POLYMARKET · PREDICTION MARKET · CRYPTO

Ethereum Up or Down on June 18?

YES · live
10.5¢
NO · live
89.5¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-up-or-down-on-june-18-2026 · fresh · feed 11s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
572.83%
max drawdown
60.47%
sharpe
—
ulcer index
30.12%
RMS drawdown
pain index
22.55%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
56.52%
cond. drawdown
gain/pain
1.07
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.07
upside/downside
roll spread
3.5 bps
implied (price-only)
bars used
1355
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-up-or-down-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.6s⏱--:--:-- 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
10.5¢
NO · live
89.5¢
YES price · live 24h
n=25 · μ=0.2688 · σ=0.1625 · range [0.0800, 0.6050] · R²=0.746▼ FALLING -76.77%σ EXTREME 60.46%LAST 0.11500.60500.47380.34250.21120.0800μ = 0.2688max 0.6050min 0.0800dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 11.50¢
YES / NO split · live
YES 10.5%NO 89.5%NO89.5%89.50¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.485 / 1.00 bits (48%) · informative — one side favoured
YES
10.5%10.5¢9.52×▬ +0.00pp
NO
89.5%89.5¢1.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=11,800 · μ=491.7 · σ=605.4 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=906251,2501,8752,500μ = 4922,50050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 11800bp moved · peak 2500bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.6s
▲YES mid
10.50¢ (10.50%)
▼NO mid
89.50¢ (89.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$37.4k
≋liquidity $
$16.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2688 · σ=0.1625 · range [0.0800, 0.6050] · R²=0.746▼ FALLING -76.77%σ EXTREME 60.46%LAST 0.11500.60500.47380.34250.21120.0800μ = 0.2688max 0.6050min 0.0800dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 11.50¢
NO price · CLOB mid
n=25 · μ=0.7316 · σ=0.1615 · range [0.4100, 0.9200] · R²=0.751▲ RISING +75.25%σ EXTREME 22.08%LAST 0.88500.92000.79250.66500.53750.4100μ = 0.7316max 0.9200min 0.4100dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 88.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0157 · σ=0.0717 · skew=-0.86 (left-skewed) · kurt=1.72 (leptokurtic (fat tails))1296301-23.10ppbin -23.10pp · n=1 · 8.3% peakbin -23.10pp · n=1 · 8.3% peak-19.30pp-15.50pp2-11.70ppbin -11.70pp · n=2 · 16.7% peakbin -11.70pp · n=2 · 16.7% peak2-7.90ppbin -7.90pp · n=2 · 16.7% peakbin -7.90pp · n=2 · 16.7% peak2-4.10ppbin -4.10pp · n=2 · 16.7% peakbin -4.10pp · n=2 · 16.7% peak12-0.30ppbin -0.30pp · n=12 · 100.0% peakbin -0.30pp · n=12 · 100.0% peak23.50ppbin 3.50pp · n=2 · 16.7% peakbin 3.50pp · n=2 · 16.7% peak17.30ppbin 7.30pp · n=1 · 8.3% peakbin 7.30pp · n=1 · 8.3% peak211.10ppbin 11.10pp · n=2 · 16.7% peakbin 11.10pp · n=2 · 16.7% 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=-0.93 · kurt=2.20 · near 17 / mid 6 / far 1 · OLS slope=0.97 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=0.62)
μ MEAN26.88¢95% CI: [20.51¢, 33.25¢]
σ STD DEV16.25ppσ² = 264.131 · CV = 60.46%
med MEDIAN22.50¢Q₁ 13.50¢ · Q₃ 47.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 52.50pp · IQR 34.00pp (1.349σ→21.92pp)
min 8.00¢Q₁ 13.50¢med 22.50¢Q₃ 47.50¢max 60.50¢μ
SKEWNESS · G₁0.619right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.133platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRdiverges from normalratio = 0.64
range ↔ σconcentrated (range < 4σ)range / σ = 3.23
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-0.027within white-noise band
ρ(2) AUTOCORR-0.218lag-2 not significant
H · HURST EXPONENT0.715strongly persistent
OLS TREND · t-STAT-8.213significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.715
H = 0.715STRONGLY 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=1-0.027k=2-0.218k=3+0.048k=4-0.380k=5-0.0830+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|=8.21)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.46high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.21)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 ID2566416
SLUGethereum-up-or-down-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES10.50¢implied prob 10.50% · decimal odds 9.52×
COUNTER · NO89.50¢implied prob 89.50% · decimal odds 1.12×
10.50¢
89.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME37.35k USD 24h
LIQUIDITY16.25k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.790 · entropy 0.485 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 10.5%NO 89.5%YES p̂10.5%H = 0.485 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.52×(11¢)NO1.12×(90¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.485 bits (48% 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
57min
4.0 hours·θ = 79.619 pp/day
YES →$1.00(P = 10.5%)
NO →$0.00(P = 89.5%)
current: $0.1050 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.0hRESOLVESP projection · σ=16.25% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 79.619 pp/day
now3.95h left
79.619 pp/day×1.00
−25%2.96h left
91.936 pp/day×1.15
