POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,900 on June 15?

YES · live
1.1¢
NO · live
98.9¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1900-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
16.94%
max drawdown
12.00%
sharpe
—
ulcer index
9.25%
RMS drawdown
pain index
7.60%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.00%
cond. drawdown
gain/pain
0.63
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.63
upside/downside
roll spread
5.5 bps
implied (price-only)
bars used
475
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1900-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH19ms⏱--:--:-- 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=25 · μ=0.0068 · σ=0.0040 · range [0.0025, 0.0135] · R²=0.423▲ RISING +90.91%σ EXTREME 59.19%LAST 0.01050.01350.01070.00800.00520.0025μ = 0.0068max 0.0135min 0.0025dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.05¢
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=24 · Σ=200 · μ=8.3 · σ=21.6 · CV=2.59BURSTY · concentratedcumulative energy ↗ · 50% by h=170265279105μ = 810550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 200bp moved · peak 105bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
19ms
▲YES mid
1.10¢ (1.10%)
▼NO mid
98.90¢ (98.90%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$26.6k
≋liquidity $
$20.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0068 · σ=0.0040 · range [0.0025, 0.0135] · R²=0.423▲ RISING +90.91%σ EXTREME 59.19%LAST 0.01050.01350.01070.00800.00520.0025μ = 0.0068max 0.0135min 0.0025dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.05¢
NO price · CLOB mid
n=25 · μ=0.9932 · σ=0.0040 · range [0.9865, 0.9975] · R²=0.423▼ FALLING -0.50%σ LOW 0.40%LAST 0.98950.99750.99480.99200.98930.9865μ = 0.9932max 0.9975min 0.9865dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0021 · skew=4.04 (right-skewed) · kurt=15.95 (leptokurtic (fat tails))18149503-0.14ppbin -0.14pp · n=3 · 16.7% peakbin -0.14pp · n=3 · 16.7% peak18-0.01ppbin -0.01pp · n=18 · 100.0% peakbin -0.01pp · n=18 · 100.0% peak20.11ppbin 0.11pp · n=2 · 11.1% peakbin 0.11pp · n=2 · 11.1% peak0.24pp0.36pp0.49pp0.61pp0.74pp0.86pp10.99ppbin 0.99pp · n=1 · 5.6% peakbin 0.99pp · n=1 · 5.6% 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=3.82 · kurt=14.90 · near 7 / mid 13 / far 4 · OLS slope=0.68 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.51σsample ↓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=25RIGHT-SKEWED (G₁=0.63)
μ MEAN0.68¢95% CI: [0.52¢, 0.84¢]
σ STD DEV0.40ppσ² = 0.161 · CV = 59.19%
med MEDIAN0.50¢Q₁ 0.30¢ · Q₃ 1.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.10pp · IQR 0.80pp (1.349σ→0.54pp)
min 0.25¢Q₁ 0.30¢med 0.50¢Q₃ 1.10¢max 1.35¢μ
SKEWNESS · G₁0.630right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.395platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 0.68
range ↔ σconcentrated (range < 4σ)range / σ = 2.74
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=24
ρ(1) AUTOCORR-0.058within white-noise band
ρ(2) AUTOCORR-0.023lag-2 not significant
H · HURST EXPONENT0.681persistent
OLS TREND · t-STAT+4.106significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.681
H = 0.681PERSISTENT
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=1-0.058k=2-0.023k=3-0.061k=4-0.002k=5-0.1390+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|=4.11)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.42high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.11)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 ID2471009
SLUGethereum-above-1900-on-june-15-2026
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 VOLUME26.64k USD 24h
LIQUIDITY20.37k 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 · HIGHresolves 2026-06-15 16:00 UTC
0days
11hrs
41min
11.7 hours·θ = 1.966 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+5.8hRESOLVESP projection · σ=0.40% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.966 pp/day
now11.70h left
1.966 pp/day×1.00
−25%8.77h left
2.270 pp/day×1.15
−50%5.85h left
2.780 pp/day×1.41
−75%2.92h left
3.932 pp/day×2.00
−90%1.17h left
6.217 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 1.05% · worst -0.20% · typical |Δ| 0.08%MILD BULLISH +0.50%BEST+1.05%17hWORST-0.20%10hTYPICAL |Δ|0.08%mean absoluteCUMULATIVE+0.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ -0.03% · Σ -0.25%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final +0.50%+0.80%-0.30%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.20% · 10h-0.20% · 10h-0.20%10h▼ WORST0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.05% · 15h-0.05% · 15h-0.05%15h0.05% · 16h0.05% · 16h0.05%16h1.05% · 17h1.05% · 17h1.05%17h★ BEST-0.05% · 18h-0.05% · 18h-0.05%18h0.00% · 19h0.00% · 19h·19h-0.05% · 20h-0.05% · 20h-0.05%20h0.00% · 21h0.00% · 21h·21h-0.15% · 22h-0.15% · 22h-0.15%22h0.15% · 23h0.15% · 23h0.15%23h-0.20% · 24h-0.20% · 24h-0.20%24hTIME PATTERNUS-led (+1.00%)RUNSup max 2 · down max 1BREADTH13% up · 29% down · 58% flat
3 up bars · 7 down · best 1.05% · worst -0.20% · typical |Δ| 0.083%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.50%FINAL+0.50%MAX DD-0.30%RECOVERYONGOING · 7 barsMAX RUN-UP+0.80%UNDERWATER23/25 (92%)STREAK↘ 1EQUITY CURVE · end 1.0050 · peak 1.0080 · range [0.9970, 1.0080]1.00800.9970break-even = 1★ PEAK 1.0080UNDERWATER DRAWDOWN · max -0.30% · shallow0%-0.30%▼ TROUGH -0.30%TOP DRAWDOWN PERIODS · 2 total#1 -0.30%bar 19-25 · 7 bars · ONGOING#2 -0.30%bar 2-17 · 16 bars · recoveredDD SEVERITYshallow (max -0.30%)RECOVERYongoing · 7 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 1.0050 (0.50%) · max DD -0.30% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −9 (32% positive) · μ=-6.21 · σ=32.37UNPROFITABLE STRATEGYLAST -31.41 (-0.78σ vs μ)48.6824.340.00-24.34-48.68μ = -6.21-38.21-38.210.000.000.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-48.68-48.680.000.0038.1138.1135.9135.9135.9135.9133.7833.7835.9135.9127.5827.58-15.87-15.87-31.41-31.41v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -31.408 · range [-48.68, 38.11] · μ -6.211 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=16.6836 · σ=17.2350 · range [0.0000, 42.3424] · R²=0.441▲ RISING +508.28%σ EXTREME 103.30%LAST 11.621142.342431.756821.171210.58560.0000μ = 16.6836max 42.3424min 0.0000dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 11.62% · range [0.00%, 42.34%] · μ 16.68% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.194 · σ=0.205MEAN-REVERSIONLAST -0.731 (-2.62σ vs μ)0.7310.3650.000-0.365-0.731μ = -0.194-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.054-0.054-0.500-0.5000.0210.021-0.218-0.218-0.209-0.209-0.201-0.201-0.197-0.197-0.056-0.056-0.540-0.540-0.731-0.731v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.731 · |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
421.9508
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
0.8524
p-VALUE (log scale)
0.9714
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
-1.2510
p-VALUE (log scale)
0.6495
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
-0.1637
p-VALUE (log scale)
0.8700
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5207
p-VALUE (log scale)
0.0370
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
-0.0986
p-VALUE (log scale)
0.9214
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.970 ≈ 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=5.62e-6 · top T=2.00h (17.8%) · top-3 cover 43.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.2e-59.0e-66.0e-63.0e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.71e-6 · 7.0% energyperiod 24.0 · power 4.71e-6 · 7.0% energyperiod 12.0 · power 7.93e-6 · 11.7% energyperiod 12.0 · power 7.93e-6 · 11.7% energyperiod 8.0 · power 3.11e-6 · 4.6% energyperiod 8.0 · power 3.11e-6 · 4.6% energyperiod 6.0 · power 4.39e-6 · 6.5% energyperiod 6.0 · power 4.39e-6 · 6.5% energyperiod 4.8 · power 8.17e-6 · 12.1% energyperiod 4.8 · power 8.17e-6 · 12.1% energyperiod 4.0 · power 3.54e-6 · 5.2% energyperiod 4.0 · power 3.54e-6 · 5.2% energyperiod 3.4 · power 3.37e-6 · 5.0% energyperiod 3.4 · power 3.37e-6 · 5.0% energyperiod 3.0 · power 9.07e-6 · 13.4% energyperiod 3.0 · power 9.07e-6 · 13.4% energyperiod 2.7 · power 5.47e-6 · 8.1% energyperiod 2.7 · power 5.47e-6 · 8.1% energyperiod 2.4 · power 1.03e-6 · 1.5% energyperiod 2.4 · power 1.03e-6 · 1.5% energyperiod 2.2 · power 4.66e-6 · 6.9% energyperiod 2.2 · power 4.66e-6 · 6.9% energyperiod 2.0 · power 1.20e-5 · 17.8% energyperiod 2.0 · power 1.20e-5 · 17.8% energy50% by T=3.4h#1 dominantT=2.00h#2T=3.00h#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 ≈ 2.00h (freq 0.500) · concentrates 17.8% of total energy · Σ|X̂|²/n = 6.750e-5

