POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,800 on June 18?

YES · live
1.1¢
NO · live
98.9¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1800-on-june-18-2026 · fresh · feed 2s old
24h sparkline · 60 pts▼ -96.00%
realized vol (ann.)
198.55%
max drawdown
90.00%
sharpe
—
ulcer index
67.57%
RMS drawdown
pain index
63.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
86.52%
cond. drawdown
gain/pain
0.64
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.64
upside/downside
roll spread
24.9 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-96.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -96.00%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1800-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.5s⏱--:--:-- 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
1.1¢
NO · live
98.9¢
YES price · live 24h
n=24 · μ=0.1222 · σ=0.1112 · range [0.0045, 0.4050] · R²=0.673▼ FALLING -98.09%σ EXTREME 91.00%LAST 0.00450.40500.30490.20480.10460.0045μ = 0.1222max 0.4050min 0.0045dataMA(4)OLS R²=0.67μ lineμ ± σ bandmaxminlive endpoint
24 ticks · last 0.45¢
YES / NO split · live
YES 1.1%NO 98.9%NO98.9%98.90¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.087 / 1.00 bits (9%) · informative — one side favoured
YES
1.1%1.1¢90.91×▬ +0.00pp
NO
98.9%98.9¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=23 · Σ=8,085 · μ=351.5 · σ=484.7 · CV=1.38BURSTY · concentratedcumulative energy ↗ · 50% by h=705001,0001,5002,000μ = 3522,00050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 8085bp moved · peak 2000bp · n=23 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.5s
▲YES mid
1.10¢ (1.10%)
▼NO mid
98.90¢ (98.90%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$61.4k
≋liquidity $
$13.9k
◳history points
24 ticks (live)

