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HYPERLIQUID · PERPETUAL FUTURES

SUI

SUI-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-sui · fresh · feed 6s old
24h sparkline · 60 pts▼ -1.35%
realized vol (ann.)
34.45%
max drawdown
0.63%
sharpe
4.33
ulcer index
0.28%
RMS drawdown
pain index
0.23%
mean drawdown
mod. VaR 95%
0.03%
Cornish-Fisher
martin ratio
540.90
ret / ulcer
CDaR 95%
0.56%
cond. drawdown
gain/pain
1.01
Σgain / Σ|loss|
sterling
267.58
ret / CDaR
omega (θ=0)
1.01
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-1.35%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 39%suggested side: SELL
  • 24h change -1.35%
  • funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API: /api/m2m/hl-sui/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH5.6s⏱--:--:-- 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
$0.758
24h Δ · live
-1.35%
24h vol · live
$4.5M
SUI · live 24h price
n=25 · μ=0.7658 · σ=0.0049 · range [0.7580, 0.7749] · R²=0.718▼ FALLING -1.47%σ LOW 0.64%LAST 0.75820.77490.77070.76650.76220.7580μ = 0.7658max 0.7749min 0.7580dataMA(5)OLS R²=0.72μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.76
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=5,906,889 · μ=236275.5 · σ=203394.8 · CV=0.86BURSTYcumulative energy ↗ · 50% by h=70197,862395,724593,586791,448μ = 236276791,448.150%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 791448 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
5.6s
$mark $
$0.7581
$mid $
$0.7582
◉prev-day close
$0.7685
Δ24h Δ %
-1.351%
$24h vol $
$4.49M
◐open interest $
$34.87M
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.7658 · σ=0.0049 · range [0.7580, 0.7749] · R²=0.718▼ FALLING -1.47%σ LOW 0.64%LAST 0.75820.77490.77070.76650.76220.7580μ = 0.7658max 0.7749min 0.7580dataMA(5)OLS R²=0.72μ lineμ ± σ bandmaxmin
mark $0.7581 · 24h -1.35% · range $[0.7580, 0.7749]
OHLC candles · hourly
n=25 · up 13 · down 12 (52% up) · range [0.7556, 0.7770] · σ=0.0049 · CV=0.01 · bodyµ=44%BEARISH -0.98%CLOSE 0.7582 vs OPEN 0.7657 (-0.98%)&#9660; CLOSE 0.75820.77700.77160.76630.76090.7556μ close = 0.7658O0.766 H0.770 L0.765 C0.770 (+0.50%)O0.766 H0.770 L0.765 C0.770 (+0.50%)O0.769 H0.777 L0.767 C0.775 (+0.72%)O0.769 H0.777 L0.767 C0.775 (+0.72%)O0.775 H0.776 L0.766 C0.768 (-0.86%)O0.775 H0.776 L0.766 C0.768 (-0.86%)O0.768 H0.773 L0.768 C0.772 (+0.52%)O0.768 H0.773 L0.768 C0.772 (+0.52%)O0.772 H0.776 L0.771 C0.775 (+0.27%)O0.772 H0.776 L0.771 C0.775 (+0.27%)-0.9%O0.774 H0.774 L0.763 C0.767 (-0.88%)O0.774 H0.774 L0.763 C0.767 (-0.88%)O0.767 H0.770 L0.764 C0.769 (+0.15%)O0.767 H0.770 L0.764 C0.769 (+0.15%)O0.768 H0.771 L0.765 C0.766 (-0.28%)O0.768 H0.771 L0.765 C0.766 (-0.28%)O0.766 H0.769 L0.765 C0.766 (-0.04%)O0.766 H0.769 L0.765 C0.766 (-0.04%)O0.766 H0.767 L0.762 C0.765 (-0.09%)O0.766 H0.767 L0.762 C0.765 (-0.09%)O0.765 H0.774 L0.763 C0.770 (+0.56%)O0.765 H0.774 L0.763 C0.770 (+0.56%)O0.770 H0.770 L0.766 C0.766 (-0.58%)O0.770 H0.770 L0.766 C0.766 (-0.58%)O0.766 H0.770 L0.765 C0.768 (+0.32%)O0.766 H0.770 L0.765 C0.768 (+0.32%)O0.768 H0.768 L0.764 C0.765 (-0.35%)O0.768 H0.768 L0.764 C0.765 (-0.35%)O0.765 H0.770 L0.764 C0.768 (+0.33%)O0.765 H0.770 L0.764 C0.768 (+0.33%)O0.767 H0.771 L0.767 C0.768 (+0.11%)O0.767 H0.771 L0.767 C0.768 (+0.11%)O0.769 H0.770 L0.767 C0.769 (+0.03%)O0.769 H0.770 L0.767 C0.769 (+0.03%)O0.769 H0.769 L0.762 C0.762 (-0.84%)O0.769 H0.769 L0.762 C0.762 (-0.84%)O0.762 H0.763 L0.759 C0.762 (+0.02%)O0.762 H0.763 L0.759 C0.762 (+0.02%)O0.763 H0.765 L0.758 C0.760 (-0.39%)O0.763 H0.765 L0.758 C0.760 (-0.39%)O0.760 H0.760 L0.757 C0.759 (-0.11%)O0.760 H0.760 L0.757 C0.759 (-0.11%)O0.759 H0.760 L0.757 C0.759 (-0.06%)O0.759 H0.760 L0.757 C0.759 (-0.06%)O0.759 H0.762 L0.756 C0.761 (+0.32%)O0.759 H0.762 L0.756 C0.761 (+0.32%)O0.761 H0.762 L0.758 C0.758 (-0.38%)O0.761 H0.762 L0.758 C0.758 (-0.38%)O0.758 H0.759 L0.757 C0.758 (+0.03%)O0.758 H0.759 L0.757 C0.758 (+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=5,906,889 · μ=236275.5 · σ=203394.8 · CV=0.86BURSTYcumulative energy &nearr; · 50% by h=70197,862395,724593,586791,448μ = 236276172,619.6 · 21.8% peak172,619.6 · 21.8% peak683,594.9 · 86.4% peak683,594.9 · 86.4% peak791,448.1791,448.1 · 100.0% peak791,448.1 · 100.0% peak239,258 · 30.2% peak239,258 · 30.2% peak192,214.5 · 24.3% peak192,214.5 · 24.3% peak683,400.6 · 86.3% peak683,400.6 · 86.3% peak248,129.9 · 31.4% peak248,129.9 · 31.4% peak45,708.8 · 5.8% peak45,708.8 · 5.8% peak143,528.5 · 18.1% peak143,528.5 · 18.1% peak71,588.1 · 9.0% peak71,588.1 · 9.0% peak271,757.2 · 34.3% peak271,757.2 · 34.3% peak267,902.6 · 33.8% peak267,902.6 · 33.8% peak338,335.5 · 42.7% peak338,335.5 · 42.7% peak265,348.4 · 33.5% peak265,348.4 · 33.5% peak151,255.3 · 19.1% peak151,255.3 · 19.1% peak72,669.1 · 9.2% peak72,669.1 · 9.2% peak67,128.6 · 8.5% peak67,128.6 · 8.5% peak313,679.5 · 39.6% peak313,679.5 · 39.6% peak239,603.3 · 30.3% peak239,603.3 · 30.3% peak94,824.6 · 12.0% peak94,824.6 · 12.0% peak113,600 · 14.4% peak113,600 · 14.4% peak61,087.6 · 7.7% peak61,087.6 · 7.7% peak246,514.4 · 31.1% peak246,514.4 · 31.1% peak79,568.6 · 10.1% peak79,568.6 · 10.1% peak52,122.9 · 6.6% peak52,122.9 · 6.6% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 5906889 · peak 791448 · CV 0.86

