POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,800 on June 16?

YES · live
12.7¢
NO · live
87.4¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1800-on-june-16-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
287.00%
max drawdown
29.57%
sharpe
—
ulcer index
21.66%
RMS drawdown
pain index
19.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
29.57%
cond. drawdown
gain/pain
0.46
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.46
upside/downside
roll spread
16.4 bps
implied (price-only)
bars used
243
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1800-on-june-16-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7ms⏱--:--:-- 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
12.7¢
NO · live
87.4¢
YES price · live 24h
n=25 · μ=0.0468 · σ=0.0351 · range [0.0205, 0.1330] · R²=0.210▲ RISING +159.14%σ EXTREME 74.97%LAST 0.12050.13300.10490.07680.04860.0205μ = 0.0468max 0.1330min 0.0205dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 12.05¢
YES / NO split · live
YES 12.7%NO 87.4%NO87.4%87.35¢ · odds 1/1.14
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.548 / 1.00 bits (55%) · moderate uncertainty
YES
12.7%12.7¢7.91×▬ +0.00pp
NO
87.4%87.4¢1.14×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,810 · μ=75.4 · σ=196.5 · CV=2.61BURSTY · concentratedcumulative energy ↗ · 50% by h=210245490735980μ = 7598050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1810bp moved · peak 980bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7ms
▲YES mid
12.65¢ (12.65%)
▼NO mid
87.35¢ (87.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.7k
≋liquidity $
$13.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0468 · σ=0.0351 · range [0.0205, 0.1330] · R²=0.210▲ RISING +159.14%σ EXTREME 74.97%LAST 0.12050.13300.10490.07680.04860.0205μ = 0.0468max 0.1330min 0.0205dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 12.05¢
NO price · CLOB mid
n=25 · μ=0.9532 · σ=0.0351 · range [0.8670, 0.9795] · R²=0.210▼ FALLING -7.76%σ NORMAL 3.68%LAST 0.87950.97950.95140.92330.89510.8670μ = 0.9532max 0.9795min 0.8670dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 87.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0042 · σ=0.0190 · skew=4.10 (right-skewed) · kurt=16.37 (leptokurtic (fat tails))17139406-0.79ppbin -0.79pp · n=6 · 35.3% peakbin -0.79pp · n=6 · 35.3% peak170.32ppbin 0.32pp · n=17 · 100.0% peakbin 0.32pp · n=17 · 100.0% peak1.44pp2.55pp3.67pp4.78pp5.90pp7.01pp8.13pp19.24ppbin 9.24pp · n=1 · 5.9% peakbin 9.24pp · 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=4.12 · kurt=16.44 · near 5 / mid 15 / far 4 · OLS slope=0.66 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.61σsample ↓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=1.53)
μ MEAN4.68¢95% CI: [3.31¢, 6.06¢]
σ STD DEV3.51ppσ² = 12.332 · CV = 74.97%
med MEDIAN3.30¢Q₁ 2.40¢ · Q₃ 4.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.25pp · IQR 2.30pp (1.349σ→4.74pp)
min 2.05¢Q₁ 2.40¢med 3.30¢Q₃ 4.70¢max 13.30¢μ
SKEWNESS · G₁1.531right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.745mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.39
σ × 1.349 ↔ IQRdiverges from normalratio = 2.06
range ↔ σconcentrated (range < 4σ)range / σ = 3.20
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-0.035within white-noise band
ρ(2) AUTOCORR-0.059lag-2 not significant
H · HURST EXPONENT1.044strongly persistent
OLS TREND · t-STAT+2.473significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.044
H = 1.044STRONGLY 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=1-0.035k=2-0.059k=3-0.010k=4-0.002k=5+0.0020+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|=2.47)
−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|=2.47)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 ID2479476
SLUGethereum-above-1800-on-june-16-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (87¢)
PRIMARY · YES12.65¢implied prob 12.65% · decimal odds 7.91×
COUNTER · NO87.35¢implied prob 87.35% · decimal odds 1.14×
12.65¢
87.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.73k USD 24h
LIQUIDITY12.97k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (87¢)|primary − counter| = 0.747 · entropy 0.548 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 12.7%NO 87.4%YES p̂12.7%H = 0.548 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES7.91×(13¢)NO1.14×(87¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.548 bits (55% of max) · moderate uncertainty
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 · MEDIUMresolves 2026-06-16 16:00 UTC
1days
15hrs
32min
1.65 days·θ = 17.204 pp/day
YES →$1.00(P = 12.7%)
NO →$0.00(P = 87.3%)
current: $0.1265 · expected return per side: $0.87 on YES hit · $0.13 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.8dRESOLVESP projection · σ=3.51% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 17.204 pp/day
now1.65d left
17.204 pp/day×1.00
−25%1.24d left
19.866 pp/day×1.15
−50%19.77h left
