HYPERLIQUID · PERPETUAL FUTURES

PUMP

PUMP-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-pump · fresh · feed 2s old
24h sparkline · 60 pts▼ -1.22%
realized vol (ann.)
147.56%
max drawdown
2.01%
sharpe
4.65
ulcer index
1.17%
RMS drawdown
pain index
1.05%
mean drawdown
mod. VaR 95%
0.07%
Cornish-Fisher
martin ratio
588.84
ret / ulcer
CDaR 95%
1.88%
cond. drawdown
gain/pain
1.01
Σgain / Σ|loss|
sterling
364.28
ret / CDaR
omega (θ=0)
1.01
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-1.22%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 39%suggested side: SELL
  • 24h change -1.22%
  • funding: longs pay — perp shorts get paid to wait
  • mark cheap vs HL oracle by 6.5bps — long bias
Same bundle via M2M API: /api/m2m/hl-pump/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH2.1s⏱--:--:-- 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
$0.002
24h Δ · live
-1.22%
24h vol · live
$4.1M
PUMP · live 24h price
n=25 · μ=0.0015 · σ=0.0000 · range [0.0015, 0.0016] · R²=0.445▼ FALLING -0.71%σ LOW 0.97%LAST 0.00150.00160.00160.00150.00150.0015μ = 0.0015max 0.0016min 0.0015dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.00
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=2,686,422,601 · μ=107456904.0 · σ=103946945.4 · CV=0.97BURSTYcumulative energy ↗ · 50% by h=15097,676,531195,353,062293,029,592390,706,123μ = 107456904390,706,12350%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 390706123 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
2.1s
$mark $
$0.0015
$mid $
$0.0015
◉prev-day close
$0.0016
Δ24h Δ %
-1.224%
$24h vol $
$4.11M
◐open interest $
$21.59M
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0015 · σ=0.0000 · range [0.0015, 0.0016] · R²=0.445▼ FALLING -0.71%σ LOW 0.97%LAST 0.00150.00160.00160.00150.00150.0015μ = 0.0015max 0.0016min 0.0015dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
mark $0.0015 · 24h -1.22% · range $[0.0015, 0.0016]
OHLC candles · hourly
n=25 · up 13 · down 12 (52% up) · range [0.0015, 0.0016] · σ=0.0000 · CV=0.01 · bodyµ=35%BEARISH -0.65%CLOSE 0.0015 vs OPEN 0.0015 (-0.65%)&#9660; CLOSE 0.00150.00160.00160.00150.00150.0015μ close = 0.0015O0.002 H0.002 L0.002 C0.002 (+0.06%)O0.002 H0.002 L0.002 C0.002 (+0.06%)1.5%O0.002 H0.002 L0.002 C0.002 (+1.49%)O0.002 H0.002 L0.002 C0.002 (+1.49%)O0.002 H0.002 L0.002 C0.002 (-0.32%)O0.002 H0.002 L0.002 C0.002 (-0.32%)O0.002 H0.002 L0.002 C0.002 (-0.96%)O0.002 H0.002 L0.002 C0.002 (-0.96%)O0.002 H0.002 L0.002 C0.002 (-0.84%)O0.002 H0.002 L0.002 C0.002 (-0.84%)O0.002 H0.002 L0.002 C0.002 (+0.26%)O0.002 H0.002 L0.002 C0.002 (+0.26%)O0.002 H0.002 L0.002 C0.002 (-0.07%)O0.002 H0.002 L0.002 C0.002 (-0.07%)O0.002 H0.002 L0.002 C0.002 (+0.07%)O0.002 H0.002 L0.002 C0.002 (+0.07%)O0.002 H0.002 L0.002 C0.002 (+0.78%)O0.002 H0.002 L0.002 C0.002 (+0.78%)O0.002 H0.002 L0.002 C0.002 (-0.65%)O0.002 H0.002 L0.002 C0.002 (-0.65%)O0.002 H0.002 L0.002 C0.002 (+0.20%)O0.002 H0.002 L0.002 C0.002 (+0.20%)O0.002 H0.002 L0.002 C0.002 (+0.20%)O0.002 H0.002 L0.002 C0.002 (+0.20%)O0.002 H0.002 L0.002 C0.002 (-0.19%)O0.002 H0.002 L0.002 C0.002 (-0.19%)O0.002 H0.002 L0.002 C0.002 (-0.26%)O0.002 H0.002 L0.002 C0.002 (-0.26%)O0.002 H0.002 L0.002 C0.002 (-0.20%)O0.002 H0.002 L0.002 C0.002 (-0.20%)O0.002 H0.002 L0.002 C0.002 (-0.98%)O0.002 H0.002 L0.002 C0.002 (-0.98%)O0.002 H0.002 L0.001 C0.002 (+0.13%)O0.002 H0.002 L0.001 C0.002 (+0.13%)O0.002 H0.002 L0.002 C0.002 (-0.26%)O0.002 H0.002 L0.002 C0.002 (-0.26%)O0.002 H0.002 L0.002 C0.002 (+0.46%)O0.002 H0.002 L0.002 C0.002 (+0.46%)O0.002 H0.002 L0.002 C0.002 (+0.07%)O0.002 H0.002 L0.002 C0.002 (+0.07%)O0.002 H0.002 L0.002 C0.002 (+0.26%)O0.002 H0.002 L0.002 C0.002 (+0.26%)O0.002 H0.002 L0.002 C0.002 (+0.86%)O0.002 H0.002 L0.002 C0.002 (+0.86%)O0.002 H0.002 L0.002 C0.002 (-0.26%)O0.002 H0.002 L0.002 C0.002 (-0.26%)O0.002 H0.002 L0.002 C0.002 (+0.72%)O0.002 H0.002 L0.002 C0.002 (+0.72%)O0.002 H0.002 L0.002 C0.002 (-0.39%)O0.002 H0.002 L0.002 C0.002 (-0.39%)#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=2,686,422,601 · μ=107456904.0 · σ=103946945.4 · CV=0.97BURSTYcumulative energy &nearr; · 50% by h=15097,676,531195,353,062293,029,592390,706,123μ = 10745690423,309,554 · 6.0% peak23,309,554 · 6.0% peak107,999,583 · 27.6% peak107,999,583 · 27.6% peak390,706,123390,706,123 · 100.0% peak390,706,123 · 100.0% peak260,300,301 · 66.6% peak260,300,301 · 66.6% peak117,355,383 · 30.0% peak117,355,383 · 30.0% peak22,892,507 · 5.9% peak22,892,507 · 5.9% peak77,371,559 · 19.8% peak77,371,559 · 19.8% peak28,042,652 · 7.2% peak28,042,652 · 7.2% peak31,699,613 · 8.1% peak31,699,613 · 8.1% peak70,007,069 · 17.9% peak70,007,069 · 17.9% peak48,860,695 · 12.5% peak48,860,695 · 12.5% peak63,641,382 · 16.3% peak63,641,382 · 16.3% peak24,772,834 · 6.3% peak24,772,834 · 6.3% peak25,157,749 · 6.4% peak25,157,749 · 6.4% peak52,877,069 · 13.5% peak52,877,069 · 13.5% peak235,427,512 · 60.3% peak235,427,512 · 60.3% peak240,469,443 · 61.5% peak240,469,443 · 61.5% peak53,589,869 · 13.7% peak53,589,869 · 13.7% peak129,594,081 · 33.2% peak129,594,081 · 33.2% peak77,464,953 · 19.8% peak77,464,953 · 19.8% peak41,751,218 · 10.7% peak41,751,218 · 10.7% peak159,956,391 · 40.9% peak159,956,391 · 40.9% peak23,739,636 · 6.1% peak23,739,636 · 6.1% peak329,586,546 · 84.4% peak329,586,546 · 84.4% peak49,848,879 · 12.8% peak49,848,879 · 12.8% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 2686422601 · peak 390706123 · CV 0.97

