HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #217

USA

Primary · Yes
2.1¢
Counter · No
97.9¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-usa-217 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
1.49%
max drawdown
0.60%
sharpe
ulcer index
0.28%
RMS drawdown
pain index
0.13%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.60%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.00
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-usa-217/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH669ms--:--:-- 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
2.1¢
No mid · live
97.9¢
Yes · live 24h price
n=22 · μ=0.0203 · σ=0.0013 · range [0.0190, 0.0250] · R²=0.418 RISING +10.61%σ HIGH 6.51%LAST 0.02190.02500.02350.02200.02050.0190μ = 0.0203max 0.0250min 0.0190dataMA(4)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
22 bars · close 2.19¢ · 24h +10.61%
Probability split · live
Yes 2.1%No 97.9%NO97.9%97.85¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.150 / 1.00 bits (15%) · informative — one side favoured
Yes
2.1%2.1¢46.51× +0.00pp
No
97.9%97.9¢1.02× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=22 · Σ=299,639 · μ=13620.0 · σ=30011.9 · CV=2.20BURSTY · concentratedcumulative energy ↗ · 50% by h=16034,87569,750104,625139,500μ = 13620139,50050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 299639 · peak 139500
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
669ms
Yes mid
2.150¢
No mid
97.850¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
22 bars
Δ24h close
2.19¢
Δ24h change
+10.61%

§1 · 24h time-series

Mid price · Yes (22 hourly observations)
n=22 · μ=0.0203 · σ=0.0013 · range [0.0190, 0.0250] · R²=0.418 RISING +10.61%σ HIGH 6.51%LAST 0.02190.02500.02350.02200.02050.0190μ = 0.0203max 0.0250min 0.0190dataMA(4)OLS R²=0.42μ lineμ ± σ bandmaxmin
range [1.90¢, 2.50¢] · span 0.60pp · MA(5) latest 2.21¢
Candlestick · open / high / low / close per hour
n=22 · up 21 · down 1 (95% up) · range [0.0150, 0.0250] · σ=0.0013 · CV=0.07 · bodyµ=35%STRONG BULLISH +10.61%CLOSE 0.0219 vs OPEN 0.0198 (+10.61%)&#9650; CLOSE 0.02190.02500.02250.02000.01750.0150μ close = 0.0203O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.019 H0.019 L0.019 C0.019 (-0.11%)O0.019 H0.019 L0.019 C0.019 (-0.11%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.020 