POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,800 on June 19?

YES · live
11.5¢
NO · live
88.5¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1800-on-june-19-2026 · fresh · feed 2s old
24h sparkline · 60 pts -51.06%
realized vol (ann.)
354.29%
max drawdown
66.67%
sharpe
ulcer index
41.89%
RMS drawdown
pain index
38.36%
mean drawdown
mod. VaR 95%
0.04%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
65.18%
cond. drawdown
gain/pain
0.81
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.81
upside/downside
roll spread
7.3 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-51.06%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -51.06%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1800-on-june-19-2026/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
11.5¢
NO · live
88.5¢
YES price · live 24h
n=24 · μ=0.1946 · σ=0.0897 · range [0.0850, 0.4100] · R²=0.619 FALLING -61.40%σ EXTREME 46.12%LAST 0.11000.41000.32870.24750.16630.0850μ = 0.1946max 0.4100min 0.0850dataMA(4)OLS R²=0.62μ lineμ ± σ bandmaxminlive endpoint
24 ticks · last 11.00¢
YES / NO split · live
YES 11.5%NO 88.5%NO88.5%88.50¢ · odds 1/1.13
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.515 / 1.00 bits (51%) · moderate uncertainty
YES
11.5%11.5¢8.70× +0.00pp
NO
88.5%88.5¢1.13× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=23 · Σ=8,050 · μ=350.0 · σ=401.4 · CV=1.15BURSTY · concentratedcumulative energy ↗ · 50% by h=704509001,3501,800μ = 3501,80050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 8050bp moved · peak 1800bp · n=23 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.5s
YES mid
11.50¢ (11.50%)
NO mid
88.50¢ (88.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$33.2k
liquidity $
$12.2k
history points
24 ticks (live)

