HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #370

Canada

Primary · Yes
76.0¢
Counter · No
24.0¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-canada-370 · fresh · feed 2s old
24h sparkline · 60 pts
realized vol (ann.)
66.00%
max drawdown
0.27%
sharpe
ulcer index
0.19%
RMS drawdown
pain index
0.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.25%
cond. drawdown
gain/pain
3.25
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
3.25
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
1032
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-canada-370/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH2.4s--:--:-- 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
76.0¢
No mid · live
24.0¢
Yes · live 24h price
n=25 · μ=0.7592 · σ=0.0073 · range [0.7443, 0.7680] · R²=0.551 RISING +2.34%σ LOW 0.97%LAST 0.76180.76800.76210.75620.75030.7443μ = 0.7592max 0.7680min 0.7443dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 76.18¢ · 24h +2.34%
Probability split · live
Yes 76.0%No 24.0%YES76.0%75.99¢ · odds 1/1.32
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.795 / 1.00 bits (80%) · moderate uncertainty
Yes
76.0%76.0¢1.32× +0.00pp
No
24.0%24.0¢4.16× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=3,766 · μ=150.6 · σ=422.0 · CV=2.80BURSTY · concentratedcumulative energy ↗ · 50% by h=2304869711,4571,942μ = 1511,94250%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 3766 · peak 1942
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2.4s
Yes mid
75.989¢
No mid
24.011¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
76.18¢
Δ24h change
+2.34%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.7592 · σ=0.0073 · range [0.7443, 0.7680] · R²=0.551 RISING +2.34%σ LOW 0.97%LAST 0.76180.76800.76210.75620.75030.7443μ = 0.7592max 0.7680min 0.7443dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
range [74.43¢, 76.80¢] · span 2.37pp · MA(5) latest 76.27¢
Candlestick · open / high / low / close per hour
