HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #308

Japan

Primary · Yes
25.6¢
Counter · No
74.4¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-japan-308 · fresh · feed 4s old
24h sparkline · 60 pts
realized vol (ann.)
73.08%
max drawdown
4.56%
sharpe
ulcer index
1.98%
RMS drawdown
pain index
1.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
4.56%
cond. drawdown
gain/pain
0.99
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.99
upside/downside
roll spread
7.7 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-japan-308/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH3.7s--:--:-- 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
25.6¢
No mid · live
74.4¢
Yes · live 24h price
n=25 · μ=0.2551 · σ=0.0101 · range [0.2450, 0.2880] · R²=0.088 FALLING -5.05%σ NORMAL 3.94%LAST 0.26110.28800.27720.26650.25570.2450μ = 0.2551max 0.2880min 0.2450dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 26.11¢ · 24h -5.05%
Probability split · live
Yes 25.6%No 74.4%NO74.4%74.42¢ · odds 1/1.34
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.820 / 1.00 bits (82%) · high uncertainty
Yes
25.6%25.6¢3.91× +0.00pp
No
74.4%74.4¢1.34× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=18,355 · μ=734.2 · σ=1701.7 · CV=2.32BURSTY · concentratedcumulative energy ↗ · 50% by h=2101,9233,8465,7687,691μ = 7347,69150%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 18355 · peak 7691
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3.7s
Yes mid
25.581¢
No mid
74.419¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
26.11¢
Δ24h change
-5.05%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.2551 · σ=0.0101 · range [0.2450, 0.2880] · R²=0.088 FALLING -5.05%σ NORMAL 3.94%LAST 0.26110.28800.27720.26650.25570.2450μ = 0.2551max 0.2880min 0.2450dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
range [24.50¢, 28.80¢] · span 4.30pp · MA(5) latest 26.14¢
Candlestick · open / high / low / close per hour
n=25 · up 16 · down 9 (64% up) · range [0.2450, 0.4800] · σ=0.0101 · CV=0.04 · bodyµ=26%BEARISH -5.05%CLOSE 0.2611 vs OPEN 0.2750 (-5.05%)&#9660; CLOSE 0.26110.48000.42130.36250.30370.2450μ close = 0.2551O0.275 H0.275 L0.275 C0.275 (+0.00%)O0.275 H0.275 L0.275 C0.275 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.245 C0.245 (-3.44%)O0.254 H0.254 L0.245 C0.245 (-3.44%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (-0.08%)O0.254 H0.254 L0.254 C0.254 (-0.08%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.250 H0.250 L0.245 C0.245 (-1.86%)O0.250 H0.250 L0.245 C0.245 (-1.86%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.245 H0.245 L0.245 C0.245 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.254 H0.254 L0.254 C0.254 (+0.00%)O0.339 H0.339 L0.252 C0.252 (-25.48%)O0.339 H0.339 L0.252 C0.252 (-25.48%)O0.253 H0.253 L0.245 C0.252 (-0.11%)O0.253 H0.253 L0.245 C0.252 (-0.11%)-49.0%O0.480 H0.480 L0.245 C0.245 (-48.96%)O0.480 H0.480 L0.245 C0.245 (-48.96%)O0.288 H0.288 L0.288 C0.288 (+0.00%)O0.288 H0.288 L0.288 C0.288 (+0.00%)O0.260 H0.260 L0.258 C0.259 (-0.52%)O0.260 H0.260 L0.258 C0.259 (-0.52%)O0.261 H0.261 L0.261 C0.261 (+0.04%)O0.261 H0.261 L0.261 C0.261 (+0.04%)O0.262 H0.262 L0.262 C0.262 (+0.00%)O0.262 H0.262 L0.262 C0.262 (+0.00%)O0.262 H0.262 L0.250 C0.262 (-0.12%)O0.262 H0.262 L0.250 C0.262 (-0.12%)O0.261 H0.279 L0.261 C0.261 (-0.13%)O0.261 H0.279 L0.261 C0.261 (-0.13%)O0.261 H0.261 L0.256 C0.261 (+0.02%)O0.261 H0.261 L0.256 C0.261 (+0.02%)#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 26.11¢
Hourly traded contracts
n=25 · Σ=18,355 · μ=734.2 · σ=1701.7 · CV=2.32BURSTY · concentratedcumulative energy &nearr; · 50% by h=2101,9233,8465,7687,691μ = 7340 · 0.0% peak0 · 0.0% peak43 · 0.6% peak43 · 0.6% peak0 · 0.0% peak0 · 0.0% peak42 · 0.5% peak42 · 0.5% peak429 · 5.6% peak429 · 5.6% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak38 · 0.5% peak38 · 0.5% peak43 · 0.6% peak43 · 0.6% peak160 · 2.1% peak160 · 2.1% peak0 · 0.0% peak0 · 0.0% peak271 · 3.5% peak271 · 3.5% peak0 · 0.0% peak0 · 0.0% peak400 · 5.2% peak400 · 5.2% peak168 · 2.2% peak168 · 2.2% peak197 · 2.6% peak197 · 2.6% peak110 · 1.4% peak110 · 1.4% peak47 · 0.6% peak47 · 0.6% peak3,967 · 51.6% peak3,967 · 51.6% peak7,6917,691 · 100.0% peak7,691 · 100.0% peak991 · 12.9% peak991 · 12.9% peak257 · 3.3% peak257 · 3.3% peak1,315 · 17.1% peak1,315 · 17.1% peak2,186 · 28.4% peak2,186 · 28.4% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 18355 · peak 7691 · mean 734.2