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

YES price · CLOB mid
n=24 · μ=0.1946 · σ=0.0897 · range [0.0850, 0.4100] · R²=0.619 FALLING -61.40%σ EXTREME 46.12%LAST 0.11000.41000.32870.24750.16630.0850μ = 0.1946max 0.4100min 0.0850dataMA(4)OLS R²=0.62μ lineμ ± σ bandmaxmin
24 YES observations from clob.polymarket.com · last 11.00¢
NO price · CLOB mid
n=24 · μ=0.8052 · σ=0.0903 · range [0.5850, 0.9150] · R²=0.615 RISING +24.48%σ HIGH 11.21%LAST 0.89000.91500.83250.75000.66750.5850μ = 0.8052max 0.9150min 0.5850dataMA(4)OLS R²=0.62μ lineμ ± σ bandmaxmin
24 NO observations from clob.polymarket.com · last 89.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=23 · 10 bins · μ=-0.0065 · σ=0.0489 · skew=-1.27 (left-skewed) · kurt=2.80 (leptokurtic (fat tails))754201-16.70ppbin -16.70pp · n=1 · 14.3% peakbin -16.70pp · n=1 · 14.3% peak-14.10pp-11.50pp-8.90pp2-6.30ppbin -6.30pp · n=2 · 28.6% peakbin -6.30pp · n=2 · 28.6% peak3-3.70ppbin -3.70pp · n=3 · 42.9% peakbin -3.70pp · n=3 · 42.9% peak7-1.10ppbin -1.10pp · n=7 · 100.0% peakbin -1.10pp · n=7 · 100.0% peak51.50ppbin 1.50pp · n=5 · 71.4% peakbin 1.50pp · n=5 · 71.4% peak34.10ppbin 4.10pp · n=3 · 42.9% peakbin 4.10pp · n=3 · 42.9% peak26.70ppbin 6.70pp · n=2 · 28.6% peakbin 6.70pp · n=2 · 28.6% 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=-1.21 · kurt=3.19 · near 15 / mid 7 / far 1 · OLS slope=0.96 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=0.84)
μ MEAN19.46¢95% CI: [15.87¢, 23.05¢]
σ STD DEV8.97ppσ² = 80.520 · CV = 46.12%
med MEDIAN16.50¢Q₁ 13.38¢ · Q₃ 26.13¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 8.50¢Q₁ 13.38¢med 16.50¢Q₃ 26.13¢max 41.00¢μ
SKEWNESS · G₁0.841right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.532mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRconsistent with normalratio = 0.95
range ↔ σconcentrated (range < 4σ)range / σ = 3.62
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-0.020within white-noise band
ρ(2) AUTOCORR-0.126lag-2 not significant
H · HURST EXPONENT0.901strongly persistent
OLS TREND · t-STAT-5.976significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.901STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.020k=2-0.126k=3-0.051k=4-0.455k=5+0.0170+1−1+0.420.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=23from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.98)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 ID2518183
SLUGethereum-above-1800-on-june-19-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES11.50¢implied prob 11.50% · decimal odds 8.70×
COUNTER · NO88.50¢implied prob 88.50% · decimal odds 1.13×
11.50¢
88.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME33.17k USD 24h
LIQUIDITY12.16k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (89¢)|primary − counter| = 0.770 · entropy 0.515 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 11.5%NO 88.5%YES11.5%H = 0.515 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES8.70×(12¢)NO1.13×(89¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.515 bits (51% 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 2026-06-19 16:00 UTC
1days
03hrs
51min
YES$1.00(P = 11.5%)
NO$0.00(P = 88.5%)
current: $0.1150 · expected return per side: $0.89 on YES hit · $0.12 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=8.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 43.960 pp/day
now1.16d left
43.960 pp/day×1.00
−25%20.90h left
50.761 pp/day×1.15
−50%13.93h left
62.169 pp/day×1.41
−75%6.97h left
87.920 pp/day×2.00
−90%2.79h left
139.014 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 8.00% · worst -18.00% · typical |Δ| 3.50%MILD BEARISH -17.50%BEST+8.00%3hWORST-18.00%7hTYPICAL |Δ|3.50%mean absoluteCUMULATIVE-17.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -1.86% · Σ -13.00%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ -0.31% · Σ -2.50%CUMULATIVE Δ PATH · final -17.50%+12.50%-20.00%-0.50% · 1h-0.50% · 1h-0.50%1h-2.50% · 2h-2.50% · 2h-2.50%2h8.00% · 3h8.00% · 3h8.00%3h★ BEST-0.50% · 4h-0.50% · 4h-0.50%4h8.00% · 5h8.00% · 5h8.00%5h-7.50% · 6h-7.50% · 6h-7.50%6h-18.00% · 7h-18.00% · 7h-18.00%7h▼ WORST3.50% · 8h3.50% · 8h3.50%8h-4.00% · 9h-4.00% · 9h-4.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h3.50% · 11h3.50% · 11h3.50%11h0.50% · 12h0.50% · 12h0.50%12h0.50% · 13h0.50% · 13h0.50%13h0.50% · 14h0.50% · 14h0.50%14h-5.50% · 15h-5.50% · 15h-5.50%15h-4.00% · 16h-4.00% · 16h-4.00%16h-1.00% · 17h-1.00% · 17h-1.00%17h2.00% · 18h2.00% · 18h2.00%18h4.50% · 19h4.50% · 19h4.50%19h-1.00% · 20h-1.00% · 20h-1.00%20h-1.50% · 21h-1.50% · 21h-1.50%21h0.50% · 22h0.50% · 22h0.50%22h-2.00% · 23h-2.00% · 23h-2.00%23hTIME PATTERNEurope-led (+-2.00%)RUNSup max 4 · down max 3BREADTH43% up · 57% down
10 up bars · 13 down · best 8.00% · worst -18.00% · typical |Δ| 3.500%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsSEVERE DRAWDOWN -18.86%FINAL-18.86%MAX DD-29.60%RECOVERYONGOING · 18 barsMAX RUN-UP+12.59%UNDERWATER21/24 (88%)STREAK↘ 1EQUITY CURVE · end 0.8114 · peak 1.1259 · range [0.7926, 1.1259]1.12590.7926break-even = 1★ PEAK 1.1259UNDERWATER DRAWDOWN · max -29.60% · severe0%-29.60%▼ TROUGH -29.60%TOP DRAWDOWN PERIODS · 3 total#1 -29.60%bar 7-24 · 18 bars · ONGOING#2 -2.99%bar 2-3 · 2 bars · recovered#3 -0.50%bar 5-5 · 1 bars · recoveredDD SEVERITYsevere (max -29.60%)RECOVERYongoing · 18 barsTIME UNDER WATER88% of session · 21/24 bars
final equity 0.8114 (-18.86%) · max DD -29.60% · time-under-water 21/24 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=-9.36 · σ=34.43MIXED EDGELAST 3.56 (+0.38σ vs μ)65.2632.630.00-32.63-65.26μ = -9.3646.0046.0015.1515.15-16.94-16.94-26.66-26.66-33.37-33.37-62.25-62.25-33.79-33.7914.7114.71-3.43-3.4345.5745.57-2.85-2.85-51.21-51.21-65.26-65.26-48.14-48.14-18.12-18.122.882.8821.7421.7434.6134.613.563.56v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 3.557 · range [-65.26, 46.00] · μ -9.359 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=467.0869 · σ=291.7706 · range [153.7921, 1034.3186] · R²=0.513 FALLING -48.27%σ EXTREME 62.47%LAST 246.29861034.3186814.1870594.0553373.9237153.7921μ = 467.0869max 1034.3186min 153.7921dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 246.30% · range [153.79%, 1034.32%] · μ 467.09% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.080 · σ=0.272CLOSE TO MARTINGALELAST -0.165 (-0.31σ vs μ)0.5750.2880.000-0.288-0.575μ = -0.080-0.440-0.440-0.575-0.5750.1290.129-0.123-0.123-0.231-0.231-0.254-0.254-0.291-0.291-0.278-0.2780.0940.094-0.508-0.508-0.008-0.0080.2920.2920.0940.0940.0490.0490.4390.4390.1410.1410.0130.0130.1110.111-0.165-0.165v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.165 · |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
24.3845
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
6.7846
p-VALUE (log scale)
0.2361
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
-1.4468
p-VALUE (log scale)
0.5587
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
0.3023
p-VALUE (log scale)
0.7624
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6677
p-VALUE (log scale)
0.0165
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
0.1210
p-VALUE (log scale)
0.9037
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.025 ≈ 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=2.83e-3 · top T=7.67h (29.5%) · top-3 cover 59.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)9.2e-36.9e-34.6e-32.3e-30.0e+0μ noise floor2× noise (significance)period 23.0 · power 8.67e-4 · 2.8% energyperiod 23.0 · power 8.67e-4 · 2.8% energyperiod 11.5 · power 1.36e-3 · 4.4% energyperiod 11.5 · power 1.36e-3 · 4.4% energyperiod 7.7 · power 9.17e-3 · 29.5% energyperiod 7.7 · power 9.17e-3 · 29.5% energyperiod 5.8 · power 6.29e-4 · 2.0% energyperiod 5.8 · power 6.29e-4 · 2.0% energyperiod 4.6 · power 3.94e-3 · 12.7% energyperiod 4.6 · power 3.94e-3 · 12.7% energyperiod 3.8 · power 4.93e-4 · 1.6% energyperiod 3.8 · power 4.93e-4 · 1.6% energyperiod 3.3 · power 2.15e-3 · 6.9% energyperiod 3.3 · power 2.15e-3 · 6.9% energyperiod 2.9 · power 4.99e-3 · 16.0% energyperiod 2.9 · power 4.99e-3 · 16.0% energyperiod 2.6 · power 4.20e-3 · 13.5% energyperiod 2.6 · power 4.20e-3 · 13.5% energyperiod 2.3 · power 2.84e-3 · 9.1% energyperiod 2.3 · power 2.84e-3 · 9.1% energyperiod 2.1 · power 5.04e-4 · 1.6% energyperiod 2.1 · power 5.04e-4 · 1.6% energy50% by T=4.6h#1 dominantT=7.67h#2T=2.88h#3T=2.56hT=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 29.5% of total energy · Σ|X̂|²/n = 3.115e-2

