HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #459

Draw

Primary · Yes
22.1¢
Counter · No
77.9¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-draw-459 · fresh · feed 5s old
24h sparkline · 60 pts
realized vol (ann.)
36.36%
max drawdown
1.30%
sharpe
ulcer index
1.19%
RMS drawdown
pain index
1.10%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.30%
cond. drawdown
gain/pain
0.93
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.93
upside/downside
roll spread
10.1 bps
implied (price-only)
bars used
629
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-draw-459/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH4.7s--:--:-- 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
22.1¢
No mid · live
77.9¢
Yes · live 24h price
n=22 · μ=0.2281 · σ=0.0011 · range [0.2264, 0.2288] · R²=0.663 FALLING -1.03%σ LOW 0.46%LAST 0.22640.22880.22820.22760.22700.2264μ = 0.2281max 0.2288min 0.2264dataMA(4)OLS R²=0.66μ lineμ ± σ bandmaxminlive endpoint
22 bars · close 22.64¢ · 24h -1.03%
Probability split · live
Yes 22.1%No 77.9%NO77.9%77.86¢ · odds 1/1.28
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.763 / 1.00 bits (76%) · moderate uncertainty
Yes
22.1%22.1¢4.52× +0.00pp
No
77.9%77.9¢1.28× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=22 · Σ=255 · μ=11.6 · σ=27.7 · CV=2.39BURSTY · concentratedcumulative energy ↗ · 50% by h=160285583110μ = 1211050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 255 · peak 110
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.7s
Yes mid
22.143¢
No mid
77.858¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
22 bars
Δ24h close
22.64¢
Δ24h change
-1.03%

§1 · 24h time-series

Mid price · Yes (22 hourly observations)
n=22 · μ=0.2281 · σ=0.0011 · range [0.2264, 0.2288] · R²=0.663 FALLING -1.03%σ LOW 0.46%LAST 0.22640.22880.22820.22760.22700.2264μ = 0.2281max 0.2288min 0.2264dataMA(4)OLS R²=0.66μ lineμ ± σ bandmaxmin
range [22.64¢, 22.88¢] · span 0.24pp · MA(5) latest 22.65¢
Candlestick · open / high / low / close per hour
n=22 · up 22 · down 0 (100% up) · range [0.2264, 0.2288] · σ=0.0011 · CV=0.00 · bodyµ=0%BEARISH -1.03%CLOSE 0.2264 vs OPEN 0.2288 (-1.03%)&#9660; CLOSE 0.22640.22880.22820.22760.22700.2264μ close = 0.2281O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.229 H0.229 L0.229 C0.229 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.227 H0.227 L0.227 C0.227 (+0.00%)O0.226 H0.226 L0.226 C0.226 (+0.00%)O0.226 H0.226 L0.226 C0.226 (+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 22.64¢
Hourly traded contracts
n=22 · Σ=255 · μ=11.6 · σ=27.7 · CV=2.39BURSTY · concentratedcumulative energy &nearr; · 50% by h=160285583110μ = 1248 · 43.6% peak48 · 43.6% 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% 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% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak110110 · 100.0% peak110 · 100.0% peak48 · 43.6% peak48 · 43.6% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak49 · 44.5% peak49 · 44.5% peak50%#1#4#7#10#13#16#19#22#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 255 · peak 110 · mean 11.6

