HYPERLIQUID · PERPETUAL FUTURES

BOME

BOME-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-bome · fresh · feed 1s old
24h sparkline · 60 pts▼ -2.28%
realized vol (ann.)
109.86%
max drawdown
0.93%
sharpe
0.00
ulcer index
0.53%
RMS drawdown
pain index
0.45%
mean drawdown
mod. VaR 95%
0.06%
Cornish-Fisher
martin ratio
0.00
ret / ulcer
CDaR 95%
0.93%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
0.00
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
3.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-2.28%
flow lean
—
carry
longs_pay
10.95%
signalSHORTconfidence 39%suggested side: SELL
  • 24h change -2.28%
  • funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API: /api/m2m/hl-BOME/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH816ms⏱--:--:-- 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
$0.000
24h Δ · live
-2.28%
24h vol · live
$0.0M
BOME · live 24h price
n=25 · μ=0.0004 · σ=0.0000 · range [0.0004, 0.0004] · R²=0.776▼ FALLING -2.73%σ LOW 0.96%LAST 0.00040.00040.00040.00040.00040.0004μ = 0.0004max 0.0004min 0.0004dataMA(5)OLS R²=0.78μ 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=26,533,795 · μ=1061351.8 · σ=1787163.2 · CV=1.68BURSTY · concentratedcumulative energy ↗ · 50% by h=1801,542,4973,084,9944,627,4906,169,987μ = 10613526,169,98750%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 6169987 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
816ms
$mark $
$0.0004
$mid $
$0.0004
◉prev-day close
$0.0004
Δ24h Δ %
-2.283%
$24h vol $
$11.47k
◐open interest $
$186.27k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0004 · σ=0.0000 · range [0.0004, 0.0004] · R²=0.776▼ FALLING -2.73%σ LOW 0.96%LAST 0.00040.00040.00040.00040.00040.0004μ = 0.0004max 0.0004min 0.0004dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
mark $0.0004 · 24h -2.28% · range $[0.0004, 0.0004]
OHLC candles · hourly
n=25 · up 20 · down 5 (80% up) · range [0.0004, 0.0004] · σ=0.0000 · CV=0.01 · bodyµ=38%BEARISH -2.73%CLOSE 0.0004 vs OPEN 0.0004 (-2.73%)&#9660; CLOSE 0.00040.00040.00040.00040.00040.0004μ close = 0.0004O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)1.4%O0.000 H0.000 L0.000 C0.000 (+1.38%)O0.000 H0.000 L0.000 C0.000 (+1.38%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.68%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (-0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (-0.46%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.23%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.47%)O0.000 H0.000 L0.000 C0.000 (+0.47%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)#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=26,533,795 · μ=1061351.8 · σ=1787163.2 · CV=1.68BURSTY · concentratedcumulative energy &nearr; · 50% by h=1801,542,4973,084,9944,627,4906,169,987μ = 10613520 · 0.0% peak0 · 0.0% peak22,831 · 0.4% peak22,831 · 0.4% peak789,431 · 12.8% peak789,431 · 12.8% peak27,530 · 0.4% peak27,530 · 0.4% peak3,100,883 · 50.3% peak3,100,883 · 50.3% peak714,028 · 11.6% peak714,028 · 11.6% peak300,765 · 4.9% peak300,765 · 4.9% peak0 · 0.0% peak0 · 0.0% peak48,996 · 0.8% peak48,996 · 0.8% peak970,562 · 15.7% peak970,562 · 15.7% peak165,512 · 2.7% peak165,512 · 2.7% peak370,125 · 6.0% peak370,125 · 6.0% peak5,576,926 · 90.4% peak5,576,926 · 90.4% peak26,133 · 0.4% peak26,133 · 0.4% peak66,000 · 1.1% peak66,000 · 1.1% peak46,402 · 0.8% peak46,402 · 0.8% peak46,402 · 0.8% peak46,402 · 0.8% peak3,240,365 · 52.5% peak3,240,365 · 52.5% peak6,169,9876,169,987 · 100.0% peak6,169,987 · 100.0% peak0 · 0.0% peak0 · 0.0% peak725,126 · 11.8% peak725,126 · 11.8% peak538,553 · 8.7% peak538,553 · 8.7% peak23,419 · 0.4% peak23,419 · 0.4% peak3,516,926 · 57.0% peak3,516,926 · 57.0% peak46,893 · 0.8% peak46,893 · 0.8% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 26533795 · peak 6169987 · CV 1.68