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

YES price · CLOB mid
n=24 · μ=0.1222 · σ=0.1112 · range [0.0045, 0.4050] · R²=0.673▼ FALLING -98.09%σ EXTREME 91.00%LAST 0.00450.40500.30490.20480.10460.0045μ = 0.1222max 0.4050min 0.0045dataMA(4)OLS R²=0.67μ lineμ ± σ bandmaxmin
24 YES observations from clob.polymarket.com · last 0.45¢
NO price · CLOB mid
n=24 · μ=0.8778 · σ=0.1114 · range [0.5900, 0.9955] · R²=0.670▲ RISING +30.13%σ HIGH 12.69%LAST 0.99550.99550.89410.79280.69140.5900μ = 0.8778max 0.9955min 0.5900dataMA(4)OLS R²=0.67μ lineμ ± σ bandmaxmin
24 NO observations from clob.polymarket.com · last 99.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=23 · 10 bins · μ=-0.0117 · σ=0.0549 · skew=-0.75 (left-skewed) · kurt=2.95 (leptokurtic (fat tails))975201-18.43ppbin -18.43pp · n=1 · 11.1% peakbin -18.43pp · n=1 · 11.1% peak-15.28pp-12.13pp1-8.97ppbin -8.97pp · n=1 · 11.1% peakbin -8.97pp · n=1 · 11.1% peak1-5.82ppbin -5.82pp · n=1 · 11.1% peakbin -5.82pp · n=1 · 11.1% peak8-2.67ppbin -2.67pp · n=8 · 88.9% peakbin -2.67pp · n=8 · 88.9% peak90.48ppbin 0.48pp · n=9 · 100.0% peakbin 0.48pp · n=9 · 100.0% peak13.63ppbin 3.63pp · n=1 · 11.1% peakbin 3.63pp · n=1 · 11.1% peak6.78pp29.93ppbin 9.93pp · n=2 · 22.2% peakbin 9.93pp · n=2 · 22.2% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=23
Q-Q plot · standardised Δp vs N(0,1)
n=23 · skew=-0.99 · kurt=3.62 · near 11 / mid 11 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=24RIGHT-SKEWED (G₁=0.98)
μ MEAN12.22¢95% CI: [7.77¢, 16.67¢]
σ STD DEV11.12ppσ² = 123.624 · CV = 91.00%
med MEDIAN8.75¢Q₁ 3.11¢ · Q₃ 19.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 40.05pp · IQR 16.64pp (1.349σ→15.00pp)
min 0.45¢Q₁ 3.11¢med 8.75¢Q₃ 19.75¢max 40.50¢μ
SKEWNESS · G₁0.978right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.254mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRconsistent with normalratio = 0.90
range ↔ σconcentrated (range < 4σ)range / σ = 3.60
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: INDETERMINATE · weak signal at n=23
ρ(1) AUTOCORR+0.011within white-noise band
ρ(2) AUTOCORR-0.112lag-2 not significant
H · HURST EXPONENT0.548random-walk
OLS TREND · t-STAT-6.735significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.548
H = 0.548RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=4
k=1+0.011k=2-0.112k=3-0.115k=4 ★-0.422k=5+0.0620+1−1+0.42−0.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=6.73)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=23from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.11low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.73)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 ID2506614
SLUGethereum-above-1800-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES1.10¢implied prob 1.10% · decimal odds 90.91×
COUNTER · NO98.90¢implied prob 98.90% · decimal odds 1.01×
1.10¢
98.90¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME61.43k USD 24h
LIQUIDITY13.90k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.978 · entropy 0.087 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 1.1%NO 98.9%YES p̂1.1%H = 0.087 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES90.91×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.087 bits (9% 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
51min
3.9 hours·θ = 54.470 pp/day
YES →$1.00(P = 1.1%)
NO →$0.00(P = 98.9%)
current: $0.0110 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.9hRESOLVESP projection · σ=11.12% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 54.470 pp/day
now3.86h left
54.470 pp/day×1.00
−25%2.90h left
62.896 pp/day×1.15
−50%1.93h left
77.032 pp/day×1.41
−75%0.97h left
108.940 pp/day×2.00
−90%0.39h left
172.249 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=23 bars · best 11.50% · worst -20.00% · typical |Δ| 3.52%BEARISH SESSION -23.05%BEST+11.50%5hWORST-20.00%7hTYPICAL |Δ|3.52%mean absoluteCUMULATIVE-23.05%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ -1.86% · Σ -13.00%EUROPE · 08-16 UTCμ -0.75% · Σ -6.00%US · 16-24 UTCμ -0.51% · Σ -4.05%CUMULATIVE Δ PATH · final -23.05%+17.00%-23.05%-1.50% · 1h-1.50% · 1h-1.50%1h-3.00% · 2h-3.00% · 2h-3.00%2h9.50% · 3h9.50% · 3h9.50%3h0.50% · 4h0.50% · 4h0.50%4h11.50% · 5h11.50% · 5h11.50%5h★ BEST-10.00% · 6h-10.00% · 6h-10.00%6h-20.00% · 7h-20.00% · 7h-20.00%7h▼ WORST2.00% · 8h2.00% · 8h2.00%8h-5.00% · 9h-5.00% · 9h-5.00%9h0.00% · 10h0.00% · 10h·10h2.00% · 11h2.00% · 11h2.00%11h-0.50% · 12h-0.50% · 12h-0.50%12h1.00% · 13h1.00% · 13h1.00%13h-1.50% · 14h-1.50% · 14h-1.50%14h-4.00% · 15h-4.00% · 15h-4.00%15h-1.35% · 16h-1.35% · 16h-1.35%16h-1.10% · 17h-1.10% · 17h-1.10%17h0.25% · 18h0.25% · 18h0.25%18h2.15% · 19h2.15% · 19h2.15%19h-1.45% · 20h-1.45% · 20h-1.45%20h-0.25% · 21h-0.25% · 21h-0.25%21h-0.15% · 22h-0.15% · 22h-0.15%22h-2.15% · 23h-2.15% · 23h-2.15%23hTIME PATTERNUS-led (+-4.05%)RUNSup max 3 · down max 4BREADTH35% up · 61% down · 4% flat