24.330 pp/day×1.41
−75%9.89h left
34.408 pp/day×2.00
−90%3.95h left
54.404 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 9.80% · worst -1.35% · typical |Δ| 0.75%MILD BULLISH +7.40%BEST+9.80%21hWORST-1.35%6hTYPICAL |Δ|0.75%mean absoluteCUMULATIVE+7.40%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.04% · Σ -0.35%US · 16-24 UTCμ +1.16% · Σ +9.30%CUMULATIVE Δ PATH · final +7.40%+8.65%-2.60%0.05% · 1h0.05% · 1h0.05%1h0.00% · 2h0.00% · 2h·2h-0.05% · 3h-0.05% · 3h-0.05%3h0.20% · 4h0.20% · 4h0.20%4h-0.80% · 5h-0.80% · 5h-0.80%5h-1.35% · 6h-1.35% · 6h-1.35%6h▼ WORST-0.05% · 7h-0.05% · 7h-0.05%7h0.20% · 8h0.20% · 8h0.20%8h0.55% · 9h0.55% · 9h0.55%9h-0.10% · 10h-0.10% · 10h-0.10%10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.90% · 12h-0.90% · 12h-0.90%12h0.05% · 13h0.05% · 13h0.05%13h-0.35% · 14h-0.35% · 14h-0.35%14h0.25% · 15h0.25% · 15h0.25%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.40% · 19h0.40% · 19h0.40%19h0.80% · 20h0.80% · 20h0.80%20h9.80% · 21h9.80% · 21h9.80%21h★ BEST-1.10% · 22h-1.10% · 22h-1.10%22h-0.60% · 23h-0.60% · 23h-0.60%23h0.45% · 24h0.45% · 24h0.45%24hTIME PATTERNUS-led (+9.30%)RUNSup max 3 · down max 3BREADTH42% up · 42% down · 17% flat
10 up bars · 10 down · best 9.80% · worst -1.35% · typical |Δ| 0.754%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +7.16%FINAL+7.16%MAX DD-2.78%RECOVERYONGOING · 16 barsMAX RUN-UP+8.52%UNDERWATER20/25 (80%)STREAK↗ 1EQUITY CURVE · end 1.0716 · peak 1.0852 · range [0.9741, 1.0852]1.08520.9741break-even = 1★ PEAK 1.0852UNDERWATER DRAWDOWN · max -2.78% · moderate0%-2.78%▼ TROUGH -2.78%TOP DRAWDOWN PERIODS · 3 total#1 -2.78%bar 6-21 · 16 bars · recovered#2 -1.69%bar 23-25 · 3 bars · ONGOING#3 -0.05%bar 4-4 · 1 bars · recoveredDD SEVERITYmoderate (max -2.78%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0716 (7.16%) · max DD -2.78% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-8.05 · σ=37.51UNPROFITABLE STRATEGYLAST 37.38 (+1.21σ vs μ)70.6835.340.00-35.34-70.68μ = -8.05-49.69-49.69-53.19-53.19-45.89-45.89-27.11-27.11-34.78-34.78-19.38-19.38-11.40-11.40-8.11-8.11-26.10-26.10-42.68-42.68-38.21-38.21-36.00-36.00-4.03-4.0318.2218.2270.6870.6843.8243.8238.2038.2035.4035.4037.3837.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 37.382 · range [-53.19, 70.68] · μ -8.046 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=115.5508 · σ=139.5418 · range [18.1044, 383.6134] · R²=0.418▲ RISING +564.63%σ EXTREME 120.76%LAST 380.8029383.6134292.2362200.8589109.481718.1044μ = 115.5508max 383.6134min 18.1044dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
latest 380.80% · range [18.10%, 383.61%] · μ 115.55% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=-0.056 · σ=0.281CLOSE TO MARTINGALELAST -0.234 (-0.63σ vs μ)0.5660.2830.000-0.283-0.566μ = -0.0560.3170.3170.0980.0980.1290.1290.2430.2430.3960.3960.0870.0870.1100.1100.0320.032-0.191-0.191-0.449-0.449-0.349-0.349-0.216-0.216-0.566-0.566-0.311-0.3110.3220.3220.0340.034-0.287-0.287-0.235-0.235-0.234-0.234v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.234 · |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
508.5630
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
0.1373
p-VALUE (log scale)
0.9990
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
-0.6680
p-VALUE (log scale)
0.8470
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
0.0000
p-VALUE (log scale)
1.0000
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
0.3404
p-VALUE (log scale)
0.1116
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
-0.0119
p-VALUE (log scale)
0.9905
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.996 ≈ 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=4.41e-4 · top T=6.00h (13.4%) · top-3 cover 34.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)7.1e-45.3e-43.5e-41.8e-40.0e+0μ noise floorperiod 24.0 · power 5.24e-4 · 9.9% energyperiod 24.0 · power 5.24e-4 · 9.9% energyperiod 12.0 · power 4.44e-4 · 8.4% energyperiod 12.0 · power 4.44e-4 · 8.4% energyperiod 8.0 · power 1.78e-4 · 3.4% energyperiod 8.0 · power 1.78e-4 · 3.4% energyperiod 6.0 · power 7.09e-4 · 13.4% energyperiod 6.0 · power 7.09e-4 · 13.4% energyperiod 4.8 · power 2.67e-4 · 5.1% energyperiod 4.8 · power 2.67e-4 · 5.1% energyperiod 4.0 · power 4.52e-4 · 8.5% energyperiod 4.0 · power 4.52e-4 · 8.5% energyperiod 3.4 · power 5.68e-4 · 10.7% energyperiod 3.4 · power 5.68e-4 · 10.7% energyperiod 3.0 · power 3.70e-4 · 7.0% energyperiod 3.0 · power 3.70e-4 · 7.0% energyperiod 2.7 · power 4.84e-4 · 9.1% energyperiod 2.7 · power 4.84e-4 · 9.1% energyperiod 2.4 · power 4.51e-4 · 8.5% energyperiod 2.4 · power 4.51e-4 · 8.5% energyperiod 2.2 · power 2.78e-4 · 5.2% energyperiod 2.2 · power 2.78e-4 · 5.2% energyperiod 2.0 · power 5.70e-4 · 10.8% energyperiod 2.0 · power 5.70e-4 · 10.8% energy50% by T=3.4h#1 dominantT=6.00h#2T=2.00h#3T=3.43hT=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 13.4% of total energy · Σ|X̂|²/n = 5.295e-3

