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• S01Market regime

  Probability distribution over the 60-minute market regime: trending up, trending down, range compression or range expansion. Exactly one label obtains.

  60m
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• S02Liquidation risk

  Probability that perp liquidation velocity reaches twice its trailing-24h median within 60 minutes, conditional on open interest, funding and book depth.

  60m

  Not available yet — the market-wide liquidation tape is being recorded from a named market-data provider, but it has not held 24 hourly observations yet — this question stays off the default rail until it does (0 of 24 hourly observations on the goldrush tape)

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  when available: $1.00 credits

• S03Long squeeze

  Probability that long-side liquidation notional within 60 minutes reaches twice the trailing-24h hourly median. A long-unwind cascade.

  60m

  Not available yet — the market-wide liquidation tape is being recorded from a named market-data provider, but it has not held 24 hourly observations yet — this question stays off the default rail until it does (0 of 24 hourly observations on the goldrush tape)

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  when available: $1.00 credits

• S04Short squeeze

  Probability that short-side liquidation notional within 60 minutes reaches twice the trailing-24h hourly median. A short-covering cascade.

  60m

  Not available yet — the market-wide liquidation tape is being recorded from a named market-data provider, but it has not held 24 hourly observations yet — this question stays off the default rail until it does (0 of 24 hourly observations on the goldrush tape)

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  when available: $1.00 credits

• S05Volatility expansion

  Probability that realized volatility over the next 60 minutes exceeds 1.5× the trailing-24h baseline, both measured on 1-minute returns.

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• S06Funding anomaly

  Probability that the next funding settlement prints at least 3× the trailing-7-day median absolute rate; unresolvable (not false) if no settlement lands in the window.

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• S07Funding persistence

  Probability that an extreme funding rate holds the same sign at ≥3 consecutive settlements within 24 hours. A funding regime, not a one-off print.

  24h
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• S08Open-interest anomaly

  Probability that at least one 1-hour interval within 24 hours sees open-interest change exceed 3σ of its trailing-24h rhythm, standardized by its own history.

  24h
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• S09Wallet accumulation

  Probability that a tracked Hyperliquid account holds a long position in the coin at the end of a 24-hour window, with the position worth at least a quarter of the account’s own equity.

  24h

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  when available: $1.00 credits

• S10Wallet distribution

  Probability that a tracked Hyperliquid account holds a short position in the coin at the end of a 24-hour window, with the position worth at least a quarter of the account’s own equity.

  24h

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  when available: $1.00 credits

• S11Transaction risk

  Distribution over allow, review or block for a Hyperliquid account’s liquidation proximity: how close its nearest position sits to its liquidation price, and how leveraged the account is.

  60m

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  when available: $1.00 credits

• S12Momentum exhaustion

  Probability that momentum is exhausted: the 14-period relative-strength index at an extreme while the most recent 1-hour move is already smaller in magnitude than the one before it.

  60m
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• S13Volume drought

  Probability that traded volume has fallen to under a third of its trailing-24h norm: thin participation that precedes gaps.

  24h
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• S14Liquidity migration

  Probability that the market’s liquidity score has shifted by at least thirty percent from its previous 24-hour level — depth moving before price.

  24h
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• S15Basis stress

  Probability that the perp-vs-spot basis is at least 50 basis points away from the index, a structural divergence from crowded positioning.

  24h
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• S16Spread blowout

  Probability that the quoted bid-ask spread has widened to 10 basis points or more.

  60m
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• S17Book imbalance flip

  Probability that the resting-depth imbalance has flipped sign: buyers’ resting depth has become sellers’, or vice versa.

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• S18Depth withdrawal

  Probability that resting depth has fallen by at least thirty percent from an already-thin book: liquidity being pulled.

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• S19Liquidation burst

  Probability that liquidations are clustered: a single minute carrying at least 3× the window’s hourly liquidation velocity.

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• S20Liquidation severity

  Probability that liquidation severity reaches 15 basis points per unit liquidated: forced flow moving price more than a healthy book absorbs.

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• S21Mark-slippage stress

  Probability that liquidations are printing at least 20 basis points away from the venue mark. The mark understating stress.

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• S22Liquidation side pressure

  Probability that forced flow is strongly one-sided and hitting the side that was already crowded. The precondition for a cascade.

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• S23Wallet net outflow

  Probability that a tracked wallet’s net flow is materially negative with an elevated distribution ratio — capital leaving with intent.

  24h

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  when available: $1.00 credits

• S24Wallet concentration

  Probability that a single counterparty accounts for at least half of a tracked wallet’s flow.

  24h

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  when available: $1.00 credits

• S25Unusual wallet activity

  Probability that a tracked wallet is doing at least three times its own recent normal. An unusual burst.

  60m

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  when available: $1.00 credits

• S26Account deleverage

  Probability that a tracked account’s exposure ratio has fallen by at least thirty percent from its prior reading — actively cutting risk.

  60m

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  when available: $1.00 credits

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