HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #192

Haiti

Primary · Yes
0.1¢
Counter · No
99.9¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-haiti-192 · fresh · feed 3s 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-haiti-192/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH2.9s--:--:-- 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
0.1¢
No mid · live
99.9¢
Yes · live 24h price
n=20 · μ=0.0000 · σ=0.0000 · range [-1.0000, 1.0000] · R²=0.000 FLATσ LOW 0.00%LAST 0.00001.00000.50000.0000-0.5000-1.0000μ = 0.0000max 0.0000min 0.0000dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
20 bars · close 0.00¢ · 24h +0.00%
Probability split · live
Yes 0.1%No 99.9%NO99.9%99.94¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.008 / 1.00 bits (1%) · informative — one side favoured
Yes
0.1%0.1¢1538.46× +0.00pp
No
99.9%99.9¢1.00× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=20 · Σ=77,510 · μ=3875.5 · σ=17321.4 · CV=4.47BURSTY · concentratedcumulative energy ↗ · 50% by h=18019,36738,73358,10077,466μ = 387677,46650%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 77510 · peak 77466
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2.9s
Yes mid
0.065¢
No mid
99.935¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
20 bars
Δ24h close
0.00¢
Δ24h change
+0.00%

§1 · 24h time-series

Mid price · Yes (20 hourly observations)
n=20 · μ=0.0000 · σ=0.0000 · range [0.0000, 0.0000] · R²=0.000 FLATσ LOW 0.00%LAST 0.00000.0000-0.2500-0.5000-0.7500-1.0000μ = 0.0000max 0.0000min 0.0000dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxmin
range [0.00¢, 0.00¢] · span 0.00pp · MA(5) latest 0.00¢
Candlestick · open / high / low / close per hour
n=20 · up 20 · down 0 (100% up) · range [0.0000, 0.0000] · σ=0.0000 · CV=0.00 · bodyµ=0%BULLISH +0.00%CLOSE 0.0000 vs OPEN 0.0000 (+0.00%)&#9650; CLOSE 0.00000.0000-0.2500-0.5000-0.7500-1.0000μ close = 0.0000O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)O0.000 H0.000 L0.000 C0.000 (+0.00%)#1#4#7#10#13#16#19up bar (C≥O)down bar (C<O)MA(4) closeμ closedoji (~no body)biggest body
20 bars · last close 0.00¢
Hourly traded contracts
n=20 · Σ=77,510 · μ=3875.5 · σ=17321.4 · CV=4.47BURSTY · concentratedcumulative energy &nearr; · 50% by h=18019,36738,73358,10077,466μ = 38765 · 0.0% peak5 · 0.0% peak4 · 0.0% peak4 · 0.0% peak0 · 0.0% peak0 · 0.0% peak3 · 0.0% peak3 · 0.0% peak2 · 0.0% peak2 · 0.0% peak6 · 0.0% peak6 · 0.0% peak2 · 0.0% peak2 · 0.0% peak4 · 0.0% peak4 · 0.0% peak3 · 0.0% peak3 · 0.0% peak2 · 0.0% peak2 · 0.0% peak4 · 0.0% peak4 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak1 · 0.0% peak1 · 0.0% peak0 · 0.0% peak0 · 0.0% peak1 · 0.0% peak1 · 0.0% peak4 · 0.0% peak4 · 0.0% peak77,46677,466 · 100.0% peak77,466 · 100.0% peak2 · 0.0% peak2 · 0.0% peak1 · 0.0% peak1 · 0.0% peak50%#1#4#7#10#13#16#19#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 77510 · peak 77466 · mean 3875.5

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

Histogram of Δp
n=19 · 1 bins · μ=0.0000 · σ=0.0000 · skew=0.00 (symmetric) · kurt=-3.00 (platykurtic (thin tails))19141050190.00ppbin 0.00pp · n=19 · 100.0% peakbin 0.00pp · n=19 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19 · positive 0 · negative 0
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=0.00 · kurt=-3.00 · near 5 / mid 8 / far 6 · OLS slope=0.00 intercept=0.00MODERATE DEPARTURE · SOME OUTLIERSTHIN UPPER TAILTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.94σΔ=-1.94σsample ↓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=20LEFT-SKEWED (G₁=-0.93)
μ MEAN0.00¢95% CI: [0.00¢, 0.00¢]
σ STD DEV0.00ppσ² = 0.000×10⁻⁴ · CV = 0.00%
med MEDIAN0.00¢Q₁ 0.00¢ · Q₃ 0.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.00¢Q₁ 0.00¢med 0.00¢Q₃ 0.00¢max 0.00¢μ
SKEWNESS · G₁-0.926left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-2.097platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRdiverges from normalratio = 0.00
range ↔ σconcentrated (range < 4σ)range / σ = 0.00
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+0.000within white-noise band
ρ(2) AUTOCORR+0.000lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+0.000fails 5% test
HURST EXPONENT [0, 1]
H = 0.500RANDOM-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+0.000k=2+0.000k=3+0.000k=4+0.000k=5+0.0000+1−1+0.460.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)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 0.00low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.00)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#192
SLUGhaiti-192
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES0.07¢implied prob 0.07% · decimal odds 1538.46×
COUNTER · NO99.94¢implied prob 99.94% · decimal odds 1.00×
0.07¢
99.94¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME77.51k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.008 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 0.1%No 99.9%YES0.1%H = 0.008 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes1538.46×(0¢)No1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.008 bits (1% of max) · informative — one side strongly favoured
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 Haiti is officially declared the 2026 FIFA World Cup champion.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=19 bars · best 0.00% · worst 0.00% · typical |Δ| 0.00%MIXED · 0 UP / 0 DNBEST+0.00%12hWORST0.00%12hTYPICAL |Δ|0.00%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +0.00%+0.00%0.00%0.00% · 12h0.00% · 12h·12h★ BEST▼ WORST0.00% · 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·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·04h0.00% · 05h0.00% · 05h·05h0.00% · 06h0.00% · 06h·06hTIME PATTERNuniform across sessionsRUNSup max 0 · down max 0BREADTH0% up · 0% down · 100% flat
0 up bars · 0 down · best 0.00% · worst 0.00% · typical |Δ| 0.000%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsFLAT · NO MATERIAL MOVEMENTFINAL+0.00%MAX DD0.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.00%UNDERWATER0/20 (0%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0000 · range [1.0000, 1.0000]1.00001.0000break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max 0.00% · shallow0%0.00%▼ TROUGH 0.00%TOP DRAWDOWN PERIODS · 0 totalDD SEVERITYshallow (max 0.00%)RECOVERYfully recoveredTIME UNDER WATER0% of session · 0/20 bars
final equity 1.0000 (0.00%) · max DD 0.00% · time-under-water 0/20 bars