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0003 · σ=0.0057 · skew=0.33 (symmetric) · kurt=-0.08 (mesokurtic)54310 3-94.72bpbin -94.72bp · n=3 · 60.0% peakbin -94.72bp · n=3 · 60.0% peak 1-73.65bpbin -73.65bp · n=1 · 20.0% peakbin -73.65bp · n=1 · 20.0% peak-52.57bp 5-31.49bpbin -31.49bp · n=5 · 100.0% peakbin -31.49bp · n=5 · 100.0% peak 5-10.41bpbin -10.41bp · n=5 · 100.0% peakbin -10.41bp · n=5 · 100.0% peak 310.67bpbin 10.67bp · n=3 · 60.0% peakbin 10.67bp · n=3 · 60.0% peak 231.74bpbin 31.74bp · n=2 · 40.0% peakbin 31.74bp · n=2 · 40.0% peak 152.82bpbin 52.82bp · n=1 · 20.0% peakbin 52.82bp · n=1 · 20.0% peak 373.90bpbin 73.90bp · n=3 · 60.0% peakbin 73.90bp · n=3 · 60.0% peak94.98bp116.06bp 1137.14bpbin 137.14bp · n=1 · 20.0% peakbin 137.14bp · n=1 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 10 · negative 13
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=0.39 · kurt=0.20 · near 23 / mid 1 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERLOWER 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
$0.0015
Mid price
$0.0015
24h change
-1.22%
Mark–mid spread
0.00 bps
Prev-day close
$0.0016