−50%1.98h left
112.598 pp/day×1.41
−75%0.99h left
159.237 pp/day×2.00
−90%0.40h left
251.776 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 13.00% · worst -25.00% · typical |Δ| 4.92%BEARISH SESSION -38.00%BEST+13.00%5hWORST-25.00%7hTYPICAL |Δ|4.92%mean absoluteCUMULATIVE-38.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -3.86% · Σ -27.00%EUROPE · 08-16 UTCμ -0.81% · Σ -6.50%US · 16-24 UTCμ -0.69% · Σ -5.50%CUMULATIVE Δ PATH · final -38.00%+11.00%-41.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-2.00% · 4h-2.00% · 4h-2.00%4h13.00% · 5h13.00% · 5h13.00%5h★ BEST-13.00% · 6h-13.00% · 6h-13.00%6h-25.00% · 7h-25.00% · 7h-25.00%7h▼ WORST5.00% · 8h5.00% · 8h5.00%8h-8.50% · 9h-8.50% · 9h-8.50%9h0.00% · 10h0.00% · 10h·10h6.00% · 11h6.00% · 11h6.00%11h0.50% · 12h0.50% · 12h0.50%12h2.00% · 13h2.00% · 13h2.00%13h-1.50% · 14h-1.50% · 14h-1.50%14h-10.00% · 15h-10.00% · 15h-10.00%15h-7.50% · 16h-7.50% · 16h-7.50%16h-0.50% · 17h-0.50% · 17h-0.50%17h1.50% · 18h1.50% · 18h1.50%18h11.00% · 19h11.00% · 19h11.00%19h-5.00% · 20h-5.00% · 20h-5.00%20h-2.00% · 21h-2.00% · 21h-2.00%21h-0.50% · 22h-0.50% · 22h-0.50%22h-2.50% · 23h-2.50% · 23h-2.50%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNUS-led (+-5.50%)RUNSup max 3 · down max 4BREADTH33% up · 50% down · 17% flat
8 up bars · 12 down · best 13.00% · worst -25.00% · typical |Δ| 4.917%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -36.74%FINAL-36.74%MAX DD-44.42%RECOVERYONGOING · 19 barsMAX RUN-UP+10.74%UNDERWATER20/25 (80%)STREAK↗ 1EQUITY CURVE · end 0.6326 · peak 1.1074 · range [0.6155, 1.1074]1.10740.6155break-even = 1★ PEAK 1.1074UNDERWATER DRAWDOWN · max -44.42% · severe0%-44.42%▼ TROUGH -44.42%TOP DRAWDOWN PERIODS · 2 total#1 -44.42%bar 7-25 · 19 bars · ONGOING#2 -2.00%bar 5-5 · 1 bars · recoveredDD SEVERITYsevere (max -44.42%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.6326 (-36.74%) · max DD -44.42% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-18.63 · σ=21.19UNPROFITABLE STRATEGYLAST 5.57 (+1.14σ vs μ)55.3427.670.00-27.67-55.34μ = -18.63-3.78-3.78-32.39-32.39-25.42-25.42-35.28-35.28-32.69-32.69-46.24-46.24-29.47-29.4715.1015.10-4.89-4.89-8.81-8.81-27.27-27.27-55.34-55.34-50.46-50.46-14.76-14.76-21.64-21.64-6.05-6.0512.8412.846.946.945.575.57v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 5.571 · range [-55.34, 15.10] · μ -18.633 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=761.4225 · σ=323.9184 · range [447.6438, 1272.9419] · R²=0.507▼ FALLING -32.22%σ EXTREME 42.54%LAST 524.18701272.94191066.6174860.2928653.9683447.6438μ = 761.4225max 1272.9419min 447.6438dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 524.19% · range [447.64%, 1272.94%] · μ 761.42% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.040 · σ=0.257CLOSE TO MARTINGALELAST -0.268 (-0.89σ vs μ)0.5610.2800.000-0.280-0.561μ = -0.040-0.561-0.5610.1190.119-0.118-0.118-0.181-0.181-0.250-0.250-0.064-0.064-0.249-0.249-0.281-0.2810.0270.0270.1370.1370.4000.4000.3100.3100.2520.2520.3250.3250.1550.155-0.110-0.110-0.221-0.221-0.177-0.177-0.268-0.268v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.268 · |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
13.1577
p-VALUE (log scale)
0.0014
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
6.1587
p-VALUE (log scale)
0.2904
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
-1.4010
p-VALUE (log scale)
0.5805
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
-0.2878
p-VALUE (log scale)
0.7735
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7736
p-VALUE (log scale)
0.0083
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
-0.3612
p-VALUE (log scale)
0.7180
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.890 ≈ 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=5.68e-3 · top T=8.00h (24.3%) · top-3 cover 57.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-21.2e-28.3e-34.1e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.05e-3 · 3.0% energyperiod 24.0 · power 2.05e-3 · 3.0% energyperiod 12.0 · power 2.23e-3 · 3.3% energyperiod 12.0 · power 2.23e-3 · 3.3% energyperiod 8.0 · power 1.65e-2 · 24.3% energyperiod 8.0 · power 1.65e-2 · 24.3% energyperiod 6.0 · power 2.58e-3 · 3.8% energyperiod 6.0 · power 2.58e-3 · 3.8% energyperiod 4.8 · power 7.45e-3 · 10.9% energyperiod 4.8 · power 7.45e-3 · 10.9% energyperiod 4.0 · power 2.63e-3 · 3.9% energyperiod 4.0 · power 2.63e-3 · 3.9% energyperiod 3.4 · power 8.00e-3 · 11.7% energyperiod 3.4 · power 8.00e-3 · 11.7% energyperiod 3.0 · power 7.14e-3 · 10.5% energyperiod 3.0 · power 7.14e-3 · 10.5% energyperiod 2.7 · power 1.47e-2 · 21.6% energyperiod 2.7 · power 1.47e-2 · 21.6% energyperiod 2.4 · power 2.51e-3 · 3.7% energyperiod 2.4 · power 2.51e-3 · 3.7% energyperiod 2.2 · power 2.24e-3 · 3.3% energyperiod 2.2 · power 2.24e-3 · 3.3% energyperiod 2.0 · power 1.04e-4 · 0.2% energyperiod 2.0 · power 1.04e-4 · 0.2% energy50% by T=3.4h#1 dominantT=8.00h#2T=2.67h#3T=3.43hT=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 ≈ 8.00h (freq 0.125) · concentrates 24.3% of total energy · Σ|X̂|²/n = 6.819e-2