n=25 · up 22 · down 3 (88% up) · range [0.7443, 0.7690] · σ=0.0073 · CV=0.01 · bodyµ=13%STRONG BULLISH +2.34%CLOSE 0.7618 vs OPEN 0.7443 (+2.34%)&#9650; CLOSE 0.76180.76900.76280.75670.75050.7443μ close = 0.7592O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.744 H0.744 L0.744 C0.744 (+0.00%)O0.758 H0.758 L0.758 C0.758 (+0.00%)O0.758 H0.758 L0.758 C0.758 (+0.00%)O0.758 H0.758 L0.758 C0.758 (-0.03%)O0.758 H0.758 L0.758 C0.758 (-0.03%)O0.761 H0.761 L0.761 C0.761 (+0.00%)O0.761 H0.761 L0.761 C0.761 (+0.00%)O0.761 H0.761 L0.761 C0.761 (+0.00%)O0.761 H0.761 L0.761 C0.761 (+0.00%)O0.761 H0.761 L0.761 C0.761 (+0.00%)O0.761 H0.761 L0.761 C0.761 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.760 H0.760 L0.760 C0.760 (+0.00%)O0.768 H0.768 L0.768 C0.768 (+0.00%)O0.768 H0.768 L0.768 C0.768 (+0.00%)O0.768 H0.768 L0.768 C0.768 (+0.00%)O0.768 H0.768 L0.768 C0.768 (+0.00%)O0.768 H0.768 L0.768 C0.768 (+0.00%)O0.768 H0.768 L0.768 C0.768 (+0.00%)O0.768 H0.769 L0.758 C0.765 (-0.33%)O0.768 H0.769 L0.758 C0.765 (-0.33%)O0.764 H0.764 L0.764 C0.764 (+0.00%)O0.764 H0.764 L0.764 C0.764 (+0.00%)O0.763 H0.764 L0.758 C0.764 (+0.13%)O0.763 H0.764 L0.758 C0.764 (+0.13%)O0.764 H0.764 L0.764 C0.764 (+0.00%)O0.764 H0.764 L0.764 C0.764 (+0.00%)1.0%O0.758 H0.766 L0.758 C0.766 (+0.99%)O0.758 H0.766 L0.758 C0.766 (+0.99%)O0.758 H0.758 L0.758 C0.758 (-0.04%)O0.758 H0.758 L0.758 C0.758 (-0.04%)O0.762 H0.762 L0.762 C0.762 (+0.00%)O0.762 H0.762 L0.762 C0.762 (+0.00%)#1#5#9#13#17#21#25up bar (C≥O)down bar (C<O)MA(5) closeμ closedoji (~no body)biggest body
25 bars · last close 76.18¢
Hourly traded contracts
n=25 · Σ=3,766 · μ=150.6 · σ=422.0 · CV=2.80BURSTY · concentratedcumulative energy &nearr; · 50% by h=2304869711,4571,942μ = 1510 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak100 · 5.1% peak100 · 5.1% peak28 · 1.4% peak28 · 1.4% peak1 · 0.1% peak1 · 0.1% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak45 · 2.3% peak45 · 2.3% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak55 · 2.8% peak55 · 2.8% peak60 · 3.1% peak60 · 3.1% peak0 · 0.0% peak0 · 0.0% peak977 · 50.3% peak977 · 50.3% peak14 · 0.7% peak14 · 0.7% peak142 · 7.3% peak142 · 7.3% peak199 · 10.2% peak199 · 10.2% peak1,9421,942 · 100.0% peak1,942 · 100.0% peak189 · 9.7% peak189 · 9.7% peak14 · 0.7% peak14 · 0.7% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 3766 · peak 1942 · mean 150.6

