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HYPERLIQUID · PERPETUAL FUTURES

VINE

VINE-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-vine · fresh · feed 3s old
24h sparkline · 60 pts▼ -1.39%
realized vol (ann.)
81.92%
max drawdown
2.19%
sharpe
-51.76
ulcer index
1.22%
RMS drawdown
pain index
1.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
-3469.37
ret / ulcer
CDaR 95%
2.05%
cond. drawdown
gain/pain
0.89
Σgain / Σ|loss|
sterling
-2072.99
ret / CDaR
omega (θ=0)
0.89
upside/downside
roll spread
2.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-1.39%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 53%suggested side: SELL
  • 24h change -1.39%
  • funding: longs pay — perp shorts get paid to wait
  • mark rich vs HL oracle by 53.2bps — fade/short bias
Same bundle via M2M API: /api/m2m/hl-vine/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH3.3s⏱--:--:-- 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
$0.012
24h Δ · live
-1.39%
24h vol · live
$0.0M
VINE · live 24h price
n=25 · μ=0.0126 · σ=0.0001 · range [0.0124, 0.0128] · R²=0.088▼ FALLING -1.45%σ LOW 0.94%LAST 0.01250.01280.01270.01260.01250.0124μ = 0.0126max 0.0128min 0.0124dataMA(5)OLS R²=0.09μ 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=3,820,071 · μ=152802.8 · σ=127258.8 · CV=0.83BURSTYcumulative energy ↗ · 50% by h=140125,359250,718376,077501,436μ = 152803501,43650%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 501436 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
3.3s
$mark $
$0.0125
$mid $
$0.0125
◉prev-day close
$0.0127
Δ24h Δ %
-1.391%
$24h vol $
$41.89k
◐open interest $
$431.80k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0126 · σ=0.0001 · range [0.0124, 0.0128] · R²=0.088▼ FALLING -1.45%σ LOW 0.94%LAST 0.01250.01280.01270.01260.01250.0124μ = 0.0126max 0.0128min 0.0124dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
mark $0.0125 · 24h -1.39% · range $[0.0124, 0.0128]
OHLC candles · hourly
n=25 · up 10 · down 15 (40% up) · range [0.0123, 0.0129] · σ=0.0001 · CV=0.01 · bodyµ=50%BEARISH -1.82%CLOSE 0.0125 vs OPEN 0.0127 (-1.82%)&#9660; CLOSE 0.01250.01290.01280.01260.01250.0123μ close = 0.0126O0.013 H0.013 L0.013 C0.013 (-0.37%)O0.013 H0.013 L0.013 C0.013 (-0.37%)O0.013 H0.013 L0.013 C0.013 (+0.52%)O0.013 H0.013 L0.013 C0.013 (+0.52%)O0.013 H0.013 L0.013 C0.013 (+0.61%)O0.013 H0.013 L0.013 C0.013 (+0.61%)O0.013 H0.013 L0.013 C0.013 (-0.63%)O0.013 H0.013 L0.013 C0.013 (-0.63%)O0.013 H0.013 L0.013 C0.013 (-0.06%)O0.013 H0.013 L0.013 C0.013 (-0.06%)O0.013 H0.013 L0.013 C0.013 (+0.47%)O0.013 H0.013 L0.013 C0.013 (+0.47%)O0.013 H0.013 L0.013 C0.013 (+0.24%)O0.013 H0.013 L0.013 C0.013 (+0.24%)O0.013 H0.013 L0.013 C0.013 (-0.24%)O0.013 H0.013 L0.013 C0.013 (-0.24%)O0.013 H0.013 L0.013 C0.013 (+1.13%)O0.013 H0.013 L0.013 C0.013 (+1.13%)O0.013 H0.013 L0.013 C0.013 (-1.08%)O0.013 H0.013 L0.013 C0.013 (-1.08%)O0.013 H0.013 L0.013 C0.013 (-0.09%)O0.013 H0.013 L0.013 C0.013 (-0.09%)O0.013 H0.013 L0.013 C0.013 (-0.02%)O0.013 H0.013 L0.013 C0.013 (-0.02%)O0.013 H0.013 L0.012 C0.013 (-0.68%)O0.013 H0.013 L0.012 C0.013 (-0.68%)O0.012 H0.012 L0.012 C0.012 (-0.40%)O0.012 H0.012 L0.012 C0.012 (-0.40%)O0.012 H0.012 L0.012 C0.012 (+0.29%)O0.012 H0.012 L0.012 C0.012 (+0.29%)O0.012 H0.012 L0.012 C0.012 (-0.15%)O0.012 H0.012 L0.012 C0.012 (-0.15%)O0.012 H0.012 L0.012 C0.012 (+0.17%)O0.012 H0.012 L0.012 C0.012 (+0.17%)3.3%O0.012 H0.013 L0.012 C0.013 (+3.28%)O0.012 H0.013 L0.012 C0.013 (+3.28%)O0.013 H0.013 L0.013 C0.013 (-0.09%)O0.013 H0.013 L0.013 C0.013 (-0.09%)O0.013 H0.013 L0.013 C0.013 (-0.28%)O0.013 H0.013 L0.013 C0.013 (-0.28%)O0.013 H0.013 L0.013 C0.013 (+0.70%)O0.013 H0.013 L0.013 C0.013 (+0.70%)O0.013 H0.013 L0.013 C0.013 (-0.50%)O0.013 H0.013 L0.013 C0.013 (-0.50%)O0.013 H0.013 L0.013 C0.013 (+0.02%)O0.013 H0.013 L0.013 C0.013 (+0.02%)O0.013 H0.013 L0.013 C0.013 (-0.53%)O0.013 H0.013 L0.013 C0.013 (-0.53%)O0.013 H0.013 L0.012 C0.012 (-0.53%)O0.013 H0.013 L0.012 C0.012 (-0.53%)#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=3,820,071 · μ=152802.8 · σ=127258.8 · CV=0.83BURSTYcumulative energy &nearr; · 50% by h=140125,359250,718376,077501,436μ = 152803501,436501,436 · 100.0% peak501,436 · 100.0% peak38,474 · 7.7% peak38,474 · 7.7% peak47,674 · 9.5% peak47,674 · 9.5% peak132,321 · 26.4% peak132,321 · 26.4% peak63,222 · 12.6% peak63,222 · 12.6% peak163,261 · 32.6% peak163,261 · 32.6% peak110,931 · 22.1% peak110,931 · 22.1% peak29,520 · 5.9% peak29,520 · 5.9% peak305,377 · 60.9% peak305,377 · 60.9% peak94,541 · 18.9% peak94,541 · 18.9% peak109,397 · 21.8% peak109,397 · 21.8% peak96,239 · 19.2% peak96,239 · 19.2% peak163,766 · 32.7% peak163,766 · 32.7% peak241,490 · 48.2% peak241,490 · 48.2% peak78,433 · 15.6% peak78,433 · 15.6% peak122,687 · 24.5% peak122,687 · 24.5% peak63,789 · 12.7% peak63,789 · 12.7% peak408,103 · 81.4% peak408,103 · 81.4% peak352,481 · 70.3% peak352,481 · 70.3% peak64,589 · 12.9% peak64,589 · 12.9% peak26,463 · 5.3% peak26,463 · 5.3% peak19,775 · 3.9% peak19,775 · 3.9% peak226,485 · 45.2% peak226,485 · 45.2% peak250,592 · 50.0% peak250,592 · 50.0% peak109,025 · 21.7% peak109,025 · 21.7% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 3820071 · peak 501436 · CV 0.83