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

Histogram of Δp
n=24 · 12 bins · μ=-0.0017 · σ=0.0114 · skew=1.51 (right-skewed) · kurt=5.76 (leptokurtic (fat tails))15118401-2.63ppbin -2.63pp · n=1 · 6.7% peakbin -2.63pp · n=1 · 6.7% peak1-2.03ppbin -2.03pp · n=1 · 6.7% peakbin -2.03pp · n=1 · 6.7% peak-1.43pp3-0.82ppbin -0.82pp · n=3 · 20.0% peakbin -0.82pp · n=3 · 20.0% peak15-0.22ppbin -0.22pp · n=15 · 100.0% peakbin -0.22pp · n=15 · 100.0% peak10.38ppbin 0.38pp · n=1 · 6.7% peakbin 0.38pp · n=1 · 6.7% peak20.98ppbin 0.98pp · n=2 · 13.3% peakbin 0.98pp · n=2 · 13.3% peak1.59pp2.19pp2.79pp3.40pp14.00ppbin 4.00pp · n=1 · 6.7% peakbin 4.00pp · n=1 · 6.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 8 · negative 10
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=1.17 · kurt=5.63 · near 6 / mid 17 / far 1 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.55σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=2.47)
μ MEAN25.51¢95% CI: [25.12¢, 25.91¢]
σ STD DEV1.01ppσ² = 1.013 · CV = 3.94%
med MEDIAN25.37¢Q₁ 24.50¢ · Q₃ 26.06¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 24.50¢Q₁ 24.50¢med 25.37¢Q₃ 26.06¢max 28.80¢μ
SKEWNESS · G₁1.457right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.465leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σwide tails (range > 4σ)range / σ = 4.27
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: MEAN-REVERTING · ρ(1) -0.47 + ADF rejected
ρ(1) AUTOCORR-0.470negative · reversal
ρ(2) AUTOCORR+0.068lag-2 not significant
H · HURST EXPONENT0.655persistent
OLS TREND · t-STAT+1.490fails 5% test
HURST EXPONENT [0, 1]
H = 0.655PERSISTENT
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=1-0.470k=2+0.068k=3+0.025k=4+0.080k=5-0.0710+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.47 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.78very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.49)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#308
SLUGjapan-308
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES25.58¢implied prob 25.58% · decimal odds 3.91×
COUNTER · NO74.42¢implied prob 74.42% · decimal odds 1.34×
25.58¢
74.42¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME18.36k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (74¢)|primary − counter| = 0.488 · entropy 0.820 bits
LIQUIDITY DEPTHACTIVE100k+ 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 25.6%No 74.4%YES25.6%H = 0.820 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes3.91×(26¢)No1.34×(74¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.820 bits (82% of max) · high 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 Japan wins the Game.