HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #338
France
66.0¢
34.0¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-france-338 · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1018.39%
max drawdown
7.19%
sharpe
—
ulcer index
6.31%
RMS drawdown
pain index
5.72%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.19%
cond. drawdown
gain/pain
2.44
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.44
upside/downside
roll spread
15.6 bps
implied (price-only)
bars used
1750
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/hl-pred-france-338/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
66.0¢
No mid · live
34.0¢
3 bars · close 66.42¢ · 24h +0.02%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.925 / 1.00 bits (93%) · high uncertainty
Yes66.0%66.0¢1.52×▬ +0.00pp
No34.0%34.0¢2.94×▬ +0.00pp
primary vs counter implied %
Σ 1997 · peak 1208
4.0s
65.963¢
34.037¢
100.00%
0.00pp
3 bars
66.42¢
+0.02%
§1 · 24h time-series
range [66.41¢, 66.42¢] · span 0.01pp · MA(5) latest n/a
3 bars · last close 66.42¢
Σ vol = 1997 · peak 1208 · mean 665.7
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=2 · positive 1 · negative 0
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=3PLATYKURTIC · THIN TAILS (G₂=-2.33)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.385approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-2.333platykurtic · 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: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
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
65.96¢
34.04¢
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
Yes1.52×(66¢)No2.94×(34¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.925 bits (93% of max) · high uncertainty
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 France wins the Game.
▸ Depth section using sovereign-store price series (1750 bars · effective 5258724 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 0.444pp · expected |Δp| over horizon 5.76ppterminal variance p(1−p) = 0.2245 · n = 1750✓ n = 1750
μ per bar
+0.009pp
average Δp · drift
σ per bar
0.444pp
one-bar volatility · logit-free
Per-day movedaily
2.18pp
σ × √24
Per-horizon move7d
5.76pp
σ × √168
Terminal variancebinary
0.2245
p(1−p) at resolution
Current pricep
66.0¢
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 0.72pp · ES₉₅ 0.91pp · method parametric · drift-correcteddrift +0.009pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.03✓ n = 1750
VaR 95%
0.72pp
1.645·σ (parametric) of Δp
ES 95%
0.91pp
mean of the tail
Max drawdown
7.2pp
peak 71.1¢ → trough 66.0¢
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
66.0%
= price
Decimal oddsEU
1.516
total return per $1
AmericanUS
-194
risk $194 to win $100
FractionalUK
0.52 / 1
profit per $1 risked
Profit per $100stake
+$51.60
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)
0.925 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.925 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.60 bit
self-information
Surprise · NO−log₂(1−p)
1.55 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
- 2026-06-15 08:35:41 UTC
- Snapshot age
- 4.0s
- Page rendered
- 2026-06-15 08:35:45 UTC
- History points
- 3 closes · 3 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
c3986955e78a105461a057c94bca4b02d14d419a1feea0b4111c7c1ed26bba25· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSpain92.0¢HL PREDBrazil88.0¢HL PREDNorway79.0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?90¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?95¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,701.5HL PERPETH-USD perpetual$1,721.35HL PERPHYPE-USD perpetual$65.86
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 1,750 barsperiods/year ≈ 5.26MRealized vol (annualised)
1717.45%
σ per bar = 0.007489
Mean return (annualised)
83307.01%
μ per bar = 0.000158
Sharpe (rf=0)
48.51
annualised; risk-free assumed zero
Max drawdown
7.19%
peak 0.71 → trough 0.66 over 1422 bars
/api/asset/hl-pred-france-338/risk · same metrics, JSON