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0003 · σ=0.0082 · skew=1.68 (right-skewed) · kurt=3.72 (leptokurtic (fat tails))65320 3-96.27bpbin -96.27bp · n=3 · 50.0% peakbin -96.27bp · n=3 · 50.0% peak 6-61.77bpbin -61.77bp · n=6 · 100.0% peakbin -61.77bp · n=6 · 100.0% peak 4-27.28bpbin -27.28bp · n=4 · 66.7% peakbin -27.28bp · n=4 · 66.7% peak 37.21bpbin 7.21bp · n=3 · 50.0% peakbin 7.21bp · n=3 · 50.0% peak 541.70bpbin 41.70bp · n=5 · 83.3% peakbin 41.70bp · n=5 · 83.3% peak 176.20bpbin 76.20bp · n=1 · 16.7% peakbin 76.20bp · n=1 · 16.7% peak 1110.69bpbin 110.69bp · n=1 · 16.7% peakbin 110.69bp · n=1 · 16.7% peak145.18bp179.67bp214.17bp248.66bp 1283.15bpbin 283.15bp · n=1 · 16.7% peakbin 283.15bp · 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=1.91 · kurt=4.83 · near 17 / mid 6 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.61σsample ↓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
$0.0125
Mid price
$0.0125
24h change
-1.39%
Mark–mid spread
0.80 bps
Prev-day close
$0.0127

