HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #104
June Fed rate change
0.9¢
99.1¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-june-fed-rate-change-104 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
7.71%
max drawdown
11.46%
sharpe
—
ulcer index
8.85%
RMS drawdown
pain index
7.41%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.46%
cond. drawdown
gain/pain
0.91
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.91
upside/downside
roll spread
0.1 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-june-fed-rate-change-104/bundle · venue execution: hyperliquid →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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·
Change mid · live
0.9¢
No Change mid · live
99.1¢
25 bars · close 1.12¢ · 24h +0.18%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.074 / 1.00 bits (7%) · informative — one side favoured
Change0.9%0.9¢111.05×▬ +0.00pp
No Change99.1%99.1¢1.01×▬ +0.00pp
primary vs counter implied %
Σ 31247 · peak 28806
1.2s
0.901¢
99.099¢
100.00%
0.00pp
25 bars
1.12¢
+0.18%
§1 · 24h time-series
range [0.30¢, 1.12¢] · span 0.82pp · MA(5) latest 0.87¢
25 bars · last close 1.12¢
Σ vol = 31247 · peak 28806 · mean 1249.9
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=24 · positive 4 · negative 2
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.48)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.325approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.483platykurtic · thin tails
−30+2+4+6
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
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 0.739STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
0.90¢
99.10¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = primary + counter implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§8 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (Change)
Implied decimal odds
Change111.05×(1¢)No Change1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.074 bits (7% of max) · informative — one side strongly favoured
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
The market resolves to Change if the upper bound of the target federal funds rate range in the Federal Open Market Committee (FOMC) statement for the meeting currently scheduled for June 16-17, 2026 differs from the upper bound of the target range set by the most recent prior FOMC statement. Otherwise, the market resolves to No Change. The market also resolves to No Change if the June 16-17, 2026 meeting is canceled, or if no FOMC statement containing a rate decision for that meeting is released by 23:59 ET on July 29, 2026. The target range stated in the FOMC statement for the June 16-17, 2026 meeting determines the result. If that statement is unavailable or does not clearly state the target range, the post-meeting target range upper bound shown on the Federal Reserve's open market operations page determines the result. Resolution uses the initially released decision; later revisions after resolution are not considered. Scheduled meeting dates and source references are provided for convenience and are not binding terms of resolution.
§10 · Hourly return heatmap
4 up bars · 2 down · best 0.71% · worst -0.82% · typical |Δ| 0.103%
§11 · Equity curve & underwater drawdown
final equity 0.9999 (-0.01%) · max DD -0.82% · time-under-water 24/25 bars
§12 · Rolling-window statistics (w = 6 bars)
latest 40.706 · range [-38.21, 44.60] · μ 5.835 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 15.10% · range [0.00%, 31.22%] · μ 17.02% · σ̂ scaled to annualised (×√8760)
latest -0.185 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
41.5224
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
0.0804
p-VALUE (log scale)
0.9996
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.9854
p-VALUE (log scale)
0.3022
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.3536
p-VALUE (log scale)
0.7237
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.2256
p-VALUE (log scale)
0.3121
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.6658
p-VALUE (log scale)
0.5055
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)
dominant period ≈ 12.00h (freq 0.083) · concentrates 17.5% of total energy · Σ|X̂|²/n = 7.645e-5
▸ 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
Horizon 7.0 d · σ/bar 0.002pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0089 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.002pp
one-bar volatility · logit-free
Per-day movedaily
0.01pp
σ × √24
Per-horizon move7d
0.03pp
σ × √168
Terminal variancebinary
0.0089
p(1−p) at resolution
Current pricep
0.9¢
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
VaR₉₅ 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.11pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
11.5pp
peak 1.0¢ → trough 0.9¢
Median step
0.11pp
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
Implied probabilityP
0.9%
= price
Decimal oddsEU
111.049
total return per $1
AmericanUS
+11005
$100 wins $11005
FractionalUK
110.05 / 1
profit per $1 risked
Profit per $100stake
+$11004.94
clean dollar framing
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
Market entropyH(p)
0.074 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.074 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.80 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
Market entropy only — model entropy requires an external q.
§20 · Model-dependent surfaces
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
- Upstream
- https://hyperliquid.xyz
- Snapshot fetched
- 2026-06-14 09:43:55 UTC
- Snapshot age
- 1.2s
- Page rendered
- 2026-06-14 09:43:57 UTC
- History points
- 25 closes · 25 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
0dc4d59c8e7558eab323ddab689643e0c988bd3c0d630414b7307597538affaa· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 5.26MRealized vol (annualised)
507.01%
σ per bar = 0.002211
Mean return (annualised)
-1277.22%
μ per bar = -0.000002
Sharpe (rf=0)
-2.52
annualised; risk-free assumed zero
Max drawdown
11.46%
peak 0.01 → trough 0.01 over 864 bars
/api/asset/hl-pred-june-fed-rate-change-104/risk · same metrics, JSON