HYPERLIQUID · PERPETUAL FUTURES

DOOD

DOOD-USD perpetual · 24/7 trading on Hyperliquid

▸ Advanced metrics · M2M bundle

hyperliquid · perp-dood · fresh · feed 1s old
24h sparkline · 60 pts▲ 0.51%
realized vol (ann.)
87.48%
max drawdown
2.46%
sharpe
-69.38
ulcer index
1.23%
RMS drawdown
pain index
1.14%
mean drawdown
mod. VaR 95%
0.05%
Cornish-Fisher
martin ratio
-4952.05
ret / ulcer
CDaR 95%
2.22%
cond. drawdown
gain/pain
0.87
Σgain / Σ|loss|
sterling
-2734.02
ret / CDaR
omega (θ=0)
0.87
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.51%
flow lean
—
carry
longs_pay
10.95%
signalNEUTRALconfidence 36%
  • funding: longs pay — perp shorts get paid to wait
  • mark rich vs HL oracle by 6.3bps — fade/short bias
Same bundle via M2M API: /api/m2m/hl-dood/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH862ms⏱--:--:-- 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
0.51%
24h vol · live
$0.1M
DOOD · live 24h price
n=25 · μ=0.0016 · σ=0.0000 · range [0.0016, 0.0016] · R²=0.311▲ RISING +0.95%σ LOW 0.91%LAST 0.00160.00160.00160.00160.00160.0016μ = 0.0016max 0.0016min 0.0016dataMA(5)OLS R²=0.31μ 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=39,261,220 · μ=1570448.8 · σ=948874.0 · CV=0.60STEADY FLOWcumulative energy ↗ · 50% by h=1301,040,0642,080,1283,120,1924,160,256μ = 15704494,160,25650%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
peak 4160256 contracts
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
862ms
$mark $
$0.0016
$mid $
$0.0016
◉prev-day close
$0.0016
Δ24h Δ %
+0.508%
$24h vol $
$60.99k
◐open interest $
$125.96k
%funding (1h)
0.001250%
%funding (yr)
+10.95%/yr

