POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,900 on June 18?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1900-on-june-18-2026 · fresh · feed 12s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
10.98%
max drawdown
83.33%
sharpe
—
ulcer index
60.66%
RMS drawdown
pain index
55.98%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
83.33%
cond. drawdown
gain/pain
0.69
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.69
upside/downside
roll spread
19.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1900-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING11.8s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0087 · σ=0.0097 · range [0.0005, 0.0275] · R²=0.715▼ FALLING -83.72%σ EXTREME 111.77%LAST 0.00350.02750.02080.01400.00720.0005μ = 0.0087max 0.0275min 0.0005dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.35¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=450 · μ=18.8 · σ=22.9 · CV=1.22BURSTY · concentratedcumulative energy ↗ · 50% by h=7024487195μ = 199550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 450bp moved · peak 95bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
11.8s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.5k
≋liquidity $
$16.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0087 · σ=0.0097 · range [0.0005, 0.0275] · R²=0.715▼ FALLING -83.72%σ EXTREME 111.77%LAST 0.00350.02750.02080.01400.00720.0005μ = 0.0087max 0.0275min 0.0005dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.35¢
NO price · CLOB mid
n=25 · μ=0.9913 · σ=0.0097 · range [0.9725, 0.9995] · R²=0.715▲ RISING +1.84%σ LOW 0.98%LAST 0.99650.99950.99280.98600.97930.9725μ = 0.9913max 0.9995min 0.9725dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0008 · σ=0.0026 · skew=-0.72 (left-skewed) · kurt=2.62 (leptokurtic (fat tails))1296301-0.87ppbin -0.87pp · n=1 · 8.3% peakbin -0.87pp · n=1 · 8.3% peak-0.71pp1-0.55ppbin -0.55pp · n=1 · 8.3% peakbin -0.55pp · n=1 · 8.3% peak1-0.39ppbin -0.39pp · n=1 · 8.3% peakbin -0.39pp · n=1 · 8.3% peak2-0.23ppbin -0.23pp · n=2 · 16.7% peakbin -0.23pp · n=2 · 16.7% peak12-0.07ppbin -0.07pp · n=12 · 100.0% peakbin -0.07pp · n=12 · 100.0% peak50.09ppbin 0.09pp · n=5 · 41.7% peakbin 0.09pp · n=5 · 41.7% peak10.25ppbin 0.25pp · n=1 · 8.3% peakbin 0.25pp · n=1 · 8.3% peak0.41pp10.57ppbin 0.57pp · n=1 · 8.3% peakbin 0.57pp · n=1 · 8.3% 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=-0.59 · kurt=3.06 · near 16 / 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=25RIGHT-SKEWED (G₁=0.85)
μ MEAN0.87¢95% CI: [0.49¢, 1.25¢]
σ STD DEV0.97ppσ² = 0.946 · CV = 111.77%
med MEDIAN0.30¢Q₁ 0.15¢ · Q₃ 2.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.70pp · IQR 1.85pp (1.349σ→1.31pp)
min 0.05¢Q₁ 0.15¢med 0.30¢Q₃ 2.00¢max 2.75¢μ
SKEWNESS · G₁0.854right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.022platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.59
σ × 1.349 ↔ IQRdiverges from normalratio = 0.71
range ↔ σconcentrated (range < 4σ)range / σ = 2.78
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.380within white-noise band
ρ(2) AUTOCORR+0.086lag-2 not significant
H · HURST EXPONENT0.831strongly persistent
OLS TREND · t-STAT-7.589significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.831
H = 0.831STRONGLY 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+0.380k=2+0.086k=3-0.055k=4-0.237k=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|=7.59)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.59)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 ID2506620
