Hyperliquid · cross-venue tool — comparing every venue, not just Hyperliquid. Hyperliquid ↗

HYPERLIQUID · PERPETUAL FUTURES

SUPER

SUPER-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-super · fresh · feed 2s old
24h sparkline · 60 pts▼ -2.50%
realized vol (ann.)
64.46%
max drawdown
2.68%
sharpe
-67.22
ulcer index
1.68%
RMS drawdown
pain index
1.53%
mean drawdown
mod. VaR 95%
0.05%
Cornish-Fisher
martin ratio
-2583.54
ret / ulcer
CDaR 95%
2.53%
cond. drawdown
gain/pain
0.87
Σgain / Σ|loss|
sterling
-1710.63
ret / CDaR
omega (θ=0)
0.87
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-2.50%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 40%suggested side: SELL
  • 24h change -2.50%
  • funding: longs pay — perp shorts get paid to wait
  • mark cheap vs HL oracle by 11.1bps — long bias
Same bundle via M2M API: /api/m2m/hl-super/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH1.9s⏱--:--:-- 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
$0.095
24h Δ · live
-2.50%
24h vol · live
$0.2M
SUPER · live 24h price
n=25 · μ=0.0973 · σ=0.0010 · range [0.0950, 0.0992] · R²=0.518▼ FALLING -2.18%σ LOW 0.99%LAST 0.09550.09920.09810.09710.09610.0950μ = 0.0973max 0.0992min 0.0950dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.10
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=1,775,146 · μ=71005.8 · σ=62403.2 · CV=0.88BURSTYcumulative energy ↗ · 50% by h=11082,509165,019247,528330,037μ = 71006330,03750%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 330037 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
1.9s
$mark $
$0.0955
$mid $
$0.0955
◉prev-day close
$0.0979
Δ24h Δ %
-2.504%
$24h vol $
$171.76k
◐open interest $
$146.95k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0973 · σ=0.0010 · range [0.0950, 0.0992] · R²=0.518▼ FALLING -2.18%σ LOW 0.99%LAST 0.09550.09920.09810.09710.09610.0950μ = 0.0973max 0.0992min 0.0950dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
mark $0.0955 · 24h -2.50% · range $[0.0950, 0.0992]
OHLC candles · hourly
n=25 · up 11 · down 14 (44% up) · range [0.0946, 0.0999] · σ=0.0010 · CV=0.01 · bodyµ=49%BEARISH -2.61%CLOSE 0.0955 vs OPEN 0.0981 (-2.61%)&#9660; CLOSE 0.09550.09990.09860.09730.09590.0946μ close = 0.0973O0.098 H0.098 L0.097 C0.098 (-0.44%)O0.098 H0.098 L0.097 C0.098 (-0.44%)O0.098 H0.098 L0.097 C0.098 (-0.13%)O0.098 H0.098 L0.097 C0.098 (-0.13%)O0.097 H0.098 L0.097 C0.097 (-0.04%)O0.097 H0.098 L0.097 C0.097 (-0.04%)O0.098 H0.098 L0.097 C0.098 (+0.53%)O0.098 H0.098 L0.097 C0.098 (+0.53%)O0.098 H0.098 L0.098 C0.098 (+0.01%)O0.098 H0.098 L0.098 C0.098 (+0.01%)O0.098 H0.098 L0.098 C0.098 (+0.31%)O0.098 H0.098 L0.098 C0.098 (+0.31%)O0.098 H0.098 L0.098 C0.098 (-0.47%)O0.098 H0.098 L0.098 C0.098 (-0.47%)O0.098 H0.098 L0.098 C0.098 (+0.16%)O0.098 H0.098 L0.098 C0.098 (+0.16%)O0.098 H0.098 L0.098 C0.098 (-0.36%)O0.098 H0.098 L0.098 C0.098 (-0.36%)1.5%O0.098 H0.100 L0.098 C0.099 (+1.53%)O0.098 H0.100 L0.098 C0.099 (+1.53%)O0.099 H0.099 L0.098 C0.098 (-1.05%)O0.099 H0.099 L0.098 C0.098 (-1.05%)O0.098 H0.098 L0.098 C0.098 (-0.11%)O0.098 H0.098 L0.098 C0.098 (-0.11%)O0.098 H0.098 L0.097 C0.097 (-0.73%)O0.098 H0.098 L0.097 C0.097 (-0.73%)O0.097 H0.097 L0.097 C0.097 (+0.07%)O0.097 H0.097 L0.097 C0.097 (+0.07%)O0.097 H0.098 L0.097 C0.097 (+0.08%)O0.097 H0.098 L0.097 C0.097 (+0.08%)O0.097 H0.097 L0.097 C0.097 (-0.52%)O0.097 H0.097 L0.097 C0.097 (-0.52%)O0.097 H0.098 L0.097 C0.097 (+0.45%)O0.097 H0.098 L0.097 C0.097 (+0.45%)O0.097 H0.098 L0.097 C0.098 (+0.22%)O0.097 H0.098 L0.097 C0.098 (+0.22%)O0.098 H0.098 L0.097 C0.097 (-0.55%)O0.098 H0.098 L0.097 C0.097 (-0.55%)O0.097 H0.098 L0.097 C0.098 (+0.54%)O0.097 H0.098 L0.097 C0.098 (+0.54%)O0.098 H0.098 L0.097 C0.097 (-0.90%)O0.098 H0.098 L0.097 C0.097 (-0.90%)O0.097 H0.097 L0.096 C0.096 (-1.15%)O0.097 H0.097 L0.096 C0.096 (-1.15%)O0.096 H0.096 L0.095 C0.095 (-1.17%)O0.096 H0.096 L0.095 C0.095 (-1.17%)O0.095 H0.095 L0.095 C0.095 (-0.12%)O0.095 H0.095 L0.095 C0.095 (-0.12%)O0.095 H0.096 L0.095 C0.096 (+0.16%)O0.095 H0.096 L0.095 C0.096 (+0.16%)#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=1,775,146 · μ=71005.8 · σ=62403.2 · CV=0.88BURSTYcumulative energy &nearr; · 50% by h=11082,509165,019247,528330,037μ = 7100678,621 · 23.8% peak78,621 · 23.8% peak58,220 · 17.6% peak58,220 · 17.6% peak52,177 · 15.8% peak52,177 · 15.8% peak53,684 · 16.3% peak53,684 · 16.3% peak75,806 · 23.0% peak75,806 · 23.0% peak32,832 · 9.9% peak32,832 · 9.9% peak37,384 · 11.3% peak37,384 · 11.3% peak29,195 · 8.8% peak29,195 · 8.8% peak104,287 · 31.6% peak104,287 · 31.6% peak330,037330,037 · 100.0% peak330,037 · 100.0% peak65,387 · 19.8% peak65,387 · 19.8% peak59,848 · 18.1% peak59,848 · 18.1% peak53,980 · 16.4% peak53,980 · 16.4% peak54,895 · 16.6% peak54,895 · 16.6% peak158,152 · 47.9% peak158,152 · 47.9% peak56,611 · 17.2% peak56,611 · 17.2% peak87,413 · 26.5% peak87,413 · 26.5% peak52,095 · 15.8% peak52,095 · 15.8% peak21,766 · 6.6% peak21,766 · 6.6% peak54,503 · 16.5% peak54,503 · 16.5% peak33,384 · 10.1% peak33,384 · 10.1% peak119,678 · 36.3% peak119,678 · 36.3% peak53,759 · 16.3% peak53,759 · 16.3% peak27,328 · 8.3% peak27,328 · 8.3% peak24,104 · 7.3% peak24,104 · 7.3% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 1775146 · peak 330037 · CV 0.88