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

Histogram of Δp
n=24 · 12 bins · μ=0.0008 · σ=0.0035 · skew=1.39 (right-skewed) · kurt=4.05 (leptokurtic (fat tails))15118401-0.70ppbin -0.70pp · n=1 · 6.7% peakbin -0.70pp · n=1 · 6.7% peak-0.52pp1-0.34ppbin -0.34pp · n=1 · 6.7% peakbin -0.34pp · n=1 · 6.7% peak2-0.16ppbin -0.16pp · n=2 · 13.3% peakbin -0.16pp · n=2 · 13.3% peak150.02ppbin 0.02pp · n=15 · 100.0% peakbin 0.02pp · n=15 · 100.0% peak10.20ppbin 0.20pp · n=1 · 6.7% peakbin 0.20pp · n=1 · 6.7% peak20.38ppbin 0.38pp · n=2 · 13.3% peakbin 0.38pp · n=2 · 13.3% peak0.56pp10.74ppbin 0.74pp · n=1 · 6.7% peakbin 0.74pp · n=1 · 6.7% peak0.92pp1.10pp11.28ppbin 1.28pp · n=1 · 6.7% peakbin 1.28pp · n=1 · 6.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 6 · negative 5
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=1.53 · kurt=4.82 · near 7 / mid 16 / far 1 · OLS slope=0.85 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25STRONGLY LEFT-SKEWED (G₁=-1.06)
μ MEAN75.92¢95% CI: [75.64¢, 76.21¢]
σ STD DEV0.73ppσ² = 0.537 · CV = 0.97%
med MEDIAN75.98¢Q₁ 75.81¢ · Q₃ 76.43¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 74.43¢Q₁ 75.81¢med 75.98¢Q₃ 76.43¢max 76.80¢μ
SKEWNESS · G₁-1.058left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.039mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.08
σ × 1.349 ↔ IQRdiverges from normalratio = 1.58
range ↔ σconcentrated (range < 4σ)range / σ = 3.23
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.161within white-noise band
ρ(2) AUTOCORR+0.092lag-2 not significant
H · HURST EXPONENT0.699persistent
OLS TREND · t-STAT+5.317significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.699PERSISTENT
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=1-0.161k=2+0.092k=3-0.121k=4-0.028k=5-0.0170+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.56high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.32)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#370
SLUGcanada-370
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES75.99¢implied prob 75.99% · decimal odds 1.32×
COUNTER · NO24.01¢implied prob 24.01% · decimal odds 4.16×
75.99¢
24.01¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME3.77k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (76¢)|primary − counter| = 0.520 · entropy 0.795 bits
LIQUIDITY DEPTHMODEST100k+ 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 76.0%No 24.0%YES76.0%H = 0.795 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes1.32×(76¢)No4.16×(24¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.795 bits (80% of max) · moderate uncertainty
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 Canada wins the Game.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.37% · worst -0.79% · typical |Δ| 0.18%MILD BULLISH +1.74%BEST+1.37%14hWORST-0.79%09hTYPICAL |Δ|0.18%mean absoluteCUMULATIVE+1.74%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.06% · Σ +0.45%EUROPE · 08-16 UTCμ +0.13% · Σ +1.07%US · 16-24 UTCμ +0.03% · Σ +0.22%CUMULATIVE Δ PATH · final +1.74%+2.37%0.00%0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h1.37% · 14h1.37% · 14h1.37%14h★ BEST-0.04% · 15h-0.04% · 15h-0.04%15h0.31% · 16h0.31% · 16h0.31%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-0.09% · 19h-0.09% · 19h-0.09%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 00h0.00% · 00h·00h0.79% · 01h0.79% · 01h0.79%01h0.03% · 02h0.03% · 02h0.03%02h0.00% · 03h0.00% · 03h·03h-0.25% · 04h-0.25% · 04h-0.25%04h-0.12% · 05h-0.12% · 05h-0.12%05h0.00% · 06h0.00% · 06h·06h0.00% · 07h0.00% · 07h·07h0.12% · 08h0.12% · 08h0.12%08h-0.79% · 09h-0.79% · 09h-0.79%09h▼ WORST0.41% · 10h0.41% · 10h0.41%10hTIME PATTERNEurope-led (+1.07%)RUNSup max 2 · down max 2BREADTH25% up · 21% down · 54% flat
6 up bars · 5 down · best 1.37% · worst -0.79% · typical |Δ| 0.181%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.74%FINAL+1.74%MAX DD-1.03%RECOVERYONGOING · 7 barsMAX RUN-UP+2.38%UNDERWATER14/25 (56%)STREAK↗ 1EQUITY CURVE · end 1.0174 · peak 1.0238 · range [1.0000, 1.0238]1.02381.0000break-even = 1★ PEAK 1.0238UNDERWATER DRAWDOWN · max -1.03% · moderate0%-1.03%▼ TROUGH -1.03%TOP DRAWDOWN PERIODS · 3 total#1 -1.03%bar 19-25 · 7 bars · ONGOING#2 -0.09%bar 10-15 · 6 bars · recovered#3 -0.04%bar 6-6 · 1 bars · recoveredDD SEVERITYmoderate (max -1.03%)RECOVERYongoing · 7 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.0174 (1.74%) · max DD -1.03% · time-under-water 14/25 bars

