HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #386

USA

Primary · Yes
61.1¢
Counter · No
38.9¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-usa-386 · fresh · feed 5s old
24h sparkline · 60 pts
realized vol (ann.)
23.93%
max drawdown
0.98%
sharpe
ulcer index
0.87%
RMS drawdown
pain index
0.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.98%
cond. drawdown
gain/pain
0.48
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.48
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1727
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-usa-386/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH4.5s--:--:-- 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
61.1¢
No mid · live
38.9¢
Yes · live 24h price
n=25 · μ=0.6137 · σ=0.0040 · range [0.6061, 0.6189] · R²=0.004 FALLING -0.86%σ LOW 0.65%LAST 0.61330.61890.61570.61250.60930.6061μ = 0.6137max 0.6189min 0.6061dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 61.33¢ · 24h -0.86%
Probability split · live
Yes 61.1%No 38.9%YES61.1%61.07¢ · odds 1/1.64
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.964 / 1.00 bits (96%) · max uncertainty (~50/50)
Yes
61.1%61.1¢1.64× +0.00pp
No
38.9%38.9¢2.57× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=24,405 · μ=976.2 · σ=2638.1 · CV=2.70BURSTY · concentratedcumulative energy ↗ · 50% by h=2102,8795,7588,63611,515μ = 97611,51550%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 24405 · peak 11515
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.5s
Yes mid
61.072¢
No mid
38.928¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
61.33¢
Δ24h change
-0.86%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.6137 · σ=0.0040 · range [0.6061, 0.6189] · R²=0.004 FALLING -0.86%σ LOW 0.65%LAST 0.61330.61890.61570.61250.60930.6061μ = 0.6137max 0.6189min 0.6061dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
range [60.61¢, 61.89¢] · span 1.28pp · MA(5) latest 61.40¢
Candlestick · open / high / low / close per hour
n=25 · up 19 · down 6 (76% up) · range [0.6061, 0.6190] · σ=0.0040 · CV=0.01 · bodyµ=51%BEARISH -0.84%CLOSE 0.6133 vs OPEN 0.6185 (-0.84%)&#9660; CLOSE 0.61330.61900.61570.61250.60930.6061μ close = 0.6137O0.619 H0.619 L0.619 C0.619 (+0.01%)O0.619 H0.619 L0.619 C0.619 (+0.01%)O0.611 H0.614 L0.611 C0.614 (+0.41%)O0.611 H0.614 L0.611 C0.614 (+0.41%)O0.609 H0.614 L0.609 C0.614 (+0.76%)O0.609 H0.614 L0.609 C0.614 (+0.76%)O0.614 H0.614 L0.609 C0.609 (-0.75%)O0.614 H0.614 L0.609 C0.609 (-0.75%)O0.614 H0.619 L0.614 C0.614 (+0.00%)O0.614 H0.619 L0.614 C0.614 (+0.00%)O0.619 H0.619 L0.619 C0.619 (+0.00%)O0.619 H0.619 L0.619 C0.619 (+0.00%)O0.619 H0.619 L0.616 C0.616 (-0.42%)O0.619 H0.619 L0.616 C0.616 (-0.42%)O0.619 H0.619 L0.614 C0.614 (-0.80%)O0.619 H0.619 L0.614 C0.614 (-0.80%)O0.614 H0.614 L0.614 C0.614 (+0.00%)O0.614 H0.614 L0.614 C0.614 (+0.00%)O0.614 H0.614 L0.614 C0.614 (+0.00%)O0.614 H0.614 L0.614 C0.614 (+0.00%)O0.614 H0.614 L0.608 C0.608 (-0.97%)O0.614 H0.614 L0.608 C0.608 (-0.97%)O0.606 H0.616 L0.606 C0.606 (+0.00%)O0.606 H0.616 L0.606 C0.606 (+0.00%)O0.606 H0.606 L0.606 C0.606 (+0.00%)O0.606 H0.606 L0.606 C0.606 (+0.00%)O0.606 H0.606 L0.606 C0.606 (+0.00%)O0.606 H0.606 L0.606 C0.606 (+0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)1.6%O0.606 H0.616 L0.606 C0.616 (+1.64%)O0.606 H0.616 L0.606 C0.616 (+1.64%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.616 H0.617 L0.616 C0.617 (+0.20%)O0.616 H0.617 L0.616 C0.617 (+0.20%)O0.610 H0.618 L0.608 C0.618 (+1.29%)O0.610 H0.618 L0.608 C0.618 (+1.29%)O0.610 H0.610 L0.609 C0.609 (-0.05%)O0.610 H0.610 L0.609 C0.609 (-0.05%)O0.618 H0.618 L0.618 C0.618 (-0.00%)O0.618 H0.618 L0.618 C0.618 (-0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.616 H0.616 L0.616 C0.616 (+0.00%)O0.613 H0.613 L0.613 C0.613 (+0.00%)O0.613 H0.613 L0.613 C0.613 (+0.00%)O0.613 H0.613 L0.613 C0.613 (+0.00%)O0.613 H0.613 L0.613 C0.613 (+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 61.33¢
