POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,700 on June 20?

YES · live
96.6¢
NO · live
3.4¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1700-on-june-20-2026 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
210.76%
max drawdown
3.06%
sharpe
—
ulcer index
1.30%
RMS drawdown
pain index
0.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.69%
cond. drawdown
gain/pain
1.07
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.07
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
827
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1700-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.3s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ 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
96.6¢
NO · live
3.4¢
YES price · live 24h
n=25 · μ=0.7037 · σ=0.1880 · range [0.4200, 0.9825] · R²=0.872▲ RISING +130.12%σ EXTREME 26.71%LAST 0.96650.98250.84190.70130.56060.4200μ = 0.7037max 0.9825min 0.4200dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 96.65¢
YES / NO split · live
YES 96.6%NO 3.4%YES96.6%96.60¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.214 / 1.00 bits (21%) · informative — one side favoured
YES
96.6%96.6¢1.04×▬ +0.00pp
NO
3.4%3.4¢29.41×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=14,795 · μ=616.5 · σ=482.2 · CV=0.78FADING -39% h/hcumulative energy ↗ · 50% by h=1103507001,0501,400μ = 6161,40050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 14795bp moved · peak 1400bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.3s
▲YES mid
96.60¢ (96.60%)
▼NO mid
3.40¢ (3.40%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$18.4k
≋liquidity $
$11.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7037 · σ=0.1880 · range [0.4200, 0.9825] · R²=0.872▲ RISING +130.12%σ EXTREME 26.71%LAST 0.96650.98250.84190.70130.56060.4200μ = 0.7037max 0.9825min 0.4200dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 96.65¢
NO price · CLOB mid
n=25 · μ=0.2965 · σ=0.1880 · range [0.0175, 0.5800] · R²=0.872▼ FALLING -94.22%σ EXTREME 63.43%LAST 0.03350.58000.43940.29870.15810.0175μ = 0.2965max 0.5800min 0.0175dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 3.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0239 · σ=0.0710 · skew=-0.51 (left-skewed) · kurt=-0.26 (mesokurtic)543102-12.62ppbin -12.62pp · n=2 · 40.0% peakbin -12.62pp · n=2 · 40.0% peak1-9.87ppbin -9.87pp · n=1 · 20.0% peakbin -9.87pp · n=1 · 20.0% peak-7.12pp-4.37pp5-1.62ppbin -1.62pp · n=5 · 100.0% peakbin -1.62pp · n=5 · 100.0% peak41.13ppbin 1.13pp · n=4 · 80.0% peakbin 1.13pp · n=4 · 80.0% peak43.88ppbin 3.88pp · n=4 · 80.0% peakbin 3.88pp · n=4 · 80.0% peak26.63ppbin 6.63pp · n=2 · 40.0% peakbin 6.63pp · n=2 · 40.0% peak29.38ppbin 9.38pp · n=2 · 40.0% peakbin 9.38pp · n=2 · 40.0% peak412.13ppbin 12.13pp · n=4 · 80.0% peakbin 12.13pp · n=4 · 80.0% 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=-0.37 · kurt=-0.32 · near 20 / mid 4 / far 0 · OLS slope=1.00 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.42)
μ MEAN70.37¢95% CI: [63.00¢, 77.74¢]
σ STD DEV18.80ppσ² = 353.391 · CV = 26.71%
med MEDIAN67.50¢Q₁ 54.50¢ · Q₃ 94.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 56.25pp · IQR 40.00pp (1.349σ→25.36pp)
min 42.00¢Q₁ 54.50¢med 67.50¢Q₃ 94.50¢max 98.25¢μ
SKEWNESS · G₁0.273approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.422platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRdiverges from normalratio = 0.63
range ↔ σconcentrated (range < 4σ)range / σ = 2.99
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: MEAN-REVERTING · ρ(1) -0.29 + ADF rejected
ρ(1) AUTOCORR-0.295within white-noise band
ρ(2) AUTOCORR+0.007lag-2 not significant
H · HURST EXPONENT0.889strongly persistent
OLS TREND · t-STAT+12.498significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.889
H = 0.889STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..52 SIGNIFICANT LAGS · k=4,5
k=1-0.295k=2+0.007k=3-0.031k=4 ★-0.450k=5+0.4110+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 @ 1% (|t|=12.50)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.29 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=12.50)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 ID2532325
SLUGethereum-above-1700-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES96.60¢implied prob 96.60% · decimal odds 1.04×
COUNTER · NO3.40¢implied prob 3.40% · decimal odds 29.41×
96.60¢
3.40¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME18.45k USD 24h
LIQUIDITY11.82k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.932 · entropy 0.214 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 96.6%NO 3.4%YES p̂96.6%H = 0.214 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.04×(97¢)NO29.41×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.214 bits (21% 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 2026-06-20 16:00 UTC
0days
04hrs
23min
4.4 hours·θ = 92.094 pp/day
YES →$1.00(P = 96.6%)
NO →$0.00(P = 3.4%)
current: $0.9660 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.2hRESOLVESP projection · σ=18.80% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 92.094 pp/day
now4.39h left
92.094 pp/day×1.00
−25%3.29h left
