Net SOL position
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SOL · Updated hourly
How the HyperIndex 100 are positioned in SOL
One live aggregate read of how 100 screened Hyperliquid traders are positioned in SOL—net exposure, long/short balance, conviction, and 90 days of context.
Descriptive positioning data—not a SOL price forecast or trading recommendation.
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The 100 on SOL
Current aggregate positioning
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Directional tilt
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Net ÷ gross SOL 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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SOL 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 SOL longs minus aggregate SOL 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.
SOL between scheduled snapshots
Get notified when the SOL read materially changes
Core checks SOL and every tracked asset after each hourly refresh, then stays quiet unless aggregate positioning changes enough to matter.