 C0.008 (+0.05%)O0.008 H0.008 L0.008 C0.008 (+0.66%)O0.008 H0.008 L0.008 C0.008 (+0.66%)O0.008 H0.009 L0.008 C0.008 (-0.61%)O0.008 H0.009 L0.008 C0.008 (-0.61%)O0.008 H0.009 L0.008 C0.009 (+1.77%)O0.008 H0.009 L0.008 C0.009 (+1.77%)O0.009 H0.009 L0.009 C0.009 (-0.42%)O0.009 H0.009 L0.009 C0.009 (-0.42%)O0.009 H0.009 L0.009 C0.009 (-0.26%)O0.009 H0.009 L0.009 C0.009 (-0.26%)O0.009 H0.009 L0.008 C0.009 (+0.48%)O0.009 H0.009 L0.008 C0.009 (+0.48%)O0.009 H0.009 L0.008 C0.008 (-1.17%)O0.009 H0.009 L0.008 C0.008 (-1.17%)O0.008 H0.009 L0.008 C0.008 (+0.05%)O0.008 H0.009 L0.008 C0.008 (+0.05%)O0.008 H0.009 L0.008 C0.008 (+0.37%)O0.008 H0.009 L0.008 C0.008 (+0.37%)O0.008 H0.009 L0.008 C0.009 (+0.44%)O0.008 H0.009 L0.008 C0.009 (+0.44%)O0.008 H0.009 L0.008 C0.008 (-0.66%)O0.008 H0.009 L0.008 C0.008 (-0.66%)O0.008 H0.009 L0.008 C0.009 (+2.43%)O0.008 H0.009 L0.008 C0.009 (+2.43%)O0.009 H0.009 L0.009 C0.009 (-1.13%)O0.009 H0.009 L0.009 C0.009 (-1.13%)O0.009 H0.009 L0.008 C0.009 (+1.16%)O0.009 H0.009 L0.008 C0.009 (+1.16%)O0.009 H0.009 L0.009 C0.009 (+0.82%)O0.009 H0.009 L0.009 C0.009 (+0.82%)O0.009 H0.009 L0.009 C0.009 (-0.17%)O0.009 H0.009 L0.009 C0.009 (-0.17%)O0.009 H0.009 L0.009 C0.009 (+0.03%)O0.009 H0.009 L0.009 C0.009 (+0.03%)#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=41,836,273 · μ=1673450.9 · σ=3132101.1 · CV=1.87BURSTY · concentratedcumulative energy &nearr; · 50% by h=403,499,4726,998,94310,498,41513,997,886μ = 16734512,976,264 · 21.3% peak2,976,264 · 21.3% peak1,004,800 · 7.2% peak1,004,800 · 7.2% peak13,997,88613,997,886 · 100.0% peak13,997,886 · 100.0% peak8,524,947 · 60.9% peak8,524,947 · 60.9% peak1,092,268 · 7.8% peak1,092,268 · 7.8% peak1,005,729 · 7.2% peak1,005,729 · 7.2% peak731,114 · 5.2% peak731,114 · 5.2% peak650,384 · 4.6% peak650,384 · 4.6% peak573,163 · 4.1% peak573,163 · 4.1% peak2,069,254 · 14.8% peak2,069,254 · 14.8% peak320,241 · 2.3% peak320,241 · 2.3% peak348,045 · 2.5% peak348,045 · 2.5% peak317,556 · 2.3% peak317,556 · 2.3% peak304,177 · 2.2% peak304,177 · 2.2% peak352,438 · 2.5% peak352,438 · 2.5% peak377,300 · 2.7% peak377,300 · 2.7% peak405,132 · 2.9% peak405,132 · 2.9% peak351,117 · 2.5% peak351,117 · 2.5% peak259,642 · 1.9% peak259,642 · 1.9% peak4,157,064 · 29.7% peak4,157,064 · 29.7% peak381,048 · 2.7% peak381,048 · 2.7% peak570,704 · 4.1% peak570,704 · 4.1% peak365,087 · 2.6% peak365,087 · 2.6% peak233,916 · 1.7% peak233,916 · 1.7% peak466,997 · 3.3% peak466,997 · 3.3% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 41836273 · peak 13997886 · CV 1.87

