HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #306

Netherlands

Primary · Yes
46.8¢
Counter · No
53.2¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-netherlands-306 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
34.43%
max drawdown
1.25%
sharpe
ulcer index
0.78%
RMS drawdown
pain index
0.69%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.25%
cond. drawdown
gain/pain
0.94
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.94
upside/downside
roll spread
0.4 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-netherlands-306/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH659ms--:--:-- 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
46.8¢
No mid · live
53.2¢
Yes · live 24h price
n=25 · μ=0.4742 · σ=0.0038 · range [0.4650, 0.4786] · R²=0.427 FALLING -0.99%σ LOW 0.79%LAST 0.47090.47860.47520.47180.46840.4650μ = 0.4742max 0.4786min 0.4650dataMA(5)OLS R²=0.43μ lineμ ± σ bandmaxminlive endpoint
25 bars · close 47.09¢ · 24h -0.99%
Probability split · live
Yes 46.8%No 53.2%NO53.2%53.23¢ · odds 1/1.88
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.997 / 1.00 bits (100%) · max uncertainty (~50/50)
Yes
46.8%46.8¢2.14× +0.00pp
No
53.2%53.2¢1.88× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=25 · Σ=17,501 · μ=700.0 · σ=1202.8 · CV=1.72BURSTY · concentratedcumulative energy ↗ · 50% by h=1801,2122,4253,6374,849μ = 7004,84950%h1h5h9h13h17h21h25#1 peak#2-3> μactivequietμ linecum energy
Σ 17501 · peak 4849
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
659ms
Yes mid
46.765¢
No mid
53.235¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
25 bars
Δ24h close
47.09¢
Δ24h change
-0.99%

§1 · 24h time-series

Mid price · Yes (25 hourly observations)
n=25 · μ=0.4742 · σ=0.0038 · range [0.4650, 0.4786] · R²=0.427 FALLING -0.99%σ LOW 0.79%LAST 0.47090.47860.47520.47180.46840.4650μ = 0.4742max 0.4786min 0.4650dataMA(5)OLS R²=0.43μ lineμ ± σ bandmaxmin
range [46.50¢, 47.86¢] · span 1.36pp · MA(5) latest 47.00¢
Candlestick · open / high / low / close per hour
n=25 · up 20 · down 5 (80% up) · range [0.4650, 0.4786] · σ=0.0038 · CV=0.01 · bodyµ=47%BEARISH -0.50%CLOSE 0.4709 vs OPEN 0.4733 (-0.50%)&#9660; CLOSE 0.47090.47860.47520.47180.46840.4650μ close = 0.4742O0.473 H0.476 L0.473 C0.476 (+0.49%)O0.473 H0.476 L0.473 C0.476 (+0.49%)O0.476 H0.476 L0.476 C0.476 (+0.00%)O0.476 H0.476 L0.476 C0.476 (+0.00%)O0.476 H0.476 L0.476 C0.476 (+0.00%)O0.476 H0.476 L0.476 C0.476 (+0.00%)O0.476 H0.476 L0.476 C0.476 (+0.00%)O0.476 H0.476 L0.476 C0.476 (+0.00%)O0.476 H0.476 L0.476 C0.476 (+0.01%)O0.476 H0.476 L0.476 C0.476 (+0.01%)O0.477 H0.477 L0.477 C0.477 (+0.01%)O0.477 H0.477 L0.477 C0.477 (+0.01%)O0.478 H0.478 L0.478 C0.478 (+0.01%)O0.478 H0.478 L0.478 C0.478 (+0.01%)O0.478 H0.478 L0.478 C0.478 (+0.00%)O0.478 H0.478 L0.478 C0.478 (+0.00%)O0.475 H0.478 L0.475 C0.478 (+0.60%)O0.475 H0.478 L0.475 C0.478 (+0.60%)O0.478 H0.478 L0.478 C0.478 (+0.00%)O0.478 H0.478 L0.478 C0.478 (+0.00%)O0.475 H0.475 L0.475 C0.475 (+0.00%)O0.475 H0.475 L0.475 C0.475 (+0.00%)O0.475 H0.475 L0.475 C0.475 (+0.00%)O0.475 H0.475 L0.475 C0.475 (+0.00%)O0.475 H0.475 L0.475 C0.475 (+0.00%)O0.475 H0.475 L0.475 C0.475 (+0.00%)O0.479 H0.479 L0.473 C0.479 (+0.00%)O0.479 H0.479 L0.473 C0.479 (+0.00%)O0.475 H0.479 L0.475 C0.479 (+0.83%)O0.475 H0.479 L0.475 C0.479 (+0.83%)O0.472 H0.474 L0.470 C0.470 (-0.51%)O0.472 H0.474 L0.470 C0.470 (-0.51%)O0.472 H0.475 L0.472 C0.475 (+0.61%)O0.472 H0.475 L0.472 C0.475 (+0.61%)O0.469 H0.474 L0.469 C0.474 (+0.93%)O0.469 H0.474 L0.469 C0.474 (+0.93%)-1.8%O0.474 H0.474 L0.465 C0.465 (-1.84%)O0.474 H0.474 L0.465 C0.465 (-1.84%)O0.473 H0.473 L0.473 C0.473 (+0.00%)O0.473 H0.473 L0.473 C0.473 (+0.00%)O0.472 H0.476 L0.472 C0.472 (-0.15%)O0.472 H0.476 L0.472 C0.472 (-0.15%)O0.468 H0.472 L0.465 C0.465 (-0.60%)O0.468 H0.472 L0.465 C0.465 (-0.60%)O0.479 H0.479 L0.471 C0.471 (-1.57%)O0.479 H0.479 L0.471 C0.471 (-1.57%)O0.471 H0.471 L0.465 C0.471 (+0.02%)O0.471 H0.471 L0.465 C0.471 (+0.02%)O0.471 H0.471 L0.471 C0.471 (+0.00%)O0.471 H0.471 L0.471 C0.471 (+0.00%)#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 47.09¢
Hourly traded contracts
n=25 · Σ=17,501 · μ=700.0 · σ=1202.8 · CV=1.72BURSTY · concentratedcumulative energy &nearr; · 50% by h=1801,2122,4253,6374,849μ = 70086 · 1.8% peak86 · 1.8% peak23 · 0.5% peak23 · 0.5% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak2,145 · 44.2% peak2,145 · 44.2% peak134 · 2.8% peak134 · 2.8% peak108 · 2.2% peak108 · 2.2% peak0 · 0.0% peak0 · 0.0% peak161 · 3.3% peak161 · 3.3% peak0 · 0.0% peak0 · 0.0% peak50 · 1.0% peak50 · 1.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak447 · 9.2% peak447 · 9.2% peak323 · 6.7% peak323 · 6.7% peak3,445 · 71.0% peak3,445 · 71.0% peak1,772 · 36.5% peak1,772 · 36.5% peak853 · 17.6% peak853 · 17.6% peak1,340 · 27.6% peak1,340 · 27.6% peak23 · 0.5% peak23 · 0.5% peak224 · 4.6% peak224 · 4.6% peak801 · 16.5% peak801 · 16.5% peak431 · 8.9% peak431 · 8.9% peak4,8494,849 · 100.0% peak4,849 · 100.0% peak286 · 5.9% peak286 · 5.9% peak50%#1#5#9#13#17#21#25#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 17501 · peak 4849 · mean 700.0

