HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #199

Morocco

Primary · Yes
2.8¢
Counter · No
97.2¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-morocco-199 · fresh · feed 4s old
24h sparkline · 60 pts
realized vol (ann.)
10.00%
max drawdown
4.50%
sharpe
ulcer index
2.32%
RMS drawdown
pain index
1.57%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
4.50%
cond. drawdown
gain/pain
1.15
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.15
upside/downside
roll spread
0.1 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-morocco-199/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH4.4s--:--:-- 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
2.8¢
No mid · live
97.2¢
Yes · live 24h price
n=25 · μ=0.0280 · σ=0.0094 · range [0.0174, 0.0400] · R²=0.304 RISING +71.24%σ EXTREME 33.52%LAST 0.03000.04000.03440.02870.02310.0174μ = 0.0280max 0.0400min 0.0174dataMA(5)OLS R²=0.30μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 3.00¢ · 24h +71.24%
Probability split · live
Yes 2.8%No 97.2%NO97.2%97.16¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.187 / 1.00 bits (19%) · informative — one side favoured
Yes
2.8%2.8¢35.16× +0.00pp
No
97.2%97.2¢1.03× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=131,261 · μ=5250.4 · σ=16522.1 · CV=3.15BURSTY · concentratedcumulative energy ↗ · 50% by h=9018,90837,81656,72475,632μ = 525075,63250%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 131261 · peak 75632
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.4s
Yes mid
2.845¢
No mid
97.155¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
3.00¢
Δ24h change
+71.24%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.0280 · σ=0.0094 · range [0.0174, 0.0400] · R²=0.304 RISING +71.24%σ EXTREME 33.52%LAST 0.03000.04000.03440.02870.02310.0174μ = 0.0280max 0.0400min 0.0174dataMA(5)OLS R²=0.30μ lineμ ± σ bandmaxmin
range [1.74¢, 4.00¢] · span 2.26pp · MA(5) latest 2.51¢
Candlestick · open / high / low / close per hour
n=25 · up 24 · down 1 (96% up) · range [0.0159, 0.0400] · σ=0.0094 · CV=0.34 · bodyµ=16%STRONG BULLISH +71.24%CLOSE 0.0300 vs OPEN 0.0175 (+71.24%)&#9650; CLOSE 0.03000.04000.03400.02790.02190.0159μ close = 0.0280O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)O0.017 H0.017 L0.017 C0.017 (+0.00%)81.0%O0.016 H0.029 L0.016 C0.029 (+80.97%)O0.016 H0.029 L0.016 C0.029 (+80.97%)O0.029 H0.029 L0.029 C0.029 (+0.00%)O0.029 H0.029 L0.029 C0.029 (+0.00%)O0.029 H0.029 L0.029 C0.029 (+0.00%)O0.029 H0.029 L0.029 C0.029 (+0.00%)O0.029 H0.029 L0.029 C0.029 (+0.00%)O0.029 H0.029 L0.029 C0.029 (+0.00%)O0.035 H0.040 L0.035 C0.040 (+14.61%)O0.035 H0.040 L0.035 C0.040 (+14.61%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.040 H0.040 L0.040 C0.040 (+0.00%)O0.024 H0.024 L0.024 C0.024 (+0.00%)O0.024 H0.024 L0.024 C0.024 (+0.00%)O0.024 H0.024 L0.024 C0.024 (+0.00%)O0.024 H0.024 L0.024 C0.024 (+0.00%)O0.024 H0.024 L0.024 C0.024 (+0.00%)O0.024 H0.024 L0.024 C0.024 (+0.00%)O0.024 H0.024 L0.024 C0.024 (-0.04%)O0.024 H0.024 L0.024 C0.024 (-0.04%)O0.024 H0.030 L0.024 C0.030 (+25.16%)O0.024 H0.030 L0.024 C0.030 (+25.16%)#1#5#9#13#17#21#25up bar (C≥O)down bar (C<O)MA(5) closeμ closedoji (~no body)biggest body
25 bars · last close 3.00¢
Hourly traded contracts
n=25 · Σ=131,261 · μ=5250.4 · σ=16522.1 · CV=3.15BURSTY · concentratedcumulative energy &nearr; · 50% by h=9018,90837,81656,72475,632μ = 52500 · 0.0% peak0 · 0.0% peak1,169 · 1.5% peak1,169 · 1.5% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak75,63275,632 · 100.0% peak75,632 · 100.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak6,096 · 8.1% peak6,096 · 8.1% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak36,991 · 48.9% peak36,991 · 48.9% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak10,636 · 14.1% peak10,636 · 14.1% peak737 · 1.0% peak737 · 1.0% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 131261 · peak 75632 · mean 5250.4