8 up bars · 14 down · best 11.50% · worst -20.00% · typical |Δ| 3.515%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsSEVERE DRAWDOWN -23.92%FINAL-23.92%MAX DD-35.11%RECOVERYONGOING · 18 barsMAX RUN-UP+17.24%UNDERWATER20/24 (83%)STREAK↘ 4EQUITY CURVE · end 0.7608 · peak 1.1724 · range [0.7608, 1.1724]1.17240.7608break-even = 1★ PEAK 1.1724UNDERWATER DRAWDOWN · max -35.11% · severe0%-35.11%▼ TROUGH -35.11%TOP DRAWDOWN PERIODS · 2 total#1 -35.11%bar 7-24 · 18 bars · ONGOING#2 -4.46%bar 2-3 · 2 bars · recoveredDD SEVERITYsevere (max -35.11%)RECOVERYongoing · 18 barsTIME UNDER WATER83% of session · 20/24 bars
final equity 0.7608 (-23.92%) · max DD -35.11% · time-under-water 20/24 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-24.05 · σ=34.78UNPROFITABLE STRATEGYLAST -21.13 (+0.08σ vs μ)93.5946.800.00-46.80-93.59μ = -24.0547.9547.9517.8617.86-11.96-11.96-24.76-24.76-33.75-33.75-70.03-70.03-42.34-42.34-9.81-9.81-17.38-17.3813.8613.86-24.11-24.11-65.29-65.29-73.24-73.24-93.59-93.59-33.54-33.54-18.35-18.35-5.29-5.297.897.89-21.13-21.13v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -21.126 · range [-93.59, 47.95] · μ -24.052 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=460.5927 · σ=405.7171 · range [122.1404, 1245.4626] · R²=0.653▼ FALLING -75.30%σ EXTREME 88.09%LAST 153.42141245.4626964.6320683.8015402.9709122.1404μ = 460.5927max 1245.4626min 122.1404dataMA(3)OLS R²=0.65μ lineμ ± σ bandmaxmin
latest 153.42% · range [122.14%, 1245.46%] · μ 460.59% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.142 · σ=0.221MEAN-REVERSIONLAST -0.299 (-0.71σ vs μ)0.5430.2720.000-0.272-0.543μ = -0.142-0.277-0.277-0.543-0.5430.1360.136-0.032-0.032-0.183-0.183-0.146-0.146-0.233-0.233-0.366-0.366-0.034-0.034-0.485-0.4850.0940.0940.1560.156-0.005-0.0050.0320.0320.2300.230-0.114-0.114-0.302-0.302-0.329-0.329-0.299-0.299v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.299 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
26.9231
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
6.2407
p-VALUE (log scale)
0.2828
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
-1.2563
p-VALUE (log scale)
0.6471
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
-0.0862
p-VALUE (log scale)
0.9313
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7019
p-VALUE (log scale)
0.0134
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.2798
p-VALUE (log scale)
0.7796
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.058 ≈ 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=11 bins · noise floor μ=3.54e-3 · top T=7.67h (24.9%) · top-3 cover 52.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)9.7e-37.3e-34.8e-32.4e-30.0e+0μ noise floor2× noise (significance)period 23.0 · power 1.17e-3 · 3.0% energyperiod 23.0 · power 1.17e-3 · 3.0% energyperiod 11.5 · power 2.59e-3 · 6.7% energyperiod 11.5 · power 2.59e-3 · 6.7% energyperiod 7.7 · power 9.67e-3 · 24.9% energyperiod 7.7 · power 9.67e-3 · 24.9% energyperiod 5.8 · power 3.55e-3 · 9.1% energyperiod 5.8 · power 3.55e-3 · 9.1% energyperiod 4.6 · power 3.80e-3 · 9.8% energyperiod 4.6 · power 3.80e-3 · 9.8% energyperiod 3.8 · power 1.42e-3 · 3.7% energyperiod 3.8 · power 1.42e-3 · 3.7% energyperiod 3.3 · power 2.03e-3 · 5.2% energyperiod 3.3 · power 2.03e-3 · 5.2% energyperiod 2.9 · power 4.50e-3 · 11.6% energyperiod 2.9 · power 4.50e-3 · 11.6% energyperiod 2.6 · power 6.05e-3 · 15.5% energyperiod 2.6 · power 6.05e-3 · 15.5% energyperiod 2.3 · power 3.51e-3 · 9.0% energyperiod 2.3 · power 3.51e-3 · 9.0% energyperiod 2.1 · power 6.08e-4 · 1.6% energyperiod 2.1 · power 6.08e-4 · 1.6% energy50% by T=4.6h#1 dominantT=7.67h#2T=2.56h#3T=2.88hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 7.67h (freq 0.130) · concentrates 24.9% of total energy · Σ|X̂|²/n = 3.890e-2