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

Histogram of Δp
n=24 · 12 bins · μ=-0.0001 · σ=0.0037 · skew=-0.51 (left-skewed) · kurt=0.79 (mesokurtic)1296302-0.82ppbin -0.82pp · n=2 · 16.7% peakbin -0.82pp · n=2 · 16.7% peak1-0.68ppbin -0.68pp · n=1 · 8.3% peakbin -0.68pp · n=1 · 8.3% peak-0.54pp-0.39pp1-0.25ppbin -0.25pp · n=1 · 8.3% peakbin -0.25pp · n=1 · 8.3% peak3-0.11ppbin -0.11pp · n=3 · 25.0% peakbin -0.11pp · n=3 · 25.0% peak120.04ppbin 0.04pp · n=12 · 100.0% peakbin 0.04pp · n=12 · 100.0% peak10.18ppbin 0.18pp · n=1 · 8.3% peakbin 0.18pp · n=1 · 8.3% peak10.32ppbin 0.32pp · n=1 · 8.3% peakbin 0.32pp · n=1 · 8.3% peak10.46ppbin 0.46pp · n=1 · 8.3% peakbin 0.46pp · n=1 · 8.3% peak10.61ppbin 0.61pp · n=1 · 8.3% peakbin 0.61pp · n=1 · 8.3% peak10.75ppbin 0.75pp · n=1 · 8.3% peakbin 0.75pp · n=1 · 8.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24 · positive 9 · negative 9
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-0.41 · kurt=0.89 · near 10 / mid 14 / far 0 · OLS slope=0.95 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25LEFT-SKEWED (G₁=-0.99)
μ MEAN47.42¢95% CI: [47.27¢, 47.57¢]
σ STD DEV0.38ppσ² = 0.142 · CV = 0.79%
med MEDIAN47.49¢Q₁ 47.17¢ · Q₃ 47.66¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 46.50¢Q₁ 47.17¢med 47.49¢Q₃ 47.66¢max 47.86¢μ
SKEWNESS · G₁-0.990left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.228mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.18
σ × 1.349 ↔ IQRconsistent with normalratio = 1.04
range ↔ σconcentrated (range < 4σ)range / σ = 3.60
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: MEAN-REVERTING · ρ(1) -0.44 + ADF rejected
ρ(1) AUTOCORR-0.439negative · reversal
ρ(2) AUTOCORR-0.355lag-2 not significant
H · HURST EXPONENT0.511random-walk
OLS TREND · t-STAT-4.139significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.511RANDOM-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=1-0.439k=2-0.355k=3+0.660k=4-0.383k=5-0.1020+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.44 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.46high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.14)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#306
SLUGnetherlands-306
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES46.77¢implied prob 46.77% · decimal odds 2.14×
COUNTER · NO53.23¢implied prob 53.23% · decimal odds 1.88×
46.77¢
53.23¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME17.50k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (53¢)|primary − counter| = 0.065 · entropy 0.997 bits
LIQUIDITY DEPTHACTIVE100k+ 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 46.8%No 53.2%YES46.8%H = 0.997 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes2.14×(47¢)No1.88×(53¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.997 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 Netherlands wins the Game.