§1 · 24h time-series

Close price · hourly
n=25 · μ=0.0016 · σ=0.0000 · range [0.0016, 0.0016] · R²=0.311▲ RISING +0.95%σ LOW 0.91%LAST 0.00160.00160.00160.00160.00160.0016μ = 0.0016max 0.0016min 0.0016dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxmin
mark $0.0016 · 24h 0.51% · range $[0.0016, 0.0016]
OHLC candles · hourly
n=25 · up 16 · down 9 (64% up) · range [0.0016, 0.0016] · σ=0.0000 · CV=0.01 · bodyµ=55%BULLISH +0.63%CLOSE 0.0016 vs OPEN 0.0016 (+0.63%)&#9650; CLOSE 0.00160.00160.00160.00160.00160.0016μ close = 0.0016O0.002 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 (+0.45%)O0.002 H0.002 L0.002 C0.002 (+0.45%)O0.002 H0.002 L0.002 C0.002 (+0.70%)O0.002 H0.002 L0.002 C0.002 (+0.70%)O0.002 H0.002 L0.002 C0.002 (-0.69%)O0.002 H0.002 L0.002 C0.002 (-0.69%)O0.002 H0.002 L0.002 C0.002 (+0.45%)O0.002 H0.002 L0.002 C0.002 (+0.45%)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 (+0.51%)O0.002 H0.002 L0.002 C0.002 (+0.51%)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 (+0.88%)O0.002 H0.002 L0.002 C0.002 (+0.88%)O0.002 H0.002 L0.002 C0.002 (+0.00%)O0.002 H0.002 L0.002 C0.002 (+0.00%)O0.002 H0.002 L0.002 C0.002 (+0.25%)O0.002 H0.002 L0.002 C0.002 (+0.25%)O0.002 H0.002 L0.002 C0.002 (-1.43%)O0.002 H0.002 L0.002 C0.002 (-1.43%)O0.002 H0.002 L0.002 C0.002 (+0.57%)O0.002 H0.002 L0.002 C0.002 (+0.57%)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 (+0.00%)O0.002 H0.002 L0.002 C0.002 (+0.00%)O0.002 H0.002 L0.002 C0.002 (-1.51%)O0.002 H0.002 L0.002 C0.002 (-1.51%)O0.002 H0.002 L0.002 C0.002 (+0.89%)O0.002 H0.002 L0.002 C0.002 (+0.89%)O0.002 H0.002 L0.002 C0.002 (+0.13%)O0.002 H0.002 L0.002 C0.002 (+0.13%)O0.002 H0.002 L0.002 C0.002 (+0.13%)O0.002 H0.002 L0.002 C0.002 (+0.13%)2.5%O0.002 H0.002 L0.002 C0.002 (+2.53%)O0.002 H0.002 L0.002 C0.002 (+2.53%)O0.002 H0.002 L0.002 C0.002 (+0.06%)O0.002 H0.002 L0.002 C0.002 (+0.06%)O0.002 H0.002 L0.002 C0.002 (-1.29%)O0.002 H0.002 L0.002 C0.002 (-1.29%)O0.002 H0.002 L0.002 C0.002 (+0.44%)O0.002 H0.002 L0.002 C0.002 (+0.44%)O0.002 H0.002 L0.002 C0.002 (-0.87%)O0.002 H0.002 L0.002 C0.002 (-0.87%)O0.002 H0.002 L0.002 C0.002 (-0.75%)O0.002 H0.002 L0.002 C0.002 (-0.75%)#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=39,261,220 · μ=1570448.8 · σ=948874.0 · CV=0.60STEADY FLOWcumulative energy &nearr; · 50% by h=1301,040,0642,080,1283,120,1924,160,256μ = 15704491,306,848 · 31.4% peak1,306,848 · 31.4% peak963,697 · 23.2% peak963,697 · 23.2% peak1,534,865 · 36.9% peak1,534,865 · 36.9% peak690,122 · 16.6% peak690,122 · 16.6% peak928,349 · 22.3% peak928,349 · 22.3% peak1,037,605 · 24.9% peak1,037,605 · 24.9% peak1,364,843 · 32.8% peak1,364,843 · 32.8% peak1,214,561 · 29.2% peak1,214,561 · 29.2% peak3,216,146 · 77.3% peak3,216,146 · 77.3% peak1,447,099 · 34.8% peak1,447,099 · 34.8% peak1,685,753 · 40.5% peak1,685,753 · 40.5% peak4,160,2564,160,256 · 100.0% peak4,160,256 · 100.0% peak891,307 · 21.4% peak891,307 · 21.4% peak982,065 · 23.6% peak982,065 · 23.6% peak817,439 · 19.6% peak817,439 · 19.6% peak2,092,607 · 50.3% peak2,092,607 · 50.3% peak808,448 · 19.4% peak808,448 · 19.4% peak1,227,170 · 29.5% peak1,227,170 · 29.5% peak965,840 · 23.2% peak965,840 · 23.2% peak3,652,112 · 87.8% peak3,652,112 · 87.8% peak1,851,711 · 44.5% peak1,851,711 · 44.5% peak2,402,680 · 57.8% peak2,402,680 · 57.8% peak695,943 · 16.7% peak695,943 · 16.7% peak2,524,454 · 60.7% peak2,524,454 · 60.7% peak799,300 · 19.2% peak799,300 · 19.2% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol 39261220 · peak 4160256 · CV 0.60

§2 · Returns distribution (log-returns)

