POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,800 on June 15?

YES · live
5.9¢
NO · live
94.1¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1800-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
305.73%
max drawdown
42.72%
sharpe
—
ulcer index
27.53%
RMS drawdown
pain index
24.48%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
36.54%
cond. drawdown
gain/pain
0.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.95
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
520
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1800-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
5.9¢
NO · live
94.1¢
YES price · live 24h
n=25 · μ=0.0258 · σ=0.0200 · range [0.0110, 0.0795] · R²=0.279▲ RISING +187.50%σ EXTREME 77.52%LAST 0.05750.07950.06240.04520.02810.0110μ = 0.0258max 0.0795min 0.0110dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.75¢
YES / NO split · live
YES 5.9%NO 94.1%NO94.1%94.10¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.323 / 1.00 bits (32%) · informative — one side favoured
YES
5.9%5.9¢16.95×▬ +0.00pp
NO
94.1%94.1¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,215 · μ=50.6 · σ=138.2 · CV=2.73BURSTY · concentratedcumulative energy ↗ · 50% by h=210171343514685μ = 5168550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1215bp moved · peak 685bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
5.90¢ (5.90%)
▼NO mid
94.10¢ (94.10%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$49.3k
≋liquidity $
$17.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0258 · σ=0.0200 · range [0.0110, 0.0795] · R²=0.279▲ RISING +187.50%σ EXTREME 77.52%LAST 0.05750.07950.06240.04520.02810.0110μ = 0.0258max 0.0795min 0.0110dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.75¢
NO price · CLOB mid
n=25 · μ=0.9742 · σ=0.0200 · range [0.9205, 0.9890] · R²=0.279▼ FALLING -3.83%σ NORMAL 2.05%LAST 0.94250.98900.97190.95470.93760.9205μ = 0.9742max 0.9890min 0.9205dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0023 · σ=0.0135 · skew=4.02 (right-skewed) · kurt=15.85 (leptokurtic (fat tails))17139405-0.70ppbin -0.70pp · n=5 · 29.4% peakbin -0.70pp · n=5 · 29.4% peak170.09ppbin 0.09pp · n=17 · 100.0% peakbin 0.09pp · n=17 · 100.0% peak10.89ppbin 0.89pp · n=1 · 5.9% peakbin 0.89pp · n=1 · 5.9% peak1.68pp2.48pp3.27pp4.07pp4.86pp5.66pp16.45ppbin 6.45pp · n=1 · 5.9% peakbin 6.45pp · n=1 · 5.9% 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=4.17 · kurt=16.71 · near 7 / mid 12 / far 5 · OLS slope=0.64 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.62σsample ↓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=25STRONGLY RIGHT-SKEWED (G₁=1.76)
μ MEAN2.58¢95% CI: [1.79¢, 3.36¢]
σ STD DEV2.00ppσ² = 3.988 · CV = 77.52%
med MEDIAN1.70¢Q₁ 1.55¢ · Q₃ 2.05¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 6.85pp · IQR 0.50pp (1.349σ→2.69pp)
min 1.10¢Q₁ 1.55¢med 1.70¢Q₃ 2.05¢max 7.95¢μ
SKEWNESS · G₁1.760right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.438leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 5.39
range ↔ σconcentrated (range < 4σ)range / σ = 3.43
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.162within white-noise band
ρ(2) AUTOCORR-0.058lag-2 not significant
H · HURST EXPONENT0.947strongly persistent
OLS TREND · t-STAT+2.984significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.947
H = 0.947STRONGLY 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=1-0.162k=2-0.058k=3-0.165k=4-0.011k=5+0.0150+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|=2.98)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.98)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 ID2471004
SLUGethereum-above-1800-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES5.90¢implied prob 5.90% · decimal odds 16.95×
COUNTER · NO94.10¢implied prob 94.10% · decimal odds 1.06×
5.90¢
94.10¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME49.34k USD 24h
LIQUIDITY17.36k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.882 · entropy 0.323 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 5.9%NO 94.1%YES p̂5.9%H = 0.323 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES16.95×(6¢)NO1.06×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.323 bits (32% 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 · HIGHresolves 2026-06-15 16:00 UTC
0days
15hrs
32min
15.5 hours·θ = 9.783 pp/day
YES →$1.00(P = 5.9%)
NO →$0.00(P = 94.1%)
current: $0.0590 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.8hRESOLVESP projection · σ=2.00% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 9.783 pp/day
now15.54h left
9.783 pp/day×1.00
−25%11.65h left
11.297 pp/day×1.15
−50%7.77h left
13.836 pp/day×1.41
−75%3.88h left
19.567 pp/day×2.00
−90%1.55h left
