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HYPERLIQUID · PERPETUAL FUTURES

XMR

XMR-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-xmr · fresh · feed 3s old
24h sparkline · 60 pts▼ -0.21%
realized vol (ann.)
55.50%
max drawdown
1.37%
sharpe
-4.61
ulcer index
0.69%
RMS drawdown
pain index
0.55%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
-368.81
ret / ulcer
CDaR 95%
1.23%
cond. drawdown
gain/pain
0.99
Σgain / Σ|loss|
sterling
-207.81
ret / CDaR
omega (θ=0)
0.99
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-0.21%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 36%
  • funding: longs pay — perp shorts get paid to wait
  • mark rich vs HL oracle by 6.8bps — fade/short bias
Same bundle via M2M API: /api/m2m/hl-xmr/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
$338.470
24h Δ · live
-0.21%
24h vol · live
$4.4M
XMR · live 24h price
n=25 · μ=341.3688 · σ=3.3482 · range [336.3300, 347.5300] · R²=0.112▲ RISING +0.56%σ LOW 0.98%LAST 338.4700347.5300344.7300341.9300339.1300336.3300μ = 341.3688max 347.5300min 336.3300dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $338.47
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=12,944 · μ=517.8 · σ=249.6 · CV=0.48STEADY FLOWcumulative energy ↗ · 50% by h=1002545077611,014μ = 5181,014.49950%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 1014 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
3.3s
$mark $
$338.47
$mid $
$338.45
◉prev-day close
$339.19
Δ24h Δ %
-0.212%
$24h vol $
$4.37M
◐open interest $
$42.11M
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=341.3688 · σ=3.3482 · range [336.3300, 347.5300] · R²=0.112▲ RISING +0.56%σ LOW 0.98%LAST 338.4700347.5300344.7300341.9300339.1300336.3300μ = 341.3688max 347.5300min 336.3300dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
mark $338.4700 · 24h -0.21% · range $[336.3300, 347.5300]
OHLC candles · hourly
n=25 · up 13 · down 12 (52% up) · range [335.4600, 349.9200] · σ=3.3482 · CV=0.01 · bodyµ=49%BULLISH +0.35%CLOSE 338.4700 vs OPEN 337.3000 (+0.35%)&#9650; CLOSE 338.4700349.9200346.3050342.6900339.0750335.4600μ close = 341.3688O337.300 H340.100 L335.750 C336.580 (-0.21%)O337.300 H340.100 L335.750 C336.580 (-0.21%)O336.450 H339.000 L335.920 C338.050 (+0.48%)O336.450 H339.000 L335.920 C338.050 (+0.48%)O337.650 H344.130 L336.160 C340.760 (+0.92%)O337.650 H344.130 L336.160 C340.760 (+0.92%)O340.640 H343.990 L340.320 C343.360 (+0.80%)O340.640 H343.990 L340.320 C343.360 (+0.80%)O343.130 H348.270 L342.990 C346.510 (+0.99%)O343.130 H348.270 L342.990 C346.510 (+0.99%)O346.300 H347.220 L342.560 C343.570 (-0.79%)O346.300 H347.220 L342.560 C343.570 (-0.79%)O343.570 H348.300 L343.200 C346.690 (+0.91%)O343.570 H348.300 L343.200 C346.690 (+0.91%)O346.630 H349.920 L346.490 C347.530 (+0.26%)O346.630 H349.920 L346.490 C347.530 (+0.26%)O347.420 H347.860 L343.500 C344.820 (-0.75%)O347.420 H347.860 L343.500 C344.820 (-0.75%)O344.820 H345.830 L343.510 C344.410 (-0.12%)O344.820 H345.830 L343.510 C344.410 (-0.12%)O344.400 H344.680 L339.130 C341.990 (-0.70%)O344.400 H344.680 L339.130 C341.990 (-0.70%)O341.990 H343.690 L339.900 C340.690 (-0.38%)O341.990 H343.690 L339.900 C340.690 (-0.38%)O340.690 H340.990 L338.360 C338.680 (-0.59%)O340.690 H340.990 L338.360 C338.680 (-0.59%)O339.010 H339.480 L335.460 C337.370 (-0.48%)O339.010 H339.480 L335.460 C337.370 (-0.48%)O337.320 H340.010 L336.590 C339.010 (+0.50%)O337.320 H340.010 L336.590 C339.010 (+0.50%)O338.930 H343.180 L338.300 C342.750 (+1.13%)O338.930 H343.180 L338.300 C342.750 (+1.13%)O342.750 H344.940 L341.480 C343.960 (+0.35%)O342.750 H344.940 L341.480 C343.960 (+0.35%)O344.030 H345.760 L341.840 C344.840 (+0.24%)O344.030 H345.760 L341.840 C344.840 (+0.24%)O344.840 H345.470 L341.840 C341.990 (-0.83%)O344.840 H345.470 L341.840 C341.990 (-0.83%)-1.7%O341.990 H342.870 L336.290 C336.330 (-1.66%)O341.990 H342.870 L336.290 C336.330 (-1.66%)O336.320 H339.390 L336.010 C338.930 (+0.78%)O336.320 H339.390 L336.010 C338.930 (+0.78%)O338.930 H341.420 L338.520 C340.700 (+0.52%)O338.930 H341.420 L338.520 C340.700 (+0.52%)O340.690 H341.530 L337.690 C338.120 (-0.75%)O340.690 H341.530 L337.690 C338.120 (-0.75%)O338.120 H338.890 L336.570 C338.110 (-0.00%)O338.120 H338.890 L336.570 C338.110 (-0.00%)O338.100 H340.640 L338.100 C338.470 (+0.11%)O338.100 H340.640 L338.100 C338.470 (+0.11%)#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=12,944 · μ=517.8 · σ=249.6 · CV=0.48STEADY FLOWcumulative energy &nearr; · 50% by h=1002545077611,014μ = 518391.951 · 38.6% peak391.951 · 38.6% peak351.673 · 34.7% peak351.673 · 34.7% peak1,014.4991,014.499 · 100.0% peak1,014.499 · 100.0% peak817.344 · 80.6% peak817.344 · 80.6% peak850.983 · 83.9% peak850.983 · 83.9% peak922.496 · 90.9% peak922.496 · 90.9% peak510.567 · 50.3% peak510.567 · 50.3% peak655.284 · 64.6% peak655.284 · 64.6% peak569.499 · 56.1% peak569.499 · 56.1% peak444.183 · 43.8% peak444.183 · 43.8% peak395.36 · 39.0% peak395.36 · 39.0% peak209.637 · 20.7% peak209.637 · 20.7% peak539.59 · 53.2% peak539.59 · 53.2% peak1,000.672 · 98.6% peak1,000.672 · 98.6% peak549.781 · 54.2% peak549.781 · 54.2% peak450.076 · 44.4% peak450.076 · 44.4% peak398.198 · 39.3% peak398.198 · 39.3% peak278.516 · 27.5% peak278.516 · 27.5% peak275.358 · 27.1% peak275.358 · 27.1% peak675.569 · 66.6% peak675.569 · 66.6% peak499.026 · 49.2% peak499.026 · 49.2% peak244.307 · 24.1% peak244.307 · 24.1% peak544.306 · 53.7% peak544.306 · 53.7% peak209.841 · 20.7% peak209.841 · 20.7% peak145.221 · 14.3% peak145.221 · 14.3% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 12944 · peak 1014 · CV 0.48