SLUGethereum-above-1900-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.46k USD 24h
LIQUIDITY16.15k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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
53min
3.9 hours·θ = 4.764 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.9hRESOLVESP projection · σ=0.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.764 pp/day
now3.89h left
4.764 pp/day×1.00
−25%2.92h left
5.501 pp/day×1.15
−50%1.95h left
6.737 pp/day×1.41
−75%0.97h left
9.528 pp/day×2.00
−90%0.39h left
15.065 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 0.65% · worst -0.95% · typical |Δ| 0.19%BEARISH SESSION -1.80%BEST+0.65%3hWORST-0.95%7hTYPICAL |Δ|0.19%mean absoluteCUMULATIVE-1.80%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.16% · Σ -1.10%EUROPE · 08-16 UTCμ -0.11% · Σ -0.85%US · 16-24 UTCμ -0.02% · Σ -0.15%CUMULATIVE Δ PATH · final -1.80%+0.60%-2.10%-0.10% · 1h-0.10% · 1h-0.10%1h0.05% · 2h0.05% · 2h0.05%2h0.65% · 3h0.65% · 3h0.65%3h★ BEST0.00% · 4h0.00% · 4h·4h-0.25% · 5h-0.25% · 5h-0.25%5h-0.50% · 6h-0.50% · 6h-0.50%6h-0.95% · 7h-0.95% · 7h-0.95%7h▼ WORST-0.20% · 8h-0.20% · 8h-0.20%8h-0.15% · 9h-0.15% · 9h-0.15%9h-0.35% · 10h-0.35% · 10h-0.35%10h-0.15% · 11h-0.15% · 11h-0.15%11h0.10% · 12h0.10% · 12h0.10%12h0.00% · 13h0.00% · 13h·13h-0.15% · 14h-0.15% · 14h-0.15%14h0.05% · 15h0.05% · 15h0.05%15h-0.05% · 16h-0.05% · 16h-0.05%16h0.00% · 17h0.00% · 17h·17h0.10% · 18h0.10% · 18h0.10%18h-0.15% · 19h-0.15% · 19h-0.15%19h0.10% · 20h0.10% · 20h0.10%20h-0.15% · 21h-0.15% · 21h-0.15%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.30% · 24h0.30% · 24h0.30%24hTIME PATTERNUS-led (+-0.15%)RUNSup max 2 · down max 7BREADTH29% up · 50% down · 21% flat
7 up bars · 12 down · best 0.65% · worst -0.95% · typical |Δ| 0.188%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.79%)FINAL-1.79%MAX DD-2.67%RECOVERYONGOING · 20 barsMAX RUN-UP+0.60%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 0.9821 · peak 1.0060 · range [0.9791, 1.0060]1.00600.9791break-even = 1★ PEAK 1.0060UNDERWATER DRAWDOWN · max -2.67% · moderate0%-2.67%▼ TROUGH -2.67%TOP DRAWDOWN PERIODS · 2 total#1 -2.67%bar 6-25 · 20 bars · ONGOING#2 -0.10%bar 2-3 · 2 bars · recoveredDD SEVERITYmoderate (max -2.67%)RECOVERYongoing · 20 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9821 (-1.79%) · max DD -2.67% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-41.26 · σ=40.37UNPROFITABLE STRATEGYLAST 9.21 (+1.25σ vs μ)126.2063.100.00-63.10-126.20μ = -41.26-6.07-6.07-28.74-28.74-36.63-36.63-94.13-94.13-126.20-126.20-116.00-116.00-74.22-74.22-74.37-74.37-70.98-70.98-46.89-46.89-30.21-30.21-9.06-9.06-9.06-9.06-30.21-30.218.048.04-20.72-20.72-13.86-13.86-13.86-13.869.219.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 9.213 · range [-126.20, 9.21] · μ -41.260 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=20.8102 · σ=13.9994 · range [8.0604, 50.8063] · R²=0.683▼ FALLING -56.10%σ EXTREME 67.27%LAST 15.846850.806340.119829.433318.74698.0604μ = 20.8102max 50.8063min 8.0604dataMA(3)OLS R²=0.68μ lineμ ± σ bandmaxmin
latest 15.85% · range [8.06%, 50.81%] · μ 20.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.159 · σ=0.386CLOSE TO MARTINGALELAST -0.205 (-0.12σ vs μ)0.7680.3840.000-0.384-0.768μ = -0.1590.2190.2190.3990.3990.2770.2770.0940.094-0.017-0.0170.0430.043-0.017-0.0170.2880.2880.2510.2510.0460.046-0.490-0.490-0.305-0.305-0.305-0.305-0.427-0.427-0.674-0.674-0.696-0.696-0.741-0.741-0.768-0.768-0.205-0.205v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.205 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
