HYPERLIQUID · PERPETUAL FUTURES

DOGE

DOGE-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-doge · fresh · feed 0s old
24h sparkline · 60 pts▼ -0.14%
realized vol (ann.)
26.38%
max drawdown
0.77%
sharpe
-4.00
ulcer index
0.26%
RMS drawdown
pain index
0.19%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
-401.98
ret / ulcer
CDaR 95%
0.66%
cond. drawdown
gain/pain
0.99
Σgain / Σ|loss|
sterling
-159.18
ret / CDaR
omega (θ=0)
0.99
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-0.14%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 35%
  • funding: longs pay — perp shorts get paid to wait
Same bundle via M2M API: /api/m2m/hl-doge/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH28ms⏱--:--:-- 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
$0.087
24h Δ · live
-0.14%
24h vol · live
$6.6M
DOGE · live 24h price
n=25 · μ=0.0877 · σ=0.0004 · range [0.0871, 0.0886] · R²=0.599▼ FALLING -0.84%σ LOW 0.44%LAST 0.08720.08860.08820.08790.08750.0871μ = 0.0877max 0.0886min 0.0871dataMA(5)OLS R²=0.60μ lineμ ± σ bandmaxminlive endpoint
25 closes · last $0.09
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=75,576,482 · μ=3023059.3 · σ=3444985.9 · CV=1.14BURSTY · concentratedcumulative energy ↗ · 50% by h=603,467,5976,935,19510,402,79213,870,389μ = 302305913,870,38950%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 13870389 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
28ms
$mark $
$0.0872
$mid $
$0.0872
◉prev-day close
$0.0873
Δ24h Δ %
-0.135%
$24h vol $
$6.64M
◐open interest $
$29.04M
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0877 · σ=0.0004 · range [0.0871, 0.0886] · R²=0.599▼ FALLING -0.84%σ LOW 0.44%LAST 0.08720.08860.08820.08790.08750.0871μ = 0.0877max 0.0886min 0.0871dataMA(5)OLS R²=0.60μ lineμ ± σ bandmaxmin
mark $0.0872 · 24h -0.14% · range $[0.0871, 0.0886]
OHLC candles · hourly
n=25 · up 14 · down 11 (56% up) · range [0.0867, 0.0888] · σ=0.0004 · CV=0.00 · bodyµ=47%CONSOLIDATINGCLOSE 0.0872 vs OPEN 0.0873 (-0.13%)&#9660; CLOSE 0.08720.08880.08830.08780.08730.0867μ close = 0.0877O0.087 H0.088 L0.087 C0.088 (+0.71%)O0.087 H0.088 L0.087 C0.088 (+0.71%)0.8%O0.088 H0.089 L0.088 C0.089 (+0.79%)O0.088 H0.089 L0.088 C0.089 (+0.79%)O0.089 H0.089 L0.088 C0.088 (-0.52%)O0.089 H0.089 L0.088 C0.088 (-0.52%)O0.088 H0.088 L0.088 C0.088 (+0.25%)O0.088 H0.088 L0.088 C0.088 (+0.25%)O0.088 H0.089 L0.088 C0.088 (-0.01%)O0.088 H0.089 L0.088 C0.088 (-0.01%)O0.088 H0.088 L0.088 C0.088 (-0.48%)O0.088 H0.088 L0.088 C0.088 (-0.48%)O0.088 H0.088 L0.087 C0.088 (-0.34%)O0.088 H0.088 L0.087 C0.088 (-0.34%)O0.088 H0.088 L0.088 C0.088 (+0.07%)O0.088 H0.088 L0.088 C0.088 (+0.07%)O0.088 H0.088 L0.087 C0.088 (-0.03%)O0.088 H0.088 L0.087 C0.088 (-0.03%)O0.088 H0.088 L0.088 C0.088 (+0.05%)O0.088 H0.088 L0.088 C0.088 (+0.05%)O0.088 H0.089 L0.088 C0.088 (+0.61%)O0.088 H0.089 L0.088 C0.088 (+0.61%)O0.088 H0.088 L0.088 C0.088 (-0.37%)O0.088 H0.088 L0.088 C0.088 (-0.37%)O0.088 H0.088 L0.088 C0.088 (+0.06%)O0.088 H0.088 L0.088 C0.088 (+0.06%)O0.088 H0.088 L0.088 C0.088 (-0.23%)O0.088 H0.088 L0.088 C0.088 (-0.23%)O0.088 H0.088 L0.088 C0.088 (+0.14%)O0.088 H0.088 L0.088 C0.088 (+0.14%)O0.088 H0.088 L0.088 C0.088 (+0.11%)O0.088 H0.088 L0.088 C0.088 (+0.11%)O0.088 H0.088 L0.088 C0.088 (+0.19%)O0.088 H0.088 L0.088 C0.088 (+0.19%)O0.088 H0.088 L0.087 C0.088 (-0.53%)O0.088 H0.088 L0.087 C0.088 (-0.53%)O0.088 H0.088 L0.087 C0.088 (+0.05%)O0.088 H0.088 L0.087 C0.088 (+0.05%)O0.088 H0.088 L0.087 C0.087 (-0.16%)O0.088 H0.088 L0.087 C0.087 (-0.16%)O0.087 H0.087 L0.087 C0.087 (-0.32%)O0.087 H0.087 L0.087 C0.087 (-0.32%)O0.087 H0.087 L0.087 C0.087 (+0.02%)O0.087 H0.087 L0.087 C0.087 (+0.02%)O0.087 H0.087 L0.087 C0.087 (+0.24%)O0.087 H0.087 L0.087 C0.087 (+0.24%)O0.087 H0.087 L0.087 C0.087 (-0.34%)O0.087 H0.087 L0.087 C0.087 (-0.34%)O0.087 H0.087 L0.087 C0.087 (+0.06%)O0.087 H0.087 L0.087 C0.087 (+0.06%)#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=75,576,482 · μ=3023059.3 · σ=3444985.9 · CV=1.14BURSTY · concentratedcumulative energy &nearr; · 50% by h=603,467,5976,935,19510,402,79213,870,389μ = 30230594,457,627 · 32.1% peak4,457,627 · 32.1% peak9,064,571 · 65.4% peak9,064,571 · 65.4% peak10,170,899 · 73.3% peak10,170,899 · 73.3% peak1,090,024 · 7.9% peak1,090,024 · 7.9% peak1,875,069 · 13.5% peak1,875,069 · 13.5% peak13,870,38913,870,389 · 100.0% peak13,870,389 · 100.0% peak6,037,728 · 43.5% peak6,037,728 · 43.5% peak1,295,290 · 9.3% peak1,295,290 · 9.3% peak2,177,518 · 15.7% peak2,177,518 · 15.7% peak1,029,860 · 7.4% peak1,029,860 · 7.4% peak4,152,216 · 29.9% peak4,152,216 · 29.9% peak651,870 · 4.7% peak651,870 · 4.7% peak265,295 · 1.9% peak265,295 · 1.9% peak2,128,175 · 15.3% peak2,128,175 · 15.3% peak1,045,793 · 7.5% peak1,045,793 · 7.5% peak398,656 · 2.9% peak398,656 · 2.9% peak899,348 · 6.5% peak899,348 · 6.5% peak1,311,910 · 9.5% peak1,311,910 · 9.5% peak2,626,234 · 18.9% peak2,626,234 · 18.9% peak1,892,275 · 13.6% peak1,892,275 · 13.6% peak1,117,743 · 8.1% peak1,117,743 · 8.1% peak920,772 · 6.6% peak920,772 · 6.6% peak4,816,008 · 34.7% peak4,816,008 · 34.7% peak2,230,045 · 16.1% peak2,230,045 · 16.1% peak51,167 · 0.4% peak51,167 · 0.4% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 75576482 · peak 13870389 · CV 1.14

