HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #300

Egypt

Primary · Yes
14.9¢
Counter · No
85.1¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-egypt-300 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
162.99%
max drawdown
17.05%
sharpe
ulcer index
6.22%
RMS drawdown
pain index
3.10%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
17.05%
cond. drawdown
gain/pain
0.94
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.94
upside/downside
roll spread
48.7 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-egypt-300/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
14.9¢
No mid · live
85.1¢
Yes · live 24h price
n=25 · μ=0.1576 · σ=0.0043 · range [0.1450, 0.1615] · R²=0.001 FALLING -2.02%σ NORMAL 2.73%LAST 0.15270.16150.15740.15330.14910.1450μ = 0.1576max 0.1615min 0.1450dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 15.27¢ · 24h -2.02%
Probability split · live
Yes 14.9%No 85.1%NO85.1%85.12¢ · odds 1/1.17
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.607 / 1.00 bits (61%) · moderate uncertainty
Yes
14.9%14.9¢6.72× +0.00pp
No
85.1%85.1¢1.17× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=4,958 · μ=198.3 · σ=744.1 · CV=3.75BURSTY · concentratedcumulative energy ↗ · 50% by h=2409261,8512,7773,702μ = 1983,70250%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 4958 · peak 3702
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.2s
Yes mid
14.883¢
No mid
85.117¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
15.27¢
Δ24h change
-2.02%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.1576 · σ=0.0043 · range [0.1450, 0.1615] · R²=0.001 FALLING -2.02%σ NORMAL 2.73%LAST 0.15270.16150.15740.15330.14910.1450μ = 0.1576max 0.1615min 0.1450dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
range [14.50¢, 16.15¢] · span 1.65pp · MA(5) latest 15.41¢
Candlestick · open / high / low / close per hour
n=25 · up 23 · down 2 (92% up) · range [0.1450, 0.1615] · σ=0.0043 · CV=0.03 · bodyµ=8%BEARISH -2.17%CLOSE 0.1527 vs OPEN 0.1560 (-2.17%)&#9660; CLOSE 0.15270.16150.15740.15330.14910.1450μ close = 0.1576O0.156 H0.156 L0.156 C0.156 (-0.15%)O0.156 H0.156 L0.156 C0.156 (-0.15%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.156 H0.156 L0.156 C0.156 (+0.00%)O0.153 H0.153 L0.153 C0.153 (+0.00%)O0.153 H0.153 L0.153 C0.153 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.161 H0.161 L0.161 C0.161 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.162 H0.162 L0.162 C0.162 (+0.00%)O0.150 H0.150 L0.150 C0.150 (+0.00%)O0.150 H0.150 L0.150 C0.150 (+0.00%)-9.6%O0.160 H0.160 L0.145 C0.145 (-9.56%)O0.160 H0.160 L0.145 C0.145 (-9.56%)O0.153 H0.153 L0.153 C0.153 (+0.00%)O0.153 H0.153 L0.153 C0.153 (+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 15.27¢
Hourly traded contracts
n=25 · Σ=4,958 · μ=198.3 · σ=744.1 · CV=3.75BURSTY · concentratedcumulative energy &nearr; · 50% by h=2409261,8512,7773,702μ = 198117 · 3.2% peak117 · 3.2% 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% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak100 · 2.7% peak100 · 2.7% peak713 · 19.3% peak713 · 19.3% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak89 · 2.4% peak89 · 2.4% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak123 · 3.3% peak123 · 3.3% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak14 · 0.4% peak14 · 0.4% peak3,7023,702 · 100.0% peak3,702 · 100.0% peak100 · 2.7% peak100 · 2.7% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 4958 · peak 3702 · mean 198.3

