HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #350

Austria

Primary · Yes
72.6¢
Counter · No
27.4¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-austria-350 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
2361.49%
max drawdown
35.36%
sharpe
ulcer index
5.82%
RMS drawdown
pain index
4.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
6.72%
cond. drawdown
gain/pain
1.65
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.65
upside/downside
roll spread
47.0 bps
implied (price-only)
bars used
1688
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-austria-350/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH1.2s--:--:-- 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
72.6¢
No mid · live
27.4¢
Yes · live 24h price
n=3 · μ=0.7309 · σ=0.0003 · range [0.7307, 0.7312] · R²=0.734 FLATσ LOW 0.04%LAST 0.73120.73120.73110.73100.73080.7307μ = 0.7309max 0.7312min 0.7307dataMA(2)OLS R²=0.73μ lineμ ± σ bandmaxminlive endpoint
3 bars · close 73.12¢ · 24h +0.06%
Probability split · live
Yes 72.6%No 27.4%YES72.6%72.61¢ · odds 1/1.38
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.847 / 1.00 bits (85%) · high uncertainty
Yes
72.6%72.6¢1.38× +0.00pp
No
27.4%27.4¢3.65× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=3 · Σ=776 · μ=258.7 · σ=224.9 · CV=0.87BURSTYcumulative energy ↗ · 50% by h=20129258387516μ = 25951650%h1h2h3#1 peak#2-3> μactivequietμ linecum energy
Σ 776 · peak 516
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.2s
Yes mid
72.612¢
No mid
27.388¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
3 bars
Δ24h close
73.12¢
Δ24h change
+0.06%

§1 · 24h time-series

Mid price · Yes (3 hourly observations)
n=3 · μ=0.7309 · σ=0.0003 · range [0.7307, 0.7312] · R²=0.734 FLATσ LOW 0.04%LAST 0.73120.73120.73110.73100.73080.7307μ = 0.7309max 0.7312min 0.7307dataMA(2)OLS R²=0.73μ lineμ ± σ bandmaxmin
range [73.07¢, 73.12¢] · span 0.05pp · MA(5) latest n/a
Candlestick · open / high / low / close per hour
n=3 · up 3 · down 0 (100% up) · range [0.6596, 0.7312] · σ=0.0003 · CV=0.00 · bodyµ=33%STRONG BULLISH +10.85%CLOSE 0.7312 vs OPEN 0.6596 (+10.85%)&#9650; CLOSE 0.73120.73120.71330.69540.67750.6596μ close = 0.730910.8%O0.660 H0.731 L0.660 C0.731 (+10.78%)O0.660 H0.731 L0.660 C0.731 (+10.78%)O0.731 H0.731 L0.731 C0.731 (+0.00%)O0.731 H0.731 L0.731 C0.731 (+0.00%)O0.731 H0.731 L0.731 C0.731 (+0.00%)O0.731 H0.731 L0.731 C0.731 (+0.00%)#1#2#3up bar (C≥O)down bar (C<O)MA(2) closeμ closedoji (~no body)biggest body
3 bars · last close 73.12¢
Hourly traded contracts
n=3 · Σ=776 · μ=258.7 · σ=224.9 · CV=0.87BURSTYcumulative energy &nearr; · 50% by h=20129258387516μ = 259160 · 31.0% peak160 · 31.0% peak516516 · 100.0% peak516 · 100.0% peak100 · 19.4% peak100 · 19.4% peak50%#1#2#3#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 776 · peak 516 · mean 258.7

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

Histogram of Δp
n=2 · 12 bins · μ=0.0002 · σ=0.0002 · skew=0.00 (symmetric) · kurt=-2.00 (platykurtic (thin tails))1110010.00ppbin 0.00pp · n=1 · 100.0% peakbin 0.00pp · n=1 · 100.0% peak0.01pp0.01pp0.01pp0.02pp0.02pp0.03pp0.03pp0.03pp0.04pp0.04pp10.05ppbin 0.05pp · n=1 · 100.0% peakbin 0.05pp · n=1 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=2 · positive 1 · negative 1

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=3PLATYKURTIC · THIN TAILS (G₂=-2.33)
μ MEAN73.09¢95% CI: [73.06¢, 73.12¢]
σ STD DEV0.03ppσ² = 7.523×10⁻⁴ · CV = 0.04%
med MEDIAN73.07¢Q₁ 73.07¢ · Q₃ 73.10¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 73.07¢Q₁ 73.07¢med 73.07¢Q₃ 73.10¢max 73.12¢μ
SKEWNESS · G₁0.384approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-2.333platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.56
σ × 1.349 ↔ IQRdiverges from normalratio = 1.54
range ↔ σconcentrated (range < 4σ)range / σ = 1.75
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.000within white-noise band
ρ(2) AUTOCORR+0.000lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+1.661fails 5% test
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
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+0.000k=2+0.000k=3+0.000k=4+0.000k=5+0.0000+1−1+1.411.41+ momentum (ρ > +1.41)− reversal (ρ < −1.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.00low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.66)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#350
SLUGaustria-350
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES72.61¢implied prob 72.61% · decimal odds 1.38×
COUNTER · NO27.39¢implied prob 27.39% · decimal odds 3.65×
72.61¢
27.39¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME776 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (73¢)|primary − counter| = 0.452 · entropy 0.847 bits
LIQUIDITY DEPTHTHIN100k+ 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 72.6%No 27.4%YES72.6%H = 0.847 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes1.38×(73¢)No3.65×(27¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.847 bits (85% 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 Austria wins the Game.

▸ Depth section using sovereign-store price series (1688 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 1.030pp · expected |Δp| over horizon 13.35ppterminal variance p(1−p) = 0.1989 · n = 1688n = 1688
μ per bar
+0.013pp
average Δp · drift
σ per bar
1.030pp
one-bar volatility · logit-free
Per-day movedaily
5.05pp
σ × √24
Per-horizon move7d
13.35pp
σ × √168
Terminal variancebinary
0.1989
p(1−p) at resolution
Current pricep
72.6¢
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 1.68pp · ES₉₅ 2.11pp · method parametric · drift-correcteddrift +0.013pp/bar · quantised: yes · median step 0.09pp · unique ratio 0.01n = 1688
VaR 95%
1.68pp
1.645·σ (parametric) of Δp
ES 95%
2.11pp
mean of the tail
Max drawdown
35.4pp
peak 77.4¢ → trough 50.0¢
Median step
0.09pp
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
72.6%
= price
Decimal oddsEU
1.377
total return per $1
AmericanUS
-265
risk $265 to win $100
FractionalUK
0.38 / 1
profit per $1 risked
Profit per $100stake
+$37.72
clean dollar framing
-1000-5000+500+1000020406080100you · 72.6%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)
0.847 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.847 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.46 bit
self-information
Surprise · NO−log₂(1−p)
1.87 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
2026-06-15 08:29:52 UTC
Snapshot age
1.2s
Page rendered
2026-06-15 08:29:53 UTC
History points
3 closes · 3 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4a42cc7802dce222c992ef73575b1898903ae2ce45ec7e9d1951d84870636301 · 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 · 1,688 barsperiods/year ≈ 5.26M
Realized vol (annualised)
3825.47%
σ per bar = 0.016682
Mean return (annualised)
116305.13%
μ per bar = 0.000221
Sharpe (rf=0)
30.40
annualised; risk-free assumed zero
Max drawdown
35.36%
peak 0.77 → trough 0.50 over 664 bars

/api/asset/hl-pred-austria-350/risk · same metrics, JSON