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=-0.0004 · σ=0.0032 · skew=0.53 (right-skewed) · kurt=0.13 (mesokurtic)65320 3-50.95bpbin -50.95bp · n=3 · 50.0% peakbin -50.95bp · n=3 · 50.0% peak 3-39.44bpbin -39.44bp · n=3 · 50.0% peakbin -39.44bp · n=3 · 50.0% peak 2-27.94bpbin -27.94bp · n=2 · 33.3% peakbin -27.94bp · n=2 · 33.3% peak 1-16.43bpbin -16.43bp · n=1 · 16.7% peakbin -16.43bp · n=1 · 16.7% peak 3-4.93bpbin -4.93bp · n=3 · 50.0% peakbin -4.93bp · n=3 · 50.0% peak 66.58bpbin 6.58bp · n=6 · 100.0% peakbin 6.58bp · n=6 · 100.0% peak 418.08bpbin 18.08bp · n=4 · 66.7% peakbin 18.08bp · n=4 · 66.7% peak29.59bp41.09bp52.60bp 164.10bpbin 64.10bp · n=1 · 16.7% peakbin 64.10bp · n=1 · 16.7% peak 175.61bpbin 75.61bp · n=1 · 16.7% peakbin 75.61bp · n=1 · 16.7% 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=0.51 · kurt=0.29 · near 20 / mid 4 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALUPPER 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
$0.0872
Mid price
$0.0872
24h change
-0.14%
Mark–mid spread
0.57 bps
Prev-day close
$0.0873

