Hyperliquid · cross-venue tool — comparing every venue, not just Hyperliquid. Hyperliquid

HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #181

Colombia

Primary · Yes
1.7¢
Counter · No
98.3¢

▸ Advanced metrics · M2M bundle

hyperliquid · pred-colombia-181 · fresh · feed 2s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 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-colombia-181/bundle · venue execution: hyperliquid
LIVEPOLL0SRCFRESH1.8s--:--:-- 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
1.7¢
No mid · live
98.3¢
Yes · live 24h price
n=19 · μ=0.0168 · σ=0.0008 · range [0.0162, 0.0180] · R²=0.381 FALLING -2.94%σ NORMAL 4.92%LAST 0.01750.01800.01760.01710.01670.0162μ = 0.0168max 0.0180min 0.0162dataMA(3)OLS R²=0.38μ lineμ ± σ bandmaxminlive endpoint
19 bars · close 1.75¢ · 24h -2.94%
Probability split · live
Yes 1.7%No 98.3%NO98.3%98.31¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.123 / 1.00 bits (12%) · informative — one side favoured
Yes
1.7%1.7¢59.29× +0.00pp
No
98.3%98.3¢1.02× +0.00pp
primary vs counter implied %
Volume · per-hour contracts · live
n=19 · Σ=44,416 · μ=2337.7 · σ=9901.8 · CV=4.24BURSTY · concentratedcumulative energy ↗ · 50% by h=19010,80421,60832,41243,216μ = 233843,21650%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 44416 · peak 43216
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.8s
Yes mid
1.687¢
No mid
98.314¢
ΣΣ sides
100.00%
Σarb gap |1 − Σ|
0.00pp
Δ24h candles
19 bars
Δ24h close
1.75¢
Δ24h change
-2.94%

§1 · 24h time-series

Mid price · Yes (19 hourly observations)
n=19 · μ=0.0168 · σ=0.0008 · range [0.0162, 0.0180] · R²=0.381 FALLING -2.94%σ NORMAL 4.92%LAST 0.01750.01800.01760.01710.01670.0162μ = 0.0168max 0.0180min 0.0162dataMA(3)OLS R²=0.38μ lineμ ± σ bandmaxmin
range [1.62¢, 1.80¢] · span 0.18pp · MA(5) latest 1.65¢
Candlestick · open / high / low / close per hour
n=19 · up 19 · down 0 (100% up) · range [0.0162, 0.0180] · σ=0.0008 · CV=0.05 · bodyµ=5%BEARISH -2.94%CLOSE 0.0175 vs OPEN 0.0180 (-2.94%)&#9660; CLOSE 0.01750.01800.01760.01710.01670.0162μ close = 0.0168O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.018 H0.018 L0.018 C0.018 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)O0.016 H0.016 L0.016 C0.016 (+0.00%)0.1%O0.017 H0.018 L0.017 C0.018 (+0.11%)O0.017 H0.018 L0.017 C0.018 (+0.11%)#1#4#7#10#13#16#19up bar (C≥O)down bar (C<O)MA(3) closeμ closedoji (~no body)biggest body
19 bars · last close 1.75¢
Hourly traded contracts
n=19 · Σ=44,416 · μ=2337.7 · σ=9901.8 · CV=4.24BURSTY · concentratedcumulative energy &nearr; · 50% by h=19010,80421,60832,41243,216μ = 23381,000 · 2.3% peak1,000 · 2.3% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak0 · 0.0% peak200 · 0.5% peak200 · 0.5% 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% 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% peak43,21643,216 · 100.0% peak43,216 · 100.0% peak50%#1#4#7#10#13#16#19#1 peak#2-3> μactivequietμ linecum energy
Σ vol = 44416 · peak 43216 · mean 2337.7