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0004 · σ=0.0044 · skew=-0.41 (symmetric) · kurt=-0.64 (mesokurtic)54310 3-86.46bpbin -86.46bp · n=3 · 60.0% peakbin -86.46bp · n=3 · 60.0% peak-72.86bp-59.26bp 2-45.67bpbin -45.67bp · n=2 · 40.0% peakbin -45.67bp · n=2 · 40.0% peak 3-32.07bpbin -32.07bp · n=3 · 60.0% peakbin -32.07bp · n=3 · 60.0% peak-18.47bp 5-4.87bpbin -4.87bp · n=5 · 100.0% peakbin -4.87bp · n=5 · 100.0% peak 38.73bpbin 8.73bp · n=3 · 60.0% peakbin 8.73bp · n=3 · 60.0% peak 122.33bpbin 22.33bp · n=1 · 20.0% peakbin 22.33bp · n=1 · 20.0% peak 435.93bpbin 35.93bp · n=4 · 80.0% peakbin 35.93bp · n=4 · 80.0% peak 149.53bpbin 49.53bp · n=1 · 20.0% peakbin 49.53bp · n=1 · 20.0% peak 263.13bpbin 63.13bp · n=2 · 40.0% peakbin 63.13bp · n=2 · 40.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 12 · negative 12
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=-0.38 · kurt=-0.52 · near 21 / mid 3 / far 0 · OLS slope=1.01 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
$0.7581
Mid price
$0.7582
24h change
-1.35%
Mark–mid spread
0.26 bps
Prev-day close
$0.7685

