POLYMARKET · PREDICTION MARKET · CRYPTO

Ethereum Up or Down on June 14?

YES · live
6.5¢
NO · live
93.5¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-up-or-down-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
974.68%
max drawdown
87.62%
sharpe
—
ulcer index
43.93%
RMS drawdown
pain index
36.50%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
86.32%
cond. drawdown
gain/pain
0.58
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.58
upside/downside
roll spread
13.1 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-up-or-down-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
6.5¢
NO · live
93.5¢
YES price · live 24h
n=25 · μ=0.4168 · σ=0.1479 · range [0.0200, 0.5850] · R²=0.546▼ FALLING -95.96%σ EXTREME 35.48%LAST 0.02000.58500.44370.30250.16130.0200μ = 0.4168max 0.5850min 0.0200dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.00¢
YES / NO split · live
YES 6.5%NO 93.5%NO93.5%93.50¢ · odds 1/1.07
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.347 / 1.00 bits (35%) · informative — one side favoured
YES
6.5%6.5¢15.38×▬ +0.00pp
NO
93.5%93.5¢1.07×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=13,550 · μ=564.6 · σ=512.8 · CV=0.91BURSTYcumulative energy ↗ · 50% by h=1404138251,2381,650μ = 5651,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 13550bp moved · peak 1650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
6.50¢ (6.50%)
▼NO mid
93.50¢ (93.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$67.3k
≋liquidity $
$21.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4168 · σ=0.1479 · range [0.0200, 0.5850] · R²=0.546▼ FALLING -95.96%σ EXTREME 35.48%LAST 0.02000.58500.44370.30250.16130.0200μ = 0.4168max 0.5850min 0.0200dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.00¢
NO price · CLOB mid
n=25 · μ=0.5836 · σ=0.1479 · range [0.4150, 0.9800] · R²=0.541▲ RISING +94.06%σ EXTREME 25.34%LAST 0.98000.98000.83870.69750.55630.4150μ = 0.5836max 0.9800min 0.4150dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0206 · σ=0.0692 · skew=0.13 (symmetric) · kurt=-0.12 (mesokurtic)543102-14.93ppbin -14.93pp · n=2 · 40.0% peakbin -14.93pp · n=2 · 40.0% peak1-11.78ppbin -11.78pp · n=1 · 20.0% peakbin -11.78pp · n=1 · 20.0% peak2-8.63ppbin -8.63pp · n=2 · 40.0% peakbin -8.63pp · n=2 · 40.0% peak4-5.48ppbin -5.48pp · n=4 · 80.0% peakbin -5.48pp · n=4 · 80.0% peak5-2.33ppbin -2.33pp · n=5 · 100.0% peakbin -2.33pp · n=5 · 100.0% peak50.82ppbin 0.82pp · n=5 · 100.0% peakbin 0.82pp · n=5 · 100.0% peak23.97ppbin 3.97pp · n=2 · 40.0% peakbin 3.97pp · n=2 · 40.0% peak17.12ppbin 7.12pp · n=1 · 20.0% peakbin 7.12pp · n=1 · 20.0% peak110.27ppbin 10.27pp · n=1 · 20.0% peakbin 10.27pp · n=1 · 20.0% peak113.42ppbin 13.42pp · n=1 · 20.0% peakbin 13.42pp · n=1 · 20.0% 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=0.05 · kurt=0.13 · near 23 / mid 1 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25STRONGLY LEFT-SKEWED (G₁=-1.27)
μ MEAN41.68¢95% CI: [35.88¢, 47.48¢]
σ STD DEV14.79ppσ² = 218.727 · CV = 35.48%
med MEDIAN45.50¢Q₁ 38.50¢ · Q₃ 51.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 56.50pp · IQR 13.00pp (1.349σ→19.95pp)
min 2.00¢Q₁ 38.50¢med 45.50¢Q₃ 51.50¢max 58.50¢μ
SKEWNESS · G₁-1.274left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.761mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.26
σ × 1.349 ↔ IQRdiverges from normalratio = 1.53
range ↔ σconcentrated (range < 4σ)range / σ = 3.82
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: MEAN-REVERTING · ρ(1) -0.34 + ADF rejected
ρ(1) AUTOCORR-0.338within white-noise band
ρ(2) AUTOCORR+0.236lag-2 not significant
H · HURST EXPONENT0.886strongly persistent
OLS TREND · t-STAT-5.258significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.886
H = 0.886STRONGLY 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=1-0.338k=2+0.236k=3-0.028k=4+0.167k=5-0.3360+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|=5.26)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.34 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.26)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 ID2518200
SLUGethereum-up-or-down-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES6.50¢implied prob 6.50% · decimal odds 15.38×
COUNTER · NO93.50¢implied prob 93.50% · decimal odds 1.07×
6.50¢
93.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME67.29k USD 24h
LIQUIDITY21.90k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.870 · entropy 0.347 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 6.5%NO 93.5%YES p̂6.5%H = 0.347 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES15.38×(7¢)NO1.07×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.347 bits (35% 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 2026-06-14 16:00 UTC
0days
01hrs
04min
1.1 hours·θ = 72.453 pp/day
YES →$1.00(P = 6.5%)
NO →$0.00(P = 93.5%)
current: $0.0650 · expected return per side: $0.94 on YES hit · $0.07 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.5hRESOLVESP projection · σ=14.79% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 72.453 pp/day
now1.07h left
72.453 pp/day×1.00