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

Histogram of Δp
n=24 · 12 bins · μ=0.0003 · σ=0.0032 · skew=-1.10 (left-skewed) · kurt=4.88 (leptokurtic (fat tails))191410501-1.07ppbin -1.07pp · n=1 · 5.3% peakbin -1.07pp · n=1 · 5.3% peak-0.91pp-0.75pp-0.59pp1-0.43ppbin -0.43pp · n=1 · 5.3% peakbin -0.43pp · n=1 · 5.3% peak1-0.26ppbin -0.26pp · n=1 · 5.3% peakbin -0.26pp · n=1 · 5.3% peak-0.10pp190.06ppbin 0.06pp · n=19 · 100.0% peakbin 0.06pp · n=19 · 100.0% peak0.22pp0.38pp0.54pp20.70ppbin 0.70pp · n=2 · 10.5% peakbin 0.70pp · n=2 · 10.5% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 4 · negative 3
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-0.64 · kurt=4.34 · near 7 / mid 14 / far 3 · OLS slope=0.81 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=25STRONGLY LEFT-SKEWED (G₁=-1.10)
μ MEAN15.76¢95% CI: [15.59¢, 15.93¢]
σ STD DEV0.43ppσ² = 0.185 · CV = 2.73%
med MEDIAN16.07¢Q₁ 15.58¢ · Q₃ 16.07¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 14.50¢Q₁ 15.58¢med 16.07¢Q₃ 16.07¢max 16.15¢μ
SKEWNESS · G₁-1.100left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.717mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.72
σ × 1.349 ↔ IQRconsistent with normalratio = 1.17
range ↔ σconcentrated (range < 4σ)range / σ = 3.84
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.019within white-noise band
ρ(2) AUTOCORR-0.310lag-2 not significant
H · HURST EXPONENT1.170strongly persistent
OLS TREND · t-STAT+0.110fails 5% test
HURST EXPONENT [0, 1]
H = 1.170STRONGLY 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=1-0.019k=2-0.310k=3+0.003k=4+0.002k=5-0.0260+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 · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.11)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#300
SLUGegypt-300
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES14.88¢implied prob 14.88% · decimal odds 6.72×
COUNTER · NO85.12¢implied prob 85.12% · decimal odds 1.17×
14.88¢
85.12¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME4.96k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (85¢)|primary − counter| = 0.702 · entropy 0.607 bits
LIQUIDITY DEPTHMODEST100k+ 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 14.9%No 85.1%YES14.9%H = 0.607 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes6.72×(15¢)No1.17×(85¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.607 bits (61% 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 Egypt wins the Game.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 0.78% · worst -1.15% · typical |Δ| 0.15%MILD BEARISH -0.31%BEST+0.78%22hWORST-1.15%11hTYPICAL |Δ|0.15%mean absoluteCUMULATIVE-0.31%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.01% · Σ +0.08%EUROPE · 08-16 UTCμ -0.11% · Σ -0.88%US · 16-24 UTCμ +0.06% · Σ +0.49%CUMULATIVE Δ PATH · final -0.31%+0.57%-1.08%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·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.30% · 21h-0.30% · 21h-0.30%21h0.78% · 22h0.78% · 22h0.78%22h★ BEST0.00% · 23h0.00% · 23h·23h0.00% · 00h0.00% · 00h·00h0.00% · 01h0.00% · 01h·01h0.00% · 02h0.00% · 02h·02h0.01% · 03h0.01% · 03h0.01%03h0.00% · 04h0.00% · 04h·04h0.00% · 05h0.00% · 05h·05h0.08% · 06h0.08% · 06h0.08%06h0.00% · 07h0.00% · 07h·07h0.00% · 08h0.00% · 08h·08h0.00% · 09h0.00% · 09h·09h0.00% · 10h0.00% · 10h·10h-1.15% · 11h-1.15% · 11h-1.15%11h▼ WORST-0.50% · 12h-0.50% · 12h-0.50%12h0.77% · 13h0.77% · 13h0.77%13hTIME PATTERNUS-led (+0.49%)RUNSup max 1 · down max 2BREADTH17% up · 13% down · 71% flat
4 up bars · 3 down · best 0.78% · worst -1.15% · typical |Δ| 0.149%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.33%)FINAL-0.33%MAX DD-1.65%RECOVERYONGOING · 3 barsMAX RUN-UP+0.57%UNDERWATER4/25 (16%)STREAK↗ 1EQUITY CURVE · end 0.9967 · peak 1.0057 · range [0.9891, 1.0057]1.00570.9891break-even = 1★ PEAK 1.0057UNDERWATER DRAWDOWN · max -1.65% · moderate0%-1.65%▼ TROUGH -1.65%TOP DRAWDOWN PERIODS · 2 total#1 -1.65%bar 23-25 · 3 bars · ONGOING#2 -0.30%bar 9-9 · 1 bars · recoveredDD SEVERITYmoderate (max -1.65%)RECOVERYongoing · 3 barsTIME UNDER WATER16% of session · 4/25 bars
final equity 0.9967 (-0.33%) · max DD -1.65% · time-under-water 4/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −4 (68% positive) · μ=14.40 · σ=30.80PROFITABLE STRATEGYLAST -21.66 (-1.17σ vs μ)54.4027.200.00-27.20-54.40μ = 14.400.000.000.000.00-38.21-38.2120.9120.9120.9120.9120.9120.9120.9120.9120.9120.9138.6238.6238.2138.2138.2138.2142.3342.3342.3342.3342.3342.3338.2138.2138.2138.21-35.15-35.15-54.40-54.40-21.66-21.66v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -21.661 · range [-54.40, 42.33] · μ 14.400 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=19.7427 · σ=19.6885 · range [0.0000, 59.6519] · R²=0.056 FLATσ EXTREME 99.73%LAST 59.651959.651944.738929.825914.91300.0000μ = 19.7427max 59.6519min 0.0000dataMA(3)OLS R²=0.06μ lineμ ± σ bandmaxmin
