HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #342

Iraq

Primary · Yes
8.1¢
Counter · No
91.9¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-iraq-342 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2375.46%
max drawdown
94.30%
sharpe
—
ulcer index
82.65%
RMS drawdown
pain index
81.06%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
84.36%
cond. drawdown
gain/pain
0.16
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.16
upside/downside
roll spread
187.6 bps
implied (price-only)
bars used
1699
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-iraq-342/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH2.3s⏱--:--:-- 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
8.1¢
No mid · live
91.9¢
Yes · live 24h price
n=2 · μ=0.0310 · σ=0.0424 · range [0.0010, 0.0609] · R²=1.000▼ FALLING -98.36%σ EXTREME 136.85%LAST 0.00100.06090.04590.03100.01600.0010μ = 0.0310max 0.0609min 0.0010dataMA(2)OLS R²=1.00μ lineμ ± σ bandmaxminlive endpoint
2 bars · close 0.10¢ · 24h -98.36%
Probability split · live
Yes 8.1%No 91.9%NO91.9%91.90¢ · odds 1/1.09
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.406 / 1.00 bits (41%) · informative — one side favoured
Yes
8.1%8.1¢12.35×▬ +0.00pp
No
91.9%91.9¢1.09×▬ +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=2 · Σ=376 · μ=188.0 · σ=0.0 · CV=0.00STEADY FLOWcumulative energy ↗ · 50% by h=104794141188μ = 18818850%h1h2#1 peak#2-3> μactivequietμ linecum energy
Σ 376 · peak 188
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.3s
▲Yes mid
8.096¢
▼No mid
91.904¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
2 bars
Δ24h close
0.10¢
Δ24h change
-98.36%

§1 · 24h time-series

Mid price · Yes (2 hourly observations)
n=2 · μ=0.0310 · σ=0.0424 · range [0.0010, 0.0609] · R²=1.000▼ FALLING -98.36%σ EXTREME 136.85%LAST 0.00100.06090.04590.03100.01600.0010μ = 0.0310max 0.0609min 0.0010dataMA(2)OLS R²=1.00μ lineμ ± σ bandmaxmin
range [0.10¢, 6.09¢] · span 5.99pp · MA(5) latest n/a
Candlestick · open / high / low / close per hour
n=2 · up 2 · down 0 (100% up) · range [0.0010, 0.0609] · σ=0.0424 · CV=1.37 · bodyµ=0%BEARISH -98.36%CLOSE 0.0010 vs OPEN 0.0609 (-98.36%)&#9660; CLOSE 0.00100.06090.04590.03100.01600.0010μ close = 0.0310O0.061 H0.061 L0.061 C0.061 (+0.00%)O0.061 H0.061 L0.061 C0.061 (+0.00%)O0.001 H0.001 L0.001 C0.001 (+0.00%)O0.001 H0.001 L0.001 C0.001 (+0.00%)#1#2up bar (C≥O)down bar (C<O)MA(2) closeμ closedoji (~no body)biggest body
2 bars · last close 0.10¢
Hourly traded contracts
n=2 · Σ=376 · μ=188.0 · σ=0.0 · CV=0.00STEADY FLOWcumulative energy &nearr; · 50% by h=104794141188μ = 188188188 · 100.0% peak188 · 100.0% peak188 · 100.0% peak188 · 100.0% peak50%#1#2#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 376 · peak 188 · mean 188.0

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

Histogram of Δp
n=1 · 1 bins · μ=-0.0599 · σ=0.0000 · skew=0.00 (symmetric) · kurt=-3.00 (platykurtic (thin tails))111001-5.99ppbin -5.99pp · n=1 · 100.0% peakbin -5.99pp · n=1 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=1 · positive 0 · negative 1

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=2PLATYKURTIC · THIN TAILS (G₂=-2.75)
μ MEAN3.10¢95% CI: [-2.78¢, 8.97¢]
σ STD DEV4.24ppσ² = 17.958 · CV = 136.85%
med MEDIAN3.10¢Q₁ 1.60¢ · Q₃ 4.59¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.99pp · IQR 3.00pp (1.349σ→5.72pp)
min 0.10¢Q₁ 1.60¢med 3.10¢Q₃ 4.59¢max 6.09¢μ
SKEWNESS · G₁0.000approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-2.750platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRdiverges from normalratio = 1.91
range ↔ σconcentrated (range < 4σ)range / σ = 1.41
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: MARTINGALE · UNPREDICTABLE
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]random-walk · H = 0.500
H = 0.500RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1+0.000k=2+0.000k=3+0.000k=4+0.000k=5+0.0000+1−1+2.00−2.00+ momentum (ρ > +2.00)− reversal (ρ < −2.00)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.00)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom 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#342
SLUGiraq-342
QUOTE TOKENUSDC
TWO-SIDED PRICINGFAVOURS NO (92¢)
PRIMARY · YES8.10¢implied prob 8.10% · decimal odds 12.35×
COUNTER · NO91.90¢implied prob 91.90% · decimal odds 1.09×
8.10¢
91.90¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYTHIN
24H VOLUME376 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (92¢)|primary − counter| = 0.838 · entropy 0.406 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 8.1%No 91.9%YES p̂8.1%H = 0.406 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair75%100%
Implied decimal odds
Yes12.35×(8¢)No1.09×(92¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.406 bits (41% 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 Iraq wins the Game.

▸ Depth section using sovereign-store price series (1699 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

Returns · per bar / per day / per horizon
Horizon 7.0 d · σ/bar 1.036pp · expected |Δp| over horizon 13.43ppterminal variance p(1−p) = 0.0744 · n = 1699✓ n = 1699
μ per bar
-0.025pp
average Δp · drift
σ per bar
1.036pp
one-bar volatility · logit-free
Per-day movedaily
5.08pp
σ × √24
Per-horizon move7d
13.43pp
σ × √168
Terminal variancebinary
0.0744
p(1−p) at resolution
Current pricep
8.1¢
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 1.73pp · ES₉₅ 2.16pp · method parametric · drift-correcteddrift -0.025pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.04✓ n = 1699
VaR 95%
1.73pp
1.645·σ (parametric) of Δp
ES 95%
2.16pp
mean of the tail
Max drawdown
94.3pp
peak 50.0¢ → trough 2.8¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
8.1%
= price
Decimal oddsEU
12.351
total return per $1
AmericanUS
+1135
$100 wins $1135
FractionalUK
11.35 / 1
profit per $1 risked
Profit per $100stake
+$1135.10
clean dollar framing
-1000-5000+500+1000020406080100you · 8.1%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)
0.406 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.406 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.63 bit
self-information
Surprise · NO−log₂(1−p)
0.12 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

Upstream
https://hyperliquid.xyz
Snapshot fetched
2026-06-15 08:30:46 UTC
Snapshot age
2.3s
Page rendered
2026-06-15 08:30:48 UTC
History points
2 closes · 2 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
856a76e1b7d53fcda571f10f523d3c4de0443c813c05a2cd85b8f3dee8842c3a · 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?88¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?95¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,639HL PERPETH-USD perpetual$1,718.2HL PERPHYPE-USD perpetual$65.72

Also see: /arb opportunities · RSS feed

Risk metrics

▸ sovereign store · 1,699 barsperiods/year ≈ 5.26M
Realized vol (annualised)
12730.65%
σ per bar = 0.055515
Mean return (annualised)
-563838.96%
μ per bar = -0.001072
Sharpe (rf=0)
-44.29
annualised; risk-free assumed zero
Max drawdown
94.30%
peak 0.50 → trough 0.03 over 400 bars

/api/asset/hl-pred-iraq-342/risk · same metrics, JSON