30.938 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 6.85% · worst -1.10% · typical |Δ| 0.51%MILD BULLISH +3.75%BEST+6.85%21hWORST-1.10%24hTYPICAL |Δ|0.51%mean absoluteCUMULATIVE+3.75%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -0.06% · Σ -0.40%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ +0.66% · Σ +5.30%CUMULATIVE Δ PATH · final +3.75%+5.95%-0.90%0.00% · 1h0.00% · 1h·1h0.05% · 2h0.05% · 2h0.05%2h-0.10% · 3h-0.10% · 3h-0.10%3h0.50% · 4h0.50% · 4h0.50%4h0.00% · 5h0.00% · 5h·5h-0.75% · 6h-0.75% · 6h-0.75%6h-0.10% · 7h-0.10% · 7h-0.10%7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.15% · 9h-0.15% · 9h-0.15%9h0.40% · 10h0.40% · 10h0.40%10h0.00% · 11h0.00% · 11h·11h-0.15% · 12h-0.15% · 12h-0.15%12h0.05% · 13h0.05% · 13h0.05%13h-0.15% · 14h-0.15% · 14h-0.15%14h0.00% · 15h0.00% · 15h·15h0.10% · 16h0.10% · 16h0.10%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.45% · 20h-0.45% · 20h-0.45%20h6.85% · 21h6.85% · 21h6.85%21h★ BEST-0.70% · 22h-0.70% · 22h-0.70%22h-0.40% · 23h-0.40% · 23h-0.40%23h-1.10% · 24h-1.10% · 24h-1.10%24h▼ WORSTTIME PATTERNUS-led (+5.30%)RUNSup max 1 · down max 4BREADTH25% up · 50% down · 25% flat
6 up bars · 12 down · best 6.85% · worst -1.10% · typical |Δ| 0.506%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +3.57%FINAL+3.57%MAX DD-2.19%RECOVERYONGOING · 3 barsMAX RUN-UP+5.89%UNDERWATER19/25 (76%)STREAK↘ 3EQUITY CURVE · end 1.0357 · peak 1.0589 · range [0.9910, 1.0589]1.05890.9910break-even = 1★ PEAK 1.0589UNDERWATER DRAWDOWN · max -2.19% · moderate0%-2.19%▼ TROUGH -2.19%TOP DRAWDOWN PERIODS · 3 total#1 -2.19%bar 23-25 · 3 bars · ONGOING#2 -1.35%bar 7-21 · 15 bars · recovered#3 -0.10%bar 4-4 · 1 bars · recoveredDD SEVERITYmoderate (max -2.19%)RECOVERYongoing · 3 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0357 (3.57%) · max DD -2.19% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-6.90 · σ=23.03UNPROFITABLE STRATEGYLAST 21.59 (+1.24σ vs μ)36.5018.250.00-18.25-36.50μ = -6.90-11.63-11.63-15.52-15.52-19.58-19.58-21.49-21.49-27.35-27.35-27.35-27.35-3.74-3.747.647.640.000.0011.5911.59-22.57-22.57-36.50-36.50-16.76-16.76-26.58-26.58-36.13-36.1335.1635.1630.0030.0028.1628.1621.5921.59v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 21.590 · range [-36.50, 35.16] · μ -6.897 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=76.2571 · σ=105.6213 · range [8.2395, 284.0261] · R²=0.414▲ RISING +653.96%σ EXTREME 138.51%LAST 284.0261284.0261215.0795146.132877.18628.2395μ = 76.2571max 284.0261min 8.2395dataMA(3)OLS R²=0.41μ lineμ ± σ bandmaxmin
latest 284.03% · range [8.24%, 284.03%] · μ 76.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.197 · σ=0.167MEAN-REVERSIONLAST -0.247 (-0.30σ vs μ)0.4680.2340.000-0.234-0.468μ = -0.197-0.043-0.043-0.010-0.010-0.008-0.008-0.004-0.004-0.143-0.1430.0390.039-0.211-0.211-0.297-0.297-0.326-0.326-0.046-0.046-0.407-0.407-0.468-0.468-0.468-0.468-0.274-0.274-0.083-0.083-0.090-0.090-0.347-0.347-0.311-0.311-0.247-0.247v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.247 · |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
524.4370
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
1.6236
p-VALUE (log scale)
0.8984
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
-1.4906
p-VALUE (log scale)
0.5378
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
1.6529
p-VALUE (log scale)
0.0983
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3938
p-VALUE (log scale)
0.0798
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
-0.7356
p-VALUE (log scale)
0.4620
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.776 ≈ 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=2.18e-4 · top T=6.00h (12.1%) · top-3 cover 34.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.2e-42.4e-41.6e-47.9e-50.0e+0μ noise floorperiod 24.0 · power 1.10e-4 · 4.2% energyperiod 24.0 · power 1.10e-4 · 4.2% energyperiod 12.0 · power 1.27e-4 · 4.8% energyperiod 12.0 · power 1.27e-4 · 4.8% energyperiod 8.0 · power 1.96e-4 · 7.5% energyperiod 8.0 · power 1.96e-4 · 7.5% energyperiod 6.0 · power 3.18e-4 · 12.1% energyperiod 6.0 · power 3.18e-4 · 12.1% energyperiod 4.8 · power 1.90e-4 · 7.2% energyperiod 4.8 · power 1.90e-4 · 7.2% energyperiod 4.0 · power 2.19e-4 · 8.4% energyperiod 4.0 · power 2.19e-4 · 8.4% energyperiod 3.4 · power 2.47e-4 · 9.4% energyperiod 3.4 · power 2.47e-4 · 9.4% energyperiod 3.0 · power 1.11e-4 · 4.2% energyperiod 3.0 · power 1.11e-4 · 4.2% energyperiod 2.7 · power 2.74e-4 · 10.5% energyperiod 2.7 · power 2.74e-4 · 10.5% energyperiod 2.4 · power 2.49e-4 · 9.5% energyperiod 2.4 · power 2.49e-4 · 9.5% energyperiod 2.2 · power 2.89e-4 · 11.0% energyperiod 2.2 · power 2.89e-4 · 11.0% energyperiod 2.0 · power 2.91e-4 · 11.1% energyperiod 2.0 · power 2.91e-4 · 11.1% energy50% by T=3.4h#1 dominantT=6.00h#2T=2.00h#3T=2.18hT=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 12.1% of total energy · Σ|X̂|²/n = 2.620e-3