latest 59.65% · range [0.00%, 59.65%] · μ 19.74% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −16 (5% positive) · μ=-0.187 · σ=0.180MEAN-REVERSIONLAST -0.036 (+0.84σ vs μ)0.4560.2280.000-0.228-0.456μ = -0.1870.0000.0000.0000.000-0.033-0.033-0.324-0.324-0.420-0.420-0.420-0.420-0.420-0.420-0.456-0.456-0.034-0.034-0.233-0.233-0.233-0.233-0.062-0.062-0.286-0.286-0.266-0.266-0.233-0.233-0.233-0.233-0.028-0.0280.1630.163-0.036-0.036v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.036 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
34.3519
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
2.7663
p-VALUE (log scale)
0.7384
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
-1.9402
p-VALUE (log scale)
0.3237
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.3638
p-VALUE (log scale)
0.7160
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
0.1646
p-VALUE (log scale)
0.4187
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
-0.8359
p-VALUE (log scale)
0.4032
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.746 ≈ 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=1.21e-5 · top T=3.00h (18.1%) · top-3 cover 48.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.6e-52.0e-51.3e-56.6e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.04e-6 · 6.2% energyperiod 24.0 · power 9.04e-6 · 6.2% energyperiod 12.0 · power 2.53e-6 · 1.7% energyperiod 12.0 · power 2.53e-6 · 1.7% energyperiod 8.0 · power 2.07e-5 · 14.2% energyperiod 8.0 · power 2.07e-5 · 14.2% energyperiod 6.0 · power 6.17e-6 · 4.2% energyperiod 6.0 · power 6.17e-6 · 4.2% energyperiod 4.8 · power 2.37e-5 · 16.3% energyperiod 4.8 · power 2.37e-5 · 16.3% energyperiod 4.0 · power 1.86e-5 · 12.8% energyperiod 4.0 · power 1.86e-5 · 12.8% energyperiod 3.4 · power 1.37e-5 · 9.4% energyperiod 3.4 · power 1.37e-5 · 9.4% energyperiod 3.0 · power 2.63e-5 · 18.1% energyperiod 3.0 · power 2.63e-5 · 18.1% energyperiod 2.7 · power 3.32e-7 · 0.2% energyperiod 2.7 · power 3.32e-7 · 0.2% energyperiod 2.4 · power 1.58e-5 · 10.8% energyperiod 2.4 · power 1.58e-5 · 10.8% energyperiod 2.2 · power 4.27e-6 · 2.9% energyperiod 2.2 · power 4.27e-6 · 2.9% energyperiod 2.0 · power 4.45e-6 · 3.1% energyperiod 2.0 · power 4.45e-6 · 3.1% energy50% by T=4.0h#1 dominantT=3.00h#2T=4.80h#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 ≈ 3.00h (freq 0.333) · concentrates 18.1% of total energy · Σ|X̂|²/n = 1.455e-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 0.056pp · expected |Δp| over horizon 0.72ppterminal variance p(1−p) = 0.1267 · n = 5000n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.056pp
one-bar volatility · logit-free
Per-day movedaily
0.27pp
σ × √24
Per-horizon move7d
0.72pp
σ × √168
Terminal variancebinary
0.1267
p(1−p) at resolution
Current pricep
14.9¢
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 0.09pp · ES₉₅ 0.11pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.03pp · unique ratio 0.00n = 5000
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.11pp
mean of the tail
Max drawdown
17.1pp
peak 16.8¢ → trough 13.9¢
Median step
0.03pp
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
14.9%
= price
Decimal oddsEU
6.719
total return per $1
AmericanUS
+572
$100 wins $572
FractionalUK
5.72 / 1
profit per $1 risked
Profit per $100stake
+$571.91
clean dollar framing
-1000-5000+500+1000020406080100you · 14.9%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)
0.607 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.607 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.75 bit
self-information
Surprise · NO−log₂(1−p)
0.23 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 13:39:23 UTC
Snapshot age
1.2s
Page rendered
2026-06-14 13:39:24 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a11d285416267855d1cc6766ddda4c24f0775bff555cc5c83cc9d65b64c7e44d · 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)
852.60%
σ per bar = 0.003718
Mean return (annualised)
-3081.56%
μ per bar = -0.000006
Sharpe (rf=0)
-3.61
annualised; risk-free assumed zero
Max drawdown
17.05%
peak 0.17 → trough 0.14 over 125 bars

/api/asset/hl-pred-egypt-300/risk · same metrics, JSON