HYPERLIQUID · HIP-3 PREDICTION MARKET · OUTCOME #300
Egypt
15.2¢
84.8¢
▸ Advanced metrics · M2M bundle
hyperliquid · pred-egypt-300 · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
12.82%
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)
—
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-egypt-300/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
15.2¢
No mid · live
84.8¢
21 bars · close 16.15¢ · 24h +3.46%
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.614 / 1.00 bits (61%) · moderate uncertainty
Yes15.2%15.2¢6.60×▬ +0.00pp
No84.8%84.8¢1.18×▬ +0.00pp
primary vs counter implied %
Σ 1161 · peak 713
3.3s
15.163¢
84.837¢
100.00%
0.00pp
21 bars
16.15¢
+3.46%
§1 · 24h time-series
range [15.28¢, 16.15¢] · span 0.87pp · MA(5) latest 16.09¢
21 bars · last close 16.15¢
Σ vol = 1161 · peak 713 · mean 55.3
§2 · Distribution of one-bar increments Δp = pₜ − pₜ₋₁
n=20 · positive 3 · negative 2
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments (prices)
SAMPLE MOMENTS · N=21PLATYKURTIC · THIN TAILS (G₂=-1.66)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.066approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.658platykurtic · thin tails
−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: MEAN-REVERTING · ρ(1) -0.35 + ADF rejected
HURST EXPONENT [0, 1]
H = 1.149STRONGLY 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
15.16¢
84.84¢
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
Yes6.60×(15¢)No1.18×(85¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.614 bits (61% of max) · moderate 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 Egypt wins the Game.
§10 · Hourly return heatmap
3 up bars · 2 down · best 0.78% · worst -0.30% · typical |Δ| 0.060%
§11 · Equity curve & underwater drawdown
final equity 1.0054 (0.54%) · max DD -0.33% · time-under-water 9/21 bars
§12 · Rolling-window statistics (w = 5 bars)
latest 46.596 · range [-41.86, 46.60] · μ 8.557 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 3.12% · range [0.00%, 37.86%] · μ 12.78% · σ̂ scaled to annualised (×√8760)
latest -0.088 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
219.9988
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
2.9343
p-VALUE (log scale)
0.7127
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.3591
p-VALUE (log scale)
0.6004
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-1.5275
p-VALUE (log scale)
0.1266
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.6212
p-VALUE (log scale)
0.0207
Variance ratio q=2
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.4298
p-VALUE (log scale)
0.1528
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 ≈ 2.00h (freq 0.500) · concentrates 18.2% of total energy · Σ|X̂|²/n = 3.820e-5
▸ 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 0.074pp · expected |Δp| over horizon 0.96ppterminal variance p(1−p) = 0.1286 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.074pp
one-bar volatility · logit-free
Per-day movedaily
0.36pp
σ × √24
Per-horizon move7d
0.96pp
σ × √168
Terminal variancebinary
0.1286
p(1−p) at resolution
Current pricep
15.2¢
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 0.12pp · ES₉₅ 0.15pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.01pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
20.3pp
peak 16.1¢ → trough 12.8¢
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
Implied probabilityP
15.2%
= price
Decimal oddsEU
6.595
total return per $1
AmericanUS
+560
$100 wins $560
FractionalUK
5.60 / 1
profit per $1 risked
Profit per $100stake
+$559.50
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)
0.614 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.614 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.72 bit
self-information
Surprise · NO−log₂(1−p)
0.24 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 10:11:56 UTC
- Snapshot age
- 3.3s
- Page rendered
- 2026-06-14 10:11:59 UTC
- History points
- 21 closes · 21 counter-side closes
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
fd4c8a6be2ab661e85bd5ccf74b4122b57c0c1b34e0822ca71e566174ce1d7ee· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany94.4¢HL PREDSpain90.1¢HL PREDUruguay67.7¢HL PERPBTC-USD perpetual$64,505HL PERPETH-USD perpetual$1,675HL PERPHYPE-USD perpetual$60.53
Also see: /arb opportunities · RSS feed
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 5.26MRealized vol (annualised)
1152.89%
σ per bar = 0.005028
Mean return (annualised)
7603.68%
μ per bar = 0.000014
Sharpe (rf=0)
6.60
annualised; risk-free assumed zero
Max drawdown
20.29%
peak 0.16 → trough 0.13 over 1 bars
/api/asset/hl-pred-egypt-300/risk · same metrics, JSON