18.4356
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
6.5911
p-VALUE (log scale)
0.2519
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
-1.2365
p-VALUE (log scale)
0.6562
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
1.0994
p-VALUE (log scale)
0.2716
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7217
p-VALUE (log scale)
0.0116
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.0966
p-VALUE (log scale)
0.0360
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.638 → trending
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=8.04e-6 · top T=12.00h (23.7%) · top-3 cover 56.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.3e-51.7e-51.1e-55.7e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.89e-5 · 19.6% energyperiod 24.0 · power 1.89e-5 · 19.6% energyperiod 12.0 · power 2.29e-5 · 23.7% energyperiod 12.0 · power 2.29e-5 · 23.7% energyperiod 8.0 · power 1.22e-5 · 12.7% energyperiod 8.0 · power 1.22e-5 · 12.7% energyperiod 6.0 · power 4.50e-6 · 4.7% energyperiod 6.0 · power 4.50e-6 · 4.7% energyperiod 4.8 · power 8.12e-6 · 8.4% energyperiod 4.8 · power 8.12e-6 · 8.4% energyperiod 4.0 · power 5.08e-6 · 5.3% energyperiod 4.0 · power 5.08e-6 · 5.3% energyperiod 3.4 · power 1.16e-6 · 1.2% energyperiod 3.4 · power 1.16e-6 · 1.2% energyperiod 3.0 · power 1.25e-5 · 13.0% energyperiod 3.0 · power 1.25e-5 · 13.0% energyperiod 2.7 · power 2.86e-6 · 3.0% energyperiod 2.7 · power 2.86e-6 · 3.0% energyperiod 2.4 · power 6.28e-6 · 6.5% energyperiod 2.4 · power 6.28e-6 · 6.5% energyperiod 2.2 · power 4.67e-7 · 0.5% energyperiod 2.2 · power 4.67e-7 · 0.5% energyperiod 2.0 · power 1.50e-6 · 1.6% energyperiod 2.0 · power 1.50e-6 · 1.6% energy50% by T=8.0h#1 dominantT=12.00h#2T=24.00h#3T=3.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 23.7% of total energy · Σ|X̂|²/n = 9.650e-5

▸ Depth section using sovereign-store price series (3258 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 0.023pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.0005 · n = 3258✓ n = 3258
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.023pp
one-bar volatility · logit-free
Per-day movedaily
0.11pp
σ × √24
Per-horizon move0d
0.06pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 3258
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
97.7pp
peak 2.1¢ → trough 0.1¢
Median step
0.05pp
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
2622596516502345629526008923311298124800428897368346422045422537400727016499
NO token ID
55453256836646016516912025620161350636773920665285314615838668201543580279324
Snapshot fetched
2026-06-18 12:06:06 UTC
Snapshot age
11.8s
History points
25 CLOB mids
Page rendered
2026-06-18 12:06:18 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f9a284f88b6fbccf501e37109028b53c90d9df573a8cc1b7726be4c00ff36023 · 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$63,930HL PERPHYPE-USD perpetual$70.82HL PERPETH-USD perpetual$1,742.7

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-1900-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 3,258 barsperiods/year ≈ 1.75M
Realized vol (annualised)
7237.10%
σ per bar = 0.054669
Mean return (annualised)
-199807.87%
μ per bar = -0.001140
Sharpe (rf=0)
-27.61
annualised; risk-free assumed zero
Max drawdown
97.67%
peak 0.02 → trough 0.00 over 2555 bars

/api/asset/pm-ethereum-above-1900-on-june-18-2026/risk · same metrics, JSON