We study the CHSH inequality from an informational, timing-sensitive viewpoint using game-theoretic probability, which avoids assuming an underlying probability space. The locality loophole and the measurement-dependence (``freedom-of-choice'') loophole are reformulated as structural constraints in a sequential hidden-variable game between Scientists and Nature. We construct a loopholes-closed game with capital processes that test (i) convergence of empirical conditional frequencies to the CHSH correlations and (ii) the absence of systematic correlations between measurement settings and Nature's hidden-variable assignments, and prove that Nature cannot satisfy both simultaneously: at least one capital process must diverge. This yields an operational winning strategy for Scientists and a game-theoretic probabilistic interpretation of experimentally observed CHSH violations.