HYPERLIQUID · PERPETUAL FUTURES

FARTCOIN

FARTCOIN-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-fartcoin · fresh · feed 3s old
24h sparkline · 60 pts▼ -5.37%
realized vol (ann.)
65.39%
max drawdown
3.50%
sharpe
-108.41
ulcer index
1.45%
RMS drawdown
pain index
1.15%
mean drawdown
mod. VaR 95%
0.05%
Cornish-Fisher
martin ratio
-4893.27
ret / ulcer
CDaR 95%
3.24%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
-2186.41
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-5.37%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 39%suggested side: SELL
  • 24h change -5.37%
  • funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API: /api/m2m/hl-fartcoin/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
$0.115
24h Δ · live
-5.37%
24h vol · live
$2.6M
FARTCOIN · live 24h price
n=25 · μ=0.1194 · σ=0.0017 · range [0.1153, 0.1220] · R²=0.838▼ FALLING -5.23%σ NORMAL 1.41%LAST 0.11530.12200.12030.11860.11690.1153μ = 0.1194max 0.1220min 0.1153dataMA(5)OLS R²=0.84μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.12
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=22,074,682 · μ=882987.3 · σ=482212.5 · CV=0.55FADING -33% h/hcumulative energy ↗ · 50% by h=110562,7631,125,5271,688,2902,251,053μ = 8829872,251,05350%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 2251053 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
3.3s
$mark $
$0.1153
$mid $
$0.1153
◉prev-day close
$0.1218
Δ24h Δ %
-5.369%
$24h vol $
$2.58M
◐open interest $
$14.28M
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.1194 · σ=0.0017 · range [0.1153, 0.1220] · R²=0.838▼ FALLING -5.23%σ NORMAL 1.41%LAST 0.11530.12200.12030.11860.11690.1153μ = 0.1194max 0.1220min 0.1153dataMA(5)OLS R²=0.84μ lineμ ± σ bandmaxmin
mark $0.1153 · 24h -5.37% · range $[0.1153, 0.1220]
OHLC candles · hourly
n=25 · up 9 · down 16 (36% up) · range [0.1144, 0.1226] · σ=0.0017 · CV=0.01 · bodyµ=39%STRONG BEARISH -4.66%CLOSE 0.1153 vs OPEN 0.1209 (-4.66%)&#9660; CLOSE 0.11530.12260.12050.11850.11640.1144μ close = 0.1194O0.121 H0.122 L0.121 C0.122 (+0.60%)O0.121 H0.122 L0.121 C0.122 (+0.60%)O0.122 H0.123 L0.121 C0.122 (-0.01%)O0.122 H0.123 L0.121 C0.122 (-0.01%)O0.122 H0.122 L0.120 C0.121 (-0.99%)O0.122 H0.122 L0.120 C0.121 (-0.99%)O0.121 H0.121 L0.120 C0.120 (-0.19%)O0.121 H0.121 L0.120 C0.120 (-0.19%)O0.120 H0.121 L0.120 C0.121 (+0.42%)O0.120 H0.121 L0.120 C0.121 (+0.42%)O0.121 H0.122 L0.121 C0.121 (+0.15%)O0.121 H0.122 L0.121 C0.121 (+0.15%)O0.121 H0.121 L0.120 C0.121 (-0.14%)O0.121 H0.121 L0.120 C0.121 (-0.14%)O0.121 H0.123 L0.120 C0.122 (+0.98%)O0.121 H0.123 L0.120 C0.122 (+0.98%)O0.122 H0.122 L0.121 C0.121 (-0.81%)O0.122 H0.122 L0.121 C0.121 (-0.81%)O0.121 H0.122 L0.121 C0.121 (-0.09%)O0.121 H0.122 L0.121 C0.121 (-0.09%)O0.121 H0.121 L0.120 C0.120 (-0.80%)O0.121 H0.121 L0.120 C0.120 (-0.80%)O0.120 H0.121 L0.119 C0.120 (-0.32%)O0.120 H0.121 L0.119 C0.120 (-0.32%)O0.119 H0.120 L0.119 C0.119 (-0.09%)O0.119 H0.120 L0.119 C0.119 (-0.09%)O0.119 H0.120 L0.119 C0.119 (+0.01%)O0.119 H0.120 L0.119 C0.119 (+0.01%)O0.119 H0.119 L0.118 C0.118 (-1.04%)O0.119 H0.119 L0.118 C0.118 (-1.04%)O0.118 H0.119 L0.118 C0.119 (+0.74%)O0.118 H0.119 L0.118 C0.119 (+0.74%)O0.119 H0.120 L0.118 C0.118 (-0.41%)O0.119 H0.120 L0.118 C0.118 (-0.41%)O0.118 H0.119 L0.118 C0.118 (+0.03%)O0.118 H0.119 L0.118 C0.118 (+0.03%)O0.118 H0.119 L0.118 C0.118 (+0.14%)O0.118 H0.119 L0.118 C0.118 (+0.14%)O0.118 H0.119 L0.118 C0.119 (+0.33%)O0.118 H0.119 L0.118 C0.119 (+0.33%)O0.119 H0.119 L0.118 C0.119 (-0.25%)O0.119 H0.119 L0.118 C0.119 (-0.25%)O0.118 H0.119 L0.118 C0.118 (-0.32%)O0.118 H0.119 L0.118 C0.118 (-0.32%)O0.118 H0.118 L0.117 C0.117 (-0.73%)O0.118 H0.118 L0.117 C0.117 (-0.73%)O0.118 H0.118 L0.117 C0.117 (-0.54%)O0.118 H0.118 L0.117 C0.117 (-0.54%)-1.4%O0.117 H0.117 L0.114 C0.115 (-1.41%)O0.117 H0.117 L0.114 C0.115 (-1.41%)#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=22,074,682 · μ=882987.3 · σ=482212.5 · CV=0.55FADING -33% h/hcumulative energy &nearr; · 50% by h=110562,7631,125,5271,688,2902,251,053μ = 882987568,867.8 · 25.3% peak568,867.8 · 25.3% peak1,533,574.7 · 68.1% peak1,533,574.7 · 68.1% peak2,251,0532,251,053 · 100.0% peak2,251,053 · 100.0% peak1,529,070.8 · 67.9% peak1,529,070.8 · 67.9% peak974,986.7 · 43.3% peak974,986.7 · 43.3% peak557,892.7 · 24.8% peak557,892.7 · 24.8% peak397,820.5 · 17.7% peak397,820.5 · 17.7% peak1,130,871.4 · 50.2% peak1,130,871.4 · 50.2% peak738,757.7 · 32.8% peak738,757.7 · 32.8% peak490,496.2 · 21.8% peak490,496.2 · 21.8% peak1,553,902.9 · 69.0% peak1,553,902.9 · 69.0% peak1,529,809.1 · 68.0% peak1,529,809.1 · 68.0% peak420,989.1 · 18.7% peak420,989.1 · 18.7% peak265,717.6 · 11.8% peak265,717.6 · 11.8% peak691,902 · 30.7% peak691,902 · 30.7% peak682,504.1 · 30.3% peak682,504.1 · 30.3% peak911,395.4 · 40.5% peak911,395.4 · 40.5% peak673,144.4 · 29.9% peak673,144.4 · 29.9% peak570,216.2 · 25.3% peak570,216.2 · 25.3% peak741,545.1 · 32.9% peak741,545.1 · 32.9% peak650,857.6 · 28.9% peak650,857.6 · 28.9% peak609,494 · 27.1% peak609,494 · 27.1% peak384,580.3 · 17.1% peak384,580.3 · 17.1% peak1,065,560.4 · 47.3% peak1,065,560.4 · 47.3% peak1,149,671.9 · 51.1% peak1,149,671.9 · 51.1% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 22074682 · peak 2251053 · CV 0.55