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0009 · σ=0.0056 · skew=0.48 (symmetric) · kurt=0.17 (mesokurtic)43210 3-92.17bpbin -92.17bp · n=3 · 75.0% peakbin -92.17bp · n=3 · 75.0% peak 2-70.98bpbin -70.98bp · n=2 · 50.0% peakbin -70.98bp · n=2 · 50.0% peak 3-49.78bpbin -49.78bp · n=3 · 75.0% peakbin -49.78bp · n=3 · 75.0% peak 2-28.58bpbin -28.58bp · n=2 · 50.0% peakbin -28.58bp · n=2 · 50.0% peak 4-7.39bpbin -7.39bp · n=4 · 100.0% peakbin -7.39bp · n=4 · 100.0% peak 413.81bpbin 13.81bp · n=4 · 100.0% peakbin 13.81bp · n=4 · 100.0% peak 235.01bpbin 35.01bp · n=2 · 50.0% peakbin 35.01bp · n=2 · 50.0% peak 356.20bpbin 56.20bp · n=3 · 75.0% peakbin 56.20bp · n=3 · 75.0% peak77.40bp98.60bp119.79bp 1140.99bpbin 140.99bp · n=1 · 25.0% peakbin 140.99bp · n=1 · 25.0% 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=0.48 · kurt=0.52 · near 21 / mid 3 / far 0 · OLS slope=1.01 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
$0.0955
Mid price
$0.0955
24h change
-2.50%
Mark–mid spread
0.00 bps
Prev-day close
$0.0979

