POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,700 on June 18?

YES · live
95.2¢
NO · live
4.8¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1700-on-june-18-2026 · fresh · feed 7s old
24h sparkline · 60 pts▲ 7.94%
realized vol (ann.)
356.63%
max drawdown
16.75%
sharpe
—
ulcer index
6.40%
RMS drawdown
pain index
4.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
14.88%
cond. drawdown
gain/pain
1.03
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.03
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
7.94%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +7.94%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1700-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.5s⏱--:--:-- 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
95.2¢
NO · live
4.8¢
YES price · live 24h
n=25 · μ=0.8956 · σ=0.0522 · range [0.7640, 0.9495] · R²=0.195▲ RISING +13.99%σ HIGH 5.83%LAST 0.94950.94950.90310.85680.81040.7640μ = 0.8956max 0.9495min 0.7640dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 94.95¢
YES / NO split · live
YES 95.2%NO 4.8%YES95.2%95.20¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.278 / 1.00 bits (28%) · informative — one side favoured
YES
95.2%95.2¢1.05×▬ +0.00pp
NO
4.8%4.8¢20.83×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,105 · μ=337.7 · σ=358.7 · CV=1.06BURSTY · concentratedcumulative energy ↗ · 50% by h=803867721,1591,545μ = 3381,54550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8105bp moved · peak 1545bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.5s
▲YES mid
95.20¢ (95.20%)
▼NO mid
4.80¢ (4.80%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$76.4k
≋liquidity $
$13.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8956 · σ=0.0522 · range [0.7640, 0.9495] · R²=0.195▲ RISING +13.99%σ HIGH 5.83%LAST 0.94950.94950.90310.85680.81040.7640μ = 0.8956max 0.9495min 0.7640dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 94.95¢
NO price · CLOB mid
n=25 · μ=0.1046 · σ=0.0521 · range [0.0515, 0.2360] · R²=0.194▼ FALLING -68.86%σ EXTREME 49.80%LAST 0.05200.23600.18990.14370.09760.0515μ = 0.1046max 0.2360min 0.0515dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 5.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0045 · σ=0.0457 · skew=-1.19 (left-skewed) · kurt=2.44 (leptokurtic (fat tails))975201-14.24ppbin -14.24pp · n=1 · 11.1% peakbin -14.24pp · n=1 · 11.1% peak-11.83pp-9.41pp1-7.00ppbin -7.00pp · n=1 · 11.1% peakbin -7.00pp · n=1 · 11.1% peak1-4.58ppbin -4.58pp · n=1 · 11.1% peakbin -4.58pp · n=1 · 11.1% peak3-2.17ppbin -2.17pp · n=3 · 33.3% peakbin -2.17pp · n=3 · 33.3% peak90.25ppbin 0.25pp · n=9 · 100.0% peakbin 0.25pp · n=9 · 100.0% peak42.66ppbin 2.66pp · n=4 · 44.4% peakbin 2.66pp · n=4 · 44.4% peak35.08ppbin 5.08pp · n=3 · 33.3% peakbin 5.08pp · n=3 · 33.3% peak27.49ppbin 7.49pp · n=2 · 22.2% peakbin 7.49pp · n=2 · 22.2% 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=-1.28 · kurt=2.82 · near 18 / mid 5 / far 1 · OLS slope=0.97 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25LEFT-SKEWED (G₁=-0.76)
μ MEAN89.56¢95% CI: [87.51¢, 91.61¢]
σ STD DEV5.22ppσ² = 27.292 · CV = 5.83%
med MEDIAN91.80¢Q₁ 85.10¢ · Q₃ 93.65¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 18.55pp · IQR 8.55pp (1.349σ→7.05pp)
min 76.40¢Q₁ 85.10¢med 91.80¢Q₃ 93.65¢max 94.95¢μ
SKEWNESS · G₁-0.756left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.618mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.43
σ × 1.349 ↔ IQRconsistent with normalratio = 0.82
range ↔ σconcentrated (range < 4σ)range / σ = 3.55
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-0.121within white-noise band
ρ(2) AUTOCORR-0.009lag-2 not significant
H · HURST EXPONENT1.100strongly persistent
OLS TREND · t-STAT+2.358significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.100
H = 1.100STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.121k=2-0.009k=3-0.114k=4-0.364k=5-0.0740+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.36)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.36)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 ID2506608
SLUGethereum-above-1700-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (95¢)
PRIMARY · YES95.20¢implied prob 95.20% · decimal odds 1.05×
COUNTER · NO4.80¢implied prob 4.80% · decimal odds 20.83×
95.20¢
4.80¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME76.41k USD 24h
LIQUIDITY13.73k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (95¢)|primary − counter| = 0.904 · entropy 0.278 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 95.2%NO 4.8%YES p̂95.2%H = 0.278 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.05×(95¢)NO20.83×(5¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.278 bits (28% 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 · VERY HIGHresolves 2026-06-18 16:00 UTC
0days
03hrs
53min
3.9 hours·θ = 25.593 pp/day
YES →$1.00(P = 95.2%)
NO →$0.00(P = 4.8%)
current: $0.9520 · expected return per side: $0.05 on YES hit · $0.95 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.9hRESOLVESP projection · σ=5.22% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 25.593 pp/day