Histogram of rₜ = ln(pₜ/pₜ₋₁)
n=24 · 12 bins · μ=0.0007 · σ=0.0078 · skew=0.42 (symmetric) · kurt=0.69 (mesokurtic)65320 3-116.64bpbin -116.64bp · n=3 · 50.0% peakbin -116.64bp · n=3 · 50.0% peak 2-85.84bpbin -85.84bp · n=2 · 33.3% peakbin -85.84bp · n=2 · 33.3% peak 1-55.05bpbin -55.05bp · n=1 · 16.7% peakbin -55.05bp · n=1 · 16.7% peak 2-24.25bpbin -24.25bp · n=2 · 33.3% peakbin -24.25bp · n=2 · 33.3% peak 66.54bpbin 6.54bp · n=6 · 100.0% peakbin 6.54bp · n=6 · 100.0% peak 537.34bpbin 37.34bp · n=5 · 83.3% peakbin 37.34bp · n=5 · 83.3% peak 268.14bpbin 68.14bp · n=2 · 33.3% peakbin 68.14bp · n=2 · 33.3% peak 298.93bpbin 98.93bp · n=2 · 33.3% peakbin 98.93bp · n=2 · 33.3% peak129.73bp160.52bp191.32bp 1222.11bpbin 222.11bp · n=1 · 16.7% peakbin 222.11bp · n=1 · 16.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 14 · negative 9
Q-Q plot · standardised rₜ vs N(0,1)
n=24 · skew=0.46 · kurt=1.06 · near 20 / mid 4 / far 0 · OLS slope=0.99 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
$0.0016
Mid price
$0.0016
24h change
+0.51%
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=25RIGHT-SKEWED (G₁=0.83)
μ MEAN0.0016$95% CI: [0.0016$, 0.0016$]
σ STD DEV0.0000$σ² = 0.000×10⁻⁴ · CV = 0.91%
med MEDIAN0.0016$Q₁ 0.0016$ · Q₃ 0.0016$
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.0001$ · IQR 0.0000$ (1.349σ→0.0000$)
min 0.0016$Q₁ 0.0016$med 0.0016$Q₃ 0.0016$max 0.0016$μ
SKEWNESS · G₁0.832right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.088mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRconsistent with normalratio = 1.08
range ↔ σconcentrated (range < 4σ)range / σ = 3.94
μ = mean · σ = standard deviation · CV = coefficient of variation. Skew (G₁): >0 right-skewed. Kurt (G₂, excess): >0 leptokurtic. 95% CI = μ ± 1.96·SE.

§5 · Returns analytics (log-returns)

Risk-adjusted performance · log-returns
RETURNS · RISK-ADJUSTEDEXCEPTIONAL EDGE · SR=4.47
μᵣ MEAN / h+0.039570%drift is positive per h · |μ|/σ = 0.048
σᵣ STD / h0.827656%σ²ᵣ = 0.685×10⁻⁴ · CV = 20.92×
σ ANNUALISED77.46%/yrscaled by √8760 (hourly→yearly) · 0.828%/h base
RISK-ADJUSTED PERFORMANCEhigher = better edge per unit risk
SHARPE (annualised)4.47excellent · top-decile
-2-10+1+2+3+4
SORTINO (annualised)4.22strong downside-adjusted
-2-10+1+2+3+4
CALMAR (return / max-DD)100.00exceptional DD control
-20+2+4+6
RETURN-DISTRIBUTION SHAPE|skew| < 0.5 ≈ symmetric · |kurt| < 1 ≈ mesokurtic
SKEWNESS · G₁0.49approximately symmetric
-3-10+1+3
EXCESS KURTOSIS · G₂1.62leptokurtic · fat tails
-30+2+4+6
SORTINO vs SHARPEdownside ≈ total vol · symmetricSoR / SR = 0.94
CALMAR · DD CONTROLdrawdown control exceptionalCR = 100.00
EXPECTED EDGE+346.63%/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 1.30%
VaR₉₅ (h)1.296%5% prob of larger adverse h move
VaR₉₉ (h)1.316%1% prob · extreme-tail threshold
ES₉₅ (CVaR)1.311%expected loss given 5% tail event
MAX DRAWDOWN2.34%4h from peak to trough
TAIL-RISK LADDER (h losses)larger negative = worse · markers show severity
0 · no lossVaR₉₅−1.296%VaR₉₉−1.316%ES₉₅−1.311%worst tail ←→ zero loss
MAX DRAWDOWN PROFILEmoderate drawdown · 4h duration
PEAK0.16$
−2.34% drawdown over 4h
0.16$TROUGH
ES / VaR · TAIL THICKNESSthin tails · ES ≈ VaR|ES₉₅| / |VaR₉₅| = 1.01× (normal ≈ 1.25)
VaR₉₉ / VaR₉₅ · CONCENTRATIONuniform tailratio = 1.02× (normal ≈ 1.41)
DRAWDOWN · CAPITAL DURATIONmoderate drawdownrecovery needed: +2.39% (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)
50.5 · neutral
Bollinger %B
0.417 · within band
Bollinger upper
$0.0016
Bollinger MA
$0.0016
Bollinger lower
$0.0016