▸ Depth section using sovereign-store price series (243 bars · effective 1753005 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 1.6 d · σ/bar 0.217pp · expected |Δp| over horizon 1.36ppterminal variance p(1−p) = 0.1105 · n = 243✓ n = 243
μ per bar
-0.010pp
average Δp · drift
σ per bar
0.217pp
one-bar volatility · logit-free
Per-day movedaily
1.06pp
σ × √24
Per-horizon move2d
1.36pp
σ × √39.544958333333334
Terminal variancebinary
0.1105
p(1−p) at resolution
Current pricep
12.7¢
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 0.37pp · ES₉₅ 0.46pp · method parametric · drift-correcteddrift -0.010pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.03✓ n = 243
VaR 95%
0.37pp
1.645·σ (parametric) of Δp
ES 95%
0.46pp
mean of the tail
Max drawdown
29.6pp
peak 15.0¢ → trough 10.6¢
Median step
0.50pp
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
12.7%
= price
Decimal oddsEU
7.905
total return per $1
AmericanUS
+691
$100 wins $691
FractionalUK
6.91 / 1
profit per $1 risked
Profit per $100stake
+$690.51
clean dollar framing
-1000-5000+500+1000020406080100you · 12.7%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)
0.548 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.548 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.98 bit
self-information
Surprise · NO−log₂(1−p)
0.20 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
112986338508005103767370071548446894139732695215067102443039441825470261383650
NO token ID
45403519696341314902293335773871396119395096891895448085023906881970311700869
Snapshot fetched
2026-06-15 00:27:18 UTC
Snapshot age
7ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:27:18 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9e7ed8117afe0ef0a19d5ba03af97ac9f0e1fd79bdad4468b4607a12130abf66 · 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$65,732HL PERPETH-USD perpetual$1,725.8HL PERPHYPE-USD perpetual$64

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
0.120500
(best bid + best ask) / 2
Spread
746.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.698
ask-heavy
Imbalance (top-5)
-0.088
ask-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-16-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1562742968.82bp0.49600018FILLED
BUY$10.00K0.52145133273.97bp0.78000028FILLED
BUY$100.00K0.87528262637.51bp0.99900037PARTIAL
SELL$1.00K0.0347057119.91bp0.00100026PARTIAL
SELL$10.00K0.0347057119.91bp0.00100026PARTIAL
SELL$100.00K0.0347057119.91bp0.00100026PARTIAL

Risk metrics

▸ sovereign store · 243 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2225.47%
σ per bar = 0.016809
Mean return (annualised)
-125840.26%
μ per bar = -0.000718
Sharpe (rf=0)
-56.55
annualised; risk-free assumed zero
Max drawdown
29.57%
peak 0.15 → trough 0.11 over 183 bars

/api/asset/pm-ethereum-above-1800-on-june-16-2026/risk · same metrics, JSON