HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #302
Ivory Coast
29.6¢
70.4¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-ivory-coast-302 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
14.69%
max drawdown
0.41%
sharpe
—
ulcer index
0.14%
RMS drawdown
pain index
0.07%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.41%
cond. drawdown
gain/pain
3.26
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.26
upside/downside
roll spread
1.4 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-ivory-coast-302/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
29.6¢
No mid · live
70.4¢
25 bars · close 29.38¢ · 24h +10.47%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.877 / 1.00 bits (88%) · high uncertainty
Yes29.6%29.6¢3.38×▬ +0.00pp
No70.4%70.4¢1.42×▬ +0.00pp
primary vs counter implied %
Σ 2916 · peak 1167
1.2s
29.627¢
70.373¢
100.00%
0.00pp
25 bars
29.38¢
+10.47%
§1 · 24h time-series
range [26.60¢, 29.84¢] · span 3.25pp · MA(5) latest 29.14¢
25 bars · last close 29.38¢
Σ vol = 2916 · peak 1167 · mean 116.6
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=24 · positive 6 · negative 2
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.52)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.520left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.834mesokurtic · normal-like
−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: MEAN-REVERTING · ρ(1) -0.34 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.791STRONGLY 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
29.63¢
70.37¢
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
Yes3.38×(30¢)No1.42×(70¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.877 bits (88% 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 Ivory Coast wins the Game.
§10 · Hourly return heatmap
6 up bars · 2 down · best 1.73% · worst -1.00% · typical |Δ| 0.283%
§11 · Equity curve & underwater drawdown
final equity 1.0278 (2.78%) · max DD -1.00% · time-under-water 4/25 bars
§12 · Rolling-window statistics (w = 6 bars)
latest -6.407 · range [-17.58, 55.48] · μ 21.858 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 77.02% · range [0.00%, 77.02%] · μ 46.02% · σ̂ scaled to annualised (×√8760)
latest -0.661 · |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 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀**H₀: Δp ~ Normal(μ, σ²)
STATISTIC
11.6424
p-VALUE (log scale)
0.0030
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
5.0527
p-VALUE (log scale)
0.4100
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.7463
p-VALUE (log scale)
0.4161
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.0801
p-VALUE (log scale)
0.2801
KPSS (μ stationarity)
REJECT H₀**H₀: p IS level-stationary
STATISTIC
0.7667
p-VALUE (log scale)
0.0086
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.1518
p-VALUE (log scale)
0.2494
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 ≈ 2.00h (freq 0.500) · concentrates 31.5% of total energy · Σ|X̂|²/n = 4.312e-4
▸ Depth section using sovereign-store price series (5000 bars · effective 5257847 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 0.020pp · expected |Δp| over horizon 0.25ppterminal variance p(1−p) = 0.2085 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move7d
0.25pp
σ × √168
Terminal variancebinary
0.2085
p(1−p) at resolution
Current pricep
29.6¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
2.9pp
peak 29.3¢ → trough 28.5¢
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
29.6%
= price
Decimal oddsEU
3.375
total return per $1
AmericanUS
+238
$100 wins $238
FractionalUK
2.38 / 1
profit per $1 risked
Profit per $100stake
+$237.53
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)
0.877 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.877 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.76 bit
self-information
Surprise · NO−log₂(1−p)
0.51 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
- 2026-06-14 14:52:17 UTC
- Snapshot age
- 1.2s
- Page rendered
- 2026-06-14 14:52:18 UTC
- History points
- 25 closes · 25 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
330912a4b0d61bbd77df0464ce5d69020d6df114a08d2a2980fc556dec67b1e5· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany94.4¢HL PREDSpain90.0¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,853.5HL PERPETH-USD perpetual$1,656.85HL PERPHYPE-USD perpetual$59.95
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 5.26MRealized vol (annualised)
155.15%
σ per bar = 0.000677
Mean return (annualised)
1478.30%
μ per bar = 0.000003
Sharpe (rf=0)
9.53
annualised; risk-free assumed zero
Max drawdown
2.90%
peak 0.29 → trough 0.28 over 3 bars
/api/asset/hl-pred-ivory-coast-302/risk · same metrics, JSON