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.88)
μ MEAN0.0973$95% CI: [0.0970$, 0.0977$]
σ STD DEV0.0010$σ² = 0.009×10⁻⁴ · CV = 0.99%
med MEDIAN0.0976$Q₁ 0.0971$ · Q₃ 0.0979$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0041$ · IQR 0.0008$ (1.349σ→0.0013$)
min 0.0950$Q₁ 0.0971$med 0.0976$Q₃ 0.0979$max 0.0992$μ
SKEWNESS · G₁-0.876left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.349mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 1.65
range ↔ σwide tails (range > 4σ)range / σ = 4.32
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=-14.40
μᵣ MEAN / h-0.091962%drift is negative per h · |μ|/σ = 0.154
σᵣ STD / h0.597535%σ²ᵣ = 0.357×10⁻⁴ · CV = 6.50×
σ ANNUALISED55.93%/yrscaled by √8760 (hourly→yearly) · 0.598%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-14.40negative edge
-2-10+1+2+3+4
SORTINO (annualised)-14.66downside 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 · G₁0.52right-skewed · heavy positive tail
-3-10+1+3
EXCESS KURTOSIS · G₂0.95mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 1.02
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-805.59%/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 1.02%
VaR₉₅ (h)1.016%5% prob of larger adverse h move
VaR₉₉ (h)1.025%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.023%expected loss given 5% tail event
MAX DRAWDOWN4.18%13h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.016%VaR₉₉−1.025%ES₉₅−1.023%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 13h duration
PEAK9.92$
−4.18% drawdown over 13h
9.50$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.01× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.01× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +4.36% (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)
38.0 · neutral
Bollinger %B
0.097 · within band
Bollinger upper
$0.0993
Bollinger MA
$0.0972
Bollinger lower
$0.0951

