POLYMARKET · PREDICTION MARKET · EPSTEIN CLIENT LIST RELEASED BY...?
Epstein client list released by June 30?
1.4¢
98.6¢
▸ Advanced metrics · M2M bundle
polymarket · epstein-client-list-released-by-june-30 · fresh · feed 14s old24h sparkline · 60 pts▼ —
realized vol (ann.)
6.26%
max drawdown
7.14%
sharpe
—
ulcer index
1.84%
RMS drawdown
pain index
0.71%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.28%
cond. drawdown
gain/pain
1.25
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.25
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
1006
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-epstein-client-list-released-by-june-30/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
1.4¢
NO · live
98.6¢
25 ticks · last 1.40¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.106 / 1.00 bits (11%) · informative — one side favoured
YES1.4%1.4¢71.43×▬ +0.00pp
NO98.6%98.6¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 390bp moved · peak 180bp · n=24 ticks
13.5s
1.40¢ (1.40%)
98.60¢ (98.60%)
100.00%
0.000pp
$17.6k
$23.8k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 1.40¢
25 NO observations from clob.polymarket.com · last 98.60¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=10.58)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁3.044right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂10.582leptokurtic · fat tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.50 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.863STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
1.40¢
98.60¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES71.43×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.106 bits (11% of max) · informative — one side strongly favoured
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
⏱ URGENCY · LOWresolves 2026-06-30 00:00 UTC
9days
12hrs
03min
YES →$1.00
NO →$0.00
current: $0.0140 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.747 pp/day
now9.50d left1.747 pp/day×1.00
−25%7.13d left2.017 pp/day×1.15
−50%4.75d left2.470 pp/day×1.41
−75%2.38d left3.493 pp/day×2.00
−90%22.81h left5.523 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
5 up bars · 2 down · best 1.80% · worst -1.70% · typical |Δ| 0.163%
§10 · Equity curve & underwater drawdown
final equity 1.0037 (0.37%) · max DD -1.75% · time-under-water 20/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 38.210 · range [-38.17, 60.42] · μ 27.440 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 1.91% · range [1.91%, 103.66%] · μ 28.54% · σ̂ scaled to annualised (×√8760)
latest -0.033 · |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)
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
127.8672
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
6.6765
p-VALUE (log scale)
0.2449
Dickey-Fuller (τ_μ)
REJECT H₀***H₀: p has a unit root (non-stationary)
STATISTIC
-4.8695
p-VALUE (log scale)
0.0001
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.9115
p-VALUE (log scale)
0.3621
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.1667
p-VALUE (log scale)
0.4149
Variance ratio q=3
REJECT H₀*H₀: Δp is a random walk · VR = 1
STATISTIC
-2.0348
p-VALUE (log scale)
0.0419
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)
dominant period ≈ 2.00h (freq 0.500) · concentrates 16.1% of total energy · Σ|X̂|²/n = 3.357e-4
▸ Depth section using sovereign-store price series (1006 bars · effective 1752616 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
Horizon 9.5 d · σ/bar 0.005pp · expected |Δp| over horizon 0.07ppterminal variance p(1−p) = 0.0138 · n = 1006✓ n = 1006
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.005pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move10d
0.07pp
σ × √228.0537958333333
Terminal variancebinary
0.0138
p(1−p) at resolution
Current pricep
1.4¢
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
VaR₉₅ 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1006
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
7.1pp
peak 1.4¢ → trough 1.3¢
Median step
0.05pp
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
Implied probabilityP
1.4%
= price
Decimal oddsEU
71.429
total return per $1
AmericanUS
+7043
$100 wins $7043
FractionalUK
70.43 / 1
profit per $1 risked
Profit per $100stake
+$7042.86
clean dollar framing
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
Market entropyH(p)
0.106 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.106 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.16 bit
self-information
Surprise · NO−log₂(1−p)
0.02 bit
self-information
Market entropy only — model entropy requires an external q.
§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
108548893345759572446077602443398325305734327289834850738242401844282632332811- NO token ID
111544301587944392125237799589492157464292163290019341852305323169944097587706- Snapshot fetched
- 2026-06-20 11:56:32 UTC
- Snapshot age
- 13.5s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-20 11:56:46 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
ce9e0087e5550745b82348680a4934c42757103e7c976124d991d9325604eda6· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,681HL PERPHYPE-USD perpetual$71.08HL PERPETH-USD perpetual$1,727.3
Also see: /arb opportunities · RSS feed · more in Epstein client list released by...?
Market depth
▸ live order book · Polymarket YESDepth 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
0.014000
(best bid + best ask) / 2
Spread
2857.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.851
ask-heavy
Imbalance (top-5)
+0.526
bid-heavy top-of-book
Slippage 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-epstein-client-list-released-by-june-30/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.130414 | 83153.12bp | 0.370000 | 27 | FILLED |
| BUY | $10.00K | 0.391064 | 269331.29bp | 0.660000 | 48 | FILLED |
| BUY | $100.00K | 0.813475 | 571053.27bp | 0.996000 | 86 | FILLED |
| SELL | $1.00K | 0.001952 | 8605.62bp | 0.001000 | 11 | PARTIAL |
| SELL | $10.00K | 0.001952 | 8605.62bp | 0.001000 | 11 | PARTIAL |
| SELL | $100.00K | 0.001952 | 8605.62bp | 0.001000 | 11 | PARTIAL |
Risk metrics
▸ sovereign store · 1,006 barsperiods/year ≈ 1.75MRealized vol (annualised)
463.54%
σ per bar = 0.003501
Mean return (annualised)
6342.14%
μ per bar = 0.000036
Sharpe (rf=0)
13.68
annualised; risk-free assumed zero
Max drawdown
7.14%
peak 0.01 → trough 0.01 over 79 bars
/api/asset/pm-epstein-client-list-released-by-june-30/risk · same metrics, JSON