HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #316
Tunisia
21.0¢
79.0¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-tunisia-316 · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
136.80%
max drawdown
3.97%
sharpe
—
ulcer index
2.77%
RMS drawdown
pain index
2.62%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.88%
cond. drawdown
gain/pain
0.96
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.96
upside/downside
roll spread
15.9 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-tunisia-316/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·
Yes mid · live
21.0¢
No mid · live
79.0¢
23 bars · close 22.00¢ · 24h +1.55%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.742 / 1.00 bits (74%) · moderate uncertainty
Yes21.0%21.0¢4.75×▬ +0.00pp
No79.0%79.0¢1.27×▬ +0.00pp
primary vs counter implied %
Σ 22730 · peak 8056
2.5s
21.043¢
78.957¢
100.00%
0.00pp
23 bars
22.00¢
+1.55%
§1 · 24h time-series
range [20.71¢, 23.50¢] · span 2.79pp · MA(5) latest 21.49¢
23 bars · last close 22.00¢
Σ vol = 22730 · peak 8056 · mean 988.3
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=22 · positive 4 · negative 4
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=23LEPTOKURTIC · FAT TAILS (G₂=4.11)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁1.213right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.112leptokurtic · fat 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 · ρ(1) -0.36 + ADF rejected
HURST EXPONENT [0, 1]
H = 1.405STRONGLY 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
21.04¢
78.96¢
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 (Yes)
Implied decimal odds
Yes4.75×(21¢)No1.27×(79¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.742 bits (74% of max) · moderate uncertainty
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 Tunisia wins the Game.
§10 · Hourly return heatmap
4 up bars · 4 down · best 1.84% · worst -1.94% · typical |Δ| 0.273%
§11 · Equity curve & underwater drawdown
final equity 1.0029 (0.29%) · max DD -2.77% · time-under-water 12/23 bars
§12 · Rolling-window statistics (w = 5 bars)
latest 41.094 · range [-43.70, 41.86] · μ -5.338 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 54.91% · range [0.00%, 125.20%] · μ 53.11% · σ̂ scaled to annualised (×√8760)
latest -0.308 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
28.1327
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.5806
p-VALUE (log scale)
0.6136
Dickey-Fuller (τ_μ)
REJECT H₀*H₀: p has a unit root (non-stationary)
STATISTIC
-3.3300
p-VALUE (log scale)
0.0148
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.5275
p-VALUE (log scale)
0.1266
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.1459
p-VALUE (log scale)
0.4513
Variance ratio q=2
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.5445
p-VALUE (log scale)
0.1225
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 ≈ 2.00h (freq 0.500) · concentrates 27.5% of total energy · Σ|X̂|²/n = 5.490e-4
▸ 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 0.063pp · expected |Δp| over horizon 0.82ppterminal variance p(1−p) = 0.1661 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.063pp
one-bar volatility · logit-free
Per-day movedaily
0.31pp
σ × √24
Per-horizon move7d
0.82pp
σ × √168
Terminal variancebinary
0.1661
p(1−p) at resolution
Current pricep
21.0¢
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
VaR₉₅ 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.01pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
14.1pp
peak 21.9¢ → trough 18.8¢
Median step
0.01pp
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
21.0%
= price
Decimal oddsEU
4.752
total return per $1
AmericanUS
+375
$100 wins $375
FractionalUK
3.75 / 1
profit per $1 risked
Profit per $100stake
+$375.22
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)
0.742 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.742 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.25 bit
self-information
Surprise · NO−log₂(1−p)
0.34 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 09:43:19 UTC
- Snapshot age
- 2.5s
- Page rendered
- 2026-06-14 09:43:22 UTC
- History points
- 23 closes · 23 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
f4a6f6cf177981167754136edd1ddbf7db4f6cc93ddfaa4faf026f2cf080c7b7· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany94.4¢HL PREDSpain90.3¢HL PREDUruguay67.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,522HL PERPETH-USD perpetual$1,676HL PERPHYPE-USD perpetual$60.43
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 5.26MRealized vol (annualised)
708.52%
σ per bar = 0.003090
Mean return (annualised)
-1452.16%
μ per bar = -0.000003
Sharpe (rf=0)
-2.05
annualised; risk-free assumed zero
Max drawdown
14.09%
peak 0.22 → trough 0.19 over 865 bars
/api/asset/hl-pred-tunisia-316/risk · same metrics, JSON