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

Histogram of Δp
n=24 · 12 bins · μ=0.0013 · σ=0.0043 · skew=-1.50 (left-skewed) · kurt=7.19 (leptokurtic (fat tails))201510501-1.49ppbin -1.49pp · n=1 · 5.0% peakbin -1.49pp · n=1 · 5.0% peak-1.27pp-1.04pp-0.81pp-0.58pp-0.35pp-0.13pp200.10ppbin 0.10pp · n=20 · 100.0% peakbin 0.10pp · n=20 · 100.0% peak0.33pp10.56ppbin 0.56pp · n=1 · 5.0% peakbin 0.56pp · n=1 · 5.0% peak0.79pp21.01ppbin 1.01pp · n=2 · 10.0% peakbin 1.01pp · n=2 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 3 · negative 2
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-0.74 · kurt=5.44 · near 8 / mid 12 / far 4 · OLS slope=0.75 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.63)
μ MEAN2.80¢95% CI: [2.43¢, 3.17¢]
σ STD DEV0.94ppσ² = 0.881 · CV = 33.52%
med MEDIAN2.87¢Q₁ 1.74¢ · Q₃ 4.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.74¢Q₁ 1.74¢med 2.87¢Q₃ 4.00¢max 4.00¢μ
SKEWNESS · G₁0.200approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.629platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.08
σ × 1.349 ↔ IQRdiverges from normalratio = 0.56
range ↔ σconcentrated (range < 4σ)range / σ = 2.40
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-0.007within white-noise band
ρ(2) AUTOCORR-0.007lag-2 not significant
H · HURST EXPONENT1.009strongly persistent
OLS TREND · t-STAT+3.173significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.009STRONGLY PERSISTENT
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=1-0.007k=2-0.007k=3-0.008k=4+0.048k=5-0.0240+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)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 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.17)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#199
SLUGmorocco-199
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES2.84¢implied prob 2.84% · decimal odds 35.16×
COUNTER · NO97.16¢implied prob 97.16% · decimal odds 1.03×
2.84¢
97.16¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME131.26k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.943 · entropy 0.187 bits
LIQUIDITY DEPTHDEEP100k+ 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 2.8%No 97.2%YES2.8%H = 0.187 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes35.16×(3¢)No1.03×(97¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.187 bits (19% 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 Morocco is officially declared the 2026 FIFA World Cup champion.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.13% · worst -1.61% · typical |Δ| 0.19%MILD BULLISH +1.25%BEST+1.13%02hWORST-1.61%10hTYPICAL |Δ|0.19%mean absoluteCUMULATIVE+1.25%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.14% · Σ +1.13%EUROPE · 08-16 UTCμ -0.13% · Σ -1.01%US · 16-24 UTCμ +0.14% · Σ +1.13%CUMULATIVE Δ PATH · final +1.25%+2.25%-0.00%-0.00% · 15h-0.00% · 15h-0.00%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h1.13% · 22h1.13% · 22h1.13%22h0.00% · 23h0.00% · 23h·23h0.00% · 00h0.00% · 00h·00h0.00% · 01h0.00% · 01h·01h1.13% · 02h1.13% · 02h1.13%02h★ BEST0.00% · 03h0.00% · 03h·03h0.00% · 04h0.00% · 04h·04h0.00% · 05h0.00% · 05h·05h0.00% · 06h0.00% · 06h·06h0.00% · 07h0.00% · 07h·07h0.00% · 08h0.00% · 08h·08h0.00% · 09h0.00% · 09h·09h-1.61% · 10h-1.61% · 10h-1.61%10h▼ WORST0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.60% · 14h0.60% · 14h0.60%14hTIME PATTERNAsia-led (+1.13%)RUNSup max 1 · down max 1BREADTH13% up · 8% down · 79% flat
3 up bars · 2 down · best 1.13% · worst -1.61% · typical |Δ| 0.186%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.23%FINAL+1.23%MAX DD-1.61%RECOVERYONGOING · 5 barsMAX RUN-UP+2.26%UNDERWATER12/25 (48%)STREAK↗ 1EQUITY CURVE · end 1.0123 · peak 1.0226 · range [1.0000, 1.0226]1.02261.0000break-even = 1★ PEAK 1.0226UNDERWATER DRAWDOWN · max -1.61% · moderate0%-1.61%▼ TROUGH -1.61%TOP DRAWDOWN PERIODS · 2 total#1 -1.61%bar 21-25 · 5 bars · ONGOING#2 -0.00%bar 2-8 · 7 bars · recoveredDD SEVERITYmoderate (max -1.61%)RECOVERYongoing · 5 barsTIME UNDER WATER48% of session · 12/25 bars
final equity 1.0123 (1.23%) · max DD -1.61% · time-under-water 12/25 bars