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.20 + ADF rejected
ρ(1) AUTOCORR-0.203within white-noise band
ρ(2) AUTOCORR+0.101lag-2 not significant
H · HURST EXPONENT1.027strongly persistent
OLS TREND · t-STAT-4.970significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.027
H = 1.027STRONGLY 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=1-0.203k=2+0.101k=3-0.262k=4+0.019k=5-0.1060+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|=4.97)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.20 + 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|=4.97)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)
$171.76k
Open interest (USD)
$146.95k
Vol / OI (turnover)
1.17x
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 1.52% · worst -1.03% · typical |Δ| 0.46%MILD BEARISH -2.21%BEST+1.52%01hWORST-1.03%02hTYPICAL |Δ|0.46%mean absoluteCUMULATIVE-2.21%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ -0.13% · Σ -1.07%EUROPE · 08-16 UTCμ -0.20% · Σ -1.63%US · 16-24 UTCμ +0.06% · Σ +0.49%CUMULATIVE Δ PATH · final -2.21%+1.53%-2.74%-0.00% · 17h-0.00% · 17h-0.00%17h-0.22% · 18h-0.22% · 18h-0.22%18h0.64% · 19h0.64% · 19h0.64%19h-0.12% · 20h-0.12% · 20h-0.12%20h0.27% · 21h0.27% · 21h0.27%21h-0.44% · 22h-0.44% · 22h-0.44%22h0.14% · 23h0.14% · 23h0.14%23h-0.26% · 00h-0.26% · 00h-0.26%00h1.52% · 01h1.52% · 01h1.52%01h★ BEST-1.03% · 02h-1.03% · 02h-1.03%02h▼ WORST-0.17% · 03h-0.17% · 03h-0.17%03h-0.71% · 04h-0.71% · 04h-0.71%04h-0.11% · 05h-0.11% · 05h-0.11%05h0.10% · 06h0.10% · 06h0.10%06h-0.41% · 07h-0.41% · 07h-0.41%07h0.61% · 08h0.61% · 08h0.61%08h0.16% · 09h0.16% · 09h0.16%09h-0.51% · 10h-0.51% · 10h-0.51%10h0.47% · 11h0.47% · 11h0.47%11h-0.66% · 12h-0.66% · 12h-0.66%12h-1.02% · 13h-1.02% · 13h-1.02%13h-1.01% · 14h-1.01% · 14h-1.01%14h0.31% · 15h0.31% · 15h0.31%15h0.22% · 16h0.22% · 16h0.22%16hTIME PATTERNUS-led (+0.49%)RUNSup max 2 · down max 4BREADTH42% up · 58% down
10 up bars · 14 down · best 1.52% · worst -1.03% · typical |Δ| 0.463%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.22%)FINAL-2.22%MAX DD-4.20%RECOVERYONGOING · 15 barsMAX RUN-UP+1.53%UNDERWATER21/25 (84%)STREAK↗ 2EQUITY CURVE · end 0.9778 · peak 1.0153 · range [0.9726, 1.0153]1.01530.9726break-even = 1★ PEAK 1.0153UNDERWATER DRAWDOWN · max -4.20% · moderate0%-4.20%▼ TROUGH -4.20%TOP DRAWDOWN PERIODS · 4 total#1 -4.20%bar 11-25 · 15 bars · ONGOING#2 -0.56%bar 7-9 · 3 bars · recovered#3 -0.22%bar 2-3 · 2 bars · recoveredDD SEVERITYmoderate (max -4.20%)RECOVERYongoing · 15 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9778 (-2.22%) · max DD -4.20% · 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=-15.02 · σ=28.81UNPROFITABLE STRATEGYLAST -37.84 (-0.79σ vs μ)86.9843.490.00-43.49-86.98μ = -15.025.235.2310.9910.999.369.3624.6524.653.643.64-4.35-4.35-8.90-8.90-13.44-13.44-7.12-7.12-86.98-86.98-23.76-23.76-11.97-11.97-5.92-5.9214.6814.68-9.40-9.40-21.89-21.89-64.58-64.58-57.84-57.84-37.84-37.84v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -37.844 · range [-86.98, 24.65] · μ -15.023 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=57.0885 · σ=17.9561 · range [36.0187, 82.9466] · R²=0.000▲ RISING +79.33%σ EXTREME 31.45%LAST 64.591782.946671.214759.482747.750736.0187μ = 57.0885max 82.9466min 36.0187dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 64.59% · range [36.02%, 82.95%] · μ 57.09% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.306 · σ=0.229MEAN-REVERSIONLAST 0.166 (+2.06σ vs μ)0.5990.3000.000-0.300-0.599μ = -0.306-0.515-0.515-0.599-0.599-0.418-0.418-0.252-0.252-0.594-0.594-0.508-0.508-0.430-0.430-0.424-0.424-0.344-0.344-0.199-0.199-0.244-0.244-0.111-0.111-0.325-0.325-0.495-0.495-0.511-0.5110.0120.0120.0790.079-0.104-0.1040.1660.166v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.166 · |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
1.9602
p-VALUE (log scale)
0.3753
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
3.8167
p-VALUE (log scale)
0.5783
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
-0.9045
p-VALUE (log scale)
0.7872
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
1.4330
p-VALUE (log scale)
0.1518
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (16 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6098
p-VALUE (log scale)
0.0217
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
-0.5169
p-VALUE (log scale)
0.6052
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.843 ≈ 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=4.01e-5 · top T=2.00h (29.3%) · top-3 cover 52.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.4e-41.1e-47.0e-53.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.42e-5 · 3.0% energyperiod 24.0 · power 1.42e-5 · 3.0% energyperiod 12.0 · power 3.07e-5 · 6.4% energyperiod 12.0 · power 3.07e-5 · 6.4% energyperiod 8.0 · power 6.01e-5 · 12.5% energyperiod 8.0 · power 6.01e-5 · 12.5% energyperiod 6.0 · power 1.08e-6 · 0.2% energyperiod 6.0 · power 1.08e-6 · 0.2% energyperiod 4.8 · power 5.29e-5 · 11.0% energyperiod 4.8 · power 5.29e-5 · 11.0% energyperiod 4.0 · power 2.02e-5 · 4.2% energyperiod 4.0 · power 2.02e-5 · 4.2% energyperiod 3.4 · power 4.55e-5 · 9.5% energyperiod 3.4 · power 4.55e-5 · 9.5% energyperiod 3.0 · power 1.06e-6 · 0.2% energyperiod 3.0 · power 1.06e-6 · 0.2% energyperiod 2.7 · power 3.70e-5 · 7.7% energyperiod 2.7 · power 3.70e-5 · 7.7% energyperiod 2.4 · power 4.80e-5 · 10.0% energyperiod 2.4 · power 4.80e-5 · 10.0% energyperiod 2.2 · power 2.94e-5 · 6.1% energyperiod 2.2 · power 2.94e-5 · 6.1% energyperiod 2.0 · power 1.41e-4 · 29.3% energyperiod 2.0 · power 1.41e-4 · 29.3% energy50% by T=2.7h#1 dominantT=2.00h#2T=8.00h#3T=4.80hT=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 29.3% of total energy · Σ|X̂|²/n = 4.810e-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 0.03%
μ per barmean
-0.000%
σ per barvol
0.03%
Empirical f★argmax g(f)
0.00×
from observed distribution
Parametric f★μ/σ²
-51.48×
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 -25.84400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.011
annualized -25.84
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 -1000% · APY -100% · Sharpe -29.88σ ann 58% · Sortino -19.71 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-3586%-2855%-2124%-1393%-661%70%-1000.0%APR (simple)-100.0%APY (compound)58.0%Ann. vol σ-2988.2%Sharpe (ann)-1971.0%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%
0.0910.0930.0950.0980.1000.102t-4999t-4166t-3333t-2500t-1666t-833t-0