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=0.0014 · σ=0.0216 · skew=-0.27 (symmetric) · kurt=3.59 (leptokurtic (fat tails))108530 1-655.21bpbin -655.21bp · n=1 · 10.0% peakbin -655.21bp · n=1 · 10.0% peak-539.69bp-424.17bp-308.65bp 2-193.13bpbin -193.13bp · n=2 · 20.0% peakbin -193.13bp · n=2 · 20.0% peak 6-77.61bpbin -77.61bp · n=6 · 60.0% peakbin -77.61bp · n=6 · 60.0% peak 1037.91bpbin 37.91bp · n=10 · 100.0% peakbin 37.91bp · n=10 · 100.0% peak 2153.43bpbin 153.43bp · n=2 · 20.0% peakbin 153.43bp · n=2 · 20.0% peak 2268.95bpbin 268.95bp · n=2 · 20.0% peakbin 268.95bp · n=2 · 20.0% peak384.47bp499.99bp 1615.50bpbin 615.50bp · n=1 · 10.0% peakbin 615.50bp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 14 · negative 10
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=-0.40 · kurt=5.06 · near 10 / mid 13 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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
$0.0087
Mid price
$0.0087
24h change
+4.58%
Mark–mid spread
3.46 bps
Prev-day close
$0.0083

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.0085$95% CI: [0.0084$, 0.0086$]
σ STD DEV0.0002$σ² = 0.000×10⁻⁴ · CV = 1.88%
med MEDIAN0.0085$Q₁ 0.0084$ · Q₃ 0.0086$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0007$ · IQR 0.0002$ (1.349σ→0.0002$)
min 0.0082$Q₁ 0.0084$med 0.0085$Q₃ 0.0086$max 0.0089$μ
SKEWNESS · G₁0.262approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.173mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRdiverges from normalratio = 1.39
range ↔ σwide tails (range > 4σ)range / σ = 4.54
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=8.10
μᵣ MEAN / h+0.196879%drift is positive per h · |μ|/σ = 0.087
σᵣ STD / h2.276042%σ²ᵣ = 5.180×10⁻⁴ · CV = 11.56×
σ ANNUALISED213.03%/yrscaled by √8760 (hourly→yearly) · 2.276%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)8.10excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)7.66strong 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 · G₁-0.42approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂6.60leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside ≈ total vol · symmetricSoR / SR = 0.95
CALMAR · DD CONTROLdrawdown control exceptionalCR = 100.00
EXPECTED EDGE+1724.66%/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 1.37%
VaR₉₅ (h)1.374%5% prob of larger adverse h move
VaR₉₉ (h)5.806%1% prob · extreme-tail threshold
ES₉₅ (CVaR)4.253%expected loss given 5% tail event
MAX DRAWDOWN8.14%2h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.374%VaR₉₉−5.806%ES₉₅−4.253%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEsignificant drawdown · 2h duration
PEAK0.89$
−8.14% drawdown over 2h
0.82$TROUGH
ES / VaR · TAIL THICKNESSextreme fat tail · ES ≫ VaR|ES₉₅| / |VaR₉₅| = 3.10× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONextreme-tail dominated · severe outliersratio = 4.23× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONsignificant drawdownrecovery needed: +8.86% (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)
58.4 · neutral
Bollinger %B
0.856 · within band
Bollinger upper
$0.0087
Bollinger MA
$0.0085
Bollinger lower
$0.0083