§10 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 0.82% · worst -0.90% · typical |Δ| 0.23%MILD BEARISH -0.47%BEST+0.82%09hWORST-0.90%05hTYPICAL |Δ|0.23%mean absoluteCUMULATIVE-0.47%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.05% · Σ -0.39%EUROPE · 08-16 UTCμ -0.04% · Σ -0.29%US · 16-24 UTCμ +0.03% · Σ +0.20%CUMULATIVE Δ PATH · final -0.47%+0.29%-1.06%0.01% · 15h0.01% · 15h0.01%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.03% · 18h0.03% · 18h0.03%18h0.06% · 19h0.06% · 19h0.06%19h0.16% · 20h0.16% · 20h0.16%20h0.00% · 21h0.00% · 21h·21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h-0.28% · 00h-0.28% · 00h-0.28%00h0.00% · 01h0.00% · 01h·01h0.00% · 02h0.00% · 02h·02h0.37% · 03h0.37% · 03h0.37%03h-0.00% · 04h-0.00% · 04h-0.00%04h-0.90% · 05h-0.90% · 05h-0.90%05h▼ WORST0.52% · 06h0.52% · 06h0.52%06h-0.09% · 07h-0.09% · 07h-0.09%07h-0.89% · 08h-0.89% · 08h-0.89%08h0.82% · 09h0.82% · 09h0.82%09h★ BEST-0.15% · 10h-0.15% · 10h-0.15%10h-0.65% · 11h-0.65% · 11h-0.65%11h0.58% · 12h0.58% · 12h0.58%12h-0.01% · 13h-0.01% · 13h-0.01%13h0.00% · 14h0.00% · 14h0.00%14hTIME PATTERNUS-led (+0.20%)RUNSup max 3 · down max 2BREADTH38% up · 38% down · 25% flat
9 up bars · 9 down · best 0.82% · worst -0.90% · typical |Δ| 0.232%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.49%)FINAL-0.49%MAX DD-1.36%RECOVERYONGOING · 11 barsMAX RUN-UP+0.29%UNDERWATER16/25 (64%)STREAK↗ 1EQUITY CURVE · end 0.9951 · peak 1.0029 · range [0.9893, 1.0029]1.00290.9893break-even = 1★ PEAK 1.0029UNDERWATER DRAWDOWN · max -1.36% · moderate0%-1.36%▼ TROUGH -1.36%TOP DRAWDOWN PERIODS · 2 total#1 -1.36%bar 15-25 · 11 bars · ONGOING#2 -0.33%bar 9-13 · 5 bars · recoveredDD SEVERITYmoderate (max -1.36%)RECOVERYongoing · 11 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.9951 (-0.49%) · max DD -1.36% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=2.99 · σ=30.83MIXED EDGELAST 17.45 (+0.47σ vs μ)65.1032.550.00-32.55-65.10μ = 2.9965.1065.1062.7962.7945.0445.0445.0445.04-11.86-11.86-18.65-18.65-45.30-45.302.852.856.266.26-29.77-29.77-0.41-0.41-3.26-3.26-25.48-25.48-11.79-11.79-15.08-15.08-10.45-10.45-8.80-8.80-6.88-6.8817.4517.45v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 17.450 · range [-45.30, 65.10] · μ 2.988 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.6451 · σ=24.0657 · range [5.7189, 66.1124] · R²=0.860 RISING +767.58%σ EXTREME 69.46%LAST 49.615966.112451.014035.915620.81735.7189μ = 34.6451max 66.1124min 5.7189dataMA(3)OLS R²=0.86μ lineμ ± σ bandmaxmin
latest 49.62% · range [5.72%, 66.11%] · μ 34.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.186 · σ=0.260MEAN-REVERSIONLAST -0.282 (-0.37σ vs μ)0.5160.2580.000-0.258-0.516μ = -0.1860.2970.297-0.044-0.0440.0660.0660.1730.1730.1020.102-0.100-0.100-0.328-0.3280.0080.008-0.008-0.0080.0350.035-0.385-0.385-0.421-0.421-0.291-0.291-0.516-0.516-0.504-0.504-0.347-0.347-0.498-0.498-0.497-0.497-0.282-0.282v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.282 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.7719
p-VALUE (log scale)
0.2501
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀***

