MACRO GURU — Hyperliquid Strategy Cockpit

DATA SOURCING: Asset prices, funding rates, and open interest below are live from api.hyperliquid.xyz (see Asset Universe tab). Portfolio-level numbers (NAV, MTD, VaR, sleeve P&L) are simulated — they require connecting a real Hyperliquid wallet via the SDK before they become live.

What MacroGuru is now one engine, four surfaces

◆ Live engine

Reactive deep-cascade engine → HL paper trades, regime-aware, 7 alpha sleeves.

⟿ Scenario Lab 10,580

Web-verified what-ifs → butterfly cascade → long/short/cash + 1-click trade.

📈 Asset Charts 65

Full daily history + 5,478 macro events as green/red gain-loss dots, zoomable.

🌍 World Map 80

Scenarios by country + the globally-connected economies that move with them.

993 verified historical events back the recommendations; every market on every surface is clickable into its real price chart. See the Foresight and Historical Proof tabs for how each works.

NAV DEMO

$1,243,820+2.4%

Gross Leverage DEMO

2.34x/3.5x max

VaR (95% / 1d) DEMO

1.6%/2.0% limit

Sleeves Live DEMO

7all active

HL Total OI LIVE

—/$15B

Assets Tracked LIVE

—on HL

Capital Flow — Today net allocation by sleeve & regime

Regime Posterior weekly HMM update

Posterior >75% triggers single-regime tilt. Below that, sleeves interpolate across top-2 regimes weighted by posterior.

Sleeve P&L MTD attribution by strategy

Cross-Asset Correlation 30-day rolling, Hyperliquid OHLC

The Big Picture how MACRO GURU sees the world right now

Macro context: Goldilocks classifier (72% posterior, up from 64% last week). Real yields drifting lower, DXY range-bound 105-107, copper/gold ratio stable, ISM new-orders sub-50 but trending. Fed in pause regime — no cut priced for next meeting per Polymarket. Crypto-class share of gross: 38% (well under 50% cap).

Sleeve posture: Macro Trend long BTC/ETH/NVDA, short DXY synth. Funding-arb modest: BTC funding at 0.012%/8h, below trigger. Cross-pairs long XAU/short XAG (GSR at 79.4 — near mean). Tail hedge: 0.4% NAV in OTM HIP-4 binary "10y yield > 5% by July 31".

Watch list: the S-tier macro calendar (CPI, FOMC + SEP, NFP, PCE, OPEC+, BoJ, key megacap earnings) plus any scenario whose probability is rising. Every one of these is already pre-computed as a forward scenario with its full cascade — see the Foresight tab — and backed by measured analogues in Historical Proof.

The Hyperliquid Macro Universe actively-tracked instruments across 5 asset classes · click any asset to open its price-history chart

Crypto 8 / 12

Tokenized US Equities 14 / 260+

Commodities 9 / 9

FX 5 / 8

XYZ Tier 1 — in the live book XYZ Tier 2 — tactical / pairs XYZ Tier 3 — monitored only

Full Asset Detail live prices from api.hyperliquid.xyz — refreshes every 30s

Ticker	Asset	Class	Live Px	24h %	Funding /1h	Tier	Why Macro-Relevant

Live prices fetched directly from api.hyperliquid.xyz/info. — = asset not currently listed (e.g. FX still in development) or temporarily unavailable. Max leverage in the strategy doc; HL caps order value by tier.

FORESIGHT LAYER: a pre-computed library of forward-looking what-if scenarios. Each is run through the same deep causal-propagation engine the live book uses — so a hypothetical and a live trade are scored identically.

Scenarios

10,580indexable

Scenario Lab 10,580 what-if scenarios → butterfly cascade → long/short/cash + 1-click trade

Every scenario carries a probability and a timeline, then is decomposed into signed root-shocks and pushed through the propagation graph. The output for each is a left→right butterfly mindmap (trigger → factors → impacted markets), a table of markets ranked by importance (|expected move| × confidence), a long / short / cash playbook, and — for the markets listed on Hyperliquid — a one-click builder-fee trade. Each market is also clickable into its real price chart with the analogous past events highlighted.

The 1,000 newest scenarios were each web-checked for staleness and mapped to roots by a fleet of macro-strategist agents; the original 200 are hand-curated.

⟿ Open the Scenario Lab →

World Map scenarios by country + the globally-connected economies

Every scenario is tagged with the countries it names. The map shades each nation by how many scenarios reference it; click a country to read the macro events that can hit it and the connected economies that move with it (computed from scenario co-occurrence). India renders on its official Survey-of-India boundary.

🌍 Open the World Map →

PROOF LAYER: facts (event name, exact date, citation) are research-sourced and adversarially verified; magnitudes are measured by code from real daily prices. Every number here is arithmetic on real data, never asserted.

Verified events

9931929 → 2026

Assets charted

65full daily

Mapped event-dots

5,478green / red

Windows

5/20/60dabnormal

Event-study engine anchor-before-event · market-beta-stripped abnormal returns · confidence + citations

The anchor is the last close strictly before each event (so overnight gaps are captured). Forward windows are trading days (+1/+5/+20/+60). To measure the event and not the regime, each asset's return is regressed on the S&P's and we use the abnormal return AR = r − (α + β·r_SPX). A scenario's recommendation is then backed by its closest analogues with a disclosed confidence = consistency · sample · significance, and the cascade direction is reconciled against history (✓ matches / ⚠ differs).