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0015 · σ=0.0059 · skew=0.92 (right-skewed) · kurt=1.83 (leptokurtic (fat tails))75420 3-101.65bpbin -101.65bp · n=3 · 42.9% peakbin -101.65bp · n=3 · 42.9% peak 2-76.89bpbin -76.89bp · n=2 · 28.6% peakbin -76.89bp · n=2 · 28.6% peak 3-52.13bpbin -52.13bp · n=3 · 42.9% peakbin -52.13bp · n=3 · 42.9% peak 3-27.37bpbin -27.37bp · n=3 · 42.9% peakbin -27.37bp · n=3 · 42.9% peak 7-2.61bpbin -2.61bp · n=7 · 100.0% peakbin -2.61bp · n=7 · 100.0% peak 222.14bpbin 22.14bp · n=2 · 28.6% peakbin 22.14bp · n=2 · 28.6% peak 346.90bpbin 46.90bp · n=3 · 42.9% peakbin 46.90bp · n=3 · 42.9% peak71.66bp96.42bp121.18bp145.93bp 1170.69bpbin 170.69bp · n=1 · 14.3% peakbin 170.69bp · n=1 · 14.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 6 · negative 11
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=1.06 · kurt=2.58 · near 19 / mid 4 / far 1 · OLS slope=0.97 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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
$0.0004
Mid price
$0.0004
24h change
-2.28%
Mark–mid spread
0.00 bps
Prev-day close
$0.0004

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.0004$95% CI: [0.0004$, 0.0004$]
σ STD DEV0.0000$σ² = 0.000×10⁻⁴ · CV = 0.96%
med MEDIAN0.0004$Q₁ 0.0004$ · Q₃ 0.0004$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0000$ · IQR 0.0000$ (1.349σ→0.0000$)
min 0.0004$Q₁ 0.0004$med 0.0004$Q₃ 0.0004$max 0.0004$μ
SKEWNESS · G₁0.240approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.966mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRconsistent with normalratio = 1.12
range ↔ σconcentrated (range < 4σ)range / σ = 3.36
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=-17.71
μᵣ MEAN / h-0.115215%drift is negative per h · |μ|/σ = 0.189
σᵣ STD / h0.608886%σ²ᵣ = 0.371×10⁻⁴ · CV = 5.28×
σ ANNUALISED56.99%/yrscaled by √8760 (hourly→yearly) · 0.609%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-17.71negative edge
-2-10+1+2+3+4
SORTINO (annualised)-16.41downside 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 · G₁1.13right-skewed · heavy positive tail
-3-10+1+3
EXCESS KURTOSIS · G₂3.51leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 0.93
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-1009.28%/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 0.93%
VaR₉₅ (h)0.929%5% prob of larger adverse h move
VaR₉₉ (h)1.092%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.036%expected loss given 5% tail event
MAX DRAWDOWN3.17%18h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.929%VaR₉₉−1.092%ES₉₅−1.036%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 18h duration
PEAK0.04$
−3.17% drawdown over 18h
0.04$TROUGH
ES / VaR · TAIL THICKNESSmild tail heaviness|ES₉₅| / |VaR₉₅| = 1.12× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.18× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +3.28% (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)
35.9 · neutral
Bollinger %B
0.196 · within band
Bollinger upper
$0.0004
Bollinger MA
$0.0004
Bollinger lower
$0.0004