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0023 · σ=0.0052 · skew=0.00 (symmetric) · kurt=-0.27 (mesokurtic)43210 1-131.44bpbin -131.44bp · n=1 · 25.0% peakbin -131.44bp · n=1 · 25.0% peak 1-111.77bpbin -111.77bp · n=1 · 25.0% peakbin -111.77bp · n=1 · 25.0% peak 1-92.10bpbin -92.10bp · n=1 · 25.0% peakbin -92.10bp · n=1 · 25.0% peak 2-72.44bpbin -72.44bp · n=2 · 50.0% peakbin -72.44bp · n=2 · 50.0% peak 3-52.77bpbin -52.77bp · n=3 · 75.0% peakbin -52.77bp · n=3 · 75.0% peak 4-33.10bpbin -33.10bp · n=4 · 100.0% peakbin -33.10bp · n=4 · 100.0% peak 4-13.43bpbin -13.43bp · n=4 · 100.0% peakbin -13.43bp · n=4 · 100.0% peak 36.24bpbin 6.24bp · n=3 · 75.0% peakbin 6.24bp · n=3 · 75.0% peak 225.90bpbin 25.90bp · n=2 · 50.0% peakbin 25.90bp · n=2 · 50.0% peak 145.57bpbin 45.57bp · n=1 · 25.0% peakbin 45.57bp · n=1 · 25.0% peak 165.24bpbin 65.24bp · n=1 · 25.0% peakbin 65.24bp · n=1 · 25.0% peak 184.91bpbin 84.91bp · n=1 · 25.0% peakbin 84.91bp · n=1 · 25.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 8 · negative 16
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=-0.04 · kurt=-0.10 · near 24 / mid 0 / far 0 · OLS slope=1.02 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
$0.1153
Mid price
$0.1153
24h change
-5.37%
Mark–mid spread
0.00 bps
Prev-day close
$0.1218