106.341 pp/day×1.15
−50%2.19h left
130.241 pp/day×1.41
−75%1.10h left
184.189 pp/day×2.00
−90%0.44h left
291.228 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 13.50% · worst -14.00% · typical |Δ| 6.16%BULLISH SESSION +54.65%BEST+13.50%9hWORST-14.00%5hTYPICAL |Δ|6.16%mean absoluteCUMULATIVE+54.65%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +1.79% · Σ +12.50%EUROPE · 08-16 UTCμ +1.00% · Σ +8.00%US · 16-24 UTCμ +4.47% · Σ +35.75%CUMULATIVE Δ PATH · final +54.65%+56.25%0.00%3.50% · 1h3.50% · 1h3.50%1h8.00% · 2h8.00% · 2h8.00%2h4.00% · 3h4.00% · 3h4.00%3h3.00% · 4h3.00% · 4h3.00%4h-14.00% · 5h-14.00% · 5h-14.00%5h▼ WORST10.50% · 6h10.50% · 6h10.50%6h-2.50% · 7h-2.50% · 7h-2.50%7h-2.50% · 8h-2.50% · 8h-2.50%8h13.50% · 9h13.50% · 9h13.50%9h★ BEST-11.50% · 10h-11.50% · 10h-11.50%10h13.50% · 11h13.50% · 11h13.50%11h5.50% · 12h5.50% · 12h5.50%12h-2.50% · 13h-2.50% · 13h-2.50%13h2.50% · 14h2.50% · 14h2.50%14h-10.50% · 15h-10.50% · 15h-10.50%15h7.00% · 16h7.00% · 16h7.00%16h12.00% · 17h12.00% · 17h12.00%17h13.00% · 18h13.00% · 18h13.00%18h1.90% · 19h1.90% · 19h1.90%19h-1.55% · 20h-1.55% · 20h-1.55%20h0.20% · 21h0.20% · 21h0.20%21h2.45% · 22h2.45% · 22h2.45%22h0.75% · 23h0.75% · 23h0.75%23h-1.60% · 24h-1.60% · 24h-1.60%24hTIME PATTERNUS-led (+35.75%)RUNSup max 4 · down max 2BREADTH67% up · 33% down
16 up bars · 8 down · best 13.50% · worst -14.00% · typical |Δ| 6.165%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +60.89%FINAL+60.89%MAX DD-14.00%RECOVERYONGOING · 4 barsMAX RUN-UP+63.51%UNDERWATER12/25 (48%)STREAK↘ 1EQUITY CURVE · end 1.6089 · peak 1.6351 · range [1.0000, 1.6351]1.63511.0000break-even = 1★ PEAK 1.6351UNDERWATER DRAWDOWN · max -14.00% · significant0%-14.00%▼ TROUGH -14.00%TOP DRAWDOWN PERIODS · 5 total#1 -14.00%bar 6-9 · 4 bars · recovered#2 -11.50%bar 11-11 · 1 bars · recovered#3 -10.56%bar 14-17 · 4 bars · recoveredDD SEVERITYsignificant (max -14.00%)RECOVERYongoing · 20 barsTIME UNDER WATER48% of session · 12/25 bars
final equity 1.6089 (60.89%) · max DD -14.00% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=29.23 · σ=23.13PROFITABLE STRATEGYLAST 19.76 (-0.41σ vs μ)82.0541.030.00-41.03-82.05μ = 29.2327.2027.2015.9415.94-2.82-2.8212.4912.49-9.06-9.0631.3531.3525.0425.0425.0425.0433.9333.93-4.85-4.8529.1429.1427.5927.5937.1437.1446.9546.9538.1738.1782.0582.0570.0570.0550.3150.3119.7619.76v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 19.758 · range [-9.06, 82.05] · μ 29.232 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=781.6185 · σ=207.5566 · range [158.8748, 1047.4335] · R²=0.478▼ FALLING -80.27%σ EXTREME 26.55%LAST 158.87481047.4335825.2939603.1542381.0145158.8748μ = 781.6185max 1047.4335min 158.8748dataMA(3)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 158.87% · range [158.87%, 1047.43%] · μ 781.62% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.218 · σ=0.382MEAN-REVERSIONLAST -0.203 (+0.04σ vs μ)0.6980.3490.000-0.349-0.698μ = -0.218-0.340-0.340-0.461-0.461-0.576-0.576-0.467-0.467-0.538-0.538-0.670-0.670-0.615-0.615-0.698-0.698-0.614-0.614-0.253-0.253-0.114-0.114-0.105-0.1050.2000.2000.1440.1440.1290.1290.4940.4940.4780.4780.0560.056-0.203-0.203v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.203 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.6238
p-VALUE (log scale)
0.7321
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
14.2468
p-VALUE (log scale)
0.0142
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-1.0827
p-VALUE (log scale)
0.7212
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
1.1020
p-VALUE (log scale)
0.2705
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8700
p-VALUE (log scale)
0.0048
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.1677
p-VALUE (log scale)
0.2429
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.645 ≈ 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=5.55e-3 · top T=2.40h (28.8%) · top-3 cover 68.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-21.4e-29.6e-34.8e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.09e-3 · 1.6% energyperiod 24.0 · power 1.09e-3 · 1.6% energyperiod 12.0 · power 1.81e-4 · 0.3% energyperiod 12.0 · power 1.81e-4 · 0.3% energyperiod 8.0 · power 9.92e-3 · 14.9% energyperiod 8.0 · power 9.92e-3 · 14.9% energyperiod 6.0 · power 2.30e-3 · 3.4% energyperiod 6.0 · power 2.30e-3 · 3.4% energyperiod 4.8 · power 1.06e-2 · 15.9% energyperiod 4.8 · power 1.06e-2 · 15.9% energyperiod 4.0 · power 1.08e-3 · 1.6% energyperiod 4.0 · power 1.08e-3 · 1.6% energyperiod 3.4 · power 2.20e-4 · 0.3% energyperiod 3.4 · power 2.20e-4 · 0.3% energyperiod 3.0 · power 3.46e-3 · 5.2% energyperiod 3.0 · power 3.46e-3 · 5.2% energyperiod 2.7 · power 1.60e-2 · 24.0% energyperiod 2.7 · power 1.60e-2 · 24.0% energyperiod 2.4 · power 1.92e-2 · 28.8% energyperiod 2.4 · power 1.92e-2 · 28.8% energyperiod 2.2 · power 1.74e-3 · 2.6% energyperiod 2.2 · power 1.74e-3 · 2.6% energyperiod 2.0 · power 9.31e-4 · 1.4% energyperiod 2.0 · power 9.31e-4 · 1.4% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#3T=4.80hT=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 ≈ 2.40h (freq 0.417) · concentrates 28.8% of total energy · Σ|X̂|²/n = 6.659e-2