−25%0.81h left
83.662 pp/day×1.15
−50%0.54h left
102.464 pp/day×1.41
−75%0.27h left
144.906 pp/day×2.00
−90%0.11h left
229.117 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 15.00% · worst -16.50% · typical |Δ| 5.65%BEARISH SESSION -47.50%BEST+15.00%7hWORST-16.50%20hTYPICAL |Δ|5.65%mean absoluteCUMULATIVE-47.50%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +1.29% · Σ +9.00%EUROPE · 08-16 UTCμ -1.75% · Σ -14.00%US · 16-24 UTCμ -4.38% · Σ -35.00%CUMULATIVE Δ PATH · final -47.50%+9.00%-47.50%8.50% · 1h8.50% · 1h8.50%1h-12.50% · 2h-12.50% · 2h-12.50%2h-3.00% · 3h-3.00% · 3h-3.00%3h5.00% · 4h5.00% · 4h5.00%4h0.00% · 5h0.00% · 5h·5h-4.00% · 6h-4.00% · 6h-4.00%6h15.00% · 7h15.00% · 7h15.00%7h★ BEST-7.00% · 8h-7.00% · 8h-7.00%8h-1.00% · 9h-1.00% · 9h-1.00%9h2.00% · 10h2.00% · 10h2.00%10h4.00% · 11h4.00% · 11h4.00%11h-3.50% · 12h-3.50% · 12h-3.50%12h0.00% · 13h0.00% · 13h·13h-8.50% · 14h-8.50% · 14h-8.50%14h0.00% · 15h0.00% · 15h·15h-5.00% · 16h-5.00% · 16h-5.00%16h-1.00% · 17h-1.00% · 17h-1.00%17h-2.00% · 18h-2.00% · 18h-2.00%18h9.00% · 19h9.00% · 19h9.00%19h-16.50% · 20h-16.50% · 20h-16.50%20h▼ WORST0.50% · 21h0.50% · 21h0.50%21h-16.00% · 22h-16.00% · 22h-16.00%22h-4.00% · 23h-4.00% · 23h-4.00%23h-7.50% · 24h-7.50% · 24h-7.50%24hTIME PATTERNAsia-led (+9.00%)RUNSup max 2 · down max 3BREADTH29% up · 58% down · 13% flat
7 up bars · 14 down · best 15.00% · worst -16.50% · typical |Δ| 5.646%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -42.11%FINAL-42.11%MAX DD-46.64%RECOVERYONGOING · 23 barsMAX RUN-UP+8.50%UNDERWATER23/25 (92%)STREAK↘ 3EQUITY CURVE · end 0.5789 · peak 1.0850 · range [0.5789, 1.0850]1.08500.5789break-even = 1★ PEAK 1.0850UNDERWATER DRAWDOWN · max -46.64% · severe0%-46.64%▼ TROUGH -46.64%TOP DRAWDOWN PERIODS · 1 total#1 -46.64%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsevere (max -46.64%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.5789 (-42.11%) · max DD -46.64% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-22.52 · σ=30.68UNPROFITABLE STRATEGYLAST -54.73 (-1.05σ vs μ)83.5341.760.00-41.76-83.53μ = -22.52-12.68-12.680.840.8411.7411.7415.9715.9710.2310.2318.2018.2019.3819.38-21.83-21.83-24.75-24.75-21.09-21.09-45.96-45.96-83.53-83.53-76.31-76.31-19.84-19.84-29.18-29.18-28.13-28.13-40.48-40.48-45.73-45.73-54.73-54.73v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -54.735 · range [-83.53, 19.38] · μ -22.521 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=648.3376 · σ=213.9890 · range [314.6236, 937.6631] · R²=0.013▲ RISING +33.19%σ EXTREME 33.01%LAST 920.2570937.6631781.9032626.1433470.3835314.6236μ = 648.3376max 937.6631min 314.6236dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 920.26% · range [314.62%, 937.66%] · μ 648.34% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.426 · σ=0.233MEAN-REVERSIONLAST -0.643 (-0.93σ vs μ)0.7880.3940.000-0.394-0.788μ = -0.426-0.350-0.350-0.087-0.087-0.619-0.619-0.541-0.541-0.561-0.561-0.564-0.564-0.360-0.360-0.006-0.006-0.066-0.066-0.152-0.152-0.459-0.459-0.788-0.788-0.711-0.711-0.130-0.130-0.477-0.477-0.579-0.579-0.475-0.475-0.518-0.518-0.643-0.643v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.643 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.2264
p-VALUE (log scale)
0.8930
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
9.2810
p-VALUE (log scale)
0.0973
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
0.3294
p-VALUE (log scale)
0.9790
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
0.8452
p-VALUE (log scale)
0.3980
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
0.6434
p-VALUE (log scale)
0.0187
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
-0.9284
p-VALUE (log scale)
0.3532
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.718 ≈ 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=7.18e-3 · top T=2.00h (51.8%) · top-3 cover 74.2%STRONG CYCLE @ T≈2.0cumulative energy ↗ (1 bin above 2× noise)4.5e-23.3e-22.2e-21.1e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.22e-3 · 7.2% energyperiod 24.0 · power 6.22e-3 · 7.2% energyperiod 12.0 · power 2.32e-3 · 2.7% energyperiod 12.0 · power 2.32e-3 · 2.7% energyperiod 8.0 · power 1.59e-3 · 1.8% energyperiod 8.0 · power 1.59e-3 · 1.8% energyperiod 6.0 · power 4.16e-3 · 4.8% energyperiod 6.0 · power 4.16e-3 · 4.8% energyperiod 4.8 · power 9.08e-4 · 1.1% energyperiod 4.8 · power 9.08e-4 · 1.1% energyperiod 4.0 · power 9.93e-4 · 1.2% energyperiod 4.0 · power 9.93e-4 · 1.2% energyperiod 3.4 · power 5.98e-3 · 6.9% energyperiod 3.4 · power 5.98e-3 · 6.9% energyperiod 3.0 · power 1.30e-2 · 15.1% energyperiod 3.0 · power 1.30e-2 · 15.1% energyperiod 2.7 · power 1.02e-3 · 1.2% energyperiod 2.7 · power 1.02e-3 · 1.2% energyperiod 2.4 · power 2.63e-3 · 3.0% energyperiod 2.4 · power 2.63e-3 · 3.0% energyperiod 2.2 · power 2.65e-3 · 3.1% energyperiod 2.2 · power 2.65e-3 · 3.1% energyperiod 2.0 · power 4.46e-2 · 51.8% energyperiod 2.0 · power 4.46e-2 · 51.8% energy50% by T=2.0h#1 dominantT=2.00h#2T=3.00h#3T=24.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 51.8% of total energy · Σ|X̂|²/n = 8.610e-2

