HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #312
Uruguay
66.7¢
33.3¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-uruguay-312 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
4.64%
max drawdown
0.06%
sharpe
—
ulcer index
0.02%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.06%
cond. drawdown
gain/pain
1.45
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.45
upside/downside
roll spread
0.2 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-uruguay-312/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
66.7¢
No mid · live
33.3¢
25 bars · close 67.21¢ · 24h -0.51%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.918 / 1.00 bits (92%) · high uncertainty
Yes66.7%66.7¢1.50×▬ +0.00pp
No33.3%33.3¢3.00×▬ +0.00pp
primary vs counter implied %
Σ 4235 · peak 2012
384ms
66.700¢
33.300¢
100.00%
0.00pp
25 bars
67.21¢
-0.51%
§1 · 24h time-series
range [67.10¢, 71.50¢] · span 4.40pp · MA(5) latest 67.16¢
25 bars · last close 67.21¢
Σ vol = 4235 · peak 2012 · mean 169.4
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=24 · positive 10 · negative 6
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=25STRONGLY RIGHT-SKEWED (G₁=1.11)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁1.110right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.515mesokurtic · normal-like
−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: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.971STRONGLY 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
66.70¢
33.30¢
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
Yes1.50×(67¢)No3.00×(33¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.918 bits (92% of max) · high 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 Uruguay wins the Game.
§10 · Hourly return heatmap
10 up bars · 6 down · best 2.50% · worst -2.20% · typical |Δ| 0.366%
§11 · Equity curve & underwater drawdown
final equity 0.9958 (-0.42%) · max DD -4.35% · time-under-water 14/25 bars
§12 · Rolling-window statistics (w = 6 bars)
latest -37.256 · range [-62.13, 48.87] · μ 7.241 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 84.65% · range [27.29%, 137.93%] · μ 76.47% · σ̂ scaled to annualised (×√8760)
latest -0.189 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
29.5801
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
5.9896
p-VALUE (log scale)
0.3067
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.6205
p-VALUE (log scale)
0.4760
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.2774
p-VALUE (log scale)
0.7815
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.1960
p-VALUE (log scale)
0.3638
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.1798
p-VALUE (log scale)
0.8573
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 ≈ 4.80h (freq 0.208) · concentrates 21.1% of total energy · Σ|X̂|²/n = 8.261e-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
Horizon 7.0 d · σ/bar 0.016pp · expected |Δp| over horizon 0.21ppterminal variance p(1−p) = 0.2221 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.016pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move7d
0.21pp
σ × √168
Terminal variancebinary
0.2221
p(1−p) at resolution
Current pricep
66.7¢
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.05✓ n = 5000
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
2.7pp
peak 68.4¢ → trough 66.6¢
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
66.7%
= price
Decimal oddsEU
1.499
total return per $1
AmericanUS
-200
risk $200 to win $100
FractionalUK
0.50 / 1
profit per $1 risked
Profit per $100stake
+$49.93
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)
0.918 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.918 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.58 bit
self-information
Surprise · NO−log₂(1−p)
1.59 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
- 2026-06-14 14:49:37 UTC
- Snapshot age
- 384ms
- Page rendered
- 2026-06-14 14:49:37 UTC
- History points
- 25 closes · 25 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
5619fe760dcab08b06328ce143a4d3096d39506a3fb060183a09d38ee82e54be· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany94.4¢HL PREDSpain90.0¢HL PREDBelgium59.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,877.5HL PERPETH-USD perpetual$1,657.05HL PERPHYPE-USD perpetual$59.96
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 5.26MRealized vol (annualised)
53.91%
σ per bar = 0.000235
Mean return (annualised)
-2526.35%
μ per bar = -0.000005
Sharpe (rf=0)
-46.87
annualised; risk-free assumed zero
Max drawdown
2.70%
peak 0.68 → trough 0.67 over 2657 bars
/api/asset/hl-pred-uruguay-312/risk · same metrics, JSON