Live demo — S&P 500 with every mapped macro event green = gained / red = fell in the 20 trading days after · scroll to zoom · drag to pan

Loading chart…

📈 Open all 65 Asset Charts →

Seven-Layer Pipeline world → decision → settled position (the live 30s tick)

Two offline engines feed the live book foresight (forward) + proof (backward)

⟿ Scenario precompute

10,580 what-if scenarios → signed root-shocks → the same propagation graph the live engine uses → butterfly cascade + ranked markets + long/short/cash, written to per-scenario JSON (lazy-loaded). Rebuilt by bin/build_scenarios.py; runs offline, not on the 30s tick.

📊 Historical event-study

993 dated, cited events × real daily prices → anchor-before-event, market-beta-stripped abnormal returns, confidence + co-movement. Feeds every scenario (analogues) and every asset chart (green/red dots). Rebuilt by bin/build_history.py + bin/build_asset_charts.py.

Both run on free, citable data (Yahoo daily, web-sourced events). The live pipeline consumes their output as priors + proof; it does not depend on them to trade.

Data Throughput messages / second

System Latency Budget p99 by layer (ms)

Information Flow — End-to-End

Inputs (left) stream into normalization, become features, feed regime + signals, pass through risk gateway, and reach execution. Recon + Attribution closes the loop into a P&L diary that retrains sleeve weights weekly. The kill-switch (top-right) can flatten the entire book in <2 seconds.

Five-Regime Classifier current weekly posterior

Regime History — 24 months

Backtest from Jun 2024. Classifier transitions are state-stable (median dwell: 38 trading days).

Inputs Driving Today’s Classifier

Feature	Value	Z-score	Direction
10y Real Yield (DFII10)	2.04%	-0.42	↓ supportive
DXY 50d MoM	+0.6%	+0.18	neutral
Copper/Gold ratio	0.0019	-0.81	↓ bearish growth
ISM New Orders	48.4	-1.12	↓ contraction
NY Fed Nowcast Δ	+1.8% Q2	+0.34	↑ resilient
BTC realized vol (30d)	38%	-0.62	↓ low-vol regime
GPR Index	142.1	+1.40	↑ elevated but cooling
Credit spread (HY OAS)	295 bps	-0.28	tight = risk-on bias

Seven Alpha Sleeves each independent, ensemble Sharpe target 1.5+

Sleeve Returns — Rolling 90d

Sleeve Pairwise Correlation

Target ≤0.30. Red = breach, amber = watch, green = healthy.

Total Sources

53

Free

31

Freemium

12

Paid

10

Asset × Source Matrix for each asset: the canonical feeds we tap

Asset	Primary Price	Fundamental	Positioning	Sentiment	Event Calendar

Source Catalog — Full

Source	Asset Class	Provides	Cost	Cadence	Signal Type

End-to-End Capital Flow world events → signals → sleeves → positions

Each ribbon’s thickness ∝ current capital allocation. Hover a node to see live exposure. Flow is intentionally many-to-many: a single event (e.g. an OPEC headline) can feed Event-Reactive, Trend, and Tail-Hedge sleeves simultaneously, each translating it into different trades.

Gross Leverage

2.34x /3.5x

VaR 95% (1d)

1.6%/2.0%

VaR 99% (MC)

2.8%/3.5%

Max Single Asset

9.2%/15%

Risk Limits — Live Utilization

Stress Scenarios P&L on $1M illustrative book

Exposure Heatmap net delta by asset, USD-equivalent

Circuit Breakers

Tier	Trigger	Action	Status
CB1	MTD drawdown -5%	Leverage → 1.5x; resume at +1% recovery	OK · MTD +2.4%
CB2	Peak drawdown -10%	Leverage → 0.5x; manual review	OK · DD -1.1%
CB3	Peak drawdown -20%	Halt trading; full portfolio rebuild	OK
FUND	Funding cost > 50bps/wk	Force unwind or rotate position	OK · 12bps/wk
ORACLE	HL mark vs CEX VWAP > 50bps	Auto-flatten affected asset	OK · max 18bps
PEG	USDC/USDH peg < 99.5c · 15m	Convert to BTC/USDT, flatten alts	OK · 100.00c

Upcoming Macro Events next 14 days, impact-ranked

Date · UTC	Event	Source	Affects	Impact

Live Event Feed aggregated from GDELT, wires, calendars

Event Reactive Sleeve — Pre-Loaded Triggers conditional orders waiting on data prints

Trigger	Threshold	Order	Risk Budget	Status
US CPI YoY · Jun 11	> 3.4%	SHORT NDX 2x, LONG XAU 1x	0.6% NAV	Armed
FOMC Decision · Jun 18	Dot-plot ≤ 1 cut for 2026	LONG DXY, SHORT BTC	0.5% NAV	Armed
OPEC+ JMMC · Jun 1	Production cut > 1mbpd	LONG CL + BRENT spread	0.4% NAV	Armed
BoJ Meeting · Jun 14	Surprise hike	SHORT USDJPY, LONG XAU	0.5% NAV	Armed
NVDA Earnings · May 28	Guide vs consensus > +5%	LONG NVDA + SOXX-proxy	0.3% NAV	Armed
GDELT MENA-tone spike	Z > +2.0	LONG CL + XAU, SHORT EURUSD	0.5% NAV	Live (autonomous)
USDC peg deviation	< 99.5c · 15m	FLATTEN alts, ROTATE to BTC	n/a — hard rule	Live (autonomous)