▸ Depth section using sovereign-store price series (2203 bars · effective 1752908 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 0.705pp · expected |Δp| over horizon 1.73ppterminal variance p(1−p) = 0.0608 · n = 2203✓ n = 2203
μ per bar
-0.021pp
average Δp · drift
σ per bar
0.705pp
one-bar volatility · logit-free
Per-day movedaily
3.45pp
σ × √24
Per-horizon move0d
1.73pp
σ × √6
Terminal variancebinary
0.0608
p(1−p) at resolution
Current pricep
6.5¢
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 1.18pp · ES₉₅ 1.47pp · method parametric · drift-correcteddrift -0.021pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 2203
VaR 95%
1.18pp
1.645·σ (parametric) of Δp
ES 95%
1.47pp
mean of the tail
Max drawdown
87.9pp
peak 53.5¢ → trough 6.5¢
Median step
1.00pp
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
6.5%
= price
Decimal oddsEU
15.385
total return per $1
AmericanUS
+1438
$100 wins $1438
FractionalUK
14.38 / 1
profit per $1 risked
Profit per $100stake
+$1438.46
clean dollar framing
-1000-5000+500+1000020406080100you · 6.5%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)
0.347 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.347 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.94 bit
self-information
Surprise · NO−log₂(1−p)
0.10 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
80690760712247895873764238991694059316364882446493130705757930294609992752806
NO token ID
60573312183461317429168263174511814810318841479826073363936508130093090576697
Snapshot fetched
2026-06-14 14:55:35 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 14:55:35 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
55583e4fd0b2284299d61d7e4f2a358b16ad5125cc1ead46301667cc7b304842 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.2¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,916.5HL PERPETH-USD perpetual$1,658.05HL PERPHYPE-USD perpetual$60.16

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
0.020000
(best bid + best ask) / 2
Spread
9000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.767
ask-heavy
Imbalance (top-5)
+0.082
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-up-or-down-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06090420451.78bp0.44000014FILLED
BUY$10.00K0.350558165279.17bp0.79000018FILLED
BUY$100.00K0.807207393603.45bp0.99900030PARTIAL
SELL$1.00K0.0061036948.36bp0.0010006PARTIAL
SELL$10.00K0.0061036948.36bp0.0010006PARTIAL
SELL$100.00K0.0061036948.36bp0.0010006PARTIAL

Risk metrics

▸ sovereign store · 2,203 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3357.17%
σ per bar = 0.025357
Mean return (annualised)
-167798.30%
μ per bar = -0.000957
Sharpe (rf=0)
-49.98
annualised; risk-free assumed zero
Max drawdown
87.85%
peak 0.54 → trough 0.07 over 2106 bars

/api/asset/pm-ethereum-up-or-down-on-june-14-2026/risk · same metrics, JSON