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.0015$95% CI: [0.0015$, 0.0015$]
σ STD DEV0.0000$σ² = 0.000×10⁻⁴ · CV = 0.97%
med MEDIAN0.0015$Q₁ 0.0015$ · Q₃ 0.0015$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0001$ · IQR 0.0000$ (1.349σ→0.0000$)
min 0.0015$Q₁ 0.0015$med 0.0015$Q₃ 0.0015$max 0.0016$μ
SKEWNESS · G₁0.294approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.122mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRdiverges from normalratio = 1.67
range ↔ σwide tails (range > 4σ)range / σ = 4.10
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=-4.65
μᵣ MEAN / h-0.029752%drift is negative per h · |μ|/σ = 0.050
σᵣ STD / h0.599219%σ²ᵣ = 0.359×10⁻⁴ · CV = 20.14×
σ ANNUALISED56.08%/yrscaled by √8760 (hourly→yearly) · 0.599%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-4.65negative edge
-2-10+1+2+3+4
SORTINO (annualised)-5.01downside drag
-2-10+1+2+3+4
CALMAR (return / max-DD)-67.04drawdown overwhelms returns
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁0.42approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂0.54mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 1.08
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -67.04
EXPECTED EDGE-260.63%/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 1.00%
VaR₉₅ (h)1.001%5% prob of larger adverse h move
VaR₉₉ (h)1.047%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.041%expected loss given 5% tail event
MAX DRAWDOWN3.89%16h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.001%VaR₉₉−1.047%ES₉₅−1.041%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 16h duration
PEAK0.16$
−3.89% drawdown over 16h
0.15$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.04× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.05× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +4.05% (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)
50.8 · neutral
Bollinger %B
0.630 · within band
Bollinger upper
$0.0016
Bollinger MA
$0.0015
Bollinger lower
$0.0015