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.297within white-noise band
ρ(2) AUTOCORR-0.170lag-2 not significant
H · HURST EXPONENT0.988strongly persistent
OLS TREND · t-STAT-8.926significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.988
H = 0.988STRONGLY 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=1-0.297k=2-0.170k=3-0.044k=4+0.078k=5-0.3490+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|=8.93)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.93)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)
$11.47k
Open interest (USD)
$186.27k
Vol / OI (turnover)
0.06x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
-10.000× leverage · optimal log-utility leverage
Half-Kelly
-5.000× · industry-standard conservative
Quarter-Kelly
-2.500×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.83% · worst -1.14% · typical |Δ| 0.42%BEARISH SESSION -2.77%BEST+1.83%21hWORST-1.14%16hTYPICAL |Δ|0.42%mean absoluteCUMULATIVE-2.77%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.06% · Σ -0.46%EUROPE · 08-16 UTCμ -0.09% · Σ -0.70%US · 16-24 UTCμ -0.20% · Σ -1.60%CUMULATIVE Δ PATH · final -2.77%+0.23%-3.00%-0.46% · 13h-0.46% · 13h-0.46%13h0.23% · 14h0.23% · 14h0.23%14h0.45% · 15h0.45% · 15h0.45%15h-1.14% · 16h-1.14% · 16h-1.14%16h▼ WORST-0.23% · 17h-0.23% · 17h-0.23%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.46% · 20h-0.46% · 20h-0.46%20h1.83% · 21h1.83% · 21h1.83%21h★ BEST-0.91% · 22h-0.91% · 22h-0.91%22h-0.69% · 23h-0.69% · 23h-0.69%23h-0.46% · 00h-0.46% · 00h-0.46%00h0.00% · 01h0.00% · 01h·01h-0.23% · 02h-0.23% · 02h-0.23%02h0.00% · 03h0.00% · 03h·03h0.46% · 04h0.46% · 04h0.46%04h-0.70% · 05h-0.70% · 05h-0.70%05h0.46% · 06h0.46% · 06h0.46%06h0.00% · 07h0.00% · 07h·07h-0.23% · 08h-0.23% · 08h-0.23%08h-0.93% · 09h-0.93% · 09h-0.93%09h0.00% · 10h0.00% · 10h·10h0.23% · 11h0.23% · 11h0.23%11h0.00% · 12h0.00% · 12h·12hTIME PATTERNAsia-led (+-0.46%)RUNSup max 2 · down max 3BREADTH25% up · 46% down · 29% flat
6 up bars · 11 down · best 1.83% · worst -1.14% · typical |Δ| 0.421%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.77%)FINAL-2.77%MAX DD-3.21%RECOVERYONGOING · 21 barsMAX RUN-UP+0.22%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9723 · peak 1.0022 · range [0.9700, 1.0022]1.00220.9700break-even = 1★ PEAK 1.0022UNDERWATER DRAWDOWN · max -3.21% · moderate0%-3.21%▼ TROUGH -3.21%TOP DRAWDOWN PERIODS · 2 total#1 -3.21%bar 5-25 · 21 bars · ONGOING#2 -0.46%bar 2-3 · 2 bars · recoveredDD SEVERITYmoderate (max -3.21%)RECOVERYongoing · 21 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9723 (-2.77%) · max DD -3.21% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-21.31 · σ=23.94UNPROFITABLE STRATEGYLAST -35.54 (-0.59σ vs μ)95.9747.980.00-47.98-95.97μ = -21.31-31.50-31.50-19.36-19.36-39.78-39.780.000.003.793.79-3.64-3.64-10.79-10.79-10.79-10.79-7.30-7.30-95.97-95.97-35.53-35.53-35.63-35.630.000.000.000.000.000.00-25.01-25.01-42.73-42.73-15.12-15.12-35.54-35.54v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -35.539 · range [-95.97, 3.79] · μ -21.311 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=59.3565 · σ=23.5545 · range [34.8945, 93.6152] · R²=0.253▼ FALLING -27.85%σ EXTREME 39.68%LAST 38.215793.615278.935064.254849.574734.8945μ = 59.3565max 93.6152min 34.8945dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 38.22% · range [34.89%, 93.62%] · μ 59.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.259 · σ=0.298MEAN-REVERSIONLAST 0.057 (+1.06σ vs μ)0.6670.3330.000-0.333-0.667μ = -0.259-0.265-0.265-0.177-0.177-0.428-0.428-0.118-0.118-0.578-0.578-0.384-0.384-0.321-0.321-0.321-0.321-0.182-0.1820.3900.3900.2310.231-0.377-0.377-0.667-0.667-0.667-0.667-0.667-0.667-0.310-0.310-0.249-0.2490.1030.1030.0570.057v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.057 · |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
17.4864
p-VALUE (log scale)
0.0002
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
7.4639
p-VALUE (log scale)
0.1871
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
-1.7444
p-VALUE (log scale)
0.4169
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
0.6818
p-VALUE (log scale)
0.4954
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0323
p-VALUE (log scale)
0.5000
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
-1.5677
p-VALUE (log scale)
0.1169
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.523 ≈ 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=3.61e-5 · top T=3.43h (31.1%) · top-3 cover 68.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-41.0e-46.7e-53.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.55e-8 · 0.0% energyperiod 24.0 · power 7.55e-8 · 0.0% energyperiod 12.0 · power 2.01e-6 · 0.5% energyperiod 12.0 · power 2.01e-6 · 0.5% energyperiod 8.0 · power 5.42e-5 · 12.5% energyperiod 8.0 · power 5.42e-5 · 12.5% energyperiod 6.0 · power 1.56e-5 · 3.6% energyperiod 6.0 · power 1.56e-5 · 3.6% energyperiod 4.8 · power 3.05e-5 · 7.0% energyperiod 4.8 · power 3.05e-5 · 7.0% energyperiod 4.0 · power 8.91e-6 · 2.1% energyperiod 4.0 · power 8.91e-6 · 2.1% energyperiod 3.4 · power 1.35e-4 · 31.1% energyperiod 3.4 · power 1.35e-4 · 31.1% energyperiod 3.0 · power 4.86e-5 · 11.2% energyperiod 3.0 · power 4.86e-5 · 11.2% energyperiod 2.7 · power 4.00e-6 · 0.9% energyperiod 2.7 · power 4.00e-6 · 0.9% energyperiod 2.4 · power 1.42e-5 · 3.3% energyperiod 2.4 · power 1.42e-5 · 3.3% energyperiod 2.2 · power 1.07e-4 · 24.7% energyperiod 2.2 · power 1.07e-4 · 24.7% energyperiod 2.0 · power 1.35e-5 · 3.1% energyperiod 2.0 · power 1.35e-5 · 3.1% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.18h#3T=8.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 31.1% of total energy · Σ|X̂|²/n = 4.331e-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 -9.26× · μ -0.000% · σ 0.05%
μ per barmean
-0.000%
σ per barvol
0.05%
Empirical f★argmax g(f)
0.00×
from observed distribution
Parametric f★μ/σ²
-9.26×
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 -4.50400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.002
annualized -4.50
μ per barafter L
-0.000%
σ per barafter L
0.01%
VaR 95%5%
0.00%
per-bar worst-case
CVaR 95%ES
0.00%
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 -10.64σ ann 115% · Sortino -2.29 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-1276%-994%-711%-428%-145%138%-1000.0%APR (simple)-100.0%APY (compound)114.8%Ann. vol σ-1063.7%Sharpe (ann)-228.7%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%
0.0000.0000.0000.0000.0000.000t-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 12:20:34 UTC
Snapshot age
816ms
History points
25 hourly closes
Page rendered
2026-06-14 12:20:35 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
73a4e62fbb28adbe7838e755bc710f2e84669d5c1d2440d968dbc5f9225bf3dc · 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

