Hyperstitions turns prediction markets into coordination markets. Buy tokens + bet YES + take action = profit when the outcome manifests. We subsidize the NO side so coordination is always profitable. Think OlympusDAO’s (3,3) meets Polymarket.

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The prediction market runs on $HST. You bet with $HST, you win $HST.

┌─────────────────────────────────────────────────────────┐
│                                                         │
│   Protocol buys NO first (2% emissions) ──► YES is cheap│
│                     │                                   │
│                     ▼                                   │
│   Users buy $HST + bet YES ──► Price moves up           │
│                     │                                   │
│                     ▼                                   │
│   Target hit ──► YES wins ──► Emissions + winnings      │
│                     │                                   │
│                     ▼                                   │
│   New cycle starts with higher target ◄─────────────────┘
│                                                         │
└─────────────────────────────────────────────────────────┘

> THAT’S IT. Betting YES alone doesn’t move price. But buying tokens + betting YES creates profitable arbitrage: your purchase pushes price toward target, triggers YES, you collect emissions + winnings + appreciation.

Not speculation. [ Manifestation ]

Traditional incentive programs fail because they’re static. A protocol offers X tokens for Y behavior, but they’re guessing at the exchange rate between capital and coordination.

Hyperstitional Cycles solve this through dynamic price discovery for incentives. The market becomes a mechanism for discovering who’s willing to coordinate and at what price.

Each cycle operates as an independent market that prices coordination in real-time:

> Cycle Start

• Protocol defines a target (price increase, TVL milestone, feature shipped)
• Protocol buys NO with 2% of emissions before the market opens
• Participants assess: “Is this achievable? At what cost?”

> During the Cycle

• YES/NO prices fluctuate based on coordination momentum
• If YES is cheap and outcome seems achievable, more buyers coordinate
• If YES becomes expensive, marginal coordinators exit
• Market continuously prices the probability of success

> Cycle End

• Success: YES holders win emissions + bet winnings + appreciation
• Failure: Protocol collects YES bets, increases next cycle’s subsidy
• Either way: the protocol learns the true cost of that coordination

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The magic is in the iteration. Each cycle generates data:

Over time, protocols discover:

• Minimum viable subsidy: The least capital needed to coordinate an outcome
• Maximum achievable target: How ambitious they can be at a given subsidy level
• Coordinator elasticity: How participation responds to emission changes

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Prediction markets assume reality is fixed and our job is to perceive it accurately. Hyperstition markets assume reality is malleable and our job is to shape it intentionally.

Traditional prediction markets have been used for information aggregation. Organizations like MetaDAO have implemented futarchy models where token holders speculate on which policy will increase token value. But traditional futarchy has a limitation: it aggregates information about outcomes without coordinating action toward them.

You might bet that “launching feature X will increase revenue,” but your bet doesn’t actually help build feature X. The market reveals what people think will work, but participants remain spectators.

Hyperstitions completes the circuit. It’s futarchy with execution built in.

When you bet YES on an outcome, you’re not just expressing a belief. You’re joining a coordination game where your capital and effort align toward manifestation. The market doesn’t just predict which path is better; it mobilizes participants to walk that path together.

Opportunity Markets (Paradigm, 2025) introduced subsidized prediction markets where sponsors provide liquidity to discover information before competitors. The key innovation: strategic privacy enables information discovery without leaking alpha.

Both use subsidized prediction markets, but for different goals:

> KEY DIFFERENCE: Making prices public transforms the market from information aggregation to coordination mechanism. Public prices become Schelling points around which collective action organizes.

Hyperstitions uses a Pot-split AMM (PAMM) for its prediction markets. This is a parimutuel-style system with constant-product pricing and virtual liquidity.

• A constant-product curve prices YES/NO shares using virtual liquidity. No orderbook, no external LPs needed.
• At resolution, winners split the pot: payout per share = pot ÷ circulating winning shares.

• Trade without counterparty. Virtual liquidity provides continuous pricing.
• Continuous price discovery. Implied probability moves as people trade.
• Self-balancing incentives. Crowded sides become less profitable.

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Total Supply: 1B $HST

$HST launches on Doppler’s Pure.st platform using Multicurve technology. Traditional bonding curves sell the most tokens at the cheapest prices, which means MEV bots snipe and dump on real users. Doppler Multicurve fixes this by layering multiple log-normal curves that sell a constant number of tokens at each price level. The result: reduced sniping, higher average execution prices, and fairer distribution.

Prediction markets at sufficient scale don’t predict. They execute.

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Opportunity Markets let institutions discover opportunities through subsidized private markets. Hyperstitions lets communities manifest outcomes through subsidized public markets.

The token price market is proof of concept. The real product is infrastructure where capital flows to those who engineer reality. For the first time, we have markets where capital can directly shape outcomes rather than merely anticipate them.

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