§12 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=7.91 · σ=36.75MIXED EDGELAST -14.62 (-0.61σ vs μ)49.3024.650.00-24.65-49.30μ = 7.9146.2546.2546.2546.2546.2546.2542.7942.7919.0219.0224.3424.34-38.21-38.21-38.21-38.21-38.21-38.2138.2138.2140.1840.1840.1840.1825.0925.0919.2219.2219.2219.22-48.24-48.24-29.84-29.84-49.30-49.30-14.62-14.62v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -14.618 · range [-49.30, 46.25] · μ 7.914 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=27.7054 · σ=17.1608 · range [3.5917, 52.7819] · R²=0.077 FALLING -28.08%σ EXTREME 61.94%LAST 37.253952.781940.484328.186815.88933.5917μ = 27.7054max 52.7819min 3.5917dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 37.25% · range [3.59%, 52.78%] · μ 27.71% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.149 · σ=0.195MEAN-REVERSIONLAST -0.587 (-2.25σ vs μ)0.5870.2930.000-0.293-0.587μ = -0.149-0.334-0.334-0.390-0.390-0.390-0.390-0.132-0.132-0.203-0.2030.0210.021-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.196-0.196-0.205-0.205-0.096-0.0960.0130.0130.1160.1160.1050.1050.1620.162-0.182-0.182-0.587-0.587v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.587 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§13 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
50.2704
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
1.4063
p-VALUE (log scale)
0.9229
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-2.2153
p-VALUE (log scale)
0.2061
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.6330
p-VALUE (log scale)
0.1025
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6256
p-VALUE (log scale)
0.0203
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.3869
p-VALUE (log scale)
0.6988
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.882 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§14 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=1.49e-5 · top T=2.18h (23.7%) · top-3 cover 50.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.2e-53.2e-52.1e-51.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.26e-6 · 4.1% energyperiod 24.0 · power 7.26e-6 · 4.1% energyperiod 12.0 · power 2.73e-5 · 15.3% energyperiod 12.0 · power 2.73e-5 · 15.3% energyperiod 8.0 · power 5.94e-6 · 3.3% energyperiod 8.0 · power 5.94e-6 · 3.3% energyperiod 6.0 · power 1.10e-5 · 6.1% energyperiod 6.0 · power 1.10e-5 · 6.1% energyperiod 4.8 · power 7.30e-6 · 4.1% energyperiod 4.8 · power 7.30e-6 · 4.1% energyperiod 4.0 · power 1.10e-5 · 6.2% energyperiod 4.0 · power 1.10e-5 · 6.2% energyperiod 3.4 · power 2.06e-5 · 11.5% energyperiod 3.4 · power 2.06e-5 · 11.5% energyperiod 3.0 · power 1.89e-5 · 10.6% energyperiod 3.0 · power 1.89e-5 · 10.6% energyperiod 2.7 · power 5.33e-6 · 3.0% energyperiod 2.7 · power 5.33e-6 · 3.0% energyperiod 2.4 · power 4.16e-7 · 0.2% energyperiod 2.4 · power 4.16e-7 · 0.2% energyperiod 2.2 · power 4.23e-5 · 23.7% energyperiod 2.2 · power 4.23e-5 · 23.7% energyperiod 2.0 · power 2.13e-5 · 12.0% energyperiod 2.0 · power 2.13e-5 · 12.0% energy50% by T=3.4h#1 dominantT=2.18h#2T=12.00h#3T=2.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 2.18h (freq 0.458) · concentrates 23.7% of total energy · Σ|X̂|²/n = 1.786e-4

▸ 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 0.041pp · expected |Δp| over horizon 0.53ppterminal variance p(1−p) = 0.1825 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.041pp
one-bar volatility · logit-free
Per-day movedaily
0.20pp
σ × √24
Per-horizon move7d
0.53pp
σ × √168
Terminal variancebinary
0.1825
p(1−p) at resolution
Current pricep
76.0¢
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 0.07pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.03pp · unique ratio 0.00n = 5000
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
2.2pp
peak 77.0¢ → trough 75.3¢
Median step
0.03pp
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
76.0%
= price
Decimal oddsEU
1.316
total return per $1
AmericanUS
-316
risk $316 to win $100
FractionalUK
0.32 / 1
profit per $1 risked
Profit per $100stake
+$31.60
clean dollar framing
-1000-5000+500+1000020406080100you · 76.0%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)
0.795 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.795 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.40 bit
self-information
Surprise · NO−log₂(1−p)
2.06 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
2026-06-18 10:14:57 UTC
Snapshot age
2.4s
Page rendered
2026-06-18 10:15:00 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d1f7d5547c31d63efa78b8806332328033756544c91c42f7a6aa4d9fb07ea5c5 · 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)
122.65%
σ per bar = 0.000535
Mean return (annualised)
57.46%
μ per bar = 0.000000
Sharpe (rf=0)
0.47
annualised; risk-free assumed zero
Max drawdown
2.25%
peak 0.77 → trough 0.75 over 1804 bars

/api/asset/hl-pred-canada-370/risk · same metrics, JSON