MajorRiskImportance 85/100

Systematic MR - Perp Futures: Volatility spike

Volatility 3.1% → 23.8%

Before
3.1%
After
23.8%
Change
+675.5%
30D

Why it matters

30-day realized volatility is 676% above its trailing 90-day median.

Analyst commentary

Numbers above are measured from tracked vault data. Commentary is AI-written interpretation of those measured numbers, not investment advice.

Vault TVL
$18K
30D return
-5.9%
Max drawdown
-6.4%
Risk score
9/100

Prepared post

Queued automatically for major events. Nothing is published without a human action.

Systematic MR - Perp Futures: Volatility spike — Volatility 3.1% → 23.8%

Tracked live on HyperliquidVaults.
https://hyperliquidvaults.com/activity/2e4e6344-4c29-4595-ba0c-ffabc3c520b1

How this was detected

Triggered when 30-day realized volatility exceeds 1.5× its trailing 90-day median.

More from Systematic MR - Perp Futures

MajorPositions

WLD long increased

$11K$16K(+47.8%)· Since the last hourly snapshot

Why it matters: WLD long exposure grew by $5K (47.8%), and now represents 99.3% of the vault's total exposure.