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.045within white-noise band
ρ(2) AUTOCORR-0.014lag-2 not significant
H · HURST EXPONENT0.925strongly persistent
OLS TREND · t-STAT-4.296significant @ α=0.05
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=1-0.045k=2-0.014k=3-0.094k=4-0.112k=5-0.0300+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|=4.30)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.30)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)
$4.11M
Open interest (USD)
$21.59M
Vol / OI (turnover)
0.19x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
-8.286× leverage · optimal log-utility leverage
Half-Kelly
-4.143× · 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 1.48% · worst -1.05% · typical |Δ| 0.46%MILD BEARISH -0.71%BEST+1.48%14hWORST-1.05%04hTYPICAL |Δ|0.46%mean absoluteCUMULATIVE-0.71%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.19% · Σ -1.51%EUROPE · 08-16 UTCμ +0.30% · Σ +2.41%US · 16-24 UTCμ -0.20% · Σ -1.61%CUMULATIVE Δ PATH · final -0.71%+1.48%-2.49%1.48% · 14h1.48% · 14h1.48%14h★ BEST-0.38% · 15h-0.38% · 15h-0.38%15h-1.03% · 16h-1.03% · 16h-1.03%16h-0.84% · 17h-0.84% · 17h-0.84%17h0.26% · 18h0.26% · 18h0.26%18h-0.07% · 19h-0.07% · 19h-0.07%19h-0.13% · 20h-0.13% · 20h-0.13%20h0.71% · 21h0.71% · 21h0.71%21h-0.71% · 22h-0.71% · 22h-0.71%22h0.20% · 23h0.20% · 23h0.20%23h0.19% · 00h0.19% · 00h0.19%00h-0.19% · 01h-0.19% · 01h-0.19%01h-0.33% · 02h-0.33% · 02h-0.33%02h-0.33% · 03h-0.33% · 03h-0.33%03h-1.05% · 04h-1.05% · 04h-1.05%04h▼ WORST0.07% · 05h0.07% · 05h0.07%05h-0.33% · 06h-0.33% · 06h-0.33%06h0.46% · 07h0.46% · 07h0.46%07h0.00% · 08h0.00% · 08h·08h0.26% · 09h0.26% · 09h0.26%09h0.72% · 10h0.72% · 10h0.72%10h-0.20% · 11h-0.20% · 11h-0.20%11h0.78% · 12h0.78% · 12h0.78%12h-0.26% · 13h-0.26% · 13h-0.26%13hTIME PATTERNEurope-led (+2.41%)RUNSup max 2 · down max 4BREADTH42% up · 54% down · 4% flat
10 up bars · 13 down · best 1.48% · worst -1.05% · typical |Δ| 0.458%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.75%)FINAL-0.75%MAX DD-3.91%RECOVERYONGOING · 23 barsMAX RUN-UP+1.48%UNDERWATER23/25 (92%)STREAK↘ 1EQUITY CURVE · end 0.9925 · peak 1.0148 · range [0.9751, 1.0148]1.01480.9751break-even = 1★ PEAK 1.0148UNDERWATER DRAWDOWN · max -3.91% · moderate0%-3.91%▼ TROUGH -3.91%TOP DRAWDOWN PERIODS · 1 total#1 -3.91%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -3.91%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9925 (-0.75%) · max DD -3.91% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-13.37 · σ=44.70MIXED EDGELAST 45.24 (+1.31σ vs μ)90.7945.390.00-45.39-90.79μ = -13.37-10.04-10.04-69.56-69.56-25.89-25.89-20.71-20.718.528.526.456.452.122.12-4.09-4.09-52.38-52.38-51.27-51.27-58.54-58.54-90.79-90.79-46.62-46.62-35.99-35.99-17.12-17.1249.8749.8735.6735.6781.1181.1145.2445.24v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 45.240 · range [-90.79, 81.11] · μ -13.370 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=46.0887 · σ=11.8002 · range [32.6408, 84.8953] · R²=0.354▼ FALLING -50.14%σ EXTREME 25.60%LAST 42.325084.895371.831758.768145.704432.6408μ = 46.0887max 84.8953min 32.6408dataMA(3)OLS R²=0.35μ lineμ ± σ bandmaxmin
latest 42.33% · range [32.64%, 84.90%] · μ 46.09% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.271 · σ=0.319MEAN-REVERSIONLAST -0.685 (-1.30σ vs μ)0.6850.3420.000-0.342-0.685μ = -0.2710.0620.0620.2390.2390.1710.171-0.434-0.434-0.655-0.655-0.629-0.629-0.649-0.649-0.483-0.483-0.054-0.0540.2710.271-0.197-0.197-0.433-0.433-0.213-0.213-0.082-0.082-0.162-0.162-0.149-0.149-0.432-0.432-0.637-0.637-0.685-0.685v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.685 · |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
1.0047
p-VALUE (log scale)
0.6051
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
0.7473
p-VALUE (log scale)
0.9781
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-1.6315
p-VALUE (log scale)
0.4707
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
0.7369
p-VALUE (log scale)
0.4612
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
0.2866
p-VALUE (log scale)
0.2055
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
-0.5773
p-VALUE (log scale)
0.5637
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.824 ≈ 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=3.44e-5 · top T=2.18h (22.2%) · top-3 cover 51.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.2e-56.9e-54.6e-52.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.80e-5 · 6.8% energyperiod 24.0 · power 2.80e-5 · 6.8% energyperiod 12.0 · power 7.24e-5 · 17.5% energyperiod 12.0 · power 7.24e-5 · 17.5% energyperiod 8.0 · power 9.33e-6 · 2.3% energyperiod 8.0 · power 9.33e-6 · 2.3% energyperiod 6.0 · power 4.79e-5 · 11.6% energyperiod 6.0 · power 4.79e-5 · 11.6% energyperiod 4.8 · power 2.26e-5 · 5.5% energyperiod 4.8 · power 2.26e-5 · 5.5% energyperiod 4.0 · power 2.25e-5 · 5.4% energyperiod 4.0 · power 2.25e-5 · 5.4% energyperiod 3.4 · power 2.29e-5 · 5.5% energyperiod 3.4 · power 2.29e-5 · 5.5% energyperiod 3.0 · power 3.63e-5 · 8.8% energyperiod 3.0 · power 3.63e-5 · 8.8% energyperiod 2.7 · power 1.28e-5 · 3.1% energyperiod 2.7 · power 1.28e-5 · 3.1% energyperiod 2.4 · power 4.62e-5 · 11.2% energyperiod 2.4 · power 4.62e-5 · 11.2% energyperiod 2.2 · power 9.16e-5 · 22.2% energyperiod 2.2 · power 9.16e-5 · 22.2% energyperiod 2.0 · power 7.41e-7 · 0.2% energyperiod 2.0 · power 7.41e-7 · 0.2% energy50% by T=3.4h#1 dominantT=2.18h#2T=12.00h#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 ≈ 2.18h (freq 0.458) · concentrates 22.2% of total energy · Σ|X̂|²/n = 4.133e-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★) 0.002%/barparametric μ/σ² 13.03× · μ 0.000% · σ 0.05%
μ per barmean
0.000%
σ per barvol
0.05%
Empirical f★argmax g(f)
8.00×
from observed distribution
Parametric f★μ/σ²
13.03×
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 3.00× leverage
Median CAGR/bar 0.000% · annualized Sharpe 12.87400 paths × 720 bars · leverage 3.00× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
0.006
annualized 12.87
μ per barafter L
0.001%
σ per barafter L
0.15%
VaR 95%5%
0.20%
per-bar worst-case
CVaR 95%ES
0.26%
mean tail loss
Max DD (median)MDD
-0.4%
0.90×0.94×0.99×1.04×1.09×1.14×0120240360480600720startbar #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 15.31σ ann 117% · Sortino 9.87 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
0%367%735%1102%1469%1837%1000.0%APR (simple)1000.0%APY (compound)117.5%Ann. vol σ1530.7%Sharpe (ann)987.4%Sortino (ann)
Simple APR vs compounded APY · annualized volatility · risk-adjusted Sharpe and Sortino. All scaled by √(periods/yr).

