HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #362

Uzbekistan

Primary · Yes
7.3¢
Counter · No
92.7¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-uzbekistan-362 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
3187.27%
max drawdown
88.39%
sharpe
ulcer index
72.00%
RMS drawdown
pain index
62.82%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
87.18%
cond. drawdown
gain/pain
0.51
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.51
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1733
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/hl-pred-uzbekistan-362/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH266ms--:--:-- 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
7.3¢
No mid · live
92.7¢
Yes · live 24h price
no history
1 bars · close 5.00¢ · 24h +0.00%
Probability split · live
Yes 7.3%No 92.7%NO92.7%92.68¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.378 / 1.00 bits (38%) · informative — one side favoured
Yes
7.3%7.3¢13.66× +0.00pp
No
92.7%92.7¢1.08× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=1 · Σ=110 · μ=110.0 · σ=0.0 · CV=0.00STEADY FLOWcumulative energy ↗ · 50% by h=10285583110μ = 11011050%h1#1 peak#2-3> μactivequietμ linecum energy
Σ 110 · peak 110
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
266ms
Yes mid
7.319¢
No mid
92.680¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
1 bars
Δ24h close
5.00¢
Δ24h change
+0.00%

§1 · 24h time-series

Mid price · Yes (1 hourly observations)
no series
range [5.00¢, 5.00¢] · span 0.00pp · MA(5) latest n/a
Candlestick · open / high / low / close per hour
n=1 · up 1 · down 0 (100% up) · range [0.0500, 0.0500] · σ=0.0000 · CV=0.00 · bodyµ=0%BULLISH +0.00%CLOSE 0.0500 vs OPEN 0.0500 (+0.00%)&#9650; CLOSE 0.05000.0500-0.2000-0.4500-0.7000-0.9500μ close = 0.0500O0.050 H0.050 L0.050 C0.050 (+0.00%)O0.050 H0.050 L0.050 C0.050 (+0.00%)#1up bar (C≥O)down bar (C<O)MA(2) closeμ closedoji (~no body)biggest body
1 bars · last close 5.00¢
Hourly traded contracts
n=1 · Σ=110 · μ=110.0 · σ=0.0 · CV=0.00STEADY FLOWcumulative energy &nearr; · 50% by h=10285583110μ = 110110110 · 100.0% peak110 · 100.0% peak50%#1#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 110 · peak 110 · mean 110.0

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

Histogram of Δp
insufficient data — no histogram bins
n=0 · positive 0 · negative 0

§3 · Sample moments (prices)

§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+0.400.40+ momentum (ρ > +0.40)− reversal (ρ < −0.40)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#362
SLUGuzbekistan-362
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES7.32¢implied prob 7.32% · decimal odds 13.66×
COUNTER · NO92.68¢implied prob 92.68% · decimal odds 1.08×
7.32¢
92.68¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME110 contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (93¢)|primary − counter| = 0.854 · entropy 0.378 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 7.3%No 92.7%YES7.3%H = 0.378 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes13.66×(7¢)No1.08×(93¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.378 bits (38% 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 Uzbekistan wins the Game.

▸ Depth section using sovereign-store price series (1733 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 1.390pp · expected |Δp| over horizon 18.02ppterminal variance p(1−p) = 0.0678 · n = 1733n = 1733
μ per bar
-0.025pp
average Δp · drift
σ per bar
1.390pp
one-bar volatility · logit-free
Per-day movedaily
6.81pp
σ × √24
Per-horizon move7d
18.02pp
σ × √168
Terminal variancebinary
0.0678
p(1−p) at resolution
Current pricep
7.3¢
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 2.31pp · ES₉₅ 2.89pp · method parametric · drift-correcteddrift -0.025pp/bar · quantised: yes · median step 0.01pp · unique ratio 0.01n = 1733
VaR 95%
2.31pp
1.645·σ (parametric) of Δp
ES 95%
2.89pp
mean of the tail
Max drawdown
88.4pp
peak 50.0¢ → trough 5.8¢
Median step
0.01pp
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
7.3%
= price
Decimal oddsEU
13.662
total return per $1
AmericanUS
+1266
$100 wins $1266
FractionalUK
12.66 / 1
profit per $1 risked
Profit per $100stake
+$1266.21
clean dollar framing
-1000-5000+500+1000020406080100you · 7.3%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)
0.378 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.378 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.77 bit
self-information
Surprise · NO−log₂(1−p)
0.11 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 08:34:40 UTC
Snapshot age
266ms
Page rendered
2026-06-15 08:34:40 UTC
History points
1 closes · 1 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3a08314f27e183d5e47000162d73f6195b3db74a205cb72c0543256865571acb · 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 · 1,733 barsperiods/year ≈ 5.26M
Realized vol (annualised)
17413.21%
σ per bar = 0.075934
Mean return (annualised)
-583402.85%
μ per bar = -0.001109
Sharpe (rf=0)
-33.50
annualised; risk-free assumed zero
Max drawdown
88.39%
peak 0.50 → trough 0.06 over 415 bars

/api/asset/hl-pred-uzbekistan-362/risk · same metrics, JSON