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

Histogram of Δp
n=18 · 12 bins · μ=0.0001 · σ=0.0005 · skew=-2.02 (left-skewed) · kurt=7.74 (leptokurtic (fat tails))16128401-0.17ppbin -0.17pp · n=1 · 6.3% peakbin -0.17pp · n=1 · 6.3% peak-0.14pp-0.12pp-0.09pp-0.06pp-0.04pp-0.01pp160.01ppbin 0.01pp · n=16 · 100.0% peakbin 0.01pp · n=16 · 100.0% peak0.04pp0.06pp0.09pp10.11ppbin 0.11pp · n=1 · 6.3% peakbin 0.11pp · n=1 · 6.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=18 · positive 1 · negative 1
Q-Q plot · standardised Δp vs N(0,1)
n=18 · skew=-1.34 · kurt=6.75 · near 5 / mid 8 / far 5 · OLS slope=0.68 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.50σsample ↓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=19RIGHT-SKEWED (G₁=0.78)
μ MEAN1.68¢95% CI: [1.64¢, 1.71¢]
σ STD DEV0.08ppσ² = 68.121×10⁻⁴ · CV = 4.92%
med MEDIAN1.62¢Q₁ 1.62¢ · Q₃ 1.78¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.62¢Q₁ 1.62¢med 1.62¢Q₃ 1.78¢max 1.80¢μ
SKEWNESS · G₁0.779right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.415platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.65
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 2.18
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-0.011within white-noise band
ρ(2) AUTOCORR-0.011lag-2 not significant
H · HURST EXPONENT1.684strongly persistent
OLS TREND · t-STAT-3.231significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.684STRONGLY 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=1-0.011k=2-0.011k=3-0.011k=4-0.012k=5-0.0010+1−1+0.470.47+ momentum (ρ > +0.47)− reversal (ρ < −0.47)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|=3.23)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#181
SLUGcolombia-181
QUOTE TOKENUSDC
TWO-SIDED PRICING
PRIMARY · YES1.69¢implied prob 1.69% · decimal odds 59.29×
COUNTER · NO98.31¢implied prob 98.31% · decimal odds 1.02×
1.69¢
98.31¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME44.42k contracts
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.966 · entropy 0.123 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 1.7%No 98.3%YES1.7%H = 0.123 / 1.00 bits
Probability scale (Yes)
0%25%50%
fair
75%100%
Implied decimal odds
Yes59.29×(2¢)No1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.123 bits (12% 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 Colombia 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=18 bars · best 0.13% · worst -0.18% · typical |Δ| 0.02%MILD BEARISH -0.05%BEST+0.13%04hWORST-0.18%15hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE-0.05%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.03% · Σ +0.13%EUROPE · 08-16 UTCμ -0.04% · Σ -0.18%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.05%+0.00%-0.18%0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.18% · 15h-0.18% · 15h-0.18%15h▼ WORST0.00% · 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·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 00h0.00% · 00h·00h0.00% · 01h0.00% · 01h·01h0.00% · 02h0.00% · 02h·02h0.00% · 03h0.00% · 03h·03h0.13% · 04h0.13% · 04h0.13%04h★ BESTTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH6% up · 6% down · 89% flat
1 up bars · 1 down · best 0.13% · worst -0.18% · typical |Δ| 0.017%

§11 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=19 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.05%MAX DD-0.18%RECOVERYONGOING · 14 barsMAX RUN-UP+0.00%UNDERWATER14/19 (74%)STREAK↗ 1EQUITY CURVE · end 0.9995 · peak 1.0000 · range [0.9982, 1.0000]1.00000.9982break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.18% · shallow0%-0.18%▼ TROUGH -0.18%TOP DRAWDOWN PERIODS · 1 total#1 -0.18%bar 6-19 · 14 bars · ONGOINGDD SEVERITYshallow (max -0.18%)RECOVERYongoing · 14 barsTIME UNDER WATER74% of session · 14/19 bars
final equity 0.9995 (-0.05%) · max DD -0.18% · time-under-water 14/19 bars