§20 · GARCH(1,1) volatility band

GARCH(1,1) · conditional vol envelope (±2σ)
GARCH persistence α+β = 0.980· σ̂ₜ = 1.001% · long-run σ = 2.236%
0.0010.0010.0020.0020.0020.002t-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 13:29:27 UTC
Snapshot age
2.1s
History points
25 hourly closes
Page rendered
2026-06-14 13:29:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
354dd8b55309fa76697002c8dc14c84ea02797d1b69b2e4f3ad4b46f82df662b · 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
$9.11K
bid $7.41K · ask $1.70K
Depth within 10bp
$32.19K
bid $21.13K · ask $11.06K
Depth within 50bp
$497.04K
bid $309.11K · ask $187.93K
Mid price
0.001534
(best bid + best ask) / 2
Spread
6.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.079
bid-heavy
Imbalance (top-5)
+0.177
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-pump/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0015343.26bp0.0015341FILLED
BUY$10.00K0.0015358.67bp0.0015352FILLED
BUY$100.00K0.00153721.05bp0.0015385FILLED
SELL$1.00K0.0015333.26bp0.0015331FILLED
SELL$10.00K0.0015334.95bp0.0015322FILLED
SELL$100.00K0.00153116.15bp0.0015304FILLED

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-pump/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$2.69B

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

Order flow

▸ ASK-LEAN · -0.058 · Hyperliquid candles
Bars (buy / sell)
11 / 13
1 unclassified
Buy weight
$1.25B
real volume
Sell weight
$1.41B
real volume
Net delta
$155.28M
sellers net
Imbalance
-5.83%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
5.8%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 3 found · deepest 2.23% · 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 16:00:00Z3.0h0.001569→0.0015342.231%4
#22026-06-14 02:00:00Z4.0h0.001541→0.0015082.141%5
#32026-06-13 22:00:00Z1.0h0.001546→0.0015350.712%2

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
117.46%
σ per bar = 0.000512
Mean return (annualised)
1797.96%
μ per bar = 0.000003
Sharpe (rf=0)
15.31
annualised; risk-free assumed zero
Max drawdown
2.01%
peak 0.00 → trough 0.00 over 1156 bars

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