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.7658$95% CI: [0.7639$, 0.7678$]
σ STD DEV0.0049$σ² = 0.238×10⁻⁴ · CV = 0.64%
med MEDIAN0.7661$Q₁ 0.7624$ · Q₃ 0.7686$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0170$ · IQR 0.0061$ (1.349σ→0.0066$)
min 0.7580$Q₁ 0.7624$med 0.7661$Q₃ 0.7686$max 0.7749$μ
SKEWNESS · G₁-0.057approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.929mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRconsistent with normalratio = 1.07
range ↔ σconcentrated (range < 4σ)range / σ = 3.48
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=-12.86
μᵣ MEAN / h-0.061912%drift is negative per h · |μ|/σ = 0.137
σᵣ STD / h0.450477%σ²ᵣ = 0.203×10⁻⁴ · CV = 7.28×
σ ANNUALISED42.16%/yrscaled by √8760 (hourly→yearly) · 0.450%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-12.86negative edge
-2-10+1+2+3+4
SORTINO (annualised)-11.22downside 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 · G₁-0.40approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂-0.35mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 0.87
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-542.35%/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 0.89%
VaR₉₅ (h)0.887%5% prob of larger adverse h move
VaR₉₉ (h)0.923%1% prob · extreme-tail threshold
ES₉₅ (CVaR)0.912%expected loss given 5% tail event
MAX DRAWDOWN2.19%22h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.887%VaR₉₉−0.923%ES₉₅−0.912%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 22h duration
PEAK77.49$
−2.19% drawdown over 22h
75.80$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.03× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.04× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +2.24% (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)
39.4 · neutral
Bollinger %B
0.117 · within band
Bollinger upper
$0.7724
Bollinger MA
$0.7643
Bollinger lower
$0.7563