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=0.0002 · σ=0.0071 · skew=-0.36 (symmetric) · kurt=-0.96 (mesokurtic)43210 1-155.36bpbin -155.36bp · n=1 · 25.0% peakbin -155.36bp · n=1 · 25.0% peak-132.31bp-109.26bp 4-86.21bpbin -86.21bp · n=4 · 100.0% peakbin -86.21bp · n=4 · 100.0% peak 2-63.16bpbin -63.16bp · n=2 · 50.0% peakbin -63.16bp · n=2 · 50.0% peak 2-40.11bpbin -40.11bp · n=2 · 50.0% peakbin -40.11bp · n=2 · 50.0% peak 1-17.06bpbin -17.06bp · n=1 · 25.0% peakbin -17.06bp · n=1 · 25.0% peak 25.99bpbin 5.99bp · n=2 · 50.0% peakbin 5.99bp · n=2 · 50.0% peak 329.04bpbin 29.04bp · n=3 · 75.0% peakbin 29.04bp · n=3 · 75.0% peak 352.09bpbin 52.09bp · n=3 · 75.0% peakbin 52.09bp · n=3 · 75.0% peak 375.14bpbin 75.14bp · n=3 · 75.0% peakbin 75.14bp · n=3 · 75.0% peak 398.19bpbin 98.19bp · n=3 · 75.0% peakbin 98.19bp · n=3 · 75.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 13 · negative 11
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=-0.42 · kurt=-0.68 · near 21 / mid 3 / far 0 · OLS slope=1.00 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
$338.47
Mid price
$338.45
24h change
-0.21%
Mark–mid spread
0.59 bps
Prev-day close
$339.19

