POLYMARKET · PREDICTION MARKET · BANK OF JAPAN DECISION IN JUNE?
Bank of Japan increases interest rates by 50+ bps after the June 2026 meeting?
▸ Advanced metrics · M2M bundle
polymarket · bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting · fresh · feed 0s old/api/m2m/pm-bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting/bundle · venue execution: polymarket →§1 · 24h price history (YES + NO tokens)
§2 · Distribution of Δp
§3 · Sample moments
§5 · Time-series structure
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
§6 · Microstructure
§7 · Position sizing & edge analysis
§8 · Time decay & θ projection
§9 · Hourly return heatmap
§10 · Equity curve & underwater drawdown
§11 · Rolling-window statistics (w = 6 bars)
§12 · Hypothesis tests (α = 0.05)
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
§13 · Spectral analysis (DFT periodogram)
▸ 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
§16 · Tail risk
§17 · Odds conversion
§18 · Binary entropy
§19 · 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 (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 YESSlippage scenarios
▸ live book walk · Polymarket YESSimulating 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
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.033533 | 157666.64bp | 0.119000 | 33 | FILLED |
| BUY | $10.00K | 0.213323 | 1056615.72bp | 0.890000 | 65 | FILLED |
| BUY | $100.00K | 0.717354 | 3576768.18bp | 0.994000 | 77 | FILLED |
| SELL | $1.00K | 0.001000 | 5000.00bp | 0.001000 | 1 | PARTIAL |
| SELL | $10.00K | 0.001000 | 5000.00bp | 0.001000 | 1 | PARTIAL |
| SELL | $100.00K | 0.001000 | 5000.00bp | 0.001000 | 1 | PARTIAL |
Risk metrics
▸ sovereign store · 542 barsperiods/year ≈ 1.75M/api/asset/pm-bank-of-japan-increases-interest-rates-by-50-bps-after-the-june-2026-meeting/risk · same metrics, JSON