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.53 + ADF rejected
ρ(1) AUTOCORR-0.529negative · reversal
ρ(2) AUTOCORR+0.147lag-2 not significant
H · HURST EXPONENT0.651persistent
OLS TREND · t-STAT-7.648significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.651
H = 0.651PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.529k=2+0.147k=3+0.012k=4-0.022k=5-0.2530+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|=7.65)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.53 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.83very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.65)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)
$4.49M
Open interest (USD)
$34.87M
Vol / OI (turnover)
0.13x
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 0.70% · worst -0.93% · typical |Δ| 0.35%MILD BEARISH -1.49%BEST+0.70%12hWORST-0.93%16hTYPICAL |Δ|0.35%mean absoluteCUMULATIVE-1.49%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.15% · Σ -1.19%EUROPE · 08-16 UTCμ +0.07% · Σ +0.54%US · 16-24 UTCμ -0.10% · Σ -0.83%CUMULATIVE Δ PATH · final -1.49%+0.70%-1.51%0.70% · 12h0.70% · 12h0.70%12h★ BEST-0.89% · 13h-0.89% · 13h-0.89%13h0.55% · 14h0.55% · 14h0.55%14h0.30% · 15h0.30% · 15h0.30%15h-0.93% · 16h-0.93% · 16h-0.93%16h▼ WORST0.16% · 17h0.16% · 17h0.16%17h-0.31% · 18h-0.31% · 18h-0.31%18h-0.03% · 19h-0.03% · 19h-0.03%19h-0.09% · 20h-0.09% · 20h-0.09%20h0.58% · 21h0.58% · 21h0.58%21h-0.51% · 22h-0.51% · 22h-0.51%22h0.32% · 23h0.32% · 23h0.32%23h-0.35% · 00h-0.35% · 00h-0.35%00h0.32% · 01h0.32% · 01h0.32%01h0.05% · 02h0.05% · 02h0.05%02h0.09% · 03h0.09% · 03h0.09%03h-0.86% · 04h-0.86% · 04h-0.86%04h0.01% · 05h0.01% · 05h0.01%05h-0.35% · 06h-0.35% · 06h-0.35%06h-0.11% · 07h-0.11% · 07h-0.11%07h-0.05% · 08h-0.05% · 08h-0.05%08h0.32% · 09h0.32% · 09h0.32%09h-0.41% · 10h-0.41% · 10h-0.41%10h0.03% · 11h0.03% · 11h0.03%11hTIME PATTERNEurope-led (+0.54%)RUNSup max 3 · down max 3BREADTH50% up · 50% down
12 up bars · 12 down · best 0.70% · worst -0.93% · typical |Δ| 0.347%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.50%)FINAL-1.50%MAX DD-2.21%RECOVERYONGOING · 23 barsMAX RUN-UP+0.70%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.9850 · peak 1.0070 · range [0.9847, 1.0070]1.00700.9847break-even = 1★ PEAK 1.0070UNDERWATER DRAWDOWN · max -2.21% · moderate0%-2.21%▼ TROUGH -2.21%TOP DRAWDOWN PERIODS · 1 total#1 -2.21%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -2.21%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9850 (-1.50%) · max DD -2.21% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-19.48 · σ=19.64UNPROFITABLE STRATEGYLAST -33.07 (-0.69σ vs μ)56.6728.330.00-28.33-56.67μ = -19.48-2.78-2.78-28.45-28.45-8.41-8.41-32.98-32.98-19.71-19.71-8.97-8.97-2.22-2.22-3.54-3.549.559.5515.0715.07-3.62-3.62-14.50-14.50-27.26-27.26-27.34-27.34-50.28-50.28-56.67-56.67-40.43-40.43-34.45-34.45-33.07-33.07v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -33.072 · range [-56.67, 15.07] · μ -19.477 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=40.1129 · σ=10.1326 · range [24.8079, 66.9814] · R²=0.639▼ FALLING -62.73%σ EXTREME 25.26%LAST 24.966666.981456.438045.894635.351324.8079μ = 40.1129max 66.9814min 24.8079dataMA(3)OLS R²=0.64μ lineμ ± σ bandmaxmin
latest 24.97% · range [24.81%, 66.98%] · μ 40.11% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.465 · σ=0.207MEAN-REVERSIONLAST -0.417 (+0.24σ vs μ)0.8040.4020.000-0.402-0.804μ = -0.465-0.543-0.543-0.419-0.419-0.248-0.248-0.689-0.689-0.218-0.218-0.530-0.530-0.622-0.622-0.745-0.745-0.804-0.804-0.729-0.729-0.600-0.600-0.263-0.263-0.268-0.268-0.187-0.187-0.454-0.454-0.595-0.595-0.125-0.125-0.387-0.387-0.417-0.417v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.417 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
0.7672
p-VALUE (log scale)
0.6814
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
10.3243
p-VALUE (log scale)
0.0658
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
-1.5041
p-VALUE (log scale)
0.5314
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
1.6697
p-VALUE (log scale)
0.0950
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
0.7774
p-VALUE (log scale)
0.0081
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
-2.0448
p-VALUE (log scale)
0.0409
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.378 → 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=2.18e-5 · top T=3.00h (30.7%) · top-3 cover 66.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)8.0e-56.0e-54.0e-52.0e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.11e-7 · 0.3% energyperiod 24.0 · power 8.11e-7 · 0.3% energyperiod 12.0 · power 1.44e-5 · 5.5% energyperiod 12.0 · power 1.44e-5 · 5.5% energyperiod 8.0 · power 7.83e-8 · 0.0% energyperiod 8.0 · power 7.83e-8 · 0.0% energyperiod 6.0 · power 1.32e-5 · 5.1% energyperiod 6.0 · power 1.32e-5 · 5.1% energyperiod 4.8 · power 3.11e-6 · 1.2% energyperiod 4.8 · power 3.11e-6 · 1.2% energyperiod 4.0 · power 1.53e-6 · 0.6% energyperiod 4.0 · power 1.53e-6 · 0.6% energyperiod 3.4 · power 1.20e-5 · 4.6% energyperiod 3.4 · power 1.20e-5 · 4.6% energyperiod 3.0 · power 8.02e-5 · 30.7% energyperiod 3.0 · power 8.02e-5 · 30.7% energyperiod 2.7 · power 2.24e-5 · 8.6% energyperiod 2.7 · power 2.24e-5 · 8.6% energyperiod 2.4 · power 1.94e-5 · 7.4% energyperiod 2.4 · power 1.94e-5 · 7.4% energyperiod 2.2 · power 3.82e-5 · 14.6% energyperiod 2.2 · power 3.82e-5 · 14.6% energyperiod 2.0 · power 5.60e-5 · 21.4% energyperiod 2.0 · power 5.60e-5 · 21.4% energy50% by T=2.7h#1 dominantT=3.00h#2T=2.00h#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 ≈ 3.00h (freq 0.333) · concentrates 30.7% of total energy · Σ|X̂|²/n = 2.614e-4