§8 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.21 + ADF rejected
ρ(1) AUTOCORR-0.208within white-noise band
ρ(2) AUTOCORR-0.046lag-2 not significant
H · HURST EXPONENT0.640persistent
OLS TREND · t-STAT+3.223significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.640
H = 0.640PERSISTENT
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=1-0.208k=2-0.046k=3+0.046k=4-0.089k=5-0.3900+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|=3.22)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.21 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.49high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.22)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)
$60.99k
Open interest (USD)
$125.96k
Vol / OI (turnover)
0.48x
1h funding
0.001250%
Funding (annualised)
+10.95%/yr

§10 · Position sizing

Continuous Kelly (μ/σ²)
5.776× leverage · optimal log-utility leverage
Half-Kelly
2.888× · industry-standard conservative
Quarter-Kelly
1.444×

§11 · Hourly return heatmap

24-hour signed Δln-r grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 2.38% · worst -1.32% · typical |Δ| 0.60%MILD BULLISH +0.95%BEST+2.38%08hWORST-1.32%00hTYPICAL |Δ|0.60%mean absoluteCUMULATIVE+0.95%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.16% · Σ -1.26%EUROPE · 08-16 UTCμ +0.17% · Σ +1.33%US · 16-24 UTCμ +0.11% · Σ +0.88%CUMULATIVE Δ PATH · final +0.95%+3.32%-0.25%0.32% · 14h0.32% · 14h0.32%14h0.63% · 15h0.63% · 15h0.63%15h-0.82% · 16h-0.82% · 16h-0.82%16h0.32% · 17h0.32% · 17h0.32%17h-0.32% · 18h-0.32% · 18h-0.32%18h0.51% · 19h0.51% · 19h0.51%19h0.06% · 20h0.06% · 20h0.06%20h0.88% · 21h0.88% · 21h0.88%21h0.06% · 22h0.06% · 22h0.06%22h0.19% · 23h0.19% · 23h0.19%23h-1.32% · 00h-1.32% · 00h-1.32%00h▼ WORST0.69% · 01h0.69% · 01h0.69%01h-0.25% · 02h-0.25% · 02h-0.25%02h0.06% · 03h0.06% · 03h0.06%03h-1.27% · 04h-1.27% · 04h-1.27%04h0.89% · 05h0.89% · 05h0.89%05h0.00% · 06h0.00% · 06h·06h-0.06% · 07h-0.06% · 07h-0.06%07h2.38% · 08h2.38% · 08h2.38%08h★ BEST0.37% · 09h0.37% · 09h0.37%09h-1.30% · 10h-1.30% · 10h-1.30%10h0.37% · 11h0.37% · 11h0.37%11h-0.69% · 12h-0.69% · 12h-0.69%12h-0.75% · 13h-0.75% · 13h-0.75%13hTIME PATTERNEurope-led (+1.33%)RUNSup max 5 · down max 2BREADTH58% up · 38% down · 4% flat
14 up bars · 9 down · best 2.38% · worst -1.32% · typical |Δ| 0.605%