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.1194$95% CI: [0.1188$, 0.1201$]
σ STD DEV0.0017$σ² = 0.028×10⁻⁴ · CV = 1.41%
med MEDIAN0.1193$Q₁ 0.1182$ · Q₃ 0.1209$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0067$ · IQR 0.0026$ (1.349σ→0.0023$)
min 0.1153$Q₁ 0.1182$med 0.1193$Q₃ 0.1209$max 0.1220$μ
SKEWNESS · G₁-0.390approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.557mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.97
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=-37.77
μᵣ MEAN / h-0.223777%drift is negative per h · |μ|/σ = 0.404
σᵣ STD / h0.554472%σ²ᵣ = 0.307×10⁻⁴ · CV = 2.48×
σ ANNUALISED51.90%/yrscaled by √8760 (hourly→yearly) · 0.554%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-37.77negative edge
-2-10+1+2+3+4
SORTINO (annualised)-32.79downside 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 · G₁-0.04approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂0.18mesokurtic · 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-1960.29%/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 1.08%
VaR₉₅ (h)1.082%5% prob of larger adverse h move
VaR₉₉ (h)1.342%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.259%expected loss given 5% tail event
MAX DRAWDOWN5.49%17h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.082%VaR₉₉−1.342%ES₉₅−1.259%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEsignificant drawdown · 17h duration
PEAK12.20$
−5.49% drawdown over 17h
11.53$TROUGH
ES / VaR · TAIL THICKNESSmild tail heaviness|ES₉₅| / |VaR₉₅| = 1.16× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.24× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONsignificant drawdownrecovery needed: +5.80% (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)
22.3 · oversold
Bollinger %B
-0.078 · below lower band
Bollinger upper
$0.1223
Bollinger MA
$0.1190
Bollinger lower
$0.1158

