HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #296
Cape Verde
3.2¢
96.8¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-cape-verde-296 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
207.27%
max drawdown
47.37%
sharpe
—
ulcer index
12.12%
RMS drawdown
pain index
3.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
39.61%
cond. drawdown
gain/pain
1.01
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.01
upside/downside
roll spread
102.8 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-cape-verde-296/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
3.2¢
No mid · live
96.8¢
25 bars · close 3.21¢ · 24h +6184.31%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.207 / 1.00 bits (21%) · informative — one side favoured
Yes3.2%3.2¢30.79×▬ +0.00pp
No96.8%96.8¢1.03×▬ +0.00pp
primary vs counter implied %
Σ 17379 · peak 4065
718ms
3.247¢
96.752¢
100.00%
0.00pp
25 bars
3.21¢
+6184.31%
§1 · 24h time-series
range [0.05¢, 3.30¢] · span 3.25pp · MA(5) latest 3.16¢
25 bars · last close 3.21¢
Σ vol = 17379 · peak 4065 · mean 695.2
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=24 · positive 5 · negative 2
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=25RIGHT-SKEWED (G₁=0.73)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.729right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.519platykurtic · 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: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 0.568PERSISTENT
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
3.25¢
96.75¢
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
Yes30.79×(3¢)No1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.207 bits (21% 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
This outcome resolves to Yes if Cape Verde wins the Game.
§10 · Hourly return heatmap
5 up bars · 2 down · best 3.14% · worst -0.18% · typical |Δ| 0.154%
§11 · Equity curve & underwater drawdown
final equity 1.0315 (3.15%) · max DD -0.18% · time-under-water 5/25 bars
§12 · Rolling-window statistics (w = 6 bars)
latest -1.226 · range [-1.23, 38.52] · μ 12.498 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 10.71% · range [0.00%, 121.45%] · μ 39.21% · σ̂ scaled to annualised (×√8760)
latest 0.109 · |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
651.9337
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
0.4829
p-VALUE (log scale)
0.9908
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-0.6321
p-VALUE (log scale)
0.8553
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.1519
p-VALUE (log scale)
0.8793
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.7002
p-VALUE (log scale)
0.0135
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.1624
p-VALUE (log scale)
0.8710
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 ≈ 4.80h (freq 0.208) · concentrates 10.4% of total energy · Σ|X̂|²/n = 4.960e-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
Horizon 7.0 d · σ/bar 1.949pp · expected |Δp| over horizon 25.26ppterminal variance p(1−p) = 0.0314 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
1.949pp
one-bar volatility · logit-free
Per-day movedaily
9.55pp
σ × √24
Per-horizon move7d
25.26pp
σ × √168
Terminal variancebinary
0.0314
p(1−p) at resolution
Current pricep
3.2¢
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 3.21pp · ES₉₅ 4.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.06✓ n = 5000
VaR 95%
3.21pp
1.645·σ (parametric) of Δp
ES 95%
4.02pp
mean of the tail
Max drawdown
95.8pp
peak 66.5¢ → trough 2.8¢
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
Implied probabilityP
3.2%
= price
Decimal oddsEU
30.793
total return per $1
AmericanUS
+2979
$100 wins $2979
FractionalUK
29.79 / 1
profit per $1 risked
Profit per $100stake
+$2979.29
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)
0.207 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.207 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.94 bit
self-information
Surprise · NO−log₂(1−p)
0.05 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 12:28:28 UTC
- Snapshot age
- 718ms
- Page rendered
- 2026-06-14 12:28:29 UTC
- History points
- 25 closes · 25 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
3036f95e4d368ceb254510425af78d6b3554d8ab8551d24b499be3f1e7e47000· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany94.3¢HL PREDSpain90.2¢HL PREDUruguay66.6¢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?16¢HL PERPBTC-USD perpetual$64,452HL PERPETH-USD perpetual$1,672.8HL PERPHYPE-USD perpetual$61.14
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 5.26MRealized vol (annualised)
25778.01%
σ per bar = 0.112420
Mean return (annualised)
-34471.69%
μ per bar = -0.000066
Sharpe (rf=0)
-1.34
annualised; risk-free assumed zero
Max drawdown
95.81%
peak 0.66 → trough 0.03 over 2002 bars
/api/asset/hl-pred-cape-verde-296/risk · same metrics, JSON