H₀: No serial autocorrelation up to lag 5

STATISTIC
26.6722
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-2.7610
p-VALUE (log scale)
0.0671
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
0.4859
p-VALUE (log scale)
0.6270
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6759
p-VALUE (log scale)
0.0157
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.6505
p-VALUE (log scale)
0.0080
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.193 → mean-reverting
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=1.49e-5 · top T=3.00h (32.7%) · top-3 cover 86.0%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)5.8e-54.4e-52.9e-51.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.82e-6 · 1.6% energyperiod 24.0 · power 2.82e-6 · 1.6% energyperiod 12.0 · power 4.93e-7 · 0.3% energyperiod 12.0 · power 4.93e-7 · 0.3% energyperiod 8.0 · power 2.59e-6 · 1.5% energyperiod 8.0 · power 2.59e-6 · 1.5% energyperiod 6.0 · power 4.94e-6 · 2.8% energyperiod 6.0 · power 4.94e-6 · 2.8% energyperiod 4.8 · power 2.42e-6 · 1.4% energyperiod 4.8 · power 2.42e-6 · 1.4% energyperiod 4.0 · power 2.81e-6 · 1.6% energyperiod 4.0 · power 2.81e-6 · 1.6% energyperiod 3.4 · power 3.95e-5 · 22.1% energyperiod 3.4 · power 3.95e-5 · 22.1% energyperiod 3.0 · power 5.84e-5 · 32.7% energyperiod 3.0 · power 5.84e-5 · 32.7% energyperiod 2.7 · power 5.56e-5 · 31.2% energyperiod 2.7 · power 5.56e-5 · 31.2% energyperiod 2.4 · power 7.89e-6 · 4.4% energyperiod 2.4 · power 7.89e-6 · 4.4% energyperiod 2.2 · power 6.51e-7 · 0.4% energyperiod 2.2 · power 6.51e-7 · 0.4% energyperiod 2.0 · power 4.13e-7 · 0.2% energyperiod 2.0 · power 4.13e-7 · 0.2% energy50% by T=3.0h#1 dominantT=3.00h#2T=2.67h#3T=3.43hT=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 ≈ 3.00h (freq 0.333) · concentrates 32.7% of total energy · Σ|X̂|²/n = 1.785e-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 0.019pp · expected |Δp| over horizon 0.24ppterminal variance p(1−p) = 0.2490 · n = 5000n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.019pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move7d
0.24pp
σ × √168
Terminal variancebinary
0.2490
p(1−p) at resolution
Current pricep
46.8¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.04n = 5000
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
1.5pp
peak 47.5¢ → trough 46.8¢
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
46.8%
= price
Decimal oddsEU
2.138
total return per $1
AmericanUS
+114
$100 wins $114
FractionalUK
1.14 / 1
profit per $1 risked
Profit per $100stake
+$113.84
clean dollar framing
-1000-5000+500+1000020406080100you · 46.8%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)
0.997 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.997 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.10 bit
self-information
Surprise · NO−log₂(1−p)
0.91 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 14:49:37 UTC
Snapshot age
659ms
Page rendered
2026-06-14 14:49:38 UTC
History points
25 closes · 25 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2402d19af0fcf52486dfa7da4e8b245e1fd6e277f15c463f7af0eeb0b5484d79 · 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)
90.02%
σ per bar = 0.000393
Mean return (annualised)
-848.96%
μ per bar = -0.000002
Sharpe (rf=0)
-9.43
annualised; risk-free assumed zero
Max drawdown
1.53%
peak 0.47 → trough 0.47 over 3471 bars

/api/asset/hl-pred-netherlands-306/risk · same metrics, JSON