HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #464

Egypt

Primary · Yes
60.6¢
Counter · No
39.4¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-egypt-464 · fresh · feed 3s old
24h sparkline · 60 pts
realized vol (ann.)
0.46%
max drawdown
0.01%
sharpe
ulcer index
0.01%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.01%
cond. drawdown
gain/pain
0.86
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.86
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-egypt-464/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH3.2s--:--:-- 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
60.6¢
No mid · live
39.4¢
Yes · live 24h price
n=25 · μ=0.6081 · σ=0.0007 · range [0.6071, 0.6095] · R²=0.532 RISING +0.31%σ LOW 0.11%LAST 0.60940.60950.60890.60830.60770.6071μ = 0.6081max 0.6095min 0.6071dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 60.94¢ · 24h +0.31%
Probability split · live
Yes 60.6%No 39.4%YES60.6%60.63¢ · odds 1/1.65
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.967 / 1.00 bits (97%) · max uncertainty (~50/50)
Yes
60.6%60.6¢1.65× +0.00pp
No
39.4%39.4¢2.54× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=246 · μ=9.8 · σ=19.4 · CV=1.97BURSTY · concentratedcumulative energy ↗ · 50% by h=19021416282μ = 108250%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 246 · peak 82
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3.2s
Yes mid
60.629¢
No mid
39.371¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
60.94¢
Δ24h change
+0.31%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.6081 · σ=0.0007 · range [0.6071, 0.6095] · R²=0.532 RISING +0.31%σ LOW 0.11%LAST 0.60940.60950.60890.60830.60770.6071μ = 0.6081max 0.6095min 0.6071dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
range [60.71¢, 60.95¢] · span 0.23pp · MA(5) latest 60.92¢
Candlestick · open / high / low / close per hour
n=25 · up 25 · down 0 (100% up) · range [0.6071, 0.6095] · σ=0.0007 · CV=0.00 · bodyµ=0%BULLISH +0.31%CLOSE 0.6094 vs OPEN 0.6076 (+0.31%)&#9650; CLOSE 0.60940.60950.60890.60830.60770.6071μ close = 0.6081O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.607 H0.607 L0.607 C0.607 (+0.00%)O0.607 H0.607 L0.607 C0.607 (+0.00%)O0.607 H0.607 L0.607 C0.607 (+0.00%)O0.607 H0.607 L0.607 C0.607 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.608 H0.608 L0.608 C0.608 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+0.00%)O0.609 H0.609 L0.609 C0.609 (+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 60.94¢
Hourly traded contracts
n=25 · Σ=246 · μ=9.8 · σ=19.4 · CV=1.97BURSTY · concentratedcumulative energy &nearr; · 50% by h=19021416282μ = 100 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak18 · 22.0% peak18 · 22.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak19 · 23.2% peak19 · 23.2% peak0 · 0.0% peak0 · 0.0% peak8282 · 100.0% peak82 · 100.0% 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% peak18 · 22.0% peak18 · 22.0% peak0 · 0.0% peak0 · 0.0% peak18 · 22.0% peak18 · 22.0% peak0 · 0.0% peak0 · 0.0% peak17 · 20.7% peak17 · 20.7% peak24 · 29.3% peak24 · 29.3% peak50 · 61.0% peak50 · 61.0% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 246 · peak 82 · mean 9.8