Hourly traded contracts
n=25 · Σ=24,405 · μ=976.2 · σ=2638.1 · CV=2.70BURSTY · concentratedcumulative energy &nearr; · 50% by h=2102,8795,7588,63611,515μ = 9761,032 · 9.0% peak1,032 · 9.0% peak1,118 · 9.7% peak1,118 · 9.7% peak78 · 0.7% peak78 · 0.7% peak132 · 1.1% peak132 · 1.1% peak451 · 3.9% peak451 · 3.9% peak48 · 0.4% peak48 · 0.4% peak46 · 0.4% peak46 · 0.4% peak19 · 0.2% peak19 · 0.2% peak2 · 0.0% peak2 · 0.0% peak3 · 0.0% peak3 · 0.0% peak18 · 0.2% peak18 · 0.2% peak96 · 0.8% peak96 · 0.8% peak0 · 0.0% peak0 · 0.0% peak500 · 4.3% peak500 · 4.3% peak27 · 0.2% peak27 · 0.2% peak0 · 0.0% peak0 · 0.0% peak394 · 3.4% peak394 · 3.4% peak0 · 0.0% peak0 · 0.0% peak7,357 · 63.9% peak7,357 · 63.9% peak331 · 2.9% peak331 · 2.9% peak11,51511,515 · 100.0% peak11,515 · 100.0% peak40 · 0.3% peak40 · 0.3% peak162 · 1.4% peak162 · 1.4% peak1,019 · 8.8% peak1,019 · 8.8% peak17 · 0.1% peak17 · 0.1% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 24405 · peak 11515 · mean 976.2

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

Histogram of Δp
n=24 · 12 bins · μ=-0.0003 · σ=0.0041 · skew=0.70 (right-skewed) · kurt=0.62 (mesokurtic)1085301-0.78ppbin -0.78pp · n=1 · 10.0% peakbin -0.78pp · n=1 · 10.0% peak1-0.63ppbin -0.63pp · n=1 · 10.0% peakbin -0.63pp · n=1 · 10.0% peak2-0.47ppbin -0.47pp · n=2 · 20.0% peakbin -0.47pp · n=2 · 20.0% peak3-0.31ppbin -0.31pp · n=3 · 30.0% peakbin -0.31pp · n=3 · 30.0% peak2-0.16ppbin -0.16pp · n=2 · 20.0% peakbin -0.16pp · n=2 · 20.0% peak10-0.00ppbin -0.00pp · n=10 · 100.0% peakbin -0.00pp · n=10 · 100.0% peak10.16ppbin 0.16pp · n=1 · 10.0% peakbin 0.16pp · n=1 · 10.0% peak0.31pp20.47ppbin 0.47pp · n=2 · 20.0% peakbin 0.47pp · n=2 · 20.0% peak0.63pp0.78pp20.94ppbin 0.94pp · n=2 · 20.0% peakbin 0.94pp · n=2 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 7 · negative 11
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=0.63 · kurt=0.66 · near 17 / mid 7 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALMILDLY 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=25LEFT-SKEWED (G₁=-0.64)
μ MEAN61.37¢95% CI: [61.21¢, 61.52¢]
σ STD DEV0.40ppσ² = 0.161 · CV = 0.65%
med MEDIAN61.39¢Q₁ 61.26¢ · Q₃ 61.63¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 60.61¢Q₁ 61.26¢med 61.39¢Q₃ 61.63¢max 61.89¢μ
SKEWNESS · G₁-0.642left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.883mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRdiverges from normalratio = 1.43
range ↔ σconcentrated (range < 4σ)range / σ = 3.19
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) -0.21 + ADF rejected
ρ(1) AUTOCORR-0.212within white-noise band
ρ(2) AUTOCORR-0.128lag-2 not significant
H · HURST EXPONENT0.684persistent
OLS TREND · t-STAT+0.287fails 5% test
HURST EXPONENT [0, 1]
H = 0.684PERSISTENT
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=1-0.212k=2-0.128k=3+0.060k=4-0.123k=5-0.0320+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) -0.21 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.58high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.29)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#386
SLUGusa-386
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES61.07¢implied prob 61.07% · decimal odds 1.64×