now3.89h left
25.593 pp/day×1.00
−25%2.92h left
29.552 pp/day×1.15
−50%1.95h left
36.194 pp/day×1.41
−75%0.97h left
51.186 pp/day×2.00
−90%0.39h left
80.932 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 8.70% · worst -15.45% · typical |Δ| 3.38%BULLISH SESSION +11.65%BEST+8.70%8hWORST-15.45%7hTYPICAL |Δ|3.38%mean absoluteCUMULATIVE+11.65%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.99% · Σ -6.90%EUROPE · 08-16 UTCμ +1.86% · Σ +14.90%US · 16-24 UTCμ +0.39% · Σ +3.10%CUMULATIVE Δ PATH · final +11.65%+11.65%-6.90%3.55% · 1h3.55% · 1h3.55%1h-1.65% · 2h-1.65% · 2h-1.65%2h6.60% · 3h6.60% · 3h6.60%3h1.10% · 4h1.10% · 4h1.10%4h1.55% · 5h1.55% · 5h1.55%5h-2.60% · 6h-2.60% · 6h-2.60%6h-15.45% · 7h-15.45% · 7h-15.45%7h▼ WORST8.70% · 8h8.70% · 8h8.70%8h★ BEST-3.40% · 9h-3.40% · 9h-3.40%9h2.80% · 10h2.80% · 10h2.80%10h5.85% · 11h5.85% · 11h5.85%11h2.90% · 12h2.90% · 12h2.90%12h0.15% · 13h0.15% · 13h0.15%13h1.15% · 14h1.15% · 14h1.15%14h-3.25% · 15h-3.25% · 15h-3.25%15h-7.55% · 16h-7.55% · 16h-7.55%16h-0.35% · 17h-0.35% · 17h-0.35%17h5.90% · 18h5.90% · 18h5.90%18h4.35% · 19h4.35% · 19h4.35%19h0.00% · 20h0.00% · 20h·20h0.50% · 21h0.50% · 21h0.50%21h0.70% · 22h0.70% · 22h0.70%22h-0.45% · 23h-0.45% · 23h-0.45%23h0.55% · 24h0.55% · 24h0.55%24hTIME PATTERNEurope-led (+14.90%)RUNSup max 5 · down max 3BREADTH63% up · 33% down · 4% flat
15 up bars · 8 down · best 8.70% · worst -15.45% · typical |Δ| 3.377%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +9.08%FINAL+9.08%MAX DD-17.65%RECOVERYONGOING · 19 barsMAX RUN-UP+11.46%UNDERWATER20/25 (80%)STREAK↗ 1EQUITY CURVE · end 1.0908 · peak 1.1146 · range [0.9179, 1.1146]1.11460.9179break-even = 1★ PEAK 1.1146UNDERWATER DRAWDOWN · max -17.65% · severe0%-17.65%▼ TROUGH -17.65%TOP DRAWDOWN PERIODS · 2 total#1 -17.65%bar 7-25 · 19 bars · ONGOING#2 -1.65%bar 3-3 · 1 bars · recoveredDD SEVERITYsevere (max -17.65%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0908 (9.08%) · max DD -17.65% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=14.76 · σ=32.98MIXED EDGELAST 51.15 (+1.10σ vs μ)66.3433.170.00-33.17-66.34μ = 14.7639.4839.48-21.89-21.89-0.18-0.18-19.71-19.71-16.10-16.10-7.42-7.422.522.5262.6562.6547.3347.3348.8348.83-2.48-2.48-29.10-29.10-13.69-13.690.790.79-2.85-2.859.499.4966.3466.3465.3265.3251.1551.15v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 51.146 · range [-29.10, 66.34] · μ 14.761 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=481.3734 · σ=218.9571 · range [161.2826, 811.7415] · R²=0.443▼ FALLING -49.00%σ EXTREME 45.49%LAST 161.2826811.7415649.1268486.5121323.8974161.2826μ = 481.3734max 811.7415min 161.2826dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 161.28% · range [161.28%, 811.74%] · μ 481.37% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=-0.017 · σ=0.320CLOSE TO MARTINGALELAST -0.122 (-0.33σ vs μ)0.4750.2370.000-0.237-0.475μ = -0.017-0.432-0.4320.1540.154-0.243-0.243-0.445-0.445-0.475-0.475-0.329-0.329-0.381-0.381-0.407-0.4070.0730.0730.2460.2460.3450.3450.1690.1690.1440.1440.3850.3850.4210.4210.1940.1940.0190.0190.3520.352-0.122-0.122v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.122 · |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
22.0439
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
5.0946
p-VALUE (log scale)
0.4050
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
-2.5941
p-VALUE (log scale)
0.0958
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
-0.2055
p-VALUE (log scale)
0.8372
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3000
p-VALUE (log scale)
0.1821
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
-0.3144
p-VALUE (log scale)
0.7533
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.904 ≈ 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=2.38e-3 · top T=8.00h (27.2%) · top-3 cover 55.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.7e-35.8e-33.9e-31.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.27e-4 · 0.8% energyperiod 24.0 · power 2.27e-4 · 0.8% energyperiod 12.0 · power 1.31e-3 · 4.6% energyperiod 12.0 · power 1.31e-3 · 4.6% energyperiod 8.0 · power 7.75e-3 · 27.2% energyperiod 8.0 · power 7.75e-3 · 27.2% energyperiod 6.0 · power 7.01e-5 · 0.2% energyperiod 6.0 · power 7.01e-5 · 0.2% energyperiod 4.8 · power 2.91e-3 · 10.2% energyperiod 4.8 · power 2.91e-3 · 10.2% energyperiod 4.0 · power 8.03e-5 · 0.3% energyperiod 4.0 · power 8.03e-5 · 0.3% energyperiod 3.4 · power 2.79e-3 · 9.8% energyperiod 3.4 · power 2.79e-3 · 9.8% energyperiod 3.0 · power 2.08e-3 · 7.3% energyperiod 3.0 · power 2.08e-3 · 7.3% energyperiod 2.7 · power 3.62e-3 · 12.7% energyperiod 2.7 · power 3.62e-3 · 12.7% energyperiod 2.4 · power 4.36e-3 · 15.3% energyperiod 2.4 · power 4.36e-3 · 15.3% energyperiod 2.2 · power 2.70e-3 · 9.5% energyperiod 2.2 · power 2.70e-3 · 9.5% energyperiod 2.0 · power 6.36e-4 · 2.2% energyperiod 2.0 · power 6.36e-4 · 2.2% energy50% by T=3.4h#1 dominantT=8.00h#2T=2.40h#3T=2.67hT=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 ≈ 8.00h (freq 0.125) · concentrates 27.2% of total energy · Σ|X̂|²/n = 2.852e-2

