Click a benchmark in the legend to show or hide its line. The benchmark selected above is the one used in the statistics and comparisons.
Live record, read from the Hyperliquid account. It is not a simulation. Costs: actual exchange fees and funding, as reported by Hyperliquid. Past performance does not guarantee future results.
Key statisticsSep 2025 – Nov 2026
[ Systemic Strategies ] ♾️ HyperGrowth ♾️
SPY
Total return
+191.7%
+15.8%
+138.7%
+12.6%
110.4%
12.9%
1.22
0.99
3.43
1.67
−41.3%
−5.6%
3.36
2.25
60%
47%
Drawdown
Drawdown from previous peak
Monthly returns
About this strategy
A Hyperliquid vault open to deposits from anyone. Each return is the vault's profit in the period divided by its account value at the start plus half the period's net deposits, using the history Hyperliquid publishes for the vault (about one point a week), so deposits and withdrawals do not count as returns.
How likely the past record is to repeat. The scoring method is published in How it works.
Robustness score
How the score is built
17.2of 40
Statistical evidenceIs the edge real, or could it be luck?
–
Overfitting riskDoes not apply
26.7of 27
Consistency over timeIs it still working recently?
12.9of 13
ImplementabilityDoes it survive real-world trading?
8.2of 20
Live evidenceDoes live trading confirm it?
What is measured
Statistical evidence
Chance the edge is real99
Return beyond the benchmark32
Enough trades to judge0
Consistency over time
Recent performance matches the long run99
Implementability
Survives higher trading costs99
Live evidence
Months of live record (36 = full)41
A ring fills to the check’s 0–100 score; the points are that score times its weight. “Author-reported” items come from the author and are not verified by OXrun.
The score above always uses SPY. This changes the comparison tests below.
1
Luck or skill
Sample size, fat tails and streaks can all make a lucky strategy look skilled. We test for that directly.
chance the true beats SPY’s ()
Range of 5-year outcomes,
Annualised return over random 5-year stretches stitched together from the strategy’s own daily history in 1-month blocks. It shows the spread of outcomes the record supports, not a forecast.
2
Performance across market conditions
How it did in the months when SPY did worst, and whether its risk-adjusted return held up over time.
Average monthly return, by how SPY did that month
Rolling 3-year Sharpe ratio
The rolling line shows the risk-adjusted return of every 3-year window since 2025. A robust strategy stays above zero in all of them.