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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
$0
bid $0 · ask $0
Depth within 50bp
$29.15K
bid $7.05K · ask $22.11K
Mid price
0.000429
(best bid + best ask) / 2
Spread
23.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.090
ask-heavy
Imbalance (top-5)
-0.180
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-BOME/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.00042911.67bp0.0004291FILLED
BUY$10.00K0.00042918.70bp0.0004302FILLED
BUY$100.00K0.000438211.60bp0.00052320PARTIAL
SELL$1.00K0.00042723.48bp0.0004272FILLED
SELL$10.00K0.00042740.76bp0.0004263FILLED
SELL$100.00K0.000418245.19bp0.00037020PARTIAL

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-BOME/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$26.53M

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

Order flow

▸ ASK-LEAN · -0.128 · Hyperliquid candles
Bars (buy / sell)
8 / 16
1 unclassified
Buy weight
$11.57M
real volume
Sell weight
$14.97M
real volume
Net delta
$3.40M
sellers net
Imbalance
-12.81%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
12.8%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 4 found · deepest 2.27% · 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 22:00:00Z4.0h0.000441→0.0004312.268%5
#22026-06-13 16:00:00Z2.0h0.000441→0.0004351.361%3
#32026-06-14 09:00:00Z2.0h0.000432→0.0004271.157%3

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
114.84%
σ per bar = 0.000501
Mean return (annualised)
-1221.59%
μ per bar = -0.000002
Sharpe (rf=0)
-10.64
annualised; risk-free assumed zero
Max drawdown
1.85%
peak 0.00 → trough 0.00 over 3188 bars

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