H0.020 L0.020 C0.020 (+0.00%)33.9%O0.015 H0.020 L0.015 C0.020 (+33.87%)O0.015 H0.020 L0.015 C0.020 (+33.87%)O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.017 H0.020 L0.017 C0.020 (+21.16%)O0.017 H0.020 L0.017 C0.020 (+21.16%)O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.020 H0.020 L0.020 C0.020 (+0.00%)O0.020 H0.020 L0.020 C0.020 (+0.10%)O0.020 H0.020 L0.020 C0.020 (+0.10%)O0.019 H0.019 L0.019 C0.019 (+0.10%)O0.019 H0.019 L0.019 C0.019 (+0.10%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.019 H0.019 L0.019 C0.019 (+0.00%)O0.020 H0.020 L0.018 C0.020 (+0.20%)O0.020 H0.020 L0.018 C0.020 (+0.20%)O0.020 H0.020 L0.020 C0.020 (+0.10%)O0.020 H0.020 L0.020 C0.020 (+0.10%)O0.020 H0.021 L0.020 C0.021 (+6.13%)O0.020 H0.021 L0.020 C0.021 (+6.13%)O0.021 H0.021 L0.021 C0.021 (+0.00%)O0.021 H0.021 L0.021 C0.021 (+0.00%)O0.021 H0.021 L0.021 C0.021 (+0.00%)O0.021 H0.021 L0.021 C0.021 (+0.00%)O0.021 H0.021 L0.021 C0.021 (+0.00%)O0.021 H0.021 L0.021 C0.021 (+0.00%)O0.025 H0.025 L0.025 C0.025 (+0.00%)O0.025 H0.025 L0.025 C0.025 (+0.00%)O0.022 H0.022 L0.022 C0.022 (+0.09%)O0.022 H0.022 L0.022 C0.022 (+0.09%)O0.022 H0.022 L0.022 C0.022 (+0.00%)O0.022 H0.022 L0.022 C0.022 (+0.00%)#1#4#7#10#13#16#19#22up bar (C≥O)down bar (C<O)MA(4) closeμ closedoji (~no body)biggest body
22 bars · last close 2.19¢
Hourly traded contracts
n=22 · Σ=299,639 · μ=13620.0 · σ=30011.9 · CV=2.20BURSTY · concentratedcumulative energy &nearr; · 50% by h=16034,87569,750104,625139,500μ = 136200 · 0.0% peak0 · 0.0% peak29,033 · 20.8% peak29,033 · 20.8% peak0 · 0.0% peak0 · 0.0% peak6,111 · 4.4% peak6,111 · 4.4% peak3,218 · 2.3% peak3,218 · 2.3% peak0 · 0.0% peak0 · 0.0% peak8,845 · 6.3% peak8,845 · 6.3% peak0 · 0.0% peak0 · 0.0% peak26,448 · 19.0% peak26,448 · 19.0% peak22,005 · 15.8% peak22,005 · 15.8% peak3,250 · 2.3% peak3,250 · 2.3% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak25,836 · 18.5% peak25,836 · 18.5% peak5,076 · 3.6% peak5,076 · 3.6% peak139,500139,500 · 100.0% peak139,500 · 100.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak1,308 · 0.9% peak1,308 · 0.9% peak25,839 · 18.5% peak25,839 · 18.5% peak3,170 · 2.3% peak3,170 · 2.3% peak50%#1#4#7#10#13#16#19#22#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 299639 · peak 139500 · mean 13620.0