▸ Depth section using sovereign-store price series (4405 bars · effective 1752421 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 0.3 d · σ/bar 0.290pp · expected |Δp| over horizon 0.71ppterminal variance p(1−p) = 0.0457 · n = 4405✓ n = 4405
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.290pp
one-bar volatility · logit-free
Per-day movedaily
1.42pp
σ × √24
Per-horizon move0d
0.71pp
σ × √6
Terminal variancebinary
0.0457
p(1−p) at resolution
Current pricep
95.2¢
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 0.47pp · ES₉₅ 0.60pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.03✓ n = 4405
VaR 95%
0.47pp
1.645·σ (parametric) of Δp
ES 95%
0.60pp
mean of the tail
Max drawdown
20.8pp
peak 94.5¢ → trough 74.8¢
Median step
0.10pp
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
95.2%
= price
Decimal oddsEU
1.050
total return per $1
AmericanUS
-1983
risk $1983 to win $100
FractionalUK
0.05 / 1
profit per $1 risked
Profit per $100stake
+$5.04
clean dollar framing
-1000-5000+500+1000020406080100you · 95.2%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)
0.278 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.278 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.07 bit
self-information
Surprise · NO−log₂(1−p)
4.38 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
67023072618744034598094815137091443264521022205140538671609591593834174574172
NO token ID
99346235000360982663254377784177252988928816284250763065120735220584215820032
Snapshot fetched
2026-06-18 12:06:24 UTC
Snapshot age
7.5s
History points
25 CLOB mids
Page rendered
2026-06-18 12:06:31 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c98c4608006079c80ac35a33a35c1aa77db0f0075cc43c74b3bdc2dbd40d74a7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,921HL PERPHYPE-USD perpetual$70.8HL PERPETH-USD perpetual$1,742.7

Also see: /arb opportunities · RSS feed · more in Crypto

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
0.948500
(best bid + best ask) / 2
Spread
158.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.678
bid-heavy
Imbalance (top-5)
+0.653
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-ethereum-above-1700-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.95627481.96bp0.9590003FILLED
BUY$10.00K0.990192439.56bp0.99700020FILLED
BUY$100.00K0.994190481.70bp0.99900022PARTIAL
SELL$1.00K0.932843165.07bp0.9320005FILLED
SELL$10.00K0.3808105985.13bp0.12000022FILLED
SELL$100.00K0.1224218709.32bp0.00100033PARTIAL

Risk metrics

▸ sovereign store · 4,405 barsperiods/year ≈ 1.75M
Realized vol (annualised)
444.62%
σ per bar = 0.003359
Mean return (annualised)
3039.00%
μ per bar = 0.000017
Sharpe (rf=0)
6.84
annualised; risk-free assumed zero
Max drawdown
20.85%
peak 0.94 → trough 0.75 over 715 bars

/api/asset/pm-ethereum-above-1700-on-june-18-2026/risk · same metrics, JSON