§12 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.87%FINAL+0.87%MAX DD-2.35%RECOVERYONGOING · 4 barsMAX RUN-UP+3.31%UNDERWATER17/25 (68%)STREAK↘ 2EQUITY CURVE · end 1.0087 · peak 1.0331 · range [0.9971, 1.0331]1.03310.9971break-even = 1★ PEAK 1.0331UNDERWATER DRAWDOWN · max -2.35% · moderate0%-2.35%▼ TROUGH -2.35%TOP DRAWDOWN PERIODS · 3 total#1 -2.35%bar 22-25 · 4 bars · ONGOING#2 -2.08%bar 12-19 · 8 bars · recovered#3 -0.82%bar 4-8 · 5 bars · recoveredDD SEVERITYmoderate (max -2.35%)RECOVERYongoing · 4 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0087 (0.87%) · max DD -2.35% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −4 (79% positive) · μ=11.72 · σ=22.91PROFITABLE STRATEGYLAST 4.50 (-0.31σ vs μ)56.9328.460.00-28.46-56.93μ = 11.7217.6617.6610.7610.7616.1216.1256.9356.9352.1452.147.947.9411.4411.445.015.01-13.06-13.06-36.20-36.20-19.74-19.742.572.57-14.19-14.1925.6325.6329.7529.7529.1029.1022.9722.9713.2713.274.504.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 4.499 · range [-36.20, 56.93] · μ 11.715 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=79.5592 · σ=27.8780 · range [38.7466, 122.9115] · R²=0.810▲ RISING +134.49%σ EXTREME 35.04%LAST 122.9115122.9115101.870380.829059.787838.7466μ = 79.5592max 122.9115min 38.7466dataMA(3)OLS R²=0.81μ lineμ ± σ bandmaxmin
latest 122.91% · range [38.75%, 122.91%] · μ 79.56% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.355 · σ=0.214MEAN-REVERSIONLAST 0.029 (+1.79σ vs μ)0.6570.3280.000-0.328-0.657μ = -0.355-0.531-0.531-0.657-0.657-0.273-0.273-0.544-0.544-0.477-0.477-0.062-0.062-0.345-0.345-0.407-0.407-0.622-0.622-0.537-0.537-0.563-0.563-0.471-0.471-0.527-0.527-0.179-0.179-0.243-0.243-0.123-0.123-0.102-0.102-0.108-0.1080.0290.029v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.029 · |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
3.5903
p-VALUE (log scale)
0.1661
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
6.5377
p-VALUE (log scale)
0.2565
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-2.5673
p-VALUE (log scale)
0.1008
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
1.8158
p-VALUE (log scale)
0.0694
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (16 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1668
p-VALUE (log scale)
0.4147
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
-1.0888
p-VALUE (log scale)
0.2762
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.669 ≈ 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=7.48e-5 · top T=2.00h (24.4%) · top-3 cover 61.0%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)2.2e-41.6e-41.1e-45.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.74e-6 · 0.2% energyperiod 24.0 · power 1.74e-6 · 0.2% energyperiod 12.0 · power 9.41e-5 · 10.5% energyperiod 12.0 · power 9.41e-5 · 10.5% energyperiod 8.0 · power 3.55e-5 · 4.0% energyperiod 8.0 · power 3.55e-5 · 4.0% energyperiod 6.0 · power 9.41e-5 · 10.5% energyperiod 6.0 · power 9.41e-5 · 10.5% energyperiod 4.8 · power 6.33e-6 · 0.7% energyperiod 4.8 · power 6.33e-6 · 0.7% energyperiod 4.0 · power 2.14e-6 · 0.2% energyperiod 4.0 · power 2.14e-6 · 0.2% energyperiod 3.4 · power 1.61e-4 · 17.9% energyperiod 3.4 · power 1.61e-4 · 17.9% energyperiod 3.0 · power 1.67e-4 · 18.6% energyperiod 3.0 · power 1.67e-4 · 18.6% energyperiod 2.7 · power 4.56e-5 · 5.1% energyperiod 2.7 · power 4.56e-5 · 5.1% energyperiod 2.4 · power 3.10e-5 · 3.5% energyperiod 2.4 · power 3.10e-5 · 3.5% energyperiod 2.2 · power 3.97e-5 · 4.4% energyperiod 2.2 · power 3.97e-5 · 4.4% energyperiod 2.0 · power 2.19e-4 · 24.4% energyperiod 2.0 · power 2.19e-4 · 24.4% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.00h#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 ≈ 2.00h (freq 0.500) · concentrates 24.4% of total energy · Σ|X̂|²/n = 8.971e-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★) 0.001%/barparametric μ/σ² 10.56× · μ 0.000% · σ 0.04%
μ per barmean
0.000%
σ per barvol
0.04%
Empirical f★argmax g(f)
8.00×
from observed distribution
Parametric f★μ/σ²
10.56×
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 2.64× leverage
Median CAGR/bar 0.000% · annualized Sharpe 10.59400 paths × 720 bars · leverage 2.64× · bootstrap from 4999 observed returns
Sharpe / barμ/σ
0.005
annualized 10.59
μ per barafter L
0.000%
σ per barafter L
0.11%
VaR 95%5%
0.17%
per-bar worst-case
CVaR 95%ES
0.24%
mean tail loss
Max DD (median)MDD
-0.3%
0.91×0.95×0.99×1.03×1.07×1.10×0120240360480600720startbar #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 934% · APY 1000% · Sharpe 9.93σ ann 94% · Sortino 4.92 · n 4999 · ⚠ capped (n=4999 too small to support 8760-bar projection)
0%240%480%720%960%1200%933.7%APR (simple)1000.0%APY (compound)94.0%Ann. vol σ993.1%Sharpe (ann)491.7%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 = 1.001% · long-run σ = 2.236%
0.0020.0020.0020.0020.0020.002t-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 13:39:29 UTC
Snapshot age
862ms
History points
25 hourly closes
Page rendered
2026-06-14 13:39:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
00435e8d3067136c8d01970115605d555225f3e688d400cf9e607cf7f9c4292c · deterministic hash of the source snapshot — proves this page was rendered from this exact data
Open data licence
CC0 / public domain · free to mirror, syndicate, analyse

