POLYMARKET · PREDICTION MARKET · BANK OF JAPAN DECISION IN JUNE?

Bank of Japan increases interest rates by 50+ bps after the June 2026 meeting?

YES · live
0.2¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
8.54%
max drawdown
42.86%
sharpe
ulcer index
35.17%
RMS drawdown
pain index
28.86%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
42.86%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
22.3 bps
implied (price-only)
bars used
542
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH10ms--:--:-- 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 · live
0.2¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0028 · σ=0.0011 · range [0.0015, 0.0060] · R²=0.015 FALLING -20.00%σ EXTREME 40.92%LAST 0.00200.00600.00490.00370.00260.0015μ = 0.0028max 0.0060min 0.0015dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.20¢
YES / NO split · live
YES 0.2%NO 99.8%NO99.8%99.80¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.021 / 1.00 bits (2%) · informative — one side favoured
YES
0.2%0.2¢500.00× +0.00pp
NO
99.8%99.8¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=115 · μ=4.8 · σ=9.5 · CV=1.98BURSTY · concentratedcumulative energy ↗ · 50% by h=909182635μ = 53550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 115bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
10ms
YES mid
0.20¢ (0.20%)
NO mid
99.80¢ (99.80%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$25.3k
liquidity $
$41.5k
history points
25 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid
n=25 · μ=0.0028 · σ=0.0011 · range [0.0015, 0.0060] · R²=0.015 FALLING -20.00%σ EXTREME 40.92%LAST 0.00200.00600.00490.00370.00260.0015μ = 0.0028max 0.0060min 0.0015dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.20¢
NO price · CLOB mid
n=25 · μ=0.9972 · σ=0.0011 · range [0.9940, 0.9985] · R²=0.015 FLATσ LOW 0.11%LAST 0.99800.99850.99740.99630.99510.9940μ = 0.9972max 0.9985min 0.9940dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0010 · skew=-0.20 (symmetric) · kurt=3.74 (leptokurtic (fat tails))191410501-0.32ppbin -0.32pp · n=1 · 5.3% peakbin -0.32pp · n=1 · 5.3% peak-0.26pp-0.20pp1-0.14ppbin -0.14pp · n=1 · 5.3% peakbin -0.14pp · n=1 · 5.3% peak-0.08pp19-0.02ppbin -0.02pp · n=19 · 100.0% peakbin -0.02pp · n=19 · 100.0% peak0.04pp10.10ppbin 0.10pp · n=1 · 5.3% peakbin 0.10pp · n=1 · 5.3% peak0.16pp20.22ppbin 0.22pp · n=2 · 10.5% peakbin 0.22pp · n=2 · 10.5% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-0.74 · kurt=4.30 · near 8 / mid 14 / far 2 · OLS slope=0.84 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=2.06)
μ MEAN0.28¢95% CI: [0.24¢, 0.32¢]
σ STD DEV0.11ppσ² = 0.013 · CV = 40.92%
med MEDIAN0.25¢Q₁ 0.20¢ · Q₃ 0.35¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.20¢med 0.25¢Q₃ 0.35¢max 0.60¢μ
SKEWNESS · G₁1.612right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.056leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.26
σ × 1.349 ↔ IQRconsistent with normalratio = 1.03
range ↔ σconcentrated (range < 4σ)range / σ = 3.93
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.123within white-noise band
ρ(2) AUTOCORR-0.334lag-2 not significant
H · HURST EXPONENT0.796strongly persistent
OLS TREND · t-STAT-0.585fails 5% test
HURST EXPONENT [0, 1]
H = 0.796STRONGLY 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+0.123k=2-0.334k=3-0.180k=4-0.018k=5-0.1140+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)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 0.72very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.58)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.