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.192within white-noise band
ρ(2) AUTOCORR+0.209lag-2 not significant
H · HURST EXPONENT0.885strongly persistent
OLS TREND · t-STAT-10.896significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.885
H = 0.885STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=5
k=1-0.192k=2+0.209k=3-0.038k=4+0.021k=5 ★-0.4150+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|=10.90)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.96very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=10.90)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)
$2.58M
Open interest (USD)
$14.28M
Vol / OI (turnover)
0.18x
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 0.95% · worst -1.41% · typical |Δ| 0.47%BEARISH SESSION -5.37%BEST+0.95%21hWORST-1.41%14hTYPICAL |Δ|0.47%mean absoluteCUMULATIVE-5.37%Σ signed ΔSTREAK↘ 5down-runASIA · 00-08 UTCμ -0.27% · Σ -2.18%EUROPE · 08-16 UTCμ -0.30% · Σ -2.42%US · 16-24 UTCμ -0.10% · Σ -0.77%CUMULATIVE Δ PATH · final -5.37%+0.27%-5.37%0.13% · 15h0.13% · 15h0.13%15h-0.95% · 16h-0.95% · 16h-0.95%16h-0.21% · 17h-0.21% · 17h-0.21%17h0.41% · 18h0.41% · 18h0.41%18h0.19% · 19h0.19% · 19h0.19%19h-0.26% · 20h-0.26% · 20h-0.26%20h0.95% · 21h0.95% · 21h0.95%21h★ BEST-0.82% · 22h-0.82% · 22h-0.82%22h-0.09% · 23h-0.09% · 23h-0.09%23h-0.76% · 00h-0.76% · 00h-0.76%00h-0.32% · 01h-0.32% · 01h-0.32%01h-0.22% · 02h-0.22% · 02h-0.22%02h-0.09% · 03h-0.09% · 03h-0.09%03h-1.11% · 04h-1.11% · 04h-1.11%04h0.70% · 05h0.70% · 05h0.70%05h-0.44% · 06h-0.44% · 06h-0.44%06h0.04% · 07h0.04% · 07h0.04%07h0.14% · 08h0.14% · 08h0.14%08h0.33% · 09h0.33% · 09h0.33%09h-0.25% · 10h-0.25% · 10h-0.25%10h-0.34% · 11h-0.34% · 11h-0.34%11h-0.58% · 12h-0.58% · 12h-0.58%12h-0.44% · 13h-0.44% · 13h-0.44%13h-1.41% · 14h-1.41% · 14h-1.41%14h▼ WORSTTIME PATTERNUS-led (+-0.77%)RUNSup max 3 · down max 7BREADTH33% up · 67% down
8 up bars · 16 down · best 0.95% · worst -1.41% · typical |Δ| 0.465%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.27%FINAL-5.27%MAX DD-5.51%RECOVERYONGOING · 17 barsMAX RUN-UP+0.26%UNDERWATER22/25 (88%)STREAK↘ 5EQUITY CURVE · end 0.9473 · peak 1.0026 · range [0.9473, 1.0026]1.00260.9473break-even = 1★ PEAK 1.0026UNDERWATER DRAWDOWN · max -5.51% · significant0%-5.51%▼ TROUGH -5.51%TOP DRAWDOWN PERIODS · 2 total#1 -5.51%bar 9-25 · 17 bars · ONGOING#2 -1.15%bar 3-7 · 5 bars · recoveredDD SEVERITYsignificant (max -5.51%)RECOVERYongoing · 17 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9473 (-5.27%) · max DD -5.51% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-31.17 · σ=34.19UNPROFITABLE STRATEGYLAST -74.32 (-1.26σ vs μ)109.9854.990.00-54.99-109.98μ = -31.17-21.93-21.933.353.356.986.9810.0810.08-18.61-18.61-31.52-31.52-30.59-30.59-109.98-109.98-97.65-97.65-45.10-45.10-39.29-39.29-29.20-29.20-19.23-19.23-8.05-8.0520.0420.04-26.57-26.57-30.17-30.17-50.45-50.45-74.32-74.32v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -74.321 · range [-109.98, 20.04] · μ -31.169 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=49.3321 · σ=11.9007 · range [28.3030, 61.2546] · R²=0.214▲ RISING +17.60%σ EXTREME 24.12%LAST 52.962161.254653.016744.778836.540928.3030μ = 49.3321max 61.2546min 28.3030dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxmin
latest 52.96% · range [28.30%, 61.25%] · μ 49.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.287 · σ=0.351MEAN-REVERSIONLAST 0.096 (+1.09σ vs μ)0.6750.3380.000-0.338-0.675μ = -0.287-0.051-0.051-0.050-0.050-0.607-0.607-0.506-0.506-0.451-0.451-0.409-0.409-0.382-0.382-0.381-0.381-0.329-0.329-0.497-0.497-0.662-0.662-0.675-0.675-0.602-0.602-0.509-0.509-0.445-0.4450.1140.1140.3960.3960.4920.4920.0960.096v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.096 · |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
0.0381
p-VALUE (log scale)
0.9811
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
7.9490
p-VALUE (log scale)
0.1578
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
0.3023
p-VALUE (log scale)
0.9779
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
-0.7872
p-VALUE (log scale)
0.4312
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8775
p-VALUE (log scale)
0.0046
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
-0.7812
p-VALUE (log scale)
0.4347
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.762 ≈ 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=3.82e-5 · top T=2.00h (45.5%) · top-3 cover 80.4%STRONG CYCLE @ T≈2.0cumulative energy ↗ (2 bins above 2× noise)2.1e-41.6e-41.0e-45.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.70e-6 · 1.0% energyperiod 24.0 · power 4.70e-6 · 1.0% energyperiod 12.0 · power 9.29e-5 · 20.3% energyperiod 12.0 · power 9.29e-5 · 20.3% energyperiod 8.0 · power 8.68e-6 · 1.9% energyperiod 8.0 · power 8.68e-6 · 1.9% energyperiod 6.0 · power 2.86e-6 · 0.6% energyperiod 6.0 · power 2.86e-6 · 0.6% energyperiod 4.8 · power 1.12e-6 · 0.2% energyperiod 4.8 · power 1.12e-6 · 0.2% energyperiod 4.0 · power 8.19e-6 · 1.8% energyperiod 4.0 · power 8.19e-6 · 1.8% energyperiod 3.4 · power 1.72e-5 · 3.8% energyperiod 3.4 · power 1.72e-5 · 3.8% energyperiod 3.0 · power 4.08e-5 · 8.9% energyperiod 3.0 · power 4.08e-5 · 8.9% energyperiod 2.7 · power 6.65e-5 · 14.5% energyperiod 2.7 · power 6.65e-5 · 14.5% energyperiod 2.4 · power 3.38e-6 · 0.7% energyperiod 2.4 · power 3.38e-6 · 0.7% energyperiod 2.2 · power 2.88e-6 · 0.6% energyperiod 2.2 · power 2.88e-6 · 0.6% energyperiod 2.0 · power 2.09e-4 · 45.5% energyperiod 2.0 · power 2.09e-4 · 45.5% energy50% by T=2.7h#1 dominantT=2.00h#2T=12.00h#3T=2.67hT=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 45.5% of total energy · Σ|X̂|²/n = 4.578e-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 -0.001% per barparametric μ/σ² short edge (μ<0) · μ -0.001% · σ 0.03%
μ per barmean
-0.001%
σ per barvol
0.03%
Empirical f★argmax g(f)
0.00×
from observed distribution
Parametric f★μ/σ²
-89.36×
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
-0.01%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 -57.88400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.025
annualized -57.88
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
-0.1%
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 -52.50σ ann 59% · Sortino -37.68 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-6300%-5026%-3752%-2478%-1204%71%-1000.0%APR (simple)-100.0%APY (compound)58.8%Ann. vol σ-5250.0%Sharpe (ann)-3768.3%Sortino (ann)
Simple APR vs compounded APY · annualized volatility · risk-adjusted Sharpe and Sortino. All scaled by √(periods/yr).