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 4.30% · worst -2.93% · typical |Δ| 0.60%BEARISH SESSION -1.39%BEST+4.30%03hWORST-2.93%04hTYPICAL |Δ|0.60%mean absoluteCUMULATIVE-1.39%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.10% · Σ +0.79%EUROPE · 08-16 UTCμ -0.38% · Σ -3.06%US · 16-24 UTCμ +0.11% · Σ +0.88%CUMULATIVE Δ PATH · final -1.39%+1.30%-3.00%-2.14% · 10h-2.14% · 10h-2.14%10h0.00% · 11h0.00% · 11h·11h0.01% · 12h0.01% · 12h0.01%12h-0.87% · 13h-0.87% · 13h-0.87%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.93% · 17h0.93% · 17h0.93%17h-0.01% · 18h-0.01% · 18h-0.01%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h-0.87% · 21h-0.87% · 21h-0.87%21h0.00% · 22h0.00% · 22h·22h0.88% · 23h0.88% · 23h0.88%23h-0.15% · 00h-0.15% · 00h-0.15%00h0.00% · 01h0.00% · 01h0.00%01h-0.73% · 02h-0.73% · 02h-0.73%02h4.30% · 03h4.30% · 03h4.30%03h★ BEST-2.93% · 04h-2.93% · 04h-2.93%04h▼ WORST0.26% · 05h0.26% · 05h0.26%05h0.07% · 06h0.07% · 06h0.07%06h-0.03% · 07h-0.03% · 07h-0.03%07h-0.11% · 08h-0.11% · 08h-0.11%08h0.05% · 09h0.05% · 09h0.05%09hTIME PATTERNUS-led (+0.88%)RUNSup max 2 · down max 2BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 4.30% · worst -2.93% · typical |Δ| 0.600%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.55%)FINAL-1.55%MAX DD-3.00%RECOVERYONGOING · 17 barsMAX RUN-UP+1.18%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.9845 · peak 1.0118 · range [0.9700, 1.0118]1.01180.9700break-even = 1★ PEAK 1.0118UNDERWATER DRAWDOWN · max -3.00% · moderate0%-3.00%▼ TROUGH -3.00%TOP DRAWDOWN PERIODS · 2 total#1 -3.00%bar 2-18 · 17 bars · recovered#2 -2.93%bar 20-25 · 6 bars · ONGOINGDD SEVERITYmoderate (max -3.00%)RECOVERYongoing · 24 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9845 (-1.55%) · max DD -3.00% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −7 (53% positive) · μ=-0.53 · σ=23.72MIXED EDGELAST -34.26 (-1.42σ vs μ)53.4826.740.00-26.74-53.48μ = -0.53-53.48-53.48-37.68-37.681.811.811.291.2935.4435.4435.4435.440.000.000.000.00-1.35-1.35-5.42-5.42-4.05-4.05-21.72-21.7236.6636.668.998.994.984.986.496.496.296.2910.5210.52-34.26-34.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -34.261 · range [-53.48, 36.66] · μ -0.530 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=105.2482 · σ=76.9289 · range [33.4358, 221.9503] · R²=0.583 RISING +39.90%σ EXTREME 73.09%LAST 114.5882221.9503174.8217127.693080.564433.4358μ = 105.2482max 221.9503min 33.4358dataMA(3)OLS R²=0.58μ lineμ ± σ bandmaxmin
latest 114.59% · range [33.44%, 221.95%] · μ 105.25% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.227 · σ=0.232MEAN-REVERSIONLAST -0.117 (+0.47σ vs μ)0.6100.3050.000-0.305-0.610μ = -0.227-0.180-0.180-0.241-0.2410.0000.000-0.010-0.010-0.221-0.221-0.211-0.211-0.005-0.005-0.005-0.005-0.005-0.005-0.088-0.088-0.090-0.090-0.027-0.027-0.226-0.226-0.594-0.594-0.602-0.602-0.606-0.606-0.610-0.610-0.476-0.476-0.117-0.117v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.117 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
59.6807
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
6.5057
p-VALUE (log scale)
0.2592
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