§4 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.0877$95% CI: [0.0876$, 0.0879$]
σ STD DEV0.0004$σ² = 0.001×10⁻⁴ · CV = 0.44%
med MEDIAN0.0877$Q₁ 0.0876$ · Q₃ 0.0879$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0015$ · IQR 0.0003$ (1.349σ→0.0005$)
min 0.0871$Q₁ 0.0876$med 0.0877$Q₃ 0.0879$max 0.0886$μ
SKEWNESS · G₁0.186approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.597mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 1.62
range ↔ σconcentrated (range < 4σ)range / σ = 3.91
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=-9.81
μᵣ MEAN / h-0.034992%drift is negative per h · |μ|/σ = 0.105
σᵣ STD / h0.333793%σ²ᵣ = 0.111×10⁻⁴ · CV = 9.54×
σ ANNUALISED31.24%/yrscaled by √8760 (hourly→yearly) · 0.334%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)-9.81negative edge
-2-10+1+2+3+4
SORTINO (annualised)-9.22downside 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 · G₁0.54right-skewed · heavy positive tail
-3-10+1+3
EXCESS KURTOSIS · G₂0.66mesokurtic · normal-like tails
-30+2+4+6
SORTINO vs SHARPEdownside vol < total vol · favourableSoR / SR = 0.94
CALMAR · DD CONTROLdrawdown > returns · adverseCR = -100.00
EXPECTED EDGE-306.53%/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 0.52%
VaR₉₅ (h)0.521%5% prob of larger adverse h move
VaR₉₉ (h)0.558%1% prob · extreme-tail threshold
ES₉₅ (CVaR)0.548%expected loss given 5% tail event
MAX DRAWDOWN1.70%22h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−0.521%VaR₉₉−0.558%ES₉₅−0.548%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 22h duration
PEAK8.86$
−1.70% drawdown over 22h
8.71$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.05× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.07× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +1.72% (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)
41.0 · neutral
Bollinger %B
0.108 · within band
Bollinger upper
$0.0882
Bollinger MA
$0.0876
Bollinger lower
$0.0870

