HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #172

Algeria

Primary · Yes
0.3¢
Counter · No
99.7¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-algeria-172 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-algeria-172/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH759ms--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
Yes mid · live
0.3¢
No mid · live
99.7¢
Yes · live 24h price
n=5 · μ=0.0002 · σ=0.0000 · range [0.0002, 0.0002] · R²=0.500 RISING +29.41%σ HIGH 12.42%LAST 0.00020.00020.00020.00020.00020.0002μ = 0.0002max 0.0002min 0.0002dataMA(2)OLS R²=0.50μ lineμ ± σ bandmaxminlive endpoint
5 bars · close 0.02¢ · 24h +29.41%
Probability split · live
Yes 0.3%No 99.7%NO99.7%99.67¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.032 / 1.00 bits (3%) · informative — one side favoured
Yes
0.3%0.3¢303.03× +0.00pp
No
99.7%99.7¢1.00× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=5 · Σ=270 · μ=54.0 · σ=120.7 · CV=2.24BURSTY · concentratedcumulative energy ↗ · 50% by h=5068135203270μ = 5427050%h1h2h3h4h5#1 peak#2-3> μactivequietμ linecum energy
Σ 270 · peak 270
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
759ms
Yes mid
0.330¢
No mid
99.670¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
5 bars
Δ24h close
0.02¢
Δ24h change
+29.41%

§1 · 24h time-series

Mid price · Yes (5 hourly observations)
n=5 · μ=0.0002 · σ=0.0000 · range [0.0002, 0.0002] · R²=0.500 RISING +29.41%σ HIGH 12.42%LAST 0.00020.00020.00020.00020.00020.0002μ = 0.0002max 0.0002min 0.0002dataMA(2)OLS R²=0.50μ lineμ ± σ bandmaxmin
range [0.02¢, 0.02¢] · span 0.00pp · MA(5) latest n/a
Candlestick · open / high / low / close per hour
n=5 · up 5 · down 0 (100% up) · range [0.0002, 0.0002] · σ=0.0000 · CV=0.12 · bodyµ=0%STRONG BULLISH +29.41%CLOSE 0.0002 vs OPEN 0.0002 (+29.41%)&#9650; CLOSE 0.00020.00020.00020.00020.00020.0002μ close = 0.0002O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)#1#2#3#4#5up bar (C≥O)down bar (C<O)MA(2) closeμ closedoji (~no body)biggest body
5 bars · last close 0.02¢
Hourly traded contracts
n=5 · Σ=270 · μ=54.0 · σ=120.7 · CV=2.24BURSTY · concentratedcumulative energy &nearr; · 50% by h=5068135203270μ = 540 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak270270 · 100.0% peak270 · 100.0% peak50%#1#2#3#4#5#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 270 · peak 270 · mean 54.0

§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁

Histogram of Δp
n=4 · 12 bins · μ=0.0000 · σ=0.0000 · skew=1.15 (right-skewed) · kurt=-0.67 (mesokurtic)3221030.00ppbin 0.00pp · n=3 · 100.0% peakbin 0.00pp · n=3 · 100.0% peak0.00pp0.00pp0.00pp0.00pp0.00pp0.00pp0.00pp0.00pp0.00pp0.00pp10.00ppbin 0.00pp · n=1 · 33.3% peakbin 0.00pp · n=1 · 33.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=4 · positive 1 · negative 0

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=5STRONGLY RIGHT-SKEWED (G₁=1.07)
μ MEAN0.02¢95% CI: [0.02¢, 0.02¢]
σ STD DEV0.00ppσ² = 0.050×10⁻⁴ · CV = 12.42%
med MEDIAN0.02¢Q₁ 0.02¢ · Q₃ 0.02¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.02¢Q₁ 0.02¢med 0.02¢Q₃ 0.02¢max 0.02¢μ
SKEWNESS · G₁1.073right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.920mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.45
σ × 1.349 ↔ IQRdiverges from normalratio = 0.00
range ↔ σconcentrated (range < 4σ)range / σ = 2.24
μ = mean · σ = standard deviation · CV = coefficient of variation · skew (G₁): >0 right-tail · kurt (G₂, excess): >0 leptokurtic. 95% CI uses 1.96·SE around μ. σ × 1.349 ≈ IQR under normality.

§6 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.083within white-noise band
ρ(2) AUTOCORR-0.167lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+1.732fails 5% test
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.083k=2-0.167k=3+0.000k=4+0.000k=5+0.0000+1−1+1.001.00+ momentum (ρ > +1.00)− reversal (ρ < −1.00)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.08low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.73)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§7 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
OUTCOME ID#172
SLUGalgeria-172
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES0.33¢implied prob 0.33% · decimal odds 303.03×
COUNTER · NO99.67¢implied prob 99.67% · decimal odds 1.00×
0.33¢
99.67¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME270 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.993 · entropy 0.032 bits
LIQUIDITY DEPTHTHIN100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = primary + counter implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§8 · Position sizing & edge analysis

Yes vs No · Kelly · entropy · arbitrage
FAIR MARKET · no edge
Yes 0.3%No 99.7%YES0.3%H = 0.032 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes303.03×(0¢)No1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.032 bits (3% of max) · informative — one side strongly favoured
0 (certain)0.250.50.751.00 (max)
Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding
K* full = (b·p − q)/b where b = (1−p̂)/p̂ are the net odds implied by p̂. ½K and ¼K are industry-standard conservative fractions.

§9 · Resolution criteria

This outcome resolves to Yes if Algeria is officially declared the 2026 FIFA World Cup champion.

▸ Depth section using sovereign-store price series (5000 bars · effective 5257847 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§15 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§16 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 7.0 d · σ/bar 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.0033 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move7d
0.00pp
σ × √168
Terminal variancebinary
0.0033
p(1−p) at resolution
Current pricep
0.3¢
latest snapshot
Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.
Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§17 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00n = 5000
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 0.3¢ → trough 0.3¢
Median step
0.00pp
price bucket granularity
Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.
Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§18 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
0.3%
= price
Decimal oddsEU
303.030
total return per $1
AmericanUS
+30203
$100 wins $30203
FractionalUK
302.03 / 1
profit per $1 risked
Profit per $100stake
+$30203.03
clean dollar framing
-1000-5000+500+1000020406080100you · 0.3%implied probability (%)American odds
underdog (+)favorite (-)your price
Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§19 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.032 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.032 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.24 bit
self-information
Surprise · NO−log₂(1−p)
0.00 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
Market entropy only — model entropy requires an external q.

§20 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Snapshot fetched
2026-06-14 14:53:48 UTC
Snapshot age
759ms
Page rendered
2026-06-14 14:53:49 UTC
History points
5 closes · 5 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fea1b89317edbd98b4cf51254b06954a3d9a0e9dbe174ac9a9df8080efa42c6b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars

/api/asset/hl-pred-algeria-172/risk · same metrics, JSON