HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #378

Mexico

Primary · Yes
48.6¢
Counter · No
51.4¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-mexico-378 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
141.17%
max drawdown
3.21%
sharpe
ulcer index
2.57%
RMS drawdown
pain index
2.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
3.21%
cond. drawdown
gain/pain
0.63
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.63
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
1691
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-mexico-378/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH1.3s--:--:-- 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
48.6¢
No mid · live
51.4¢
Yes · live 24h price
n=2 · μ=0.4863 · σ=0.0072 · range [0.4812, 0.4914] · R²=1.000 RISING +2.12%σ NORMAL 1.48%LAST 0.49140.49140.48890.48630.48380.4812μ = 0.4863max 0.4914min 0.4812dataMA(2)OLS R²=1.00μ lineμ ± σ bandmaxminlive endpoint
2 bars · close 49.14¢ · 24h +2.12%
Probability split · live
Yes 48.6%No 51.4%NO51.4%51.36¢ · odds 1/1.95
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.999 / 1.00 bits (100%) · max uncertainty (~50/50)
Yes
48.6%48.6¢2.06× +0.00pp
No
51.4%51.4¢1.95× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=2 · Σ=245 · μ=122.5 · σ=143.5 · CV=1.17BURSTYcumulative energy ↗ · 50% by h=1056112168224μ = 12322450%h1h2#1 peak#2-3> μactivequietμ linecum energy
Σ 245 · peak 224
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.3s
Yes mid
48.642¢
No mid
51.358¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
2 bars
Δ24h close
49.14¢
Δ24h change
+2.12%

§1 · 24h time-series

Mid price · Yes (2 hourly observations)
n=2 · μ=0.4863 · σ=0.0072 · range [0.4812, 0.4914] · R²=1.000 RISING +2.12%σ NORMAL 1.48%LAST 0.49140.49140.48890.48630.48380.4812μ = 0.4863max 0.4914min 0.4812dataMA(2)OLS R²=1.00μ lineμ ± σ bandmaxmin
range [48.12¢, 49.14¢] · span 1.02pp · MA(5) latest n/a
Candlestick · open / high / low / close per hour
n=2 · up 1 · down 1 (50% up) · range [0.4812, 0.4914] · σ=0.0072 · CV=0.01 · bodyµ=33%BULLISH +0.70%CLOSE 0.4914 vs OPEN 0.4880 (+0.70%)&#9650; CLOSE 0.49140.49140.48890.48630.48380.4812μ close = 0.4863-1.4%O0.488 H0.491 L0.481 C0.481 (-1.39%)O0.488 H0.491 L0.481 C0.481 (-1.39%)O0.491 H0.491 L0.491 C0.491 (+0.00%)O0.491 H0.491 L0.491 C0.491 (+0.00%)#1#2up bar (C≥O)down bar (C<O)MA(2) closeμ closedoji (~no body)biggest body
2 bars · last close 49.14¢
Hourly traded contracts
n=2 · Σ=245 · μ=122.5 · σ=143.5 · CV=1.17BURSTYcumulative energy &nearr; · 50% by h=1056112168224μ = 123224224 · 100.0% peak224 · 100.0% peak21 · 9.4% peak21 · 9.4% peak50%#1#2#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 245 · peak 224 · mean 122.5

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

Histogram of Δp
n=1 · 1 bins · μ=0.0102 · σ=0.0000 · skew=0.00 (symmetric) · kurt=-3.00 (platykurtic (thin tails))1110011.02ppbin 1.02pp · n=1 · 100.0% peakbin 1.02pp · n=1 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=1 · positive 1 · negative 0

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=2PLATYKURTIC · THIN TAILS (G₂=-2.75)
μ MEAN48.63¢95% CI: [47.63¢, 49.63¢]
σ STD DEV0.72ppσ² = 0.519 · CV = 1.48%
med MEDIAN48.63¢Q₁ 48.38¢ · Q₃ 48.89¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 48.12¢Q₁ 48.38¢med 48.63¢Q₃ 48.89¢max 49.14¢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]
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+2.002.00+ momentum (ρ > +2.00)− reversal (ρ < −2.00)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−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#378
SLUGmexico-378
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES48.64¢implied prob 48.64% · decimal odds 2.06×
COUNTER · NO51.36¢implied prob 51.36% · decimal odds 1.95×
48.64¢
51.36¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME245 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWBALANCED · ~50/50|primary − counter| = 0.027 · entropy 0.999 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 48.6%No 51.4%YES48.6%H = 0.999 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes2.06×(49¢)No1.95×(51¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.999 bits (100% of max) · maximum uncertainty (~50/50)
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 Mexico wins the Game.

▸ Depth section using sovereign-store price series (1691 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 0.062pp · expected |Δp| over horizon 0.80ppterminal variance p(1−p) = 0.2498 · n = 1691n = 1691
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.062pp
one-bar volatility · logit-free
Per-day movedaily
0.30pp
σ × √24
Per-horizon move7d
0.80pp
σ × √168
Terminal variancebinary
0.2498
p(1−p) at resolution
Current pricep
48.6¢
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

VaR · ES · max drawdown
VaR₉₅ 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.01n = 1691
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
3.2pp
peak 50.3¢ → trough 48.6¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
48.6%
= price
Decimal oddsEU
2.056
total return per $1
AmericanUS
+106
$100 wins $106
FractionalUK
1.06 / 1
profit per $1 risked
Profit per $100stake
+$105.59
clean dollar framing
-1000-5000+500+1000020406080100you · 48.6%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)
0.999 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.999 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.04 bit
self-information
Surprise · NO−log₂(1−p)
0.96 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
2026-06-15 08:30:46 UTC
Snapshot age
1.3s
Page rendered
2026-06-15 08:30:47 UTC
History points
2 closes · 2 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b6c52c35b7afe03d4503ad8ad8d9e90bfdd437c00eb1d3d1a51a65a07c88f74d · 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 · 1,691 barsperiods/year ≈ 5.26M
Realized vol (annualised)
285.81%
σ per bar = 0.001246
Mean return (annualised)
-8571.39%
μ per bar = -0.000016
Sharpe (rf=0)
-29.99
annualised; risk-free assumed zero
Max drawdown
3.21%
peak 0.50 → trough 0.49 over 2 bars

/api/asset/hl-pred-mexico-378/risk · same metrics, JSON