§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-0.136lag-2 not significant
H · HURST EXPONENT0.784strongly persistent
OLS TREND · t-STAT+2.920significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.784
H = 0.784STRONGLY 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=1-0.360k=2-0.136k=3-0.090k=4+0.116k=5-0.0550+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|=2.92)
−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 0.93very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.92)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)
$332.23k
Open interest (USD)
$563.10k
Vol / OI (turnover)
0.59x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
3.800× leverage · optimal log-utility leverage
Half-Kelly
1.900× · industry-standard conservative
Quarter-Kelly
0.950×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 6.73% · worst -7.13% · typical |Δ| 1.34%MILD BULLISH +4.73%BEST+6.73%09hWORST-7.13%10hTYPICAL |Δ|1.34%mean absoluteCUMULATIVE+4.73%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.28% · Σ +2.20%EUROPE · 08-16 UTCμ +0.33% · Σ +2.66%US · 16-24 UTCμ -0.02% · Σ -0.14%CUMULATIVE Δ PATH · final +4.73%+7.47%-1.02%0.74% · 08h0.74% · 08h0.74%08h6.73% · 09h6.73% · 09h6.73%09h★ BEST-7.13% · 10h-7.13% · 10h-7.13%10h▼ WORST-1.36% · 11h-1.36% · 11h-1.36%11h0.72% · 12h0.72% · 12h0.72%12h2.17% · 13h2.17% · 13h2.17%13h-0.04% · 14h-0.04% · 14h-0.04%14h0.83% · 15h0.83% · 15h0.83%15h-0.53% · 16h-0.53% · 16h-0.53%16h1.56% · 17h1.56% · 17h1.56%17h-0.47% · 18h-0.47% · 18h-0.47%18h-0.29% · 19h-0.29% · 19h-0.29%19h0.55% · 20h0.55% · 20h0.55%20h-1.38% · 21h-1.38% · 21h-1.38%21h0.06% · 22h0.06% · 22h0.06%22h0.35% · 23h0.35% · 23h0.35%23h0.40% · 00h0.40% · 00h0.40%00h-0.98% · 01h-0.98% · 01h-0.98%01h2.37% · 02h2.37% · 02h2.37%02h-1.29% · 03h-1.29% · 03h-1.29%03h1.07% · 04h1.07% · 04h1.07%04h0.80% · 05h0.80% · 05h0.80%05h-0.23% · 06h-0.23% · 06h-0.23%06h0.07% · 07h0.07% · 07h0.07%07hTIME PATTERNEurope-led (+2.66%)RUNSup max 3 · down max 2BREADTH58% up · 42% down
14 up bars · 10 down · best 6.73% · worst -7.13% · typical |Δ| 1.338%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +4.21%FINAL+4.21%MAX DD-8.39%RECOVERYONGOING · 22 barsMAX RUN-UP+7.52%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 1.0421 · peak 1.0752 · range [0.9849, 1.0752]1.07520.9849break-even = 1★ PEAK 1.0752UNDERWATER DRAWDOWN · max -8.39% · significant0%-8.39%▼ TROUGH -8.39%TOP DRAWDOWN PERIODS · 1 total#1 -8.39%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsignificant (max -8.39%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0421 (4.21%) · max DD -8.39% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −5 (74% positive) · μ=13.05 · σ=25.02PROFITABLE STRATEGYLAST 34.69 (+0.86σ vs μ)73.9736.980.00-36.98-73.97μ = 13.056.426.423.783.78-22.66-22.6622.8022.8073.9773.9749.1449.1419.7419.7430.4730.47-8.51-8.510.560.56-26.39-26.39-6.65-6.65-19.09-19.099.809.8010.9310.9322.2722.2727.1227.1219.5519.5534.6934.69v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 34.687 · range [-26.39, 73.97] · μ 13.048 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=145.8197 · σ=111.3467 · range [64.8666, 425.2172] · R²=0.301▼ FALLING -72.44%σ EXTREME 76.36%LAST 117.2002425.2172335.1295245.0419154.954264.8666μ = 145.8197max 425.2172min 64.8666dataMA(3)OLS R²=0.30μ lineμ ± σ bandmaxmin
latest 117.20% · range [64.87%, 425.22%] · μ 145.82% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.454 · σ=0.239MEAN-REVERSIONLAST -0.533 (-0.33σ vs μ)0.8040.4020.000-0.402-0.804μ = -0.454-0.315-0.315-0.357-0.3570.1960.196-0.153-0.153-0.475-0.475-0.562-0.562-0.616-0.616-0.610-0.610-0.430-0.430-0.320-0.320-0.453-0.453-0.337-0.337-0.362-0.362-0.304-0.304-0.710-0.710-0.804-0.804-0.748-0.748-0.734-0.734-0.533-0.533v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.533 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
44.2295
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)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
4.8057
p-VALUE (log scale)
0.4410
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

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

STATISTIC
-3.7908
p-VALUE (log scale)
0.0034
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.8629
p-VALUE (log scale)
0.0625
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (17 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5481
p-VALUE (log scale)
0.0308
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δln-r is a random walk · VR = 1

STATISTIC
-2.2748
p-VALUE (log scale)
0.0229
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.308 → mean-reverting
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=5.13e-4 · top T=2.18h (21.7%) · top-3 cover 48.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-31.0e-36.7e-43.3e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.65e-5 · 0.3% energyperiod 24.0 · power 1.65e-5 · 0.3% energyperiod 12.0 · power 1.10e-4 · 1.8% energyperiod 12.0 · power 1.10e-4 · 1.8% energyperiod 8.0 · power 1.81e-4 · 2.9% energyperiod 8.0 · power 1.81e-4 · 2.9% energyperiod 6.0 · power 3.12e-4 · 5.1% energyperiod 6.0 · power 3.12e-4 · 5.1% energyperiod 4.8 · power 6.96e-4 · 11.3% energyperiod 4.8 · power 6.96e-4 · 11.3% energyperiod 4.0 · power 7.61e-4 · 12.4% energyperiod 4.0 · power 7.61e-4 · 12.4% energyperiod 3.4 · power 8.99e-4 · 14.6% energyperiod 3.4 · power 8.99e-4 · 14.6% energyperiod 3.0 · power 4.78e-4 · 7.8% energyperiod 3.0 · power 4.78e-4 · 7.8% energyperiod 2.7 · power 4.74e-4 · 7.7% energyperiod 2.7 · power 4.74e-4 · 7.7% energyperiod 2.4 · power 4.98e-4 · 8.1% energyperiod 2.4 · power 4.98e-4 · 8.1% energyperiod 2.2 · power 1.34e-3 · 21.7% energyperiod 2.2 · power 1.34e-3 · 21.7% energyperiod 2.0 · power 3.92e-4 · 6.4% energyperiod 2.0 · power 3.92e-4 · 6.4% energy50% by T=3.0h#1 dominantT=2.18h#2T=3.43h#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 ≈ 2.18h (freq 0.458) · concentrates 21.7% of total energy · Σ|X̂|²/n = 6.154e-3