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.35 + ADF rejected
ρ(1) AUTOCORR-0.351within white-noise band
ρ(2) AUTOCORR+0.030lag-2 not significant
H · HURST EXPONENT0.911strongly persistent
OLS TREND · t-STAT-5.866significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.911
H = 0.911STRONGLY 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=1-0.351k=2+0.030k=3+0.039k=4-0.125k=5-0.2810+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|=5.87)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.35 + 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|=5.87)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)
$6.64M
Open interest (USD)
$29.04M
Vol / OI (turnover)
0.23x
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 0.81% · worst -0.57% · typical |Δ| 0.25%MILD BEARISH -0.84%BEST+0.81%12hWORST-0.57%13hTYPICAL |Δ|0.25%mean absoluteCUMULATIVE-0.84%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.10% · Σ -0.76%EUROPE · 08-16 UTCμ +0.05% · Σ +0.43%US · 16-24 UTCμ -0.06% · Σ -0.51%CUMULATIVE Δ PATH · final -0.84%+0.81%-0.90%0.81% · 12h0.81% · 12h0.81%12h★ BEST-0.57% · 13h-0.57% · 13h-0.57%13h▼ WORST0.24% · 14h0.24% · 14h0.24%14h0.00% · 15h0.00% · 15h0.00%15h-0.48% · 16h-0.48% · 16h-0.48%16h-0.35% · 17h-0.35% · 17h-0.35%17h0.07% · 18h0.07% · 18h0.07%18h-0.04% · 19h-0.04% · 19h-0.04%19h0.03% · 20h0.03% · 20h0.03%20h0.58% · 21h0.58% · 21h0.58%21h-0.37% · 22h-0.37% · 22h-0.37%22h0.04% · 23h0.04% · 23h0.04%23h-0.23% · 00h-0.23% · 00h-0.23%00h0.17% · 01h0.17% · 01h0.17%01h0.12% · 02h0.12% · 02h0.12%02h0.18% · 03h0.18% · 03h0.18%03h-0.53% · 04h-0.53% · 04h-0.53%04h0.02% · 05h0.02% · 05h0.02%05h-0.16% · 06h-0.16% · 06h-0.16%06h-0.33% · 07h-0.33% · 07h-0.33%07h-0.01% · 08h-0.01% · 08h-0.01%08h0.24% · 09h0.24% · 09h0.24%09h-0.34% · 10h-0.34% · 10h-0.34%10h0.06% · 11h0.06% · 11h0.06%11hTIME PATTERNEurope-led (+0.43%)RUNSup max 3 · down max 3BREADTH54% up · 46% down
13 up bars · 11 down · best 0.81% · worst -0.57% · typical |Δ| 0.248%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.85%)FINAL-0.85%MAX DD-1.70%RECOVERYONGOING · 23 barsMAX RUN-UP+0.81%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.9915 · peak 1.0081 · range [0.9910, 1.0081]1.00810.9910break-even = 1★ PEAK 1.0081UNDERWATER DRAWDOWN · max -1.70% · moderate0%-1.70%▼ TROUGH -1.70%TOP DRAWDOWN PERIODS · 1 total#1 -1.70%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -1.70%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9915 (-0.85%) · max DD -1.70% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-19.69 · σ=22.84UNPROFITABLE STRATEGYLAST -37.13 (-0.76σ vs μ)52.4326.220.00-26.22-52.43μ = -19.69-10.06-10.06-51.56-51.56-32.05-32.05-52.43-52.43-7.56-7.56-3.27-3.2715.8715.870.430.4310.0210.0214.3114.31-6.35-6.35-13.89-13.89-15.13-15.13-11.39-11.39-39.48-39.48-49.75-49.75-44.09-44.09-40.52-40.52-37.13-37.13v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -37.134 · range [-52.43, 15.87] · μ -19.686 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=28.0524 · σ=6.5382 · range [20.8682, 48.9613] · R²=0.373▼ FALLING -56.54%σ EXTREME 23.31%LAST 21.280648.961341.938034.914727.891420.8682μ = 28.0524max 48.9613min 20.8682dataMA(3)OLS R²=0.37μ lineμ ± σ bandmaxmin
latest 21.28% · range [20.87%, 48.96%] · μ 28.05% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.251 · σ=0.224MEAN-REVERSIONLAST -0.362 (-0.50σ vs μ)0.6300.3150.000-0.315-0.630μ = -0.251-0.351-0.351-0.246-0.2460.1680.1680.0770.0770.2060.206-0.367-0.367-0.495-0.495-0.423-0.423-0.480-0.480-0.431-0.431-0.077-0.077-0.239-0.239-0.274-0.274-0.202-0.202-0.277-0.277-0.630-0.630-0.100-0.100-0.258-0.258-0.362-0.362v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.362 · |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
1.6133
p-VALUE (log scale)
0.4463
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
6.4770
p-VALUE (log scale)
0.2617
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
-1.6157
p-VALUE (log scale)
0.4782
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
1.7169
p-VALUE (log scale)
0.0860
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (17 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6663
p-VALUE (log scale)
0.0166
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
-1.7313
p-VALUE (log scale)
0.0834
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.473 ≈ 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=1.08e-5 · top T=3.00h (39.4%) · top-3 cover 68.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.1e-53.8e-52.6e-51.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.76e-7 · 0.1% energyperiod 24.0 · power 1.76e-7 · 0.1% energyperiod 12.0 · power 1.02e-5 · 7.9% energyperiod 12.0 · power 1.02e-5 · 7.9% energyperiod 8.0 · power 8.76e-6 · 6.8% energyperiod 8.0 · power 8.76e-6 · 6.8% energyperiod 6.0 · power 8.04e-6 · 6.2% energyperiod 6.0 · power 8.04e-6 · 6.2% energyperiod 4.8 · power 2.79e-6 · 2.1% energyperiod 4.8 · power 2.79e-6 · 2.1% energyperiod 4.0 · power 1.40e-7 · 0.1% energyperiod 4.0 · power 1.40e-7 · 0.1% energyperiod 3.4 · power 1.25e-5 · 9.7% energyperiod 3.4 · power 1.25e-5 · 9.7% energyperiod 3.0 · power 5.10e-5 · 39.4% energyperiod 3.0 · power 5.10e-5 · 39.4% energyperiod 2.7 · power 2.25e-6 · 1.7% energyperiod 2.7 · power 2.25e-6 · 1.7% energyperiod 2.4 · power 5.14e-6 · 4.0% energyperiod 2.4 · power 5.14e-6 · 4.0% energyperiod 2.2 · power 2.55e-5 · 19.7% energyperiod 2.2 · power 2.55e-5 · 19.7% energyperiod 2.0 · power 3.12e-6 · 2.4% energyperiod 2.0 · power 3.12e-6 · 2.4% energy50% by T=3.0h#1 dominantT=3.00h#2T=2.18h#3T=3.43hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 3.00h (freq 0.333) · concentrates 39.4% of total energy · Σ|X̂|²/n = 1.297e-4