§6 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
MARKET ID1654196
SLUGbank-of-japan-in…2026-meeting
CATEGORYBank of Japan Decision in June?
TWO-SIDED PRICING
PRIMARY · YES0.20¢implied prob 0.20% · decimal odds 500.00×
COUNTER · NO99.80¢implied prob 99.80% · decimal odds 1.00×
0.20¢
99.80¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME25.29k USD 24h
LIQUIDITY41.47k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.996 · entropy 0.021 bits
LIQUIDITY DEPTHACTIVE100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage
FAIR MARKET · no edge
YES 0.2%NO 99.8%YES0.2%H = 0.021 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES500.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.021 bits (2% 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 · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · MEDIUMresolves 2026-06-16 00:00 UTC
1days
01hrs
29min
YES$1.00(P = 0.2%)
NO$0.00(P = 99.8%)
current: $0.0020 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.5dRESOLVESP projection · σ=0.11% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.561 pp/day
now1.06d left
0.561 pp/day×1.00
−25%19.12h left
0.648 pp/day×1.15
−50%12.75h left
0.794 pp/day×1.41
−75%6.37h left
1.122 pp/day×2.00
−90%2.55h left
1.775 pp/day×3.16
θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 0.25% · worst -0.35% · typical |Δ| 0.05%MILD BEARISH -0.05%BEST+0.25%7hWORST-0.35%9hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE-0.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.05% · Σ +0.35%EUROPE · 08-16 UTCμ -0.05% · Σ -0.40%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.05%+0.35%-0.10%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.10% · 6h0.10% · 6h0.10%6h0.25% · 7h0.25% · 7h0.25%7h★ BEST0.00% · 8h0.00% · 8h·8h-0.35% · 9h-0.35% · 9h-0.35%9h▼ WORST-0.05% · 10h-0.05% · 10h-0.05%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.05% · 16h-0.05% · 16h-0.05%16h0.20% · 17h0.20% · 17h0.20%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.15% · 22h-0.15% · 22h-0.15%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.35%)RUNSup max 2 · down max 2BREADTH13% up · 17% down · 71% flat
3 up bars · 4 down · best 0.25% · worst -0.35% · typical |Δ| 0.048%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.05%MAX DD-0.45%RECOVERYONGOING · 16 barsMAX RUN-UP+0.35%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 0.9995 · peak 1.0035 · range [0.9990, 1.0035]1.00350.9990break-even = 1★ PEAK 1.0035UNDERWATER DRAWDOWN · max -0.45% · shallow0%-0.45%▼ TROUGH -0.45%TOP DRAWDOWN PERIODS · 1 total#1 -0.45%bar 10-25 · 16 bars · ONGOINGDD SEVERITYshallow (max -0.45%)RECOVERYongoing · 16 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.9995 (-0.05%) · max DD -0.45% · time-under-water 16/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −9 (47% positive) · μ=1.22 · σ=33.92MIXED EDGELAST -38.21 (-1.16σ vs μ)53.4926.750.00-26.75-53.49μ = 1.2238.2138.2153.4953.4953.4953.490.000.00-3.93-3.93-3.93-3.93-12.21-12.21-44.49-44.49-44.49-44.49-38.21-38.21-38.21-38.2126.5826.5826.5826.5826.5826.5826.5826.5826.5826.587.007.00-38.21-38.21-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-44.49, 53.49] · μ 1.221 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=9.9830 · σ=5.3927 · range [1.9105, 18.5820] · R²=0.150 RISING +50.00%σ EXTREME 54.02%LAST 5.731518.582014.414110.24626.07841.9105μ = 9.9830max 18.5820min 1.9105dataMA(3)OLS R²=0.15μ lineμ ± σ bandmaxmin
latest 5.73% · range [1.91%, 18.58%] · μ 9.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.076 · σ=0.219CLOSE TO MARTINGALELAST -0.233 (-0.72σ vs μ)0.4030.2020.000-0.202-0.403μ = -0.076-0.033-0.0330.3030.3030.0230.0230.1280.1280.2150.2150.2090.2090.0370.037-0.138-0.1380.0990.099-0.033-0.033-0.033-0.033-0.242-0.242-0.371-0.371-0.371-0.371-0.371-0.371-0.403-0.403-0.001-0.001-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
34.4747
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
4.9758
p-VALUE (log scale)
0.4195
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
-2.3713
p-VALUE (log scale)
0.1584
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.3638
p-VALUE (log scale)
0.7160
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0862
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.1040
p-VALUE (log scale)
0.9172
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.032 ≈ 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).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=1.10e-6 · top T=6.00h (22.2%) · top-3 cover 59.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.9e-62.2e-61.5e-67.4e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.02e-8 · 0.2% energyperiod 24.0 · power 2.02e-8 · 0.2% energyperiod 12.0 · power 2.19e-6 · 16.5% energyperiod 12.0 · power 2.19e-6 · 16.5% energyperiod 8.0 · power 3.35e-7 · 2.5% energyperiod 8.0 · power 3.35e-7 · 2.5% energyperiod 6.0 · power 2.95e-6 · 22.2% energyperiod 6.0 · power 2.95e-6 · 22.2% energyperiod 4.8 · power 1.92e-6 · 14.5% energyperiod 4.8 · power 1.92e-6 · 14.5% energyperiod 4.0 · power 6.77e-7 · 5.1% energyperiod 4.0 · power 6.77e-7 · 5.1% energyperiod 3.4 · power 2.72e-6 · 20.6% energyperiod 3.4 · power 2.72e-6 · 20.6% energyperiod 3.0 · power 6.35e-7 · 4.8% energyperiod 3.0 · power 6.35e-7 · 4.8% energyperiod 2.7 · power 3.94e-7 · 3.0% energyperiod 2.7 · power 3.94e-7 · 3.0% energyperiod 2.4 · power 3.51e-7 · 2.6% energyperiod 2.4 · power 3.51e-7 · 2.6% energyperiod 2.2 · power 7.96e-7 · 6.0% energyperiod 2.2 · power 7.96e-7 · 6.0% energyperiod 2.0 · power 2.60e-7 · 2.0% energyperiod 2.0 · power 2.60e-7 · 2.0% energy50% by T=4.8h#1 dominantT=6.00h#2T=3.43h#3T=12.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← 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 ≈ 6.00h (freq 0.167) · concentrates 22.2% of total energy · Σ|X̂|²/n = 1.325e-5