▸ Depth section using sovereign-store price series (1355 bars · effective 1752616 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 0.433pp · expected |Δp| over horizon 1.06ppterminal variance p(1−p) = 0.0940 · n = 1355✓ n = 1355
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.433pp
one-bar volatility · logit-free
Per-day movedaily
2.12pp
σ × √24
Per-horizon move0d
1.06pp
σ × √6
Terminal variancebinary
0.0940
p(1−p) at resolution
Current pricep
10.5¢
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 0.71pp · ES₉₅ 0.89pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 1355
VaR 95%
0.71pp
1.645·σ (parametric) of Δp
ES 95%
0.89pp
mean of the tail
Max drawdown
60.5pp
peak 21.5¢ → trough 8.5¢
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
10.5%
= price
Decimal oddsEU
9.524
total return per $1
AmericanUS
+852
$100 wins $852
FractionalUK
8.52 / 1
profit per $1 risked
Profit per $100stake
+$852.38
clean dollar framing
-1000-5000+500+1000020406080100you · 10.5%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)
0.485 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.485 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.25 bit
self-information
Surprise · NO−log₂(1−p)
0.16 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
68030536126349437214655715352310047813884977064168902649168153477409072285835
NO token ID
51084273702469374057501445425462619726687984451904036826810054389362473806167
Snapshot fetched
2026-06-18 12:02:48 UTC
Snapshot age
10.6s
History points
25 CLOB mids
Page rendered
2026-06-18 12:02:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cd4e8630f09cb7f195e65232f9ac1391021f41cace9c958855f02d4cefc08490 · 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$63,995HL PERPHYPE-USD perpetual$70.9HL PERPETH-USD perpetual$1,744.3

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
869.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.732
ask-heavy
Imbalance (top-5)
-0.256
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-up-or-down-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1385592048.60bp0.1400003FILLED
BUY$10.00K0.47471231279.31bp0.84000014FILLED
BUY$100.00K0.84533263507.12bp0.99000020PARTIAL
SELL$1.00K0.0643584403.68bp0.01000011PARTIAL
SELL$10.00K0.0643584403.68bp0.01000011PARTIAL
SELL$100.00K0.0643584403.68bp0.01000011PARTIAL

Risk metrics

▸ sovereign store · 1,355 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4347.85%
σ per bar = 0.032842
Mean return (annualised)
43552.92%
μ per bar = 0.000249
Sharpe (rf=0)
10.02
annualised; risk-free assumed zero
Max drawdown
60.47%
peak 0.21 → trough 0.09 over 832 bars

/api/asset/pm-ethereum-up-or-down-on-june-18-2026/risk · same metrics, JSON