Net HYPE position
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HYPE · Updated hourly
HYPE positioning across the HyperIndex 100
One live aggregate read of how 100 screened Hyperliquid traders are positioned in HYPE—net exposure, long/short balance, conviction, and 90 days of context.
Descriptive positioning data—not a HYPE price forecast or trading recommendation.
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The 100 on HYPE
Current aggregate positioning
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Directional tilt
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Net ÷ gross HYPE exposure
Trader balance
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Conviction
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Equity-normalized direction
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Gross long
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Gross short
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Long traders
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Short traders
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HYPE net positioning history
Hourly aggregate notional. Positive is net long; negative is net short.
Tracked-set refreshes can create step changes unrelated to trader movement. Read this as aggregate state history; Core pauses change claims around refresh boundaries.
What changed?
Net-position changes measured from the nearest saved hourly observation.
24 hours
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7 days
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30 days
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90D most long
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90D most short
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How to read this page
Net position
Aggregate HYPE longs minus aggregate HYPE shorts across currently open positions. It describes exposure—not intent.
Directional tilt
Net exposure divided by gross exposure. It shows direction while reducing the distortion of changing position size.
Conviction
A normalized directional measure. Larger absolute values indicate a stronger aggregate lean; they do not imply better odds.
HYPE between scheduled snapshots
Get notified when the HYPE read materially changes
Core checks HYPE and every tracked asset after each hourly refresh, then stays quiet unless aggregate positioning changes enough to matter.