§12 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +0 / −0 (0% positive) · μ=0.00 · σ=0.00UNPROFITABLE STRATEGYLAST 0.00 (+0.00σ vs μ)0.000.000.00-0.00-0.00μ = 0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [0.00, 0.00] · μ 0.000 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=0.0000 · σ=0.0000 · range [0.0000, 0.0000] · R²=0.000 FLATσ LOW 0.00%LAST 0.00000.0000-0.2500-0.5000-0.7500-1.0000μ = 0.0000max 0.0000min 0.0000dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 0.00%] · μ 0.00% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +0 / −0 (0% positive) · μ=0.000 · σ=0.000MEAN-REVERSIONLAST 0.000 (+0.00σ vs μ)0.0000.0000.000-0.000-0.000μ = 0.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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 4 REJECT · mixed evidence1 reject·3 pass·2 n/a·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

N/An/a

H₀: p has a unit root (non-stationary)

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient data
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

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

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0000
p-VALUE (log scale)
0.5000
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
-4.3589
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.000 → 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=9 bins · noise floor μ=1.11e-13 · top T=19.00h (0.0%) · top-3 cover 0.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.0e-127.5e-135.0e-132.5e-130.0e+0μ noise floor2× noise (significance)period 19.0 · power 0.00e+0 · NaN% energyperiod 19.0 · power 0.00e+0 · NaN% energyperiod 9.5 · power 0.00e+0 · NaN% energyperiod 9.5 · power 0.00e+0 · NaN% energyperiod 6.3 · power 0.00e+0 · NaN% energyperiod 6.3 · power 0.00e+0 · NaN% energyperiod 4.8 · power 0.00e+0 · NaN% energyperiod 4.8 · power 0.00e+0 · NaN% energyperiod 3.8 · power 0.00e+0 · NaN% energyperiod 3.8 · power 0.00e+0 · NaN% energyperiod 3.2 · power 0.00e+0 · NaN% energyperiod 3.2 · power 0.00e+0 · NaN% energyperiod 2.7 · power 0.00e+0 · NaN% energyperiod 2.7 · power 0.00e+0 · NaN% energyperiod 2.4 · power 0.00e+0 · NaN% energyperiod 2.4 · power 0.00e+0 · NaN% energyperiod 2.1 · power 0.00e+0 · NaN% energyperiod 2.1 · power 0.00e+0 · NaN% energy#1 dominantT=19.00h#2T=9.50h#3T=6.33hT=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 ≈ 19.00h (freq 0.053) · concentrates 0.0% of total energy · Σ|X̂|²/n = 0.000e+0

▸ Depth section using sovereign-store price series (5000 bars · effective 5256096 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 0.001pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0006 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.001pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move7d
0.01pp
σ × √168
Terminal variancebinary
0.0006
p(1−p) at resolution
Current pricep
0.1¢
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.03pp · unique ratio 0.00n = 5000
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
47.7pp
peak 0.1¢ → trough 0.0¢
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
0.1%
= price
Decimal oddsEU
1538.462
total return per $1
AmericanUS
+153746
$100 wins $153746
FractionalUK
1537.46 / 1
profit per $1 risked
Profit per $100stake
+$153746.15
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.008 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.008 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.59 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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 11:43:15 UTC
Snapshot age
2.9s
Page rendered
2026-06-20 11:43:18 UTC
History points
20 closes · 20 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
56ce55f10ced4b258ccb92b6fec14cd1c95eff50d3c0b331ed39a3df9c59d07f · 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)
2971.95%
σ per bar = 0.012963
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
47.69%
peak 0.00 → trough 0.00 over 2166 bars

/api/asset/hl-pred-haiti-192/risk · same metrics, JSON