▸ Depth section using sovereign-store price series (520 bars · effective 1753103 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 0.6 d · σ/bar 0.231pp · expected |Δp| over horizon 0.91ppterminal variance p(1−p) = 0.0555 · n = 520✓ n = 520
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.231pp
one-bar volatility · logit-free
Per-day movedaily
1.13pp
σ × √24
Per-horizon move1d
0.91pp
σ × √15.539836666666666
Terminal variancebinary
0.0555
p(1−p) at resolution
Current pricep
5.9¢
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 0.38pp · ES₉₅ 0.48pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 520
VaR 95%
0.38pp
1.645·σ (parametric) of Δp
ES 95%
0.48pp
mean of the tail
Max drawdown
42.7pp
peak 10.3¢ → trough 5.9¢
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
5.9%
= price
Decimal oddsEU
16.949
total return per $1
AmericanUS
+1595
$100 wins $1595
FractionalUK
15.95 / 1
profit per $1 risked
Profit per $100stake
+$1594.92
clean dollar framing
-1000-5000+500+1000020406080100you · 5.9%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)
0.323 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.323 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.08 bit
self-information
Surprise · NO−log₂(1−p)
0.09 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
70157659436993854044046932311849719442991346126538747232925674511717196131500
NO token ID
9116361454986051872377604403625349478405380469180866140732971271442744924654
Snapshot fetched
2026-06-15 00:27:36 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:27:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7c0d9313780f7ce0d1645d2be325878e21289bfc4c49f8e05fdd0694a126ae5c · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDDraw100.0¢HL PREDSpain91.3¢HL PREDUruguay65.7¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?84¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,739.5HL PERPETH-USD perpetual$1,726.35HL PERPHYPE-USD perpetual$64.01

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
0.057500
(best bid + best ask) / 2
Spread
869.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.687
ask-heavy
Imbalance (top-5)
+0.244
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-1800-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.12771912212.02bp0.52000023FILLED
BUY$10.00K0.42732864317.95bp0.77900028FILLED
BUY$100.00K0.839711136036.74bp0.99800039FILLED
SELL$1.00K0.0152357350.35bp0.00100023PARTIAL
SELL$10.00K0.0152357350.35bp0.00100023PARTIAL
SELL$100.00K0.0152357350.35bp0.00100023PARTIAL

Risk metrics

▸ sovereign store · 520 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3753.01%
σ per bar = 0.028345
Mean return (annualised)
-14017.97%
μ per bar = -0.000080
Sharpe (rf=0)
-3.74
annualised; risk-free assumed zero
Max drawdown
42.72%
peak 0.10 → trough 0.06 over 467 bars

/api/asset/pm-ethereum-above-1800-on-june-15-2026/risk · same metrics, JSON