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

STATISTIC
-4.2573
p-VALUE (log scale)
0.0009
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0242
p-VALUE (log scale)
0.0430
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3081
p-VALUE (log scale)
0.1679
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.0868
p-VALUE (log scale)
0.0369
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.365 → mean-reverting
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=1.67e-4 · top T=2.00h (23.4%) · top-3 cover 52.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.7e-43.5e-42.3e-41.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.61e-5 · 2.8% energyperiod 24.0 · power 5.61e-5 · 2.8% energyperiod 12.0 · power 6.06e-5 · 3.0% energyperiod 12.0 · power 6.06e-5 · 3.0% energyperiod 8.0 · power 2.25e-5 · 1.1% energyperiod 8.0 · power 2.25e-5 · 1.1% energyperiod 6.0 · power 4.57e-6 · 0.2% energyperiod 6.0 · power 4.57e-6 · 0.2% energyperiod 4.8 · power 1.49e-4 · 7.4% energyperiod 4.8 · power 1.49e-4 · 7.4% energyperiod 4.0 · power 1.32e-4 · 6.6% energyperiod 4.0 · power 1.32e-4 · 6.6% energyperiod 3.4 · power 1.11e-4 · 5.5% energyperiod 3.4 · power 1.11e-4 · 5.5% energyperiod 3.0 · power 3.04e-4 · 15.2% energyperiod 3.0 · power 3.04e-4 · 15.2% energyperiod 2.7 · power 2.55e-4 · 12.7% energyperiod 2.7 · power 2.55e-4 · 12.7% energyperiod 2.4 · power 1.58e-4 · 7.9% energyperiod 2.4 · power 1.58e-4 · 7.9% energyperiod 2.2 · power 2.83e-4 · 14.1% energyperiod 2.2 · power 2.83e-4 · 14.1% energyperiod 2.0 · power 4.68e-4 · 23.4% energyperiod 2.0 · power 4.68e-4 · 23.4% energy50% by T=2.7h#1 dominantT=2.00h#2T=3.00h#3T=2.18hT=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 ≈ 2.00h (freq 0.500) · concentrates 23.4% of total energy · Σ|X̂|²/n = 2.004e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 5258724 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 0.179pp · expected |Δp| over horizon 2.32ppterminal variance p(1−p) = 0.1904 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.179pp
one-bar volatility · logit-free
Per-day movedaily
0.88pp
σ × √24
Per-horizon move7d
2.32pp
σ × √168
Terminal variancebinary
0.1904
p(1−p) at resolution
Current pricep
25.6¢
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 0.29pp · ES₉₅ 0.37pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.03n = 5000
VaR 95%
0.29pp
1.645·σ (parametric) of Δp
ES 95%
0.37pp
mean of the tail
Max drawdown
32.2pp
peak 37.0¢ → trough 25.1¢
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
25.6%
= price
Decimal oddsEU
3.909
total return per $1
AmericanUS
+291
$100 wins $291
FractionalUK
2.91 / 1
profit per $1 risked
Profit per $100stake
+$290.92
clean dollar framing
-1000-5000+500+1000020406080100you · 25.6%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)
0.820 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.820 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.97 bit
self-information
Surprise · NO−log₂(1−p)
0.43 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 09:42:25 UTC
Snapshot age
3.7s
Page rendered
2026-06-14 09:42:29 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1d0e3da2f71325558c8b087f60816b0c3e1cbf39568a61b68e52cf6d0abf6bdf · 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)
1338.92%
σ per bar = 0.005839
Mean return (annualised)
2906.01%
μ per bar = 0.000006
Sharpe (rf=0)
2.17
annualised; risk-free assumed zero
Max drawdown
32.20%
peak 0.37 → trough 0.25 over 1183 bars

/api/asset/hl-pred-japan-308/risk · same metrics, JSON