▸ Depth section using sovereign-store price series (4128 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 1.2 d · σ/bar 0.362pp · expected |Δp| over horizon 1.91ppterminal variance p(1−p) = 0.1018 · n = 4128n = 4128
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.362pp
one-bar volatility · logit-free
Per-day movedaily
1.78pp
σ × √24
Per-horizon move1d
1.91pp
σ × √27.8628525
Terminal variancebinary
0.1018
p(1−p) at resolution
Current pricep
11.5¢
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 0.60pp · ES₉₅ 0.75pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 4128
VaR 95%
0.60pp
1.645·σ (parametric) of Δp
ES 95%
0.75pp
mean of the tail
Max drawdown
83.3pp
peak 42.0¢ → trough 7.0¢
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
11.5%
= price
Decimal oddsEU
8.696
total return per $1
AmericanUS
+770
$100 wins $770
FractionalUK
7.70 / 1
profit per $1 risked
Profit per $100stake
+$769.57
clean dollar framing
-1000-5000+500+1000020406080100you · 11.5%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)
0.515 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.515 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.12 bit
self-information
Surprise · NO−log₂(1−p)
0.18 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
82361018587064810015903701155488913027482673646376403142090409296521869248994
NO token ID
2657279795327696499687784348738877845758263491826121890597261356716770087356
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
5e67e25769f312be00cbc4e19528c8276de64462d1efec676f330f63cd5c335b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.115000
(best bid + best ask) / 2
Spread
2608.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.867
ask-heavy
Imbalance (top-5)
-0.109
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-19-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1434902477.43bp0.65000012FILLED
BUY$10.00K0.51463134750.54bp0.83000018FILLED
BUY$100.00K0.84971863888.48bp0.99000026PARTIAL
SELL$1.00K0.0680904079.10bp0.0100009PARTIAL
SELL$10.00K0.0680904079.10bp0.0100009PARTIAL
SELL$100.00K0.0680904079.10bp0.0100009PARTIAL

Risk metrics

sovereign store · 4,128 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2467.99%
σ per bar = 0.018643
Mean return (annualised)
-30345.86%
μ per bar = -0.000173
Sharpe (rf=0)
-12.30
annualised; risk-free assumed zero
Max drawdown
83.33%
peak 0.42 → trough 0.07 over 2189 bars

/api/asset/pm-ethereum-above-1800-on-june-19-2026/risk · same metrics, JSON