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

Histogram of Δp
n=21 · 12 bins · μ=0.0002 · σ=0.0011 · skew=0.80 (right-skewed) · kurt=5.52 (leptokurtic (fat tails))13107301-0.28ppbin -0.28pp · n=1 · 7.7% peakbin -0.28pp · n=1 · 7.7% peak-0.22pp-0.16pp1-0.10ppbin -0.10pp · n=1 · 7.7% peakbin -0.10pp · n=1 · 7.7% peak3-0.04ppbin -0.04pp · n=3 · 23.1% peakbin -0.04pp · n=3 · 23.1% peak130.03ppbin 0.03pp · n=13 · 100.0% peakbin 0.03pp · n=13 · 100.0% peak20.09ppbin 0.09pp · n=2 · 15.4% peakbin 0.09pp · n=2 · 15.4% peak0.15pp0.21pp0.27pp0.33pp10.39ppbin 0.39pp · n=1 · 7.7% peakbin 0.39pp · n=1 · 7.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21 · positive 7 · negative 6
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=1.04 · kurt=5.86 · near 5 / mid 15 / far 1 · OLS slope=0.83 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=22LEPTOKURTIC · FAT TAILS (G₂=4.65)
μ MEAN2.03¢95% CI: [1.97¢, 2.08¢]
σ STD DEV0.13ppσ² = 0.017 · CV = 6.51%
med MEDIAN2.00¢Q₁ 1.94¢ · Q₃ 2.08¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.90¢Q₁ 1.94¢med 2.00¢Q₃ 2.08¢max 2.50¢μ
SKEWNESS · G₁2.059right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.651leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 1.33
range ↔ σwide tails (range > 4σ)range / σ = 4.54
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) -0.44 + ADF rejected
ρ(1) AUTOCORR-0.436within white-noise band
ρ(2) AUTOCORR-0.035lag-2 not significant
H · HURST EXPONENT0.718strongly persistent
OLS TREND · t-STAT+3.788significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.718STRONGLY PERSISTENT
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=1-0.436k=2-0.035k=3-0.005k=4+0.152k=5-0.1620+1−1+0.440.44+ momentum (ρ > +0.44)− reversal (ρ < −0.44)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) -0.44 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.87very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.79)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#217
SLUGusa-217
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES2.15¢implied prob 2.15% · decimal odds 46.51×
COUNTER · NO97.85¢implied prob 97.85% · decimal odds 1.02×
2.15¢
97.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME299.64k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.957 · entropy 0.150 bits
LIQUIDITY DEPTHDEEP100k+ 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 2.1%No 97.9%YES2.1%H = 0.150 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes46.51×(2¢)No1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.150 bits (15% 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 USA is officially declared the 2026 FIFA World Cup champion.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=21 bars · best 0.42% · worst -0.31% · typical |Δ| 0.06%MILD BULLISH +0.21%BEST+0.42%04hWORST-0.31%05hTYPICAL |Δ|0.06%mean absoluteCUMULATIVE+0.21%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.03% · Σ +0.23%EUROPE · 08-16 UTCμ +0.01% · Σ +0.03%US · 16-24 UTCμ -0.01% · Σ -0.05%CUMULATIVE Δ PATH · final +0.21%+0.52%-0.08%-0.08% · 10h-0.08% · 10h-0.08%10h0.00% · 11h0.00% · 11h·11h0.10% · 12h0.10% · 12h0.10%12h0.01% · 13h0.01% · 13h0.01%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h0.00%15h0.00% · 16h0.00% · 16h·16h-0.05% · 17h-0.05% · 17h-0.05%17h-0.02% · 18h-0.02% · 18h-0.02%18h0.00% · 19h0.00% · 19h0.00%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.03% · 22h0.03% · 22h0.03%22h-0.01% · 23h-0.01% · 23h-0.01%23h0.12% · 00h0.12% · 00h0.12%00h0.00% · 01h0.00% · 01h·01h0.00% · 02h0.00% · 02h·02h0.00% · 03h0.00% · 03h·03h0.42% · 04h0.42% · 04h0.42%04h★ BEST-0.31% · 05h-0.31% · 05h-0.31%05h▼ WORST-0.00% · 06h-0.00% · 06h-0.00%06hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 2BREADTH33% up · 29% down · 38% flat
7 up bars · 6 down · best 0.42% · worst -0.31% · typical |Δ| 0.055%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsPROFITABLE +0.21%FINAL+0.21%MAX DD-0.31%RECOVERYONGOING · 2 barsMAX RUN-UP+0.52%UNDERWATER11/22 (50%)STREAK↘ 2EQUITY CURVE · end 1.0021 · peak 1.0052 · range [0.9992, 1.0052]1.00520.9992break-even = 1★ PEAK 1.0052UNDERWATER DRAWDOWN · max -0.31% · shallow0%-0.31%▼ TROUGH -0.31%TOP DRAWDOWN PERIODS · 3 total#1 -0.31%bar 21-22 · 2 bars · ONGOING#2 -0.08%bar 2-3 · 2 bars · recovered#3 -0.07%bar 9-15 · 7 bars · recoveredDD SEVERITYshallow (max -0.31%)RECOVERYongoing · 2 barsTIME UNDER WATER50% of session · 11/22 bars
final equity 1.0021 (0.21%) · max DD -0.31% · time-under-water 11/22 bars