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

Histogram of Δp
n=24 · 12 bins · μ=0.0001 · σ=0.0003 · skew=-0.27 (symmetric) · kurt=2.66 (leptokurtic (fat tails))16128401-0.09ppbin -0.09pp · n=1 · 6.3% peakbin -0.09pp · n=1 · 6.3% peak-0.08pp-0.06pp-0.05pp-0.03pp1-0.01ppbin -0.01pp · n=1 · 6.3% peakbin -0.01pp · n=1 · 6.3% peak160.00ppbin 0.00pp · n=16 · 100.0% peakbin 0.00pp · n=16 · 100.0% peak20.02ppbin 0.02pp · n=2 · 12.5% peakbin 0.02pp · n=2 · 12.5% peak0.03pp0.05pp30.06ppbin 0.06pp · n=3 · 18.8% peakbin 0.06pp · n=3 · 18.8% peak10.08ppbin 0.08pp · n=1 · 6.3% peakbin 0.08pp · n=1 · 6.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 6 · negative 2
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-0.36 · kurt=3.13 · near 9 / mid 13 / far 2 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=25RIGHT-SKEWED (G₁=0.64)
μ MEAN60.81¢95% CI: [60.79¢, 60.84¢]
σ STD DEV0.07ppσ² = 44.002×10⁻⁴ · CV = 0.11%
med MEDIAN60.78¢Q₁ 60.78¢ · Q₃ 60.87¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 60.71¢Q₁ 60.78¢med 60.78¢Q₃ 60.87¢max 60.95¢μ
SKEWNESS · G₁0.639right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.686mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.50
σ × 1.349 ↔ IQRconsistent with normalratio = 1.04
range ↔ σconcentrated (range < 4σ)range / σ = 3.48
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=24
ρ(1) AUTOCORR-0.086within white-noise band
ρ(2) AUTOCORR-0.147lag-2 not significant
H · HURST EXPONENT0.820strongly persistent
OLS TREND · t-STAT+5.114significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.820STRONGLY 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=1-0.086k=2-0.147k=3-0.057k=4+0.156k=5-0.2770+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.73very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.11)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#464
SLUGegypt-464
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES60.63¢implied prob 60.63% · decimal odds 1.65×
COUNTER · NO39.37¢implied prob 39.37% · decimal odds 2.54×
60.63¢
39.37¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME246 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (61¢)|primary − counter| = 0.213 · entropy 0.967 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 60.6%No 39.4%YES60.6%H = 0.967 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes1.65×(61¢)No2.54×(39¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.967 bits (97% of max) · maximum uncertainty (~50/50)
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 0.09% · worst -0.10% · typical |Δ| 0.02%MILD BULLISH +0.19%BEST+0.09%05hWORST-0.10%20hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE+0.19%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.01% · Σ +0.11%EUROPE · 08-16 UTCμ +0.01% · Σ +0.11%US · 16-24 UTCμ -0.00% · Σ -0.03%CUMULATIVE Δ PATH · final +0.19%+0.19%-0.04%0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.06% · 15h0.06% · 15h0.06%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.10% · 20h-0.10% · 20h-0.10%20h▼ WORST0.00% · 21h0.00% · 21h·21h0.07% · 22h0.07% · 22h0.07%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·03h0.00% · 04h0.00% · 04h·04h0.09% · 05h0.09% · 05h0.09%05h★ BEST0.00% · 06h0.00% · 06h·06h0.02% · 07h0.02% · 07h0.02%07h0.00% · 08h0.00% · 08h·08h0.06% · 09h0.06% · 09h0.06%09h-0.01% · 10h-0.01% · 10h-0.01%10h0.01% · 11h0.01% · 11h0.01%11hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH25% up · 8% down · 67% flat
6 up bars · 2 down · best 0.09% · worst -0.10% · typical |Δ| 0.017%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.19%FINAL+0.19%MAX DD-0.10%RECOVERYONGOING · 9 barsMAX RUN-UP+0.19%UNDERWATER11/25 (44%)STREAK↗ 1EQUITY CURVE · end 1.0019 · peak 1.0019 · range [0.9996, 1.0019]1.00190.9996break-even = 1★ PEAK 1.0019UNDERWATER DRAWDOWN · max -0.10% · shallow0%-0.10%▼ TROUGH -0.10%TOP DRAWDOWN PERIODS · 2 total#1 -0.10%bar 10-18 · 9 bars · recovered#2 -0.01%bar 24-25 · 2 bars · ONGOINGDD SEVERITYshallow (max -0.10%)RECOVERYongoing · 16 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 1.0019 (0.19%) · max DD -0.10% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −6 (63% positive) · μ=24.07 · σ=31.17MIXED EDGELAST 48.71 (+0.79σ vs μ)71.7335.870.00-35.87-71.73μ = 24.0738.2138.2138.2138.2138.2138.21-12.97-12.97-38.21-38.21-10.08-10.08-10.08-10.08-10.08-10.08-10.08-10.0838.2138.2138.2138.210.000.0038.2138.2138.2138.2149.7249.7249.7249.7271.7371.7361.4161.4148.7148.71v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 48.706 · range [-38.21, 71.73] · μ 24.066 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=3.2651 · σ=1.2885 · range [0.0000, 4.9230] · R²=0.012 RISING +5.98%σ EXTREME 39.46%LAST 2.30814.92303.69232.46151.23080.0000μ = 3.2651max 4.9230min 0.0000dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 2.31% · range [0.00%, 4.92%] · μ 3.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −17 (5% positive) · μ=-0.207 · σ=0.204MEAN-REVERSIONLAST -0.641 (-2.13σ vs μ)0.6410.3210.000-0.321-0.641μ = -0.207-0.233-0.233-0.233-0.233-0.233-0.233-0.004-0.004-0.233-0.233-0.043-0.043-0.016-0.016-0.016-0.0160.0240.024-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.321-0.321-0.395-0.395-0.585-0.585-0.463-0.463-0.641-0.641v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.641 · |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 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
18.1740
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
4.1861
p-VALUE (log scale)
0.5247
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
-0.6213
p-VALUE (log scale)
0.8578
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
1.0801
p-VALUE (log scale)
0.2801
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5975
p-VALUE (log scale)
0.0229
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.4850
p-VALUE (log scale)
0.6277
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.852 ≈ 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=1.27e-7 · top T=3.43h (25.1%) · top-3 cover 57.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.8e-72.9e-71.9e-79.6e-80.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.12e-7 · 7.4% energyperiod 24.0 · power 1.12e-7 · 7.4% energyperiod 12.0 · power 1.98e-8 · 1.3% energyperiod 12.0 · power 1.98e-8 · 1.3% energyperiod 8.0 · power 1.61e-7 · 10.5% energyperiod 8.0 · power 1.61e-7 · 10.5% energyperiod 6.0 · power 1.59e-7 · 10.4% energyperiod 6.0 · power 1.59e-7 · 10.4% energyperiod 4.8 · power 3.19e-8 · 2.1% energyperiod 4.8 · power 3.19e-8 · 2.1% energyperiod 4.0 · power 1.04e-7 · 6.8% energyperiod 4.0 · power 1.04e-7 · 6.8% energyperiod 3.4 · power 3.84e-7 · 25.1% energyperiod 3.4 · power 3.84e-7 · 25.1% energyperiod 3.0 · power 4.29e-8 · 2.8% energyperiod 3.0 · power 4.29e-8 · 2.8% energyperiod 2.7 · power 2.11e-8 · 1.4% energyperiod 2.7 · power 2.11e-8 · 1.4% energyperiod 2.4 · power 1.09e-7 · 7.1% energyperiod 2.4 · power 1.09e-7 · 7.1% energyperiod 2.2 · power 5.24e-8 · 3.4% energyperiod 2.2 · power 5.24e-8 · 3.4% energyperiod 2.0 · power 3.31e-7 · 21.7% energyperiod 2.0 · power 3.31e-7 · 21.7% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.00h#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 ≈ 3.43h (freq 0.292) · concentrates 25.1% of total energy · Σ|X̂|²/n = 1.529e-6