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

Histogram of Δp
n=21 · 12 bins · μ=-0.0002 · σ=0.0004 · skew=-4.19 (left-skewed) · kurt=15.74 (leptokurtic (fat tails))191410501-0.19ppbin -0.19pp · n=1 · 5.3% peakbin -0.19pp · n=1 · 5.3% peak-0.17pp-0.16pp-0.14pp-0.12pp-0.11pp-0.09pp-0.07pp-0.06pp-0.04pp1-0.02ppbin -0.02pp · n=1 · 5.3% peakbin -0.02pp · n=1 · 5.3% peak19-0.01ppbin -0.01pp · n=19 · 100.0% peakbin -0.01pp · n=19 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21 · positive 0 · negative 3
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=-4.11 · kurt=15.27 · near 5 / mid 9 / far 7 · OLS slope=0.53 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.44σΔ=-1.71σsample ↓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=22LEFT-SKEWED (G₁=-0.74)
μ MEAN22.81¢95% CI: [22.77¢, 22.85¢]
σ STD DEV0.11ppσ² = 0.011 · CV = 0.46%
med MEDIAN22.88¢Q₁ 22.66¢ · Q₃ 22.88¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 22.64¢Q₁ 22.66¢med 22.88¢Q₃ 22.88¢max 22.88¢μ
SKEWNESS · G₁-0.738left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.505platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.67
σ × 1.349 ↔ IQRdiverges from normalratio = 0.66
range ↔ σconcentrated (range < 4σ)range / σ = 2.23
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: INDETERMINATE · weak signal at n=21
ρ(1) AUTOCORR+0.067within white-noise band
ρ(2) AUTOCORR-0.075lag-2 not significant
H · HURST EXPONENT1.409strongly persistent
OLS TREND · t-STAT-6.273significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.409STRONGLY 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+0.067k=2-0.075k=3-0.078k=4-0.081k=5-0.0760+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 CLASSIFICATIONINDETERMINATE · weak signal at n=21from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.27)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#459
SLUGdraw-459
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES22.14¢implied prob 22.14% · decimal odds 4.52×
COUNTER · NO77.86¢implied prob 77.86% · decimal odds 1.28×
22.14¢
77.86¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME255 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (78¢)|primary − counter| = 0.557 · entropy 0.763 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 22.1%No 77.9%YES22.1%H = 0.763 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes4.52×(22¢)No1.28×(78¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.763 bits (76% of max) · moderate 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 0.00% · worst -0.20% · typical |Δ| 0.01%MILD BEARISH -0.24%BEST+0.00%10hWORST-0.20%00hTYPICAL |Δ|0.01%mean absoluteCUMULATIVE-0.24%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.03% · Σ -0.24%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.24%+0.00%-0.24%0.00% · 10h0.00% · 10h·10h★ BEST0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h-0.20% · 00h-0.20% · 00h-0.20%00h▼ WORST-0.03% · 01h-0.03% · 01h-0.03%01h0.00% · 02h0.00% · 02h·02h0.00% · 03h0.00% · 03h·03h0.00% · 04h0.00% · 04h·04h0.00% · 05h0.00% · 05h·05h-0.01% · 06h-0.01% · 06h-0.01%06hTIME PATTERNuniform across sessionsRUNSup max 0 · down max 2BREADTH0% up · 14% down · 86% flat
0 up bars · 3 down · best 0.00% · worst -0.20% · typical |Δ| 0.011%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsLOSS · SHALLOW DD (-0.24%)FINAL-0.24%MAX DD-0.24%RECOVERYONGOING · 7 barsMAX RUN-UP+0.00%UNDERWATER7/22 (32%)STREAK↘ 1EQUITY CURVE · end 0.9976 · peak 1.0000 · range [0.9976, 1.0000]1.00000.9976break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.24% · shallow0%-0.24%▼ TROUGH -0.24%TOP DRAWDOWN PERIODS · 1 total#1 -0.24%bar 16-22 · 7 bars · ONGOINGDD SEVERITYshallow (max -0.24%)RECOVERYongoing · 7 barsTIME UNDER WATER32% of session · 7/22 bars
final equity 0.9976 (-0.24%) · max DD -0.24% · time-under-water 7/22 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +0 / −7 (0% positive) · μ=-18.82 · σ=23.29UNPROFITABLE STRATEGYLAST -41.86 (-0.99σ vs μ)48.5824.290.00-24.29-48.58μ = -18.820.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00-41.86-41.86-48.58-48.58-48.58-48.58-48.58-48.58-48.58-48.58-41.86-41.86-41.86-41.86v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.857 · range [-48.58, 0.00] · μ -18.816 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=2.4736 · σ=3.7435 · range [0.0000, 8.2458] · R²=0.328 FLATσ EXTREME 151.34%LAST 0.54418.24586.18444.12292.06150.0000μ = 2.4736max 8.2458min 0.0000dataMA(3)OLS R²=0.33μ lineμ ± σ bandmaxmin
latest 0.54% · range [0.00%, 8.25%] · μ 2.47% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +1 / −6 (6% positive) · μ=-0.043 · σ=0.088MEAN-REVERSIONLAST -0.050 (-0.08σ vs μ)0.2310.1150.000-0.115-0.231μ = -0.0430.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.050-0.050-0.191-0.191-0.231-0.231-0.231-0.2310.0670.067-0.050-0.050-0.050-0.050v > 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
2 of 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
418.7222
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
0.7747
p-VALUE (log scale)
0.9764
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
-0.3371
p-VALUE (log scale)
0.9139
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (0+/3-)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6272
p-VALUE (log scale)
0.0202
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
0.5570
p-VALUE (log scale)
0.5775
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.122 ≈ 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=1.85e-7 · top T=7.00h (12.6%) · top-3 cover 37.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.3e-71.8e-71.2e-75.8e-80.0e+0μ noise floorperiod 21.0 · power 2.30e-7 · 12.4% energyperiod 21.0 · power 2.30e-7 · 12.4% energyperiod 10.5 · power 2.04e-7 · 11.0% energyperiod 10.5 · power 2.04e-7 · 11.0% energyperiod 7.0 · power 2.34e-7 · 12.6% energyperiod 7.0 · power 2.34e-7 · 12.6% energyperiod 5.3 · power 2.25e-7 · 12.2% energyperiod 5.3 · power 2.25e-7 · 12.2% energyperiod 4.2 · power 1.72e-7 · 9.3% energyperiod 4.2 · power 1.72e-7 · 9.3% energyperiod 3.5 · power 1.70e-7 · 9.2% energyperiod 3.5 · power 1.70e-7 · 9.2% energyperiod 3.0 · power 1.87e-7 · 10.1% energyperiod 3.0 · power 1.87e-7 · 10.1% energyperiod 2.6 · power 1.50e-7 · 8.1% energyperiod 2.6 · power 1.50e-7 · 8.1% energyperiod 2.3 · power 1.25e-7 · 6.8% energyperiod 2.3 · power 1.25e-7 · 6.8% energyperiod 2.1 · power 1.53e-7 · 8.3% energyperiod 2.1 · power 1.53e-7 · 8.3% energy50% by T=4.2h#1 dominantT=7.00h#2T=21.00h#3T=5.25hT=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 ≈ 7.00h (freq 0.143) · concentrates 12.6% of total energy · Σ|X̂|²/n = 1.850e-6