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.10)
μ MEAN0.0126$95% CI: [0.0126$, 0.0127$]
σ STD DEV0.0001$σ² = 0.000×10⁻⁴ · CV = 0.94%
med MEDIAN0.0126$Q₁ 0.0125$ · Q₃ 0.0127$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0004$ · IQR 0.0002$ (1.349σ→0.0002$)
min 0.0124$Q₁ 0.0125$med 0.0126$Q₃ 0.0127$max 0.0128$μ
SKEWNESS · G₁-0.275approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.098platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRconsistent with normalratio = 0.94
range ↔ σconcentrated (range < 4σ)range / σ = 3.23
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=-6.65
μᵣ MEAN / h-0.060978%drift is negative per h · |μ|/σ = 0.071
σᵣ STD / h0.857717%σ²ᵣ = 0.736×10⁻⁴ · CV = 14.07×
σ ANNUALISED80.28%/yrscaled by √8760 (hourly→yearly) · 0.858%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-6.65negative edge
-2-10+1+2+3+4
SORTINO (annualised)-8.87downside 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 · G₁2.04right-skewed · heavy positive tail
-3-10+1+3
EXCESS KURTOSIS · G₂6.31leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside drag · negatively skewedSoR / SR = 1.33
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-534.17%/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 0.92%
VaR₉₅ (h)0.921%5% prob of larger adverse h move
VaR₉₉ (h)1.091%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.038%expected loss given 5% tail event
MAX DRAWDOWN2.95%13h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.921%VaR₉₉−1.091%ES₉₅−1.038%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 13h duration
PEAK1.28$
−2.95% drawdown over 13h
1.24$TROUGH
ES / VaR · TAIL THICKNESSmild tail heaviness|ES₉₅| / |VaR₉₅| = 1.13× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.18× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +3.04% (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)
42.3 · neutral
Bollinger %B
0.235 · within band
Bollinger upper
$0.0129
Bollinger MA
$0.0126
Bollinger lower
$0.0124