▸ Depth section using sovereign-store price series (4480 bars · effective 5254346 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 0.733pp · expected |Δp| over horizon 9.51ppterminal variance p(1−p) = 0.2387 · n = 4480n = 4480
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.733pp
one-bar volatility · logit-free
Per-day movedaily
3.59pp
σ × √24
Per-horizon move7d
9.51pp
σ × √168
Terminal variancebinary
0.2387
p(1−p) at resolution
Current pricep
60.6¢
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 1.20pp · ES₉₅ 1.51pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.34pp · unique ratio 0.00n = 4480
VaR 95%
1.20pp
1.645·σ (parametric) of Δp
ES 95%
1.51pp
mean of the tail
Max drawdown
49.9pp
peak 50.0¢ → trough 25.1¢
Median step
0.34pp
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
60.6%
= price
Decimal oddsEU
1.649
total return per $1
AmericanUS
-154
risk $154 to win $100
FractionalUK
0.65 / 1
profit per $1 risked
Profit per $100stake
+$64.94
clean dollar framing
-1000-5000+500+1000020406080100you · 60.6%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)
0.967 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.967 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.72 bit
self-information
Surprise · NO−log₂(1−p)
1.34 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 11:41:21 UTC
Snapshot age
3.2s
Page rendered
2026-06-20 11:41:25 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c1ff18ea38071d8e9edebaa3b7dd5ae7a5bcfdab84f187225dfb196f5d417ed1 · 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 · 4,480 barsperiods/year ≈ 5.25M
Realized vol (annualised)
4238.71%
σ per bar = 0.018492
Mean return (annualised)
22611.67%
μ per bar = 0.000043
Sharpe (rf=0)
5.33
annualised; risk-free assumed zero
Max drawdown
49.90%
peak 0.50 → trough 0.25 over 12 bars

/api/asset/hl-pred-egypt-464/risk · same metrics, JSON