▸ Depth section using sovereign-store price series (2297 bars · effective 5249975 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 1.565pp · expected |Δp| over horizon 20.28ppterminal variance p(1−p) = 0.1724 · n = 2297n = 2297
μ per bar
-0.012pp
average Δp · drift
σ per bar
1.565pp
one-bar volatility · logit-free
Per-day movedaily
7.67pp
σ × √24
Per-horizon move7d
20.28pp
σ × √168
Terminal variancebinary
0.1724
p(1−p) at resolution
Current pricep
22.1¢
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 2.59pp · ES₉₅ 3.24pp · method parametric · drift-correcteddrift -0.012pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.01n = 2297
VaR 95%
2.59pp
1.645·σ (parametric) of Δp
ES 95%
3.24pp
mean of the tail
Max drawdown
70.3pp
peak 74.5¢ → trough 22.1¢
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
22.1%
= price
Decimal oddsEU
4.516
total return per $1
AmericanUS
+352
$100 wins $352
FractionalUK
3.52 / 1
profit per $1 risked
Profit per $100stake
+$351.62
clean dollar framing
-1000-5000+500+1000020406080100you · 22.1%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)
0.763 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.763 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.18 bit
self-information
Surprise · NO−log₂(1−p)
0.36 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
2026-06-20 07:58:43 UTC
Snapshot age
4.7s
Page rendered
2026-06-20 07:58:48 UTC
History points
22 closes · 22 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
94d77431a3af4232fd8cce4a1c63bcbaecf549c02dd882b11f70e61ef735c9c1 · 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 · 2,297 barsperiods/year ≈ 5.25M
Realized vol (annualised)
8714.75%
σ per bar = 0.038034
Mean return (annualised)
-186247.02%
μ per bar = -0.000355
Sharpe (rf=0)
-21.37
annualised; risk-free assumed zero
Max drawdown
70.28%
peak 0.74 → trough 0.22 over 1594 bars

/api/asset/hl-pred-draw-459/risk · same metrics, JSON