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.130within white-noise band
ρ(2) AUTOCORR-0.149lag-2 not significant
H · HURST EXPONENT0.925strongly persistent
OLS TREND · t-STAT-1.489fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.925
H = 0.925STRONGLY 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=1-0.130k=2-0.149k=3+0.194k=4-0.164k=5-0.2640+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.49)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.98very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.49)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)
$41.89k
Open interest (USD)
$431.80k
Vol / OI (turnover)
0.10x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
-8.289× leverage · optimal log-utility leverage
Half-Kelly
-4.144× · industry-standard conservative
Quarter-Kelly
-2.072×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 3.00% · worst -1.14% · typical |Δ| 0.61%MILD BEARISH -1.46%BEST+3.00%06hWORST-1.14%22hTYPICAL |Δ|0.61%mean absoluteCUMULATIVE-1.46%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ +0.18% · Σ +1.41%EUROPE · 08-16 UTCμ -0.18% · Σ -1.43%US · 16-24 UTCμ -0.18% · Σ -1.44%CUMULATIVE Δ PATH · final -1.46%+1.11%-1.91%0.35% · 14h0.35% · 14h0.35%14h0.74% · 15h0.74% · 15h0.74%15h-0.94% · 16h-0.94% · 16h-0.94%16h-0.38% · 17h-0.38% · 17h-0.38%17h0.35% · 18h0.35% · 18h0.35%18h0.36% · 19h0.36% · 19h0.36%19h-0.78% · 20h-0.78% · 20h-0.78%20h1.04% · 21h1.04% · 21h1.04%21h-1.14% · 22h-1.14% · 22h-1.14%22h▼ WORST0.05% · 23h0.05% · 23h0.05%23h-0.13% · 00h-0.13% · 00h-0.13%00h-0.80% · 01h-0.80% · 01h-0.80%01h-0.49% · 02h-0.49% · 02h-0.49%02h0.31% · 03h0.31% · 03h0.31%03h-0.44% · 04h-0.44% · 04h-0.44%04h0.02% · 05h0.02% · 05h0.02%05h3.00% · 06h3.00% · 06h3.00%06h★ BEST-0.06% · 07h-0.06% · 07h-0.06%07h-0.75% · 08h-0.75% · 08h-0.75%08h0.31% · 09h0.31% · 09h0.31%09h-0.74% · 10h-0.74% · 10h-0.74%10h-0.26% · 11h-0.26% · 11h-0.26%11h-0.61% · 12h-0.61% · 12h-0.61%12h-0.46% · 13h-0.46% · 13h-0.46%13hTIME PATTERNAsia-led (+1.41%)RUNSup max 2 · down max 4BREADTH42% up · 58% down
10 up bars · 14 down · best 3.00% · worst -1.14% · typical |Δ| 0.605%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.54%)FINAL-1.54%MAX DD-2.98%RECOVERYONGOING · 22 barsMAX RUN-UP+1.09%UNDERWATER22/25 (88%)STREAK↘ 4EQUITY CURVE · end 0.9846 · peak 1.0109 · range [0.9807, 1.0109]1.01090.9807break-even = 1★ PEAK 1.0109UNDERWATER DRAWDOWN · max -2.98% · moderate0%-2.98%▼ TROUGH -2.98%TOP DRAWDOWN PERIODS · 1 total#1 -2.98%bar 4-25 · 22 bars · ONGOINGDD SEVERITYmoderate (max -2.98%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9846 (-1.54%) · max DD -2.98% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-17.15 · σ=38.53MIXED EDGELAST -98.11 (-2.10σ vs μ)98.1149.050.00-49.05-98.11μ = -17.1511.9311.93-14.86-14.86-7.15-7.15-10.43-10.43-2.30-2.30-11.97-11.97-34.87-34.87-30.16-30.16-63.07-63.07-58.14-58.14-59.54-59.5417.9117.9127.8627.8624.1324.1324.0524.0520.0220.0216.6316.63-77.81-77.81-98.11-98.11v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -98.107 · range [-98.11, 27.86] · μ -17.152 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=80.9159 · σ=35.6068 · range [37.4419, 131.8166] · R²=0.090▼ FALLING -35.25%σ EXTREME 44.00%LAST 37.4419131.8166108.223084.629361.035637.4419μ = 80.9159max 131.8166min 37.4419dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxmin
latest 37.44% · range [37.44%, 131.82%] · μ 80.92% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.346 · σ=0.275MEAN-REVERSIONLAST -0.678 (-1.20σ vs μ)0.7910.3950.000-0.395-0.791μ = -0.346-0.039-0.039-0.298-0.298-0.262-0.262-0.662-0.662-0.685-0.685-0.791-0.791-0.667-0.667-0.445-0.445-0.238-0.238-0.170-0.170-0.284-0.2840.0260.026-0.197-0.197-0.133-0.133-0.131-0.131-0.140-0.140-0.016-0.016-0.765-0.765-0.678-0.678v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.678 · |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

REJECT H₀***

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
56.4956
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
5.3377
p-VALUE (log scale)
0.3763
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-2.2192
p-VALUE (log scale)
0.2045
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
0.5732
p-VALUE (log scale)
0.5665
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1871
p-VALUE (log scale)
0.3794
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δln-r is a random walk · VR = 1

