HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #315

Draw

Primary · Yes
27.4¢
Counter · No
72.6¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-draw-315 · fresh · feed 5s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 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-draw-315/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH4.6s--:--:-- 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
27.4¢
No mid · live
72.6¢
Yes · live 24h price
n=22 · μ=0.2740 · σ=0.0060 · range [0.2688, 0.2950] · R²=0.056 FALLING -0.87%σ NORMAL 2.19%LAST 0.26880.29500.28840.28190.27530.2688μ = 0.2740max 0.2950min 0.2688dataMA(4)OLS R²=0.06μ lineμ ± σ bandmaxminlive endpoint
22 bars · close 26.88¢ · 24h -0.87%
Probability split · live
Yes 27.4%No 72.6%NO72.6%72.56¢ · odds 1/1.38
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.848 / 1.00 bits (85%) · high uncertainty
Yes
27.4%27.4¢3.64× +0.00pp
No
72.6%72.6¢1.38× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=22 · Σ=16,184 · μ=735.6 · σ=1787.9 · CV=2.43BURSTY · concentratedcumulative energy ↗ · 50% by h=802,0144,0286,0428,056μ = 7368,05650%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 16184 · peak 8056
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.6s
Yes mid
27.436¢
No mid
72.564¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
22 bars
Δ24h close
26.88¢
Δ24h change
-0.87%

§1 · 24h time-series

Mid price · Yes (22 hourly observations)
n=22 · μ=0.2740 · σ=0.0060 · range [0.2688, 0.2950] · R²=0.056 FALLING -0.87%σ NORMAL 2.19%LAST 0.26880.29500.28840.28190.27530.2688μ = 0.2740max 0.2950min 0.2688dataMA(4)OLS R²=0.06μ lineμ ± σ bandmaxmin
range [26.88¢, 29.50¢] · span 2.62pp · MA(5) latest 27.75¢
Candlestick · open / high / low / close per hour
n=22 · up 21 · down 1 (95% up) · range [0.2688, 0.2950] · σ=0.0060 · CV=0.02 · bodyµ=9%BEARISH -0.87%CLOSE 0.2688 vs OPEN 0.2711 (-0.87%)&#9660; CLOSE 0.26880.29500.28840.28190.27530.2688μ close = 0.2740O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)8.7%O0.271 H0.295 L0.271 C0.295 (+8.74%)O0.271 H0.295 L0.271 C0.295 (+8.74%)O0.271 H0.271 L0.271 C0.271 (-0.17%)O0.271 H0.271 L0.271 C0.271 (-0.17%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.271 H0.271 L0.271 C0.271 (+0.00%)O0.272 H0.272 L0.272 C0.272 (+0.00%)O0.272 H0.272 L0.272 C0.272 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.280 H0.280 L0.280 C0.280 (+0.00%)O0.269 H0.269 L0.269 C0.269 (+0.00%)O0.269 H0.269 L0.269 C0.269 (+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 26.88¢
Hourly traded contracts
n=22 · Σ=16,184 · μ=735.6 · σ=1787.9 · CV=2.43BURSTY · concentratedcumulative energy &nearr; · 50% by h=802,0144,0286,0428,056μ = 7360 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak2,582 · 32.1% peak2,582 · 32.1% peak8,0568,056 · 100.0% peak8,056 · 100.0% peak2,172 · 27.0% peak2,172 · 27.0% peak742 · 9.2% peak742 · 9.2% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak1,000 · 12.4% peak1,000 · 12.4% peak282 · 3.5% peak282 · 3.5% peak1,000 · 12.4% peak1,000 · 12.4% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak350 · 4.3% peak350 · 4.3% peak50%#1#4#7#10#13#16#19#22#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 16184 · peak 8056 · mean 735.6