§20 · GARCH(1,1) volatility band

GARCH(1,1) · conditional vol envelope (±2σ)
GARCH persistence α+β = 0.980· σ̂ₜ = 1.001% · long-run σ = 2.236%
0.1100.1130.1160.1190.1210.124t-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 14:50:26 UTC
Snapshot age
3.3s
History points
25 hourly closes
Page rendered
2026-06-14 14:50:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
05f45a9777767b1947f8c5091112581a8f10b4da6259d75073aec7a0c29af8d1 · 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

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Also see: /arb opportunities · RSS feed

Market depth

▸ live order book · Hyperliquid perp
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$19.47K
bid $69 · ask $19.40K
Depth within 50bp
$180.09K
bid $89.59K · ask $90.50K
Mid price
0.115220
(best bid + best ask) / 2
Spread
10.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.003
ask-heavy
Imbalance (top-5)
-0.094
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-fartcoin/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1152805.21bp0.1152801FILLED
BUY$10.00K0.1152805.21bp0.1152801FILLED
BUY$100.00K0.11538514.34bp0.11550020PARTIAL
SELL$1.00K0.11504715.00bp0.1150204FILLED
SELL$10.00K0.11502217.19bp0.1150105FILLED
SELL$100.00K0.11493125.07bp0.11482020PARTIAL

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-fartcoin/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$22.07M

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

Order flow

▸ ASK-LEAN · -0.362 · Hyperliquid candles
Bars (buy / sell)
8 / 16
1 unclassified
Buy weight
$6.86M
real volume
Sell weight
$14.64M
real volume
Net delta
$7.78M
sellers net
Imbalance
-36.16%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
36.2%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 4 found · deepest 3.34% · 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 22:00:00Z6.0h0.121960→0.1178903.337%7
#22026-06-14 11:00:00Z3.0h0.118810→0.1152702.980%4
#32026-06-13 16:00:00Z2.0h0.121790→0.1203901.150%3

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
58.75%
σ per bar = 0.000256
Mean return (annualised)
-3084.57%
μ per bar = -0.000006
Sharpe (rf=0)
-52.50
annualised; risk-free assumed zero
Max drawdown
4.14%
peak 0.12 → trough 0.11 over 2589 bars

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