▸ Depth section using sovereign-store price series (475 bars · effective 1753297 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 0.5 d · σ/bar 0.013pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0109 · n = 475✓ n = 475
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.013pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move0d
0.04pp
σ × √11.699759166666666
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 475
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
12.0pp
peak 1.3¢ → trough 1.1¢
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
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
109370313021697982853372480828809958534267377589834912103038306188825499353591
NO token ID
41083603442597365175240532279627542523319931059142770358548548397544996594655
Snapshot fetched
2026-06-15 04:18:00 UTC
Snapshot age
19ms
History points
25 CLOB mids
Page rendered
2026-06-15 04:18:00 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
566e920d40bfcaaf93858c5ae473493dd1570700817bd57263bed85a6d8243c1 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSweden99.8¢HL PREDSpain91.6¢HL PREDUruguay66.0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?82¢POLYMARKETWill Sweden win on 2026-06-14?100¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,700.5HL PERPETH-USD perpetual$1,719.05HL PERPHYPE-USD perpetual$65.48

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
952.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.748
ask-heavy
Imbalance (top-5)
+0.522
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-1900-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06637853217.07bp0.51100026FILLED
BUY$10.00K0.364417337063.99bp0.77900034FILLED
BUY$100.00K0.822238773083.66bp0.99900045PARTIAL
SELL$1.00K0.0026757452.43bp0.0010008PARTIAL
SELL$10.00K0.0026757452.43bp0.0010008PARTIAL
SELL$100.00K0.0026757452.43bp0.0010008PARTIAL

Risk metrics

▸ sovereign store · 475 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1453.92%
σ per bar = 0.010980
Mean return (annualised)
-47284.79%
μ per bar = -0.000270
Sharpe (rf=0)
-32.52
annualised; risk-free assumed zero
Max drawdown
12.00%
peak 0.01 → trough 0.01 over 119 bars

/api/asset/pm-ethereum-above-1900-on-june-15-2026/risk · same metrics, JSON