▸ Depth section using sovereign-store price series (5000 bars · effective 5258724 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
-118.26×
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 -43.05400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.019
annualized -43.05
μ per barafter L
-0.000%
σ per barafter L
0.00%
VaR 95%5%
0.00%
per-bar worst-case
CVaR 95%ES
0.00%
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 -1000% · APY -100% · Sharpe -41.44σ ann 35% · Sortino -30.59 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-4973%-3970%-2967%-1964%-961%42%-1000.0%APR (simple)-100.0%APY (compound)35.0%Ann. vol σ-4144.4%Sharpe (ann)-3059.4%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%
0.7260.7410.7560.7710.7860.801t-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 11:23:51 UTC
Snapshot age
5.6s
History points
25 hourly closes
Page rendered
2026-06-14 11:23:57 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
83cb67970796c724126e5bcf43210765c6cea09836c410833c1bc48941fcf068 · 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 PREDSpain90.3¢HL PREDUruguay66.6¢HL PERPBTC-USD perpetual$64,519HL PERPETH-USD perpetual$1,673.7HL PERPHYPE-USD perpetual$60.79

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$19.42K
bid $19.09K · ask $333
Depth within 5bp
$102.83K
bid $88.70K · ask $14.13K
Depth within 10bp
$182.27K
bid $120.33K · ask $61.94K
Depth within 50bp
$182.27K
bid $120.33K · ask $61.94K
Mid price
0.758160
(best bid + best ask) / 2
Spread
0.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.321
bid-heavy
Imbalance (top-5)
+0.765
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-sui/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.7582531.23bp0.7582803FILLED
BUY$10.00K0.7583612.66bp0.75850010FILLED
BUY$100.00K0.7585785.51bp0.75875020PARTIAL
SELL$1.00K0.7581300.40bp0.7581301FILLED
SELL$10.00K0.7581210.51bp0.7581202FILLED
SELL$100.00K0.7578863.61bp0.75778016FILLED

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-sui/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$5.91M

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

Order flow

▸ ASK-LEAN · -0.023 · Hyperliquid candles
Bars (buy / sell)
12 / 12
1 unclassified
Buy weight
$2.80M
real volume
Sell weight
$2.93M
real volume
Net delta
$129.10K
sellers net
Imbalance
-2.25%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
2.3%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 6 found · deepest 1.20% · 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 04:00:00Z2.0h0.769010→0.7598101.196%3
#22026-06-13 16:00:00Z2.0h0.774550→0.7661501.085%3
#32026-06-13 13:00:00Z0ms0.774940→0.7680600.888%1

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
35.04%
σ per bar = 0.000153
Mean return (annualised)
-1452.40%
μ per bar = -0.000003
Sharpe (rf=0)
-41.44
annualised; risk-free assumed zero
Max drawdown
1.82%
peak 0.77 → trough 0.76 over 3519 bars

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