▸ Depth section using sovereign-store price series (542 bars · effective 1753200 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · 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 →

§15 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 1.1 d · σ/bar 0.006pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0020 · n = 542n = 542
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.006pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move1d
0.03pp
σ × √25.49072888888889
Terminal variancebinary
0.0020
p(1−p) at resolution
Current pricep
0.2¢
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.

§16 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.00n = 542
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
42.9pp
peak 0.4¢ → trough 0.2¢
Median step
0.15pp
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.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
0.2%
= price
Decimal oddsEU
500.000
total return per $1
AmericanUS
+49900
$100 wins $49900
FractionalUK
499.00 / 1
profit per $1 risked
Profit per $100stake
+$49900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.2%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.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.021 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.021 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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.

§19 · 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

Upstream (snapshot)
gamma-api.polymarket.com
Upstream (history)
clob.polymarket.com
YES token ID
61477801831524798796089965987254934417243412974006147429148311989757827359597
NO token ID
340613496372671895707476886213473430604404111701874901576265026766831932235
Snapshot fetched
2026-06-14 22:30:33 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 22:30:33 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
47916678453fa8a750008694b26432ee1711a3bc5b75faa785abd90d087328e3 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Bank of Japan Decision in June?

Market depth

live order book · Polymarket YES
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
0.002000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.759
ask-heavy
Imbalance (top-5)
+0.790
bid-heavy top-of-book

Slippage scenarios

live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.033533157666.64bp0.11900033FILLED
BUY$10.00K0.2133231056615.72bp0.89000065FILLED
BUY$100.00K0.7173543576768.18bp0.99400077FILLED
SELL$1.00K0.0010005000.00bp0.0010001PARTIAL
SELL$10.00K0.0010005000.00bp0.0010001PARTIAL
SELL$100.00K0.0010005000.00bp0.0010001PARTIAL

Risk metrics

sovereign store · 542 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3185.72%
σ per bar = 0.024060
Mean return (annualised)
-181352.75%
μ per bar = -0.001034
Sharpe (rf=0)
-56.93
annualised; risk-free assumed zero
Max drawdown
42.86%
peak 0.00 → trough 0.00 over 177 bars

/api/asset/pm-bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting/risk · same metrics, JSON