§∞-2 · Related markets · explore more

HL PREDGermany94.1¢HL PREDSpain90.3¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,257HL PERPETH-USD perpetual$1,664.5HL PERPHYPE-USD perpetual$60.9

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
$1.60K
bid $670 · ask $926
Depth within 50bp
$12.79K
bid $6.86K · ask $5.94K
Mid price
0.001584
(best bid + best ask) / 2
Spread
12.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.061
ask-heavy
Imbalance (top-5)
+0.074
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-dood/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0015856.78bp0.0015862FILLED
BUY$10.00K0.00159038.39bp0.0015979FILLED
BUY$100.00K0.001628279.94bp0.00167220PARTIAL
SELL$1.00K0.0015838.40bp0.0015822FILLED
SELL$10.00K0.00157837.09bp0.0015728FILLED
SELL$100.00K0.001553198.72bp0.00153020PARTIAL

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-dood/carry · same metrics, JSON

Volume profile

▸ real volume · Hyperliquid candlesstep $ 1 · 25 records
Price binBarsVolumeDistribution
$0.000000–$1.0000★25$39.26M

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

Order flow

▸ BID-LEAN · +0.175 · Hyperliquid candles
Bars (buy / sell)
15 / 9
1 unclassified
Buy weight
$22.30M
real volume
Sell weight
$15.65M
real volume
Net delta
$6.64M
buyers net
Imbalance
17.51%
(buy − sell) / (buy + sell)
Toxicity (VPIN)
17.5%
two-sided / balanced
Impact (|Δp|/vol)
—
needs real volume

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

Cascade clusters

▸ DOWN · 4 found · deepest 2.34% · 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
#12026-06-14 10:00:00Z3.0h0.001625→0.0015872.338%4
#22026-06-14 04:00:00Z0ms0.001591→0.0015681.446%1
#32026-06-14 00:00:00Z2.0h0.001601→0.0015801.312%3

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

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
94.02%
σ per bar = 0.000410
Mean return (annualised)
933.74%
μ per bar = 0.000002
Sharpe (rf=0)
9.93
annualised; risk-free assumed zero
Max drawdown
3.71%
peak 0.00 → trough 0.00 over 2437 bars

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