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.29)
μ MEAN341.3688$95% CI: [340.0563$, 342.6813$]
σ STD DEV3.3482$σ² = 11.210 · CV = 0.98%
med MEDIAN340.7600$Q₁ 338.4700$ · Q₃ 343.9600$
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.2000$ · IQR 5.4900$ (1.349σ→4.5167$)
min 336.3300$Q₁ 338.4700$med 340.7600$Q₃ 343.9600$max 347.5300$μ
SKEWNESS · G₁0.204approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.293platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.18
σ × 1.349 ↔ IQRconsistent with normalratio = 0.82
range ↔ σconcentrated (range < 4σ)range / σ = 3.35
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=3.00
μᵣ MEAN / h+0.023332%drift is positive per h · |μ|/σ = 0.032
σᵣ STD / h0.726915%σ²ᵣ = 0.528×10⁻⁴ · CV = 31.16×
σ ANNUALISED68.04%/yrscaled by √8760 (hourly→yearly) · 0.727%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)3.00excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)2.83strong downside-adjusted
-2-10+1+2+3+4
CALMAR (return / max-DD)63.42exceptional DD control
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁-0.45approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂-0.55mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside ≈ total vol · symmetricSoR / SR = 0.94
CALMAR · DD CONTROLdrawdown control exceptionalCR = 63.42
EXPECTED EDGE+204.39%/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 0.85%
VaR₉₅ (h)0.849%5% prob of larger adverse h move
VaR₉₉ (h)1.481%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.260%expected loss given 5% tail event
MAX DRAWDOWN3.22%12h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.849%VaR₉₉−1.481%ES₉₅−1.260%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 12h duration
PEAK34753.00$
−3.22% drawdown over 12h
33633.00$TROUGH
ES / VaR · TAIL THICKNESSmild tail heaviness|ES₉₅| / |VaR₉₅| = 1.49× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONextreme-tail dominated · severe outliersratio = 1.74× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +3.33% (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)
50.0 · neutral
Bollinger %B
0.273 · within band
Bollinger upper
$348.0047
Bollinger MA
$341.4480
Bollinger lower
$334.8913