§12 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −6 (53% positive) · μ=11.29 · σ=36.74MIXED EDGELAST -21.04 (-0.88σ vs μ)60.4230.210.00-30.21-60.42μ = 11.29-38.21-38.210.000.0038.2138.2138.2138.2138.2138.2138.2138.2160.4260.4260.4260.4238.2138.2138.2138.2138.2138.2138.2138.210.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-21.04-21.04v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -21.038 · range [-38.21, 60.42] · μ 11.285 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=40.4944 · σ=23.0890 · range [0.0000, 69.7456] · R²=0.216 RISING +36406.54%σ EXTREME 57.02%LAST 69.745669.745652.309234.872817.43640.0000μ = 40.4944max 69.7456min 0.0000dataMA(3)OLS R²=0.22μ lineμ ± σ bandmaxmin
latest 69.75% · range [0.00%, 69.75%] · μ 40.49% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −16 (0% positive) · μ=-0.158 · σ=0.118MEAN-REVERSIONLAST -0.107 (+0.43σ vs μ)0.3330.1670.000-0.167-0.333μ = -0.158-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.333-0.333-0.333-0.333-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.107-0.107v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.107 · |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)

Formal inference at 5% significance
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
52.4373
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
0.0954
p-VALUE (log scale)
0.9995
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-1.5044
p-VALUE (log scale)
0.5312
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.6547
p-VALUE (log scale)
0.5127
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4563
p-VALUE (log scale)
0.0529
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.1305
p-VALUE (log scale)
0.8961
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.040 ≈ 1 (RW behaviour)
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)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=2.29e-5 · top T=4.80h (14.0%) · top-3 cover 41.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.8e-52.9e-51.9e-59.6e-60.0e+0μ noise floorperiod 24.0 · power 3.84e-5 · 14.0% energyperiod 24.0 · power 3.84e-5 · 14.0% energyperiod 12.0 · power 1.68e-5 · 6.1% energyperiod 12.0 · power 1.68e-5 · 6.1% energyperiod 8.0 · power 2.03e-5 · 7.4% energyperiod 8.0 · power 2.03e-5 · 7.4% energyperiod 6.0 · power 1.69e-5 · 6.1% energyperiod 6.0 · power 1.69e-5 · 6.1% energyperiod 4.8 · power 3.84e-5 · 14.0% energyperiod 4.8 · power 3.84e-5 · 14.0% energyperiod 4.0 · power 6.52e-6 · 2.4% energyperiod 4.0 · power 6.52e-6 · 2.4% energyperiod 3.4 · power 3.82e-5 · 13.9% energyperiod 3.4 · power 3.82e-5 · 13.9% energyperiod 3.0 · power 1.69e-5 · 6.2% energyperiod 3.0 · power 1.69e-5 · 6.2% energyperiod 2.7 · power 2.04e-5 · 7.4% energyperiod 2.7 · power 2.04e-5 · 7.4% energyperiod 2.4 · power 1.70e-5 · 6.2% energyperiod 2.4 · power 1.70e-5 · 6.2% energyperiod 2.2 · power 3.83e-5 · 13.9% energyperiod 2.2 · power 3.83e-5 · 13.9% energyperiod 2.0 · power 6.57e-6 · 2.4% energyperiod 2.0 · power 6.57e-6 · 2.4% energy50% by T=3.4h#1 dominantT=4.80h#2T=24.00h#3T=2.18hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 4.80h (freq 0.208) · concentrates 14.0% of total energy · Σ|X̂|²/n = 2.745e-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

Returns · per bar / per day / per horizon
Horizon 7.0 d · σ/bar 0.003pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0276 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move7d
0.04pp
σ × √168
Terminal variancebinary
0.0276
p(1−p) at resolution
Current pricep
2.8¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.01n = 5000
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
4.8pp
peak 2.8¢ → trough 2.7¢
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
2.8%
= price
Decimal oddsEU
35.156
total return per $1
AmericanUS
+3416
$100 wins $3416
FractionalUK
34.16 / 1
profit per $1 risked
Profit per $100stake
+$3415.56
clean dollar framing
-1000-5000+500+1000020406080100you · 2.8%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)
0.187 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.187 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.14 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
2026-06-14 14:48:56 UTC
Snapshot age
4.4s
Page rendered
2026-06-14 14:49:00 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
13b5b22f8d21f93ceff14d47a0e6fe6a97b27fe41aa2bb3670f4244efb83207d · 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 · 5,000 barsperiods/year ≈ 5.26M
Realized vol (annualised)
283.08%
σ per bar = 0.001235
Mean return (annualised)
1620.88%
μ per bar = 0.000003
Sharpe (rf=0)
5.73
annualised; risk-free assumed zero
Max drawdown
4.82%
peak 0.03 → trough 0.03 over 3000 bars

/api/asset/hl-pred-morocco-199/risk · same metrics, JSON