HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #456
Iran
11.6¢
88.4¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-iran-456 · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.64%
max drawdown
0.11%
sharpe
—
ulcer index
0.07%
RMS drawdown
pain index
0.05%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.11%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
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-iran-456/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
11.6¢
No mid · live
88.4¢
24 bars · close 12.12¢ · 24h +7.68%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.518 / 1.00 bits (52%) · moderate uncertainty
Yes11.6%11.6¢8.61×▬ +0.00pp
No88.4%88.4¢1.13×▬ +0.00pp
primary vs counter implied %
Σ 672 · peak 281
2.8s
11.610¢
88.391¢
100.00%
0.00pp
24 bars
12.12¢
+7.68%
§1 · 24h time-series
range [11.12¢, 12.49¢] · span 1.36pp · MA(5) latest 11.87¢
24 bars · last close 12.12¢
Σ vol = 672 · peak 281 · mean 28.0
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=23 · positive 3 · negative 1
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=24RIGHT-SKEWED (G₁=0.82)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.821right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.203platykurtic · 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: INDETERMINATE · weak signal at n=23
HURST EXPONENT [0, 1]
H = 0.856STRONGLY PERSISTENT
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
11.61¢
88.39¢
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
Yes8.61×(12¢)No1.13×(88¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.518 bits (52% of max) · moderate 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 Iran wins the Game.
§10 · Hourly return heatmap
3 up bars · 1 down · best 1.08% · worst -1.36% · typical |Δ| 0.156%
§11 · Equity curve & underwater drawdown
final equity 1.0085 (0.85%) · max DD -1.36% · time-under-water 3/24 bars
§12 · Rolling-window statistics (w = 5 bars)
latest -8.088 · range [-41.86, 41.86] · μ 17.198 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 78.85% · range [0.00%, 78.85%] · μ 23.70% · σ̂ scaled to annualised (×√8760)
latest -0.037 · |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)
2 of 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
49.2512
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.1559
p-VALUE (log scale)
0.6786
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.9892
p-VALUE (log scale)
0.3004
Wald-Wolfowitz runs
N/An/aH₀: Sign sequence of Δ is random
STATISTIC
—
p-VALUE (log scale)
—
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.4635
p-VALUE (log scale)
0.0499
Variance ratio q=2
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.3712
p-VALUE (log scale)
0.7105
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)
dominant period ≈ 3.83h (freq 0.261) · concentrates 23.3% of total energy · Σ|X̂|²/n = 2.013e-4
▸ Depth section using sovereign-store price series (4504 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
Horizon 7.0 d · σ/bar 1.097pp · expected |Δp| over horizon 14.22ppterminal variance p(1−p) = 0.1026 · n = 4504✓ n = 4504
μ per bar
-0.009pp
average Δp · drift
σ per bar
1.097pp
one-bar volatility · logit-free
Per-day movedaily
5.37pp
σ × √24
Per-horizon move7d
14.22pp
σ × √168
Terminal variancebinary
0.1026
p(1−p) at resolution
Current pricep
11.6¢
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
VaR₉₅ 1.81pp · ES₉₅ 2.27pp · method parametric · drift-correcteddrift -0.009pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00✓ n = 4504
VaR 95%
1.81pp
1.645·σ (parametric) of Δp
ES 95%
2.27pp
mean of the tail
Max drawdown
76.8pp
peak 50.0¢ → trough 11.6¢
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
11.6%
= price
Decimal oddsEU
8.614
total return per $1
AmericanUS
+761
$100 wins $761
FractionalUK
7.61 / 1
profit per $1 risked
Profit per $100stake
+$761.36
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)
0.518 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.518 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.11 bit
self-information
Surprise · NO−log₂(1−p)
0.18 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
- 2026-06-20 11:42:57 UTC
- Snapshot age
- 2.8s
- Page rendered
- 2026-06-20 11:43:01 UTC
- History points
- 24 closes · 24 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
bd183100c58fa740138266436feb76a2428b3dd9f78e8ed4b1de9ceb31ab2ebe· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,693HL PERPHYPE-USD perpetual$70.85HL PERPETH-USD perpetual$1,727.4
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 4,504 barsperiods/year ≈ 5.25MRealized vol (annualised)
9140.49%
σ per bar = 0.039876
Mean return (annualised)
-170384.00%
μ per bar = -0.000324
Sharpe (rf=0)
-18.64
annualised; risk-free assumed zero
Max drawdown
76.78%
peak 0.50 → trough 0.12 over 3542 bars
/api/asset/hl-pred-iran-456/risk · same metrics, JSON