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.144within white-noise band
ρ(2) AUTOCORR-0.138lag-2 not significant
H · HURST EXPONENT1.012strongly persistent
OLS TREND · t-STAT-1.701fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.012
H = 1.012STRONGLY 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+0.144k=2-0.138k=3+0.034k=4-0.200k=5-0.0490+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]MARGINAL @ 10% (|t|=1.70)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.70)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)
$4.37M
Open interest (USD)
$42.11M
Vol / OI (turnover)
0.10x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
4.415× leverage · optimal log-utility leverage
Half-Kelly
2.208× · industry-standard conservative
Quarter-Kelly
1.104×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.10% · worst -1.67% · typical |Δ| 0.61%MILD BULLISH +0.56%BEST+1.10%02hWORST-1.67%06hTYPICAL |Δ|0.61%mean absoluteCUMULATIVE+0.56%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.01% · Σ +0.07%EUROPE · 08-16 UTCμ +0.35% · Σ +2.77%US · 16-24 UTCμ -0.29% · Σ -2.29%CUMULATIVE Δ PATH · final +0.56%+3.20%-0.07%0.44% · 12h0.44% · 12h0.44%12h0.80% · 13h0.80% · 13h0.80%13h0.76% · 14h0.76% · 14h0.76%14h0.91% · 15h0.91% · 15h0.91%15h-0.85% · 16h-0.85% · 16h-0.85%16h0.90% · 17h0.90% · 17h0.90%17h0.24% · 18h0.24% · 18h0.24%18h-0.78% · 19h-0.78% · 19h-0.78%19h-0.12% · 20h-0.12% · 20h-0.12%20h-0.71% · 21h-0.71% · 21h-0.71%21h-0.38% · 22h-0.38% · 22h-0.38%22h-0.59% · 23h-0.59% · 23h-0.59%23h-0.39% · 00h-0.39% · 00h-0.39%00h0.48% · 01h0.48% · 01h0.48%01h1.10% · 02h1.10% · 02h1.10%02h★ BEST0.35% · 03h0.35% · 03h0.35%03h0.26% · 04h0.26% · 04h0.26%04h-0.83% · 05h-0.83% · 05h-0.83%05h-1.67% · 06h-1.67% · 06h-1.67%06h▼ WORST0.77% · 07h0.77% · 07h0.77%07h0.52% · 08h0.52% · 08h0.52%08h-0.76% · 09h-0.76% · 09h-0.76%09h-0.00% · 10h-0.00% · 10h-0.00%10h0.11% · 11h0.11% · 11h0.11%11hTIME PATTERNEurope-led (+2.77%)RUNSup max 4 · down max 6BREADTH54% up · 46% down
13 up bars · 11 down · best 1.10% · worst -1.67% · typical |Δ| 0.613%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.50%FINAL+0.50%MAX DD-3.26%RECOVERYONGOING · 17 barsMAX RUN-UP+3.23%UNDERWATER18/25 (72%)STREAK↗ 1EQUITY CURVE · end 1.0050 · peak 1.0323 · range [0.9987, 1.0323]1.03230.9987break-even = 1★ PEAK 1.0323UNDERWATER DRAWDOWN · max -3.26% · moderate0%-3.26%▼ TROUGH -3.26%TOP DRAWDOWN PERIODS · 2 total#1 -3.26%bar 9-25 · 17 bars · ONGOING#2 -0.85%bar 6-6 · 1 bars · recoveredDD SEVERITYmoderate (max -3.26%)RECOVERYongoing · 17 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0050 (0.50%) · max DD -3.26% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-14.35 · σ=56.98MIXED EDGELAST -17.91 (-0.06σ vs μ)188.2294.110.00-94.11-188.22μ = -14.3567.7367.7362.5862.5822.4322.436.106.10-29.33-29.33-20.62-20.62-93.08-93.08-188.22-188.22-62.11-62.11-10.57-10.5713.6513.6530.7630.7622.3222.32-4.78-4.78-0.35-0.35-9.90-9.90-28.18-28.18-33.27-33.27-17.91-17.91v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -17.910 · range [-188.22, 67.73] · μ -14.355 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=68.0271 · σ=20.0361 · range [23.0151, 97.8060] · R²=0.246▲ RISING +32.21%σ EXTREME 29.45%LAST 84.341497.806079.108260.410541.712823.0151μ = 68.0271max 97.8060min 23.0151dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 84.34% · range [23.02%, 97.81%] · μ 68.03% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.090 · σ=0.365CLOSE TO MARTINGALELAST -0.300 (-0.58σ vs μ)0.7700.3850.000-0.385-0.770μ = -0.090-0.405-0.405-0.436-0.436-0.325-0.325-0.461-0.461-0.229-0.2290.1300.130-0.580-0.580-0.770-0.770-0.050-0.0500.3900.3900.5190.5190.3700.3700.0980.0980.4370.4370.0650.0650.0500.050-0.119-0.119-0.088-0.088-0.300-0.300v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.300 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δln-r ~ Normal(μ, σ²)

STATISTIC
1.1094
p-VALUE (log scale)
0.5743
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
2.4619
p-VALUE (log scale)
0.7844
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
-2.0980
p-VALUE (log scale)
0.2550
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
-1.6469
p-VALUE (log scale)
0.0996
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2444
p-VALUE (log scale)
0.2792
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
0.4995
p-VALUE (log scale)
0.6174
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.152 ≈ 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=5.07e-5 · top T=12.00h (21.3%) · top-3 cover 49.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-49.7e-56.5e-53.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.42e-5 · 5.6% energyperiod 24.0 · power 3.42e-5 · 5.6% energyperiod 12.0 · power 1.30e-4 · 21.3% energyperiod 12.0 · power 1.30e-4 · 21.3% energyperiod 8.0 · power 2.99e-5 · 4.9% energyperiod 8.0 · power 2.99e-5 · 4.9% energyperiod 6.0 · power 8.37e-5 · 13.8% energyperiod 6.0 · power 8.37e-5 · 13.8% energyperiod 4.8 · power 7.72e-5 · 12.7% energyperiod 4.8 · power 7.72e-5 · 12.7% energyperiod 4.0 · power 3.35e-6 · 0.5% energyperiod 4.0 · power 3.35e-6 · 0.5% energyperiod 3.4 · power 8.76e-5 · 14.4% energyperiod 3.4 · power 8.76e-5 · 14.4% energyperiod 3.0 · power 3.68e-5 · 6.0% energyperiod 3.0 · power 3.68e-5 · 6.0% energyperiod 2.7 · power 7.37e-5 · 12.1% energyperiod 2.7 · power 7.37e-5 · 12.1% energyperiod 2.4 · power 3.94e-5 · 6.5% energyperiod 2.4 · power 3.94e-5 · 6.5% energyperiod 2.2 · power 1.11e-5 · 1.8% energyperiod 2.2 · power 1.11e-5 · 1.8% energyperiod 2.0 · power 2.40e-6 · 0.4% energyperiod 2.0 · power 2.40e-6 · 0.4% energy50% by T=4.8h#1 dominantT=12.00h#2T=3.43h#3T=6.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 21.3% of total energy · Σ|X̂|²/n = 6.089e-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
-27.51×
Merton continuous-time
Half-Kelly½ f★
0.00×
~⅔ of full growth, half the variance
Quarter-Kelly¼ f★
0.00×
industry default — survives model error
-0.00%0.02%0.05%0.07%0.10%0.0×1.6×3.2×4.8×6.4×8.0×leverage fraction fexpected log-growth per bar
g(f) empiricalf★ argmaxparametric f★
Maximum expected log-growth from leveraging the historical return distribution. Empirical f★ argmaxes the sample expectation; parametric f★ = μ/σ² is Merton's continuous-time optimum.

