HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #434

Netherlands

Primary · Yes
59.8¢
Counter · No
40.2¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-netherlands-434 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2599.95%
max drawdown
42.56%
sharpe
—
ulcer index
1.95%
RMS drawdown
pain index
0.23%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.57%
cond. drawdown
gain/pain
1.39
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.39
upside/downside
roll spread
3.4 bps
implied (price-only)
bars used
995
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-netherlands-434/bundle · venue execution: hyperliquid →
LIVEPOLL0SRCFRESH3.5s⏱--:--:-- 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
59.8¢
No mid · live
40.2¢
Yes · live 24h price
n=2 · μ=0.6077 · σ=0.0454 · range [0.5756, 0.6398] · R²=1.000▼ FALLING -10.04%σ HIGH 7.47%LAST 0.57560.63980.62370.60770.59160.5756μ = 0.6077max 0.6398min 0.5756dataMA(2)OLS R²=1.00μ lineμ ± σ bandmaxminlive endpoint
2 bars · close 57.55¢ · 24h -10.04%
Probability split · live
Yes 59.8%No 40.2%YES59.8%59.78¢ · odds 1/1.67
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.972 / 1.00 bits (97%) · max uncertainty (~50/50)
Yes
59.8%59.8¢1.67×▬ +0.00pp
No
40.2%40.2¢2.49×▬ +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=2 · Σ=218 · μ=109.0 · σ=73.5 · CV=0.67FADING -65% h/hcumulative energy ↗ · 50% by h=104081121161μ = 10916150%h1h2#1 peak#2-3> μactivequietμ linecum energy
Σ 218 · peak 161
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.5s
▲Yes mid
59.777¢
▼No mid
40.222¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
2 bars
Δ24h close
57.55¢
Δ24h change
-10.04%

§1 · 24h time-series

Mid price · Yes (2 hourly observations)
n=2 · μ=0.6077 · σ=0.0454 · range [0.5756, 0.6398] · R²=1.000▼ FALLING -10.04%σ HIGH 7.47%LAST 0.57560.63980.62370.60770.59160.5756μ = 0.6077max 0.6398min 0.5756dataMA(2)OLS R²=1.00μ lineμ ± σ bandmaxmin
range [57.55¢, 63.98¢] · span 6.42pp · MA(5) latest n/a
Candlestick · open / high / low / close per hour
n=2 · up 2 · down 0 (100% up) · range [0.4837, 0.6398] · σ=0.0454 · CV=0.07 · bodyµ=50%STRONG BULLISH +18.99%CLOSE 0.5756 vs OPEN 0.4837 (+18.99%)&#9650; CLOSE 0.57560.63980.60070.56170.52270.4837μ close = 0.607732.3%O0.484 H0.640 L0.484 C0.640 (+32.26%)O0.484 H0.640 L0.484 C0.640 (+32.26%)O0.576 H0.576 L0.576 C0.576 (+0.00%)O0.576 H0.576 L0.576 C0.576 (+0.00%)#1#2up bar (C≥O)down bar (C<O)MA(2) closeμ closedoji (~no body)biggest body
2 bars · last close 57.55¢
Hourly traded contracts
n=2 · Σ=218 · μ=109.0 · σ=73.5 · CV=0.67FADING -65% h/hcumulative energy &nearr; · 50% by h=104081121161μ = 109161161 · 100.0% peak161 · 100.0% peak57 · 35.4% peak57 · 35.4% peak50%#1#2#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 218 · peak 161 · mean 109.0

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

Histogram of Δp
n=1 · 1 bins · μ=-0.0642 · σ=0.0000 · skew=0.00 (symmetric) · kurt=-3.00 (platykurtic (thin tails))111001-6.42ppbin -6.42pp · n=1 · 100.0% peakbin -6.42pp · n=1 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=1 · positive 0 · negative 1

§3 · Sample moments (prices)

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=2PLATYKURTIC · THIN TAILS (G₂=-2.75)
μ MEAN60.77¢95% CI: [54.47¢, 67.06¢]
σ STD DEV4.54ppσ² = 20.615 · CV = 7.47%
med MEDIAN60.77¢Q₁ 59.16¢ · Q₃ 62.37¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 6.42pp · IQR 3.21pp (1.349σ→6.12pp)
min 57.55¢Q₁ 59.16¢med 60.77¢Q₃ 62.37¢max 63.98¢μ
SKEWNESS · G₁-0.000approximately 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]random-walk · H = 0.500
H = 0.500RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1+0.000k=2+0.000k=3+0.000k=4+0.000k=5+0.0000+1−1+2.00−2.00+ momentum (ρ > +2.00)− reversal (ρ < −2.00)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.00)
−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#434
SLUGnetherlands-434
QUOTE TOKENUSDC
TWO-SIDED PRICINGFAVOURS YES (60¢)
PRIMARY · YES59.78¢implied prob 59.78% · decimal odds 1.67×
COUNTER · NO40.22¢implied prob 40.22% · decimal odds 2.49×
59.78¢
40.22¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYTHIN
24H VOLUME218 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (60¢)|primary − counter| = 0.196 · entropy 0.972 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 59.8%No 40.2%YES p̂59.8%H = 0.972 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair75%100%
Implied decimal odds
Yes1.67×(60¢)No2.49×(40¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.972 bits (97% 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.

▸ Depth section using sovereign-store price series (995 bars · effective 5249975 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 1.135pp · expected |Δp| over horizon 14.71ppterminal variance p(1−p) = 0.2404 · n = 995✓ n = 995
μ per bar
+0.010pp
average Δp · drift
σ per bar
1.135pp
one-bar volatility · logit-free
Per-day movedaily
5.56pp
σ × √24
Per-horizon move7d
14.71pp
σ × √168
Terminal variancebinary
0.2404
p(1−p) at resolution
Current pricep
59.8¢
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 1.86pp · ES₉₅ 2.33pp · method parametric · drift-correcteddrift +0.010pp/bar · quantised: yes · median step 0.52pp · unique ratio 0.01✓ n = 995
VaR 95%
1.86pp
1.645·σ (parametric) of Δp
ES 95%
2.33pp
mean of the tail
Max drawdown
42.6pp
peak 56.7¢ → trough 32.6¢
Median step
0.52pp
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
59.8%
= price
Decimal oddsEU
1.673
total return per $1
AmericanUS
-149
risk $149 to win $100
FractionalUK
0.67 / 1
profit per $1 risked
Profit per $100stake
+$67.29
clean dollar framing
-1000-5000+500+1000020406080100you · 59.8%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)
0.972 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.972 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.74 bit
self-information
Surprise · NO−log₂(1−p)
1.31 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

Upstream
https://hyperliquid.xyz
Snapshot fetched
2026-06-18 14:01:23 UTC
Snapshot age
3.5s
Page rendered
2026-06-18 14:01:27 UTC
History points
2 closes · 2 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
bf3699bcf6e4c5117896552630b2fb1dc133dd8c19216e931757a1de67be54cd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed

Risk metrics

▸ sovereign store · 995 barsperiods/year ≈ 5.25M
Realized vol (annualised)
5896.65%
σ per bar = 0.025735
Mean return (annualised)
94333.88%
μ per bar = 0.000180
Sharpe (rf=0)
16.00
annualised; risk-free assumed zero
Max drawdown
42.56%
peak 0.57 → trough 0.33 over 97 bars

/api/asset/hl-pred-netherlands-434/risk · same metrics, JSON