HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #440
Ivory Coast
15.4¢
84.6¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-ivory-coast-440 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
41.27%
max drawdown
5.36%
sharpe
—
ulcer index
2.08%
RMS drawdown
pain index
1.67%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.23%
cond. drawdown
gain/pain
0.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.95
upside/downside
roll spread
11.0 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-ivory-coast-440/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
15.4¢
No mid · live
84.6¢
25 bars · close 14.92¢ · 24h -10.54%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.620 / 1.00 bits (62%) · moderate uncertainty
Yes15.4%15.4¢6.48×▬ +0.00pp
No84.6%84.6¢1.18×▬ +0.00pp
primary vs counter implied %
Σ 155144 · peak 50409
684ms
15.426¢
84.574¢
100.00%
0.00pp
25 bars
14.92¢
-10.54%
§1 · 24h time-series
range [14.92¢, 16.69¢] · span 1.77pp · MA(5) latest 15.05¢
25 bars · last close 14.92¢
Σ vol = 155144 · peak 50409 · mean 6205.8
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=24 · positive 1 · negative 9
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.88)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.215approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.878platykurtic · 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=24
HURST EXPONENT [0, 1]
H = 1.388STRONGLY 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
15.43¢
84.57¢
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
Yes6.48×(15¢)No1.18×(85¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.620 bits (62% 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 Ivory Coast wins the Game.
§10 · Hourly return heatmap
1 up bars · 9 down · best 0.01% · worst -1.06% · typical |Δ| 0.074%
§11 · Equity curve & underwater drawdown
final equity 0.9825 (-1.75%) · max DD -1.76% · time-under-water 12/25 bars
§12 · Rolling-window statistics (w = 6 bars)
latest -81.900 · range [-81.90, 38.21] · μ -30.217 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 6.15% · range [0.00%, 40.69%] · μ 15.37% · σ̂ scaled to annualised (×√8760)
latest -0.426 · |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
432.8539
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
1.7560
p-VALUE (log scale)
0.8822
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-0.2361
p-VALUE (log scale)
0.9276
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
0.8356
p-VALUE (log scale)
0.0058
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.4282
p-VALUE (log scale)
0.6685
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 ≈ 2.67h (freq 0.375) · concentrates 17.5% of total energy · Σ|X̂|²/n = 5.781e-5
▸ Depth section using sovereign-store price series (4532 bars · effective 5255221 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 0.610pp · expected |Δp| over horizon 7.90ppterminal variance p(1−p) = 0.1305 · n = 4532✓ n = 4532
μ per bar
-0.008pp
average Δp · drift
σ per bar
0.610pp
one-bar volatility · logit-free
Per-day movedaily
2.99pp
σ × √24
Per-horizon move7d
7.90pp
σ × √168
Terminal variancebinary
0.1305
p(1−p) at resolution
Current pricep
15.4¢
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 1.01pp · ES₉₅ 1.26pp · method parametric · drift-correcteddrift -0.008pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.11✓ n = 4532
VaR 95%
1.01pp
1.645·σ (parametric) of Δp
ES 95%
1.26pp
mean of the tail
Max drawdown
83.3pp
peak 75.0¢ → trough 12.6¢
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
15.4%
= price
Decimal oddsEU
6.483
total return per $1
AmericanUS
+548
$100 wins $548
FractionalUK
5.48 / 1
profit per $1 risked
Profit per $100stake
+$548.26
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)
0.620 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.620 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.70 bit
self-information
Surprise · NO−log₂(1−p)
0.24 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 11:44:28 UTC
- Snapshot age
- 684ms
- Page rendered
- 2026-06-20 11:44:28 UTC
- History points
- 25 closes · 25 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
526c3e76efd209f99dd6b7b8ff1b5b2c8788f7899f80bac2d0199422fb6ed5ee· 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$63,712HL PERPHYPE-USD perpetual$70.95HL PERPETH-USD perpetual$1,727.8
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 4,532 barsperiods/year ≈ 5.26MRealized vol (annualised)
3395.83%
σ per bar = 0.014813
Mean return (annualised)
-136393.17%
μ per bar = -0.000260
Sharpe (rf=0)
-40.16
annualised; risk-free assumed zero
Max drawdown
83.27%
peak 0.75 → trough 0.13 over 1418 bars
/api/asset/hl-pred-ivory-coast-440/risk · same metrics, JSON