STATISTIC
-0.8574
p-VALUE (log scale)
0.3912
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.739 ≈ 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=7.23e-5 · top T=3.00h (34.0%) · top-3 cover 58.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.9e-42.2e-41.5e-47.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.49e-5 · 1.7% energyperiod 24.0 · power 1.49e-5 · 1.7% energyperiod 12.0 · power 1.00e-4 · 11.6% energyperiod 12.0 · power 1.00e-4 · 11.6% energyperiod 8.0 · power 8.20e-5 · 9.5% energyperiod 8.0 · power 8.20e-5 · 9.5% energyperiod 6.0 · power 1.95e-5 · 2.3% energyperiod 6.0 · power 1.95e-5 · 2.3% energyperiod 4.8 · power 4.23e-5 · 4.9% energyperiod 4.8 · power 4.23e-5 · 4.9% energyperiod 4.0 · power 1.12e-4 · 12.9% energyperiod 4.0 · power 1.12e-4 · 12.9% energyperiod 3.4 · power 1.93e-5 · 2.2% energyperiod 3.4 · power 1.93e-5 · 2.2% energyperiod 3.0 · power 2.95e-4 · 34.0% energyperiod 3.0 · power 2.95e-4 · 34.0% energyperiod 2.7 · power 1.70e-5 · 2.0% energyperiod 2.7 · power 1.70e-5 · 2.0% energyperiod 2.4 · power 5.65e-5 · 6.5% energyperiod 2.4 · power 5.65e-5 · 6.5% energyperiod 2.2 · power 6.60e-5 · 7.6% energyperiod 2.2 · power 6.60e-5 · 7.6% energyperiod 2.0 · power 4.22e-5 · 4.9% energyperiod 2.0 · power 4.22e-5 · 4.9% energy50% by T=3.0h#1 dominantT=3.00h#2T=4.00h#3T=12.00hT=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 ≈ 3.00h (freq 0.333) · concentrates 34.0% of total energy · Σ|X̂|²/n = 8.671e-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)]
f★ empirical 8.00× · g(f★) 0.001%/barparametric μ/σ² 11.83× · μ 0.000% · σ 0.04%
μ per barmean
0.000%
σ per barvol
0.04%
Empirical f★argmax g(f)
8.00×
from observed distribution
Parametric f★μ/σ²
11.83×
Merton continuous-time
Half-Kelly½ f★
4.00×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
2.00×
industry default — survives model error
0.00%0.00%0.00%0.00%0.00%0.0×1.6×3.2×4.8×6.4×8.0×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 2.96× leverage
Median CAGR/bar 0.001% · annualized Sharpe 12.43400 paths × 720 bars · leverage 2.96× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
0.005
annualized 12.43
μ per barafter L
0.001%
σ per barafter L
0.13%
VaR 95%5%
0.12%
per-bar worst-case
CVaR 95%ES
0.26%
mean tail loss
Max DD (median)MDD
-0.3%
0.90×0.95×0.99×1.03×1.07×1.12×0120240360480600720startbar #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 12.10σ ann 102% · Sortino 9.10 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
0%290%581%871%1162%1452%1000.0%APR (simple)1000.0%APY (compound)102.3%Ann. vol σ1210.2%Sharpe (ann)910.2%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%
0.0120.0120.0120.0130.0130.013t-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 13:58:10 UTC
Snapshot age
3.3s
History points
25 hourly closes
Page rendered
2026-06-14 13:58:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d9f38c1ff9895a120239eee55184c25070230b7780ea46e7dcc08b2f1a89b980 · 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 PREDSpain90.3¢HL PREDUruguay66.7¢HL PERPBTC-USD perpetual$64,298HL PERPETH-USD perpetual$1,666.1HL PERPHYPE-USD perpetual$61.12

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$1.87K
bid $561 · ask $1.31K
Depth within 10bp
$6.33K
bid $3.37K · ask $2.96K
Depth within 50bp
$15.63K
bid $8.02K · ask $7.60K
Mid price
0.012480
(best bid + best ask) / 2
Spread
4.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.181
ask-heavy
Imbalance (top-5)
+0.001
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-vine/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0124832.00bp0.0124831FILLED
BUY$10.00K0.01251023.33bp0.0125447FILLED
BUY$100.00K0.012762225.68bp0.01339420PARTIAL
SELL$1.00K0.0124763.41bp0.0124742FILLED
SELL$10.00K0.01244528.79bp0.01237211FILLED
SELL$100.00K0.012288154.50bp0.01211520PARTIAL

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-vine/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$3.82M

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

Order flow

▸ ASK-LEAN · -0.185 · Hyperliquid candles
Bars (buy / sell)
10 / 14
1 unclassified
Buy weight
$1.35M
real volume
Sell weight
$1.97M
real volume
Net delta
$614.83K
sellers net
Imbalance
-18.53%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
18.5%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 5 found · deepest 2.61% · 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 22:00:00Z6.0h0.012758→0.0124252.610%7
#22026-06-14 10:00:00Z3.0h0.012799→0.0124812.485%4
#32026-06-13 16:00:00Z2.0h0.012803→0.0126351.312%3

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
102.26%
σ per bar = 0.000446
Mean return (annualised)
1237.60%
μ per bar = 0.000002
Sharpe (rf=0)
12.10
annualised; risk-free assumed zero
Max drawdown
3.60%
peak 0.01 → trough 0.01 over 4266 bars

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