COUNTER · NO38.93¢implied prob 38.93% · decimal odds 2.57×
61.07¢
38.93¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME24.41k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (61¢)|primary − counter| = 0.221 · entropy 0.964 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 61.1%No 38.9%YES61.1%H = 0.964 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes1.64×(61¢)No2.57×(39¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.964 bits (96% of max) · maximum uncertainty (~50/50)
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 wins the Game.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.02% · worst -0.86% · typical |Δ| 0.29%BEARISH SESSION -0.53%BEST+1.02%01hWORST-0.86%07hTYPICAL |Δ|0.29%mean absoluteCUMULATIVE-0.53%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.04% · Σ +0.29%EUROPE · 08-16 UTCμ -0.01% · Σ -0.06%US · 16-24 UTCμ -0.09% · Σ -0.76%CUMULATIVE Δ PATH · final -0.53%+0.03%-1.25%-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h-0.46% · 14h-0.46% · 14h-0.46%14h0.49% · 15h0.49% · 15h0.49%15h0.50% · 16h0.50% · 16h0.50%16h-0.26% · 17h-0.26% · 17h-0.26%17h-0.25% · 18h-0.25% · 18h-0.25%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.60% · 21h-0.60% · 21h-0.60%21h-0.16% · 22h-0.16% · 22h-0.16%22h0.00% · 23h0.00% · 23h·23h-0.02% · 00h-0.02% · 00h-0.02%00h1.02% · 01h1.02% · 01h1.02%01h★ BEST0.00% · 02h0.00% · 02h·02h-0.03% · 03h-0.03% · 03h-0.03%03h0.00% · 04h0.00% · 04h·04h0.12% · 05h0.12% · 05h0.12%05h0.06% · 06h0.06% · 06h0.06%06h-0.86% · 07h-0.86% · 07h-0.86%07h▼ WORST0.90% · 08h0.90% · 08h0.90%08h-0.17% · 09h-0.17% · 09h-0.17%09h-0.39% · 10h-0.39% · 10h-0.39%10h0.07% · 11h0.07% · 11h0.07%11hTIME PATTERNAsia-led (+0.29%)RUNSup max 2 · down max 2BREADTH29% up · 46% down · 25% flat
7 up bars · 11 down · best 1.02% · worst -0.86% · typical |Δ| 0.286%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.55%)FINAL-0.55%MAX DD-1.27%RECOVERYONGOING · 19 barsMAX RUN-UP+0.03%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.9945 · peak 1.0003 · range [0.9875, 1.0003]1.00030.9875break-even = 1★ PEAK 1.0003UNDERWATER DRAWDOWN · max -1.27% · moderate0%-1.27%▼ TROUGH -1.27%TOP DRAWDOWN PERIODS · 2 total#1 -1.27%bar 7-25 · 19 bars · ONGOING#2 -0.96%bar 2-5 · 4 bars · recoveredDD SEVERITYmoderate (max -1.27%)RECOVERYongoing · 19 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9945 (-0.55%) · max DD -1.27% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=-4.90 · σ=35.71MIXED EDGELAST -10.45 (-0.16σ vs μ)89.4844.740.00-44.74-89.48μ = -4.90-7.77-7.771.181.181.181.1822.5422.54-25.27-25.27-89.48-89.48-67.13-67.13-50.90-50.907.207.207.207.2028.8828.8836.1936.1941.3241.3244.8644.86-30.08-30.085.245.241.301.30-9.14-9.14-10.45-10.45v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -10.455 · range [-89.48, 44.86] · μ -4.902 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=39.7931 · σ=10.8649 · range [20.5919, 55.1241] · R²=0.318 RISING +29.85%σ EXTREME 27.30%LAST 54.881855.124146.491137.858029.225020.5919μ = 39.7931max 55.1241min 20.5919dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 54.88% · range [20.59%, 55.12%] · μ 39.79% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.185 · σ=0.237MEAN-REVERSIONLAST -0.572 (-1.63σ vs μ)0.6100.3050.000-0.305-0.610μ = -0.185-0.088-0.088-0.056-0.056-0.057-0.0570.3020.302-0.186-0.186-0.250-0.250-0.211-0.211-0.060-0.0600.0800.0800.0330.033-0.177-0.177-0.227-0.227-0.268-0.268-0.058-0.058-0.061-0.061-0.511-0.511-0.610-0.610-0.528-0.528-0.572-0.572v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.572 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