§12 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=15 · +1 / −4 (7% positive) · μ=-9.36 · σ=26.24UNPROFITABLE STRATEGYLAST 46.80 (+2.14σ vs μ)46.8023.400.00-23.40-46.80μ = -9.360.000.00-46.80-46.80-46.80-46.80-46.80-46.80-46.80-46.800.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.0046.8046.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 46.797 · range [-46.80, 46.80] · μ -9.359 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=15 · μ=2.6425 · σ=3.9134 · range [0.0000, 8.4235] · R²=0.202 FLATσ EXTREME 148.09%LAST 5.94338.42356.31774.21182.10590.0000μ = 2.6425max 8.4235min 0.0000dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
latest 5.94% · range [0.00%, 8.42%] · μ 2.64% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=15 · +0 / −5 (0% positive) · μ=-0.072 · σ=0.144MEAN-REVERSIONLAST -0.083 (-0.08σ vs μ)0.4170.2080.000-0.208-0.417μ = -0.0720.0000.000-0.083-0.083-0.417-0.417-0.417-0.417-0.083-0.0830.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.083-0.083v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.083 · |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 5 REJECT · mixed evidence1 reject·4 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
74.3014
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
0.0122
p-VALUE (log scale)
1.0000
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
-1.7222
p-VALUE (log scale)
0.4275
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (1+/1-)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4167
p-VALUE (log scale)
0.0699
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.6206
p-VALUE (log scale)
0.5349
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.854 ≈ 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=9 bins · noise floor μ=2.98e-7 · top T=2.00h (19.5%) · top-3 cover 55.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.2e-73.9e-72.6e-71.3e-70.0e+0μ noise floorperiod 18.0 · power 3.14e-7 · 11.7% energyperiod 18.0 · power 3.14e-7 · 11.7% energyperiod 9.0 · power 5.08e-7 · 19.0% energyperiod 9.0 · power 5.08e-7 · 19.0% energyperiod 6.0 · power 1.43e-7 · 5.3% energyperiod 6.0 · power 1.43e-7 · 5.3% energyperiod 4.5 · power 7.50e-8 · 2.8% energyperiod 4.5 · power 7.50e-8 · 2.8% energyperiod 3.6 · power 4.64e-7 · 17.3% energyperiod 3.6 · power 4.64e-7 · 17.3% energyperiod 3.0 · power 3.97e-7 · 14.8% energyperiod 3.0 · power 3.97e-7 · 14.8% energyperiod 2.6 · power 3.09e-8 · 1.2% energyperiod 2.6 · power 3.09e-8 · 1.2% energyperiod 2.3 · power 2.25e-7 · 8.4% energyperiod 2.3 · power 2.25e-7 · 8.4% energyperiod 2.0 · power 5.24e-7 · 19.5% energyperiod 2.0 · power 5.24e-7 · 19.5% energy50% by T=3.6h#1 dominantT=2.00h#2T=9.00h#3T=3.60hT=2hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 2.00h (freq 0.500) · concentrates 19.5% of total energy · Σ|X̂|²/n = 2.680e-6

▸ Depth section using sovereign-store price series (5000 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 0.018pp · expected |Δp| over horizon 0.23ppterminal variance p(1−p) = 0.0166 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.018pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move7d
0.23pp
σ × √168
Terminal variancebinary
0.0166
p(1−p) at resolution
Current pricep
1.7¢
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

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 0.00n = 5000
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
34.5pp
peak 2.6¢ → trough 1.7¢
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
1.7%
= price
Decimal oddsEU
59.294
total return per $1
AmericanUS
+5829
$100 wins $5829
FractionalUK
58.29 / 1
profit per $1 risked
Profit per $100stake
+$5829.44
clean dollar framing
-1000-5000+500+1000020406080100you · 1.7%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)
0.123 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.123 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.89 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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 10:13:32 UTC
Snapshot age
1.8s
Page rendered
2026-06-14 10:13:34 UTC
History points
19 closes · 19 counter-side closes
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4e7148000d373ad0710de699b15e852565163767cedba2c11a558d33e1f44617 · 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)
1943.31%
σ per bar = 0.008474
Mean return (annualised)
31.19%
μ per bar = 0.000000
Sharpe (rf=0)
0.02
annualised; risk-free assumed zero
Max drawdown
34.54%
peak 0.03 → trough 0.02 over 1 bars

/api/asset/hl-pred-colombia-181/risk · same metrics, JSON