§12 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +12 / −5 (71% positive) · μ=8.63 · σ=42.65PROFITABLE STRATEGYLAST 8.03 (-0.01σ vs μ)55.7627.880.00-27.88-55.76μ = 8.638.558.5547.0947.0947.0947.09-32.33-32.33-55.76-55.76-53.48-53.48-55.76-55.76-55.76-55.7617.2617.2625.0925.0949.1749.1749.1749.1749.1749.1735.9535.9555.0755.078.108.108.038.03v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 8.032 · range [-55.76, 55.07] · μ 8.627 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=6.7500 · σ=7.5478 · range [1.6761, 24.4299] · R²=0.442 RISING +310.95%σ EXTREME 111.82%LAST 24.429924.429918.741513.05307.36461.6761μ = 6.7500max 24.4299min 1.6761dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 24.43% · range [1.68%, 24.43%] · μ 6.75% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +4 / −13 (24% positive) · μ=-0.211 · σ=0.250MEAN-REVERSIONLAST -0.491 (-1.12σ vs μ)0.5920.2960.000-0.296-0.592μ = -0.2110.0090.009-0.269-0.2690.0130.013-0.023-0.0230.0380.038-0.090-0.090-0.098-0.0980.2400.240-0.038-0.038-0.504-0.504-0.302-0.302-0.592-0.592-0.504-0.504-0.376-0.376-0.087-0.087-0.518-0.518-0.491-0.491v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.491 · |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
58.8286
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
6.0726
p-VALUE (log scale)
0.2987
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
-2.1258
p-VALUE (log scale)
0.2434
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
-0.2691
p-VALUE (log scale)
0.7878
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5036
p-VALUE (log scale)
0.0409
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.9287
p-VALUE (log scale)
0.0538
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.579 ≈ 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=10 bins · noise floor μ=1.54e-6 · top T=2.10h (23.0%) · top-3 cover 54.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.5e-62.6e-61.8e-68.8e-70.0e+0μ noise floor2× noise (significance)period 21.0 · power 3.17e-7 · 2.1% energyperiod 21.0 · power 3.17e-7 · 2.1% energyperiod 10.5 · power 4.51e-7 · 2.9% energyperiod 10.5 · power 4.51e-7 · 2.9% energyperiod 7.0 · power 8.73e-7 · 5.7% energyperiod 7.0 · power 8.73e-7 · 5.7% energyperiod 5.3 · power 1.05e-6 · 6.9% energyperiod 5.3 · power 1.05e-6 · 6.9% energyperiod 4.2 · power 1.68e-6 · 10.9% energyperiod 4.2 · power 1.68e-6 · 10.9% energyperiod 3.5 · power 9.30e-7 · 6.1% energyperiod 3.5 · power 9.30e-7 · 6.1% energyperiod 3.0 · power 2.27e-6 · 14.8% energyperiod 3.0 · power 2.27e-6 · 14.8% energyperiod 2.6 · power 1.76e-6 · 11.5% energyperiod 2.6 · power 1.76e-6 · 11.5% energyperiod 2.3 · power 2.50e-6 · 16.3% energyperiod 2.3 · power 2.50e-6 · 16.3% energyperiod 2.1 · power 3.53e-6 · 23.0% energyperiod 2.1 · power 3.53e-6 · 23.0% energy50% by T=2.6h#1 dominantT=2.10h#2T=2.33h#3T=3.00hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 2.10h (freq 0.476) · concentrates 23.0% of total energy · Σ|X̂|²/n = 1.537e-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

Returns · per bar / per day / per horizon
Horizon 7.0 d · σ/bar 0.004pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0210 · n = 5000n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.004pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move7d
0.05pp
σ × √168
Terminal variancebinary
0.0210
p(1−p) at resolution
Current pricep
2.1¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00n = 5000
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
11.0pp
peak 2.4¢ → trough 2.1¢
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
2.1%
= price
Decimal oddsEU
46.512
total return per $1
AmericanUS
+4551
$100 wins $4551
FractionalUK
45.51 / 1
profit per $1 risked
Profit per $100stake
+$4551.16
clean dollar framing
-1000-5000+500+1000020406080100you · 2.1%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)
0.150 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.150 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.54 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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 09:41:31 UTC
Snapshot age
669ms
Page rendered
2026-06-14 09:41:32 UTC
History points
22 closes · 22 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
10a03979973ed02c368c18ac57addf4fe334e107ff1c955dc9955a07c26423a0 · 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)
357.36%
σ per bar = 0.001558
Mean return (annualised)
-6129.63%
μ per bar = -0.000012
Sharpe (rf=0)
-17.15
annualised; risk-free assumed zero
Max drawdown
10.98%
peak 0.02 → trough 0.02 over 304 bars

/api/asset/hl-pred-usa-217/risk · same metrics, JSON