▸ Depth section using sovereign-store price series (4413 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 0.418pp · expected |Δp| over horizon 1.02ppterminal variance p(1−p) = 0.0109 · n = 4413✓ n = 4413
μ per bar
-0.006pp
average Δp · drift
σ per bar
0.418pp
one-bar volatility · logit-free
Per-day movedaily
2.05pp
σ × √24
Per-horizon move0d
1.02pp
σ × √6
Terminal variancebinary
0.0109
p(1−p) at resolution
Current pricep
1.1¢
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 0.69pp · ES₉₅ 0.87pp · method parametric · drift-correcteddrift -0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 4413
VaR 95%
0.69pp
1.645·σ (parametric) of Δp
ES 95%
0.87pp
mean of the tail
Max drawdown
97.4pp
peak 40.5¢ → trough 1.1¢
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
1.1%
= price
Decimal oddsEU
90.909
total return per $1
AmericanUS
+8991
$100 wins $8991
FractionalUK
89.91 / 1
profit per $1 risked
Profit per $100stake
+$8990.91
clean dollar framing
-1000-5000+500+1000020406080100you · 1.1%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)
0.087 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.087 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.51 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
24682899707779005841518196012097337588269977153806618108628549660019853055006
NO token ID
63022604452133478684513542859324071419529875333196988736433724809629626269242
Snapshot fetched
2026-06-18 12:08:12 UTC
Snapshot age
1.5s
History points
24 CLOB mids
Page rendered
2026-06-18 12:08:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0f05e2e405e3cfbf206bff6f742a592fa7fdfc84c141e6d4563248dacda24bbf · 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$63,931HL PERPHYPE-USD perpetual$70.82HL PERPETH-USD perpetual$1,742.9

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
0.010500
(best bid + best ask) / 2
Spread
10476.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.912
ask-heavy
Imbalance (top-5)
+0.392
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-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.118045102423.43bp0.55000016FILLED
BUY$10.00K0.478410445628.64bp0.84000025FILLED
BUY$100.00K0.856244805470.95bp0.99900037PARTIAL
SELL$1.00K0.0015368536.90bp0.0010005PARTIAL
SELL$10.00K0.0015368536.90bp0.0010005PARTIAL
SELL$100.00K0.0015368536.90bp0.0010005PARTIAL

Risk metrics

▸ sovereign store · 4,413 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4191.37%
σ per bar = 0.031662
Mean return (annualised)
-127851.91%
μ per bar = -0.000730
Sharpe (rf=0)
-30.50
annualised; risk-free assumed zero
Max drawdown
97.41%
peak 0.41 → trough 0.01 over 3555 bars

/api/asset/pm-ethereum-above-1800-on-june-18-2026/risk · same metrics, JSON