Persistence near 1 ⇒ vol clusters strongly (slow mean reversion). Long-run σ is the unconditional target the conditional vol orbits. The ±2σ band reflects time-varying scale, unlike a flat-vol band.

Time-varying volatility band fitted to the price series. Persistence α+β > 0.98 means vol shocks decay slowly — recent moves stay relevant.

§∞ · Provenance & attestation

Upstream
api.hyperliquid.xyz
Snapshot fetched
2026-06-14 16:18:18 UTC
Snapshot age
1.9s
History points
25 hourly closes
Page rendered
2026-06-14 16:18:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fb044ef29037131c071e7ac6ac3fe5cbd9153f6139ef2a07cbfa250b521d643d · deterministic hash of the source snapshot — proves this page was rendered from this exact data
Open data licence
CC0 / public domain · free to mirror, syndicate, analyse

§∞-2 · Related markets · explore more

HL PREDGermany94.1¢HL PREDSpain89.6¢HL PREDUruguay66.9¢HL PERPBTC-USD perpetual$64,069.5HL PERPETH-USD perpetual$1,664.45HL PERPHYPE-USD perpetual$60.29

Also see: /arb opportunities · RSS feed

Market depth

▸ volume + OI fallback · Hyperliquid perp

no live order book wired for this venue · showing 24h volume + open interest as a depth proxy. Per-bp depth tiers will populate once a live L2 fetcher lands.

24h notional volume
$171.76K
rolling 24h traded $
Open interest / liquidity
$146.95K
live capital sitting in the book
Volume / OI
116.9%
turnover proxy

Slippage scenarios

▸ no book · Hyperliquid perp

live order book unavailable — slippage scenarios suppress. Re-render once the venue's L2 fetcher succeeds.

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-super/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$1.78M

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

Order flow

▸ BALANCED · +0.001 · Hyperliquid candles
Bars (buy / sell)
10 / 14
1 unclassified
Buy weight
$849.34K
real volume
Sell weight
$847.18K
real volume
Net delta
$2.16K
buyers net
Imbalance
0.13%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
0.1%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 4 found · deepest 2.68% · 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 12:00:00Z3.0h0.097644→0.0950292.678%4
#22026-06-14 02:00:00Z4.0h0.099173→0.0971931.997%5
#32026-06-14 00:00:00Z0ms0.098226→0.0976810.555%1

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
58.04%
σ per bar = 0.000253
Mean return (annualised)
-1734.51%
μ per bar = -0.000003
Sharpe (rf=0)
-29.88
annualised; risk-free assumed zero
Max drawdown
3.81%
peak 0.10 → trough 0.09 over 1364 bars

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