3.0870
p-VALUE (log scale)
0.2136
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.2943
p-VALUE (log scale)
0.8089
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
-3.1442
p-VALUE (log scale)
0.0238
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.2279
p-VALUE (log scale)
0.8197
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1069
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.1747
p-VALUE (log scale)
0.2401
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.643 ≈ 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=1.77e-5 · top T=2.40h (32.6%) · top-3 cover 63.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)6.9e-55.2e-53.5e-51.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.85e-6 · 2.3% energyperiod 24.0 · power 4.85e-6 · 2.3% energyperiod 12.0 · power 1.39e-5 · 6.5% energyperiod 12.0 · power 1.39e-5 · 6.5% energyperiod 8.0 · power 2.70e-5 · 12.7% energyperiod 8.0 · power 2.70e-5 · 12.7% energyperiod 6.0 · power 2.81e-6 · 1.3% energyperiod 6.0 · power 2.81e-6 · 1.3% energyperiod 4.8 · power 1.19e-5 · 5.6% energyperiod 4.8 · power 1.19e-5 · 5.6% energyperiod 4.0 · power 1.90e-5 · 8.9% energyperiod 4.0 · power 1.90e-5 · 8.9% energyperiod 3.4 · power 3.91e-5 · 18.4% energyperiod 3.4 · power 3.91e-5 · 18.4% energyperiod 3.0 · power 6.70e-6 · 3.1% energyperiod 3.0 · power 6.70e-6 · 3.1% energyperiod 2.7 · power 1.37e-5 · 6.4% energyperiod 2.7 · power 1.37e-5 · 6.4% energyperiod 2.4 · power 6.94e-5 · 32.6% energyperiod 2.4 · power 6.94e-5 · 32.6% energyperiod 2.2 · power 4.51e-6 · 2.1% energyperiod 2.2 · power 4.51e-6 · 2.1% energyperiod 2.0 · power 5.13e-8 · 0.0% energyperiod 2.0 · power 5.13e-8 · 0.0% energy50% by T=3.4h#1 dominantT=2.40h#2T=3.43h#3T=8.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 32.6% of total energy · Σ|X̂|²/n = 2.129e-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 0.072pp · expected |Δp| over horizon 0.94ppterminal variance p(1−p) = 0.2377 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.072pp
one-bar volatility · logit-free
Per-day movedaily
0.35pp
σ × √24
Per-horizon move7d
0.94pp
σ × √168
Terminal variancebinary
0.2377
p(1−p) at resolution
Current pricep
61.1¢
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 0.12pp · ES₉₅ 0.15pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.01pp · unique ratio 0.01n = 5000
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
2.7pp
peak 62.1¢ → trough 60.4¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
61.1%
= price
Decimal oddsEU
1.637
total return per $1
AmericanUS
-157
risk $157 to win $100
FractionalUK
0.64 / 1
profit per $1 risked
Profit per $100stake
+$63.74
clean dollar framing
-1000-5000+500+1000020406080100you · 61.1%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)
0.964 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.964 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.71 bit
self-information
Surprise · NO−log₂(1−p)
1.36 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 11:24:41 UTC
Snapshot age
4.5s
Page rendered
2026-06-18 11:24:46 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
98352244f2470f03f836d1fb5b4c99d4e79060e4a3b10544deaf5fedf364f381 · 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)
269.78%
σ per bar = 0.001177
Mean return (annualised)
1190.72%
μ per bar = 0.000002
Sharpe (rf=0)
4.41
annualised; risk-free assumed zero
Max drawdown
2.75%
peak 0.62 → trough 0.60 over 1075 bars

/api/asset/hl-pred-usa-386/risk · same metrics, JSON