▸ Depth section using sovereign-store price series (5000 bars · effective 5258724 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 0.01%
μ per barmean
-0.000%
σ per barvol
0.01%
Empirical f★argmax g(f)
0.00×
from observed distribution
Parametric f★μ/σ²
-169.31×
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 -45.83400 paths × 720 bars · leverage 0.10× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
-0.020
annualized -45.83
μ per barafter L
-0.000%
σ per barafter L
0.00%
VaR 95%5%
0.00%
per-bar worst-case
CVaR 95%ES
0.00%
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 -42.04σ ann 25% · Sortino -30.93 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
-5044%-4030%-3015%-2000%-985%30%-1000.0%APR (simple)-100.0%APY (compound)24.8%Ann. vol σ-4203.7%Sharpe (ann)-3093.4%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 = 1.000% · long-run σ = 2.236%
0.0830.0850.0870.0880.0900.092t-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 11:01:21 UTC
Snapshot age
28ms
History points
25 hourly closes
Page rendered
2026-06-14 11:01:21 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8acd9cd86aefc63748fc749c2f89168ec0ac398b8d1ccf151b1de12b249cc7c2 · 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
$11.43K
bid $1.02K · ask $10.42K
Depth within 5bp
$209.47K
bid $114.69K · ask $94.78K
Depth within 10bp
$284.98K
bid $190.20K · ask $94.78K
Depth within 50bp
$284.98K
bid $190.20K · ask $94.78K
Mid price
0.087156
(best bid + best ask) / 2
Spread
1.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.335
bid-heavy
Imbalance (top-5)
-0.096
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-doge/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0871610.52bp0.0871611FILLED
BUY$10.00K0.0871620.59bp0.0871653FILLED
BUY$100.00K0.0871802.75bp0.08719420PARTIAL
SELL$1.00K0.0871520.52bp0.0871521FILLED
SELL$10.00K0.0871461.25bp0.0871424FILLED
SELL$100.00K0.0871303.08bp0.08711914FILLED

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-doge/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$75.58M

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

Order flow

▸ ASK-LEAN · -0.195 · Hyperliquid candles
Bars (buy / sell)
13 / 11
1 unclassified
Buy weight
$28.61M
real volume
Sell weight
$42.51M
real volume
Net delta
$13.90M
sellers net
Imbalance
-19.54%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
19.5%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 4 found · deepest 0.82% · 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 17:00:00Z1.0h0.088316→0.0875920.820%2
#22026-06-14 04:00:00Z2.0h0.088074→0.0874860.668%3
#32026-06-13 13:00:00Z0ms0.088606→0.0881050.565%1

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
24.83%
σ per bar = 0.000108
Mean return (annualised)
-1043.73%
μ per bar = -0.000002
Sharpe (rf=0)
-42.04
annualised; risk-free assumed zero
Max drawdown
1.52%
peak 0.09 → trough 0.09 over 3203 bars

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