§18 · MC equity fan

Bootstrapped equity fan at 0.10× leverage
Median CAGR/bar -0.000% · annualized Sharpe -17.73400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.008
annualized -17.73
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 -17.54σ ann 64% · Sortino -15.23 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-2105%-1669%-1233%-796%-360%77%-1000.0%APR (simple)-100.0%APY (compound)63.8%Ann. vol σ-1754.5%Sharpe (ann)-1523.2%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 = 1.001% · long-run σ = 2.236%
322.729330.131337.533344.935352.337359.739t-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 11:25:03 UTC
Snapshot age
3.3s
History points
25 hourly closes
Page rendered
2026-06-14 11:25:07 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a67e7ac5f44306f16b7d6e19d64a06f449fdb0f5f5d7274dbffd2137fe4a86e0 · 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$64,528HL PERPETH-USD perpetual$1,673.8HL PERPHYPE-USD perpetual$60.79

Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$1.01K
bid $721 · ask $287
Depth within 5bp
$3.36K
bid $1.12K · ask $2.24K
Depth within 10bp
$19.63K
bid $11.44K · ask $8.20K
Depth within 50bp
$68.82K
bid $32.79K · ask $36.02K
Mid price
338.450000
(best bid + best ask) / 2
Spread
1.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.046
ask-heavy
Imbalance (top-5)
-0.410
ask-heavy top-of-book

Slippage scenarios

▸ live book walk · Hyperliquid perp

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/hl-xmr/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K338.501.33bp338.563FILLED
BUY$10.00K338.655.91bp338.888FILLED
BUY$100.00K338.8712.33bp339.1720PARTIAL
SELL$1.00K338.401.43bp338.343FILLED
SELL$10.00K338.207.46bp338.148FILLED
SELL$100.00K338.0611.59bp337.8220PARTIAL

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-xmr/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$347.00–$348.001$655
$346.00–$347.002$1.36K
$344.00–$345.003$1.29K
$343.00–$344.003$2.14K
$342.00–$343.001$450
$341.00–$342.002$671
$340.00–$341.003$1.47K
$339.00–$340.001$550
$338.00–$339.00★6$2.29K
$337.00–$338.001$1.00K
$336.00–$337.002$1.07K

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

Order flow

▸ BID-LEAN · +0.078 · Hyperliquid candles
Bars (buy / sell)
13 / 11
1 unclassified
Buy weight
$6.77K
real volume
Sell weight
$5.79K
real volume
Net delta
$979
buyers net
Imbalance
7.80%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
7.8%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 4 found · deepest 2.92% · 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 19:00:00Z5.0h347.53→337.372.923%6
#22026-06-14 05:00:00Z2.0h344.84→336.332.468%3
#32026-06-13 16:00:00Z0ms346.51→343.570.848%1

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
63.78%
σ per bar = 0.000278
Mean return (annualised)
-1118.93%
μ per bar = -0.000002
Sharpe (rf=0)
-17.54
annualised; risk-free assumed zero
Max drawdown
2.81%
peak 345.70 → trough 335.97 over 1241 bars

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