▸ Depth section using sovereign-store price series (4730 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 2.45× · g(f★) 0.002%/barparametric μ/σ² 2.46× · μ 0.001% · σ 0.24%
μ per barmean
0.001%
σ per barvol
0.24%
Empirical f★argmax g(f)
2.45×
from observed distribution
Parametric f★μ/σ²
2.46×
Merton continuous-time
Half-Kelly½ f★
1.22×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.61×
industry default — survives model error
-0.00%-0.00%-0.00%0.00%0.00%0.0×1.4×2.9×4.3×5.7×7.2×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 0.62× leverage
Median CAGR/bar 0.001% · annualized Sharpe 12.96400 paths × 720 bars · leverage 0.62× · bootstrap from 4729 observed returns
Sharpe / barμ/σ
0.006
annualized 12.96
μ per barafter L
0.001%
σ per barafter L
0.15%
VaR 95%5%
0.04%
per-bar worst-case
CVaR 95%ES
0.21%
mean tail loss
Max DD (median)MDD
-0.4%
0.89×0.94×0.99×1.03×1.08×1.12×0120240360480600720startbar #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 13.43σ ann 545% · Sortino 11.43 · n 4729 · ⚠ capped (n=4729 too small to support 8760-bar projection)
0%322%645%967%1290%1612%1000.0%APR (simple)1000.0%APY (compound)545.3%Ann. vol σ1343.5%Sharpe (ann)1143.3%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%
0.0070.0080.0080.0090.0100.010t-4729t-3941t-3153t-2365t-1576t-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 07:57:01 UTC
Snapshot age
2.7s
History points
25 hourly closes
Page rendered
2026-06-20 07:57:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
afbcd65e76dbc1bdbfa70b711763acf9334263f4aba360c92c10e165bdf081a2 · 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$63,677HL PERPHYPE-USD perpetual$70.13HL PERPETH-USD perpetual$1,725.4

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$1.26K
bid $951 · ask $312
Depth within 10bp
$3.23K
bid $1.66K · ask $1.57K
Depth within 50bp
$27.39K
bid $14.09K · ask $13.30K
Mid price
0.008660
(best bid + best ask) / 2
Spread
8.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.007
bid-heavy
Imbalance (top-5)
+0.341
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-griffain/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0086666.07bp0.0086673FILLED
BUY$10.00K0.00867921.19bp0.00869216FILLED
BUY$100.00K0.00868527.92bp0.00870720PARTIAL
SELL$1.00K0.0086574.32bp0.0086522FILLED
SELL$10.00K0.00864221.25bp0.00863013FILLED
SELL$100.00K0.00863628.28bp0.00860920PARTIAL

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-griffain/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$41.84M

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

Order flow

▸ BID-LEAN · +0.268 · Hyperliquid candles
Bars (buy / sell)
14 / 10
1 unclassified
Buy weight
$24.63M
real volume
Sell weight
$14.23M
real volume
Net delta
$10.40M
buyers net
Imbalance
26.77%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
26.8%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 6 found · deepest 8.14% · 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 10:00:00Z2.0h0.008908→0.0081838.139%3
#22026-06-19 21:00:00Z2.0h0.008560→0.0084431.367%3
#32026-06-20 03:00:00Z0ms0.008631→0.0085201.286%1

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

Risk metrics

▸ sovereign store · 4,730 barsperiods/year ≈ 5.25M
Realized vol (annualised)
545.27%
σ per bar = 0.002380
Mean return (annualised)
7325.63%
μ per bar = 0.000014
Sharpe (rf=0)
13.43
annualised; risk-free assumed zero
Max drawdown
15.44%
peak 0.01 → trough 0.01 over 3965 bars

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