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

Histogram of Δp
n=21 · 12 bins · μ=0.0014 · σ=0.0075 · skew=-0.64 (left-skewed) · kurt=4.63 (leptokurtic (fat tails))17139401-2.22ppbin -2.22pp · n=1 · 5.9% peakbin -2.22pp · n=1 · 5.9% peak-1.82pp-1.42pp1-1.02ppbin -1.02pp · n=1 · 5.9% peakbin -1.02pp · n=1 · 5.9% peak-0.62pp-0.22pp170.18ppbin 0.18pp · n=17 · 100.0% peakbin 0.18pp · n=17 · 100.0% peak0.58pp10.98ppbin 0.98pp · n=1 · 5.9% peakbin 0.98pp · n=1 · 5.9% peak1.38pp1.79pp12.19ppbin 2.19pp · n=1 · 5.9% peakbin 2.19pp · n=1 · 5.9% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21 · positive 6 · negative 2
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=-0.09 · kurt=5.01 · near 6 / mid 11 / far 4 · OLS slope=0.79 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=3.98)
μ MEAN27.40¢95% CI: [27.15¢, 27.65¢]
σ STD DEV0.60ppσ² = 0.361 · CV = 2.19%
med MEDIAN27.11¢Q₁ 27.11¢ · Q₃ 27.77¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 26.88¢Q₁ 27.11¢med 27.11¢Q₃ 27.77¢max 29.50¢μ
SKEWNESS · G₁2.012right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.985leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.48
σ × 1.349 ↔ IQRdiverges from normalratio = 1.23
range ↔ σwide tails (range > 4σ)range / σ = 4.36
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) -0.43 + ADF rejected
ρ(1) AUTOCORR-0.428within white-noise band
ρ(2) AUTOCORR-0.003lag-2 not significant
H · HURST EXPONENT0.537random-walk
OLS TREND · t-STAT+1.085fails 5% test
HURST EXPONENT [0, 1]
H = 0.537RANDOM-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=1-0.428k=2-0.003k=3+0.005k=4+0.001k=5-0.0650+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) -0.43 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.50high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.09)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#315
SLUGdraw-315
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES27.44¢implied prob 27.44% · decimal odds 3.64×
COUNTER · NO72.56¢implied prob 72.56% · decimal odds 1.38×
27.44¢
72.56¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME16.18k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (73¢)|primary − counter| = 0.451 · entropy 0.848 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 27.4%No 72.6%YES27.4%H = 0.848 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes3.64×(27¢)No1.38×(73¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.848 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 the Game ends in a draw, or if the Game is canceled or not completed by July 19, 2026 at 23:59 UTC without FIFA officially declaring a winner.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=21 bars · best 2.39% · worst -2.42% · typical |Δ| 0.32%MILD BEARISH -0.23%BEST+2.39%19hWORST-2.42%20hTYPICAL |Δ|0.32%mean absoluteCUMULATIVE-0.23%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.11% · Σ +0.86%EUROPE · 08-16 UTCμ -0.22% · Σ -1.09%US · 16-24 UTCμ -0.00% · Σ -0.01%CUMULATIVE Δ PATH · final -0.23%+2.39%-0.23%0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h2.39% · 19h2.39% · 19h2.39%19h★ BEST-2.42% · 20h-2.42% · 20h-2.42%20h▼ WORST0.00% · 21h0.00% · 21h0.00%21h0.03% · 22h0.03% · 22h0.03%22h0.00% · 23h0.00% · 23h·23h0.00% · 00h0.00% · 00h·00h0.00% · 01h0.00% · 01h·01h0.00% · 02h0.00% · 02h·02h0.00% · 03h0.00% · 03h·03h0.05% · 04h0.05% · 04h0.05%04h0.81% · 05h0.81% · 05h0.81%05h0.00% · 06h0.00% · 06h0.00%06h0.00% · 07h0.00% · 07h·07h0.00% · 08h0.00% · 08h·08h0.00% · 09h0.00% · 09h·09h-1.09% · 10h-1.09% · 10h-1.09%10hTIME PATTERNAsia-led (+0.86%)RUNSup max 3 · down max 1BREADTH29% up · 10% down · 62% flat
6 up bars · 2 down · best 2.39% · worst -2.42% · typical |Δ| 0.324%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsLOSS WITH MODERATE DD (-0.30%)FINAL-0.30%MAX DD-2.63%RECOVERYONGOING · 15 barsMAX RUN-UP+2.39%UNDERWATER15/22 (68%)STREAK↘ 1EQUITY CURVE · end 0.9970 · peak 1.0239 · range [0.9970, 1.0239]1.02390.9970break-even = 1★ PEAK 1.0239UNDERWATER DRAWDOWN · max -2.63% · moderate0%-2.63%▼ TROUGH -2.63%TOP DRAWDOWN PERIODS · 1 total#1 -2.63%bar 8-22 · 15 bars · ONGOINGDD SEVERITYmoderate (max -2.63%)RECOVERYongoing · 15 barsTIME UNDER WATER68% of session · 15/22 bars