▸ Depth section using sovereign-store price series (827 bars · effective 1752810 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 0.159pp · expected |Δp| over horizon 0.39ppterminal variance p(1−p) = 0.0328 · n = 827✓ n = 827
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.159pp
one-bar volatility · logit-free
Per-day movedaily
0.78pp
σ × √24
Per-horizon move0d
0.39pp
σ × √6
Terminal variancebinary
0.0328
p(1−p) at resolution
Current pricep
96.6¢
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 0.26pp · ES₉₅ 0.33pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.04✓ n = 827
VaR 95%
0.26pp
1.645·σ (parametric) of Δp
ES 95%
0.33pp
mean of the tail
Max drawdown
3.1pp
peak 96.4¢ → trough 93.5¢
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
96.6%
= price
Decimal oddsEU
1.035
total return per $1
AmericanUS
-2841
risk $2841 to win $100
FractionalUK
0.04 / 1
profit per $1 risked
Profit per $100stake
+$3.52
clean dollar framing
-1000-5000+500+1000020406080100you · 96.6%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)
0.214 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.214 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.05 bit
self-information
Surprise · NO−log₂(1−p)
4.88 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
16386930303856799695363465788163914586693118973404003030584235203787483516642
NO token ID
14463846180189590627389684860744434958165102102026637691954993858921066889498
Snapshot fetched
2026-06-20 11:36:26 UTC
Snapshot age
10.3s
History points
25 CLOB mids
Page rendered
2026-06-20 11:36:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d396ac62fa01560e93f55ee05a0b806085c7487e3abe8ed0a013cb825c372a4b · 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?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,676HL PERPHYPE-USD perpetual$70.82HL PERPETH-USD perpetual$1,726.3

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
0.967000
(best bid + best ask) / 2
Spread
310.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.729
bid-heavy
Imbalance (top-5)
+0.652
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-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.985541191.73bp0.9900006FILLED
BUY$10.00K0.993430273.32bp0.99900010FILLED
BUY$100.00K0.995289292.54bp0.99900010PARTIAL
SELL$1.00K0.949078185.34bp0.9490004FILLED
SELL$10.00K0.7961911766.38bp0.33000021FILLED
SELL$100.00K0.1626898317.59bp0.00100042PARTIAL

Risk metrics

▸ sovereign store · 827 barsperiods/year ≈ 1.75M
Realized vol (annualised)
220.22%
σ per bar = 0.001663
Mean return (annualised)
1653.98%
μ per bar = 0.000009
Sharpe (rf=0)
7.51
annualised; risk-free assumed zero
Max drawdown
3.06%
peak 0.96 → trough 0.93 over 116 bars

/api/asset/pm-ethereum-above-1700-on-june-20-2026/risk · same metrics, JSON