final equity 0.9970 (-0.30%) · max DD -2.63% · time-under-water 15/22 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +9 / −6 (53% positive) · μ=18.57 · σ=31.02MIXED EDGELAST -41.76 (-1.95σ vs μ)51.4525.730.00-25.73-51.45μ = 18.570.000.0041.8641.86-0.41-0.41-0.35-0.35-0.07-0.07-0.07-0.07-41.19-41.1951.4551.4541.8641.860.000.0041.8641.8645.0545.0545.1845.1845.1845.1845.1845.1841.9941.99-41.76-41.76v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.761 · range [-41.76, 51.45] · μ 18.574 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=62.1493 · σ=63.1535 · range [0.0000, 159.2092] · R²=0.251 FLATσ EXTREME 101.62%LAST 45.7706159.2092119.406979.604639.80230.0000μ = 62.1493max 159.2092min 0.0000dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 45.77% · range [0.00%, 159.21%] · μ 62.15% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +1 / −14 (6% positive) · μ=-0.189 · σ=0.199MEAN-REVERSIONLAST -0.050 (+0.70σ vs μ)0.5010.2510.000-0.251-0.501μ = -0.1890.0000.000-0.050-0.050-0.498-0.498-0.501-0.501-0.501-0.501-0.501-0.501-0.048-0.048-0.137-0.137-0.050-0.0500.0000.000-0.050-0.0500.0040.004-0.266-0.266-0.267-0.267-0.250-0.250-0.048-0.048-0.050-0.050v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.050 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
40.4885
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
4.5528
p-VALUE (log scale)
0.4741
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
-3.9145
p-VALUE (log scale)
0.0024
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
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1610
p-VALUE (log scale)
0.4249
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.0436
p-VALUE (log scale)
0.0410
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.554 → mean-reverting
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=6.71e-5 · top T=3.50h (21.4%) · top-3 cover 59.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.4e-41.1e-47.2e-53.6e-50.0e+0μ noise floor2× noise (significance)period 21.0 · power 2.54e-6 · 0.4% energyperiod 21.0 · power 2.54e-6 · 0.4% energyperiod 10.5 · power 4.33e-5 · 6.4% energyperiod 10.5 · power 4.33e-5 · 6.4% energyperiod 7.0 · power 2.75e-5 · 4.1% energyperiod 7.0 · power 2.75e-5 · 4.1% energyperiod 5.3 · power 2.75e-5 · 4.1% energyperiod 5.3 · power 2.75e-5 · 4.1% energyperiod 4.2 · power 4.16e-5 · 6.2% energyperiod 4.2 · power 4.16e-5 · 6.2% energyperiod 3.5 · power 1.44e-4 · 21.4% energyperiod 3.5 · power 1.44e-4 · 21.4% energyperiod 3.0 · power 3.18e-5 · 4.7% energyperiod 3.0 · power 3.18e-5 · 4.7% energyperiod 2.6 · power 1.12e-4 · 16.7% energyperiod 2.6 · power 1.12e-4 · 16.7% energyperiod 2.3 · power 1.42e-4 · 21.1% energyperiod 2.3 · power 1.42e-4 · 21.1% energyperiod 2.1 · power 9.97e-5 · 14.9% energyperiod 2.1 · power 9.97e-5 · 14.9% energy50% by T=2.6h#1 dominantT=3.50h#2T=2.33h#3T=2.63hT=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 ≈ 3.50h (freq 0.286) · concentrates 21.4% of total energy · Σ|X̂|²/n = 6.714e-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 0.017pp · expected |Δp| over horizon 0.21ppterminal variance p(1−p) = 0.1991 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.017pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move7d
0.21pp
σ × √168
Terminal variancebinary
0.1991
p(1−p) at resolution
Current pricep
27.4¢
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.01n = 5000
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
2.7pp
peak 28.2¢ → trough 27.4¢
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
27.4%
= price
Decimal oddsEU
3.645
total return per $1
AmericanUS
+264
$100 wins $264
FractionalUK
2.64 / 1
profit per $1 risked
Profit per $100stake
+$264.48
clean dollar framing
-1000-5000+500+1000020406080100you · 27.4%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)
0.848 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.848 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.87 bit
self-information
Surprise · NO−log₂(1−p)
0.46 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 13:39:11 UTC
Snapshot age
4.6s
Page rendered
2026-06-14 13:39:16 UTC
History points
22 closes · 22 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fd6d18b7c8a01004be21ff53390813082a698ffb2e528dfbd2208eb45245b51c · 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)
137.15%
σ per bar = 0.000598
Mean return (annualised)
1762.80%
μ per bar = 0.000003
Sharpe (rf=0)
12.85
annualised; risk-free assumed zero
Max drawdown
2.68%
peak 0.28 → trough 0.27 over 41 bars

/api/asset/hl-pred-draw-315/risk · same metrics, JSON