POLYMARKET · PREDICTION MARKET · ECONOMICS
Fed rate hike in 2026?
39.5¢
60.5¢
▸ Advanced metrics · M2M bundle
polymarket · fed-rate-hike-in-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ -7.06%
realized vol (ann.)
197.52%
max drawdown
11.63%
sharpe
—
ulcer index
5.28%
RMS drawdown
pain index
3.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.79%
cond. drawdown
gain/pain
1.31
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.31
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-7.06%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -7.06%
Same bundle via M2M API:
/api/m2m/pm-fed-rate-hike-in-2026/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
39.5¢
NO · live
60.5¢
25 ticks · last 39.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.968 / 1.00 bits (97%) · max uncertainty (~50/50)
YES39.5%39.5¢2.53×▬ +0.00pp
NO60.5%60.5¢1.65×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 1500bp moved · peak 500bp · n=24 ticks
3ms
39.50¢ (39.50%)
60.50¢ (60.50%)
100.00%
0.000pp
$58.6k
$74.4k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 39.50¢
25 NO observations from clob.polymarket.com · last 60.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.84)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.843left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.944mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.842STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
39.50¢
60.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2.53×(40¢)NO1.65×(61¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.968 bits (97% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · DISTANTresolves 2026-12-09 00:00 UTC
177days
07hrs
56min
YES →$1.00
NO →$0.00
current: $0.3950 · expected return per side: $0.60 on YES hit · $0.40 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 9.522 pp/day
now177.33d left9.522 pp/day×1.00
−25%133.00d left10.995 pp/day×1.15
−50%88.67d left13.466 pp/day×1.41
−75%44.33d left19.043 pp/day×2.00
−90%17.73d left30.110 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
3 up bars · 4 down · best 5.00% · worst -5.00% · typical |Δ| 0.625%
§10 · Equity curve & underwater drawdown
final equity 0.9677 (-3.23%) · max DD -5.00% · time-under-water 22/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -46.797 · range [-59.51, 38.21] · μ -11.030 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 93.59% · range [19.10%, 295.97%] · μ 141.19% · σ̂ scaled to annualised (×√8760)
latest -0.300 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
70.7026
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
7.9187
p-VALUE (log scale)
0.1595
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-2.0358
p-VALUE (log scale)
0.2809
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.3339
p-VALUE (log scale)
0.1822
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.2317
p-VALUE (log scale)
0.3013
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.1599
p-VALUE (log scale)
0.8730
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)
dominant period ≈ 3.00h (freq 0.333) · concentrates 20.2% of total energy · Σ|X̂|²/n = 2.833e-3
▸ Depth section using sovereign-store price series (3784 bars · effective 1752810 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
Horizon 177.3 d · σ/bar 0.136pp · expected |Δp| over horizon 8.84ppterminal variance p(1−p) = 0.2390 · n = 3784✓ n = 3784
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.136pp
one-bar volatility · logit-free
Per-day movedaily
0.66pp
σ × √24
Per-horizon move177d
8.84pp
σ × √4255.934338888889
Terminal variancebinary
0.2390
p(1−p) at resolution
Current pricep
39.5¢
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
VaR₉₅ 0.22pp · ES₉₅ 0.28pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 3784
VaR 95%
0.22pp
1.645·σ (parametric) of Δp
ES 95%
0.28pp
mean of the tail
Max drawdown
11.8pp
peak 42.5¢ → trough 37.5¢
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
Implied probabilityP
39.5%
= price
Decimal oddsEU
2.532
total return per $1
AmericanUS
+153
$100 wins $153
FractionalUK
1.53 / 1
profit per $1 risked
Profit per $100stake
+$153.16
clean dollar framing
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
Market entropyH(p)
0.968 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.968 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.34 bit
self-information
Surprise · NO−log₂(1−p)
0.72 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
75028752776148090296091099469912621384650554615761384992997579209329182670110- NO token ID
93005850938352995663334573245996733794924636935158112548608169054144721737755- Snapshot fetched
- 2026-06-14 16:03:56 UTC
- Snapshot age
- 3ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:03:56 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
abdf89ae217ecbe649a88c546e0aa99b8bfc48dc0031e877ed52b4b7856b2cfd· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed · more in Economics
Market depth
▸ live order book · Polymarket YESDepth 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
0.395000
(best bid + best ask) / 2
Spread
253.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.031
ask-heavy
Imbalance (top-5)
-0.226
ask-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-fed-rate-hike-in-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.407383 | 313.50bp | 0.410000 | 2 | FILLED |
| BUY | $10.00K | 0.415206 | 511.55bp | 0.420000 | 3 | FILLED |
| BUY | $100.00K | 0.724153 | 8332.99bp | 0.990000 | 46 | FILLED |
| SELL | $1.00K | 0.379863 | 383.21bp | 0.370000 | 3 | FILLED |
| SELL | $10.00K | 0.272856 | 3092.25bp | 0.080000 | 21 | FILLED |
| SELL | $100.00K | 0.019942 | 9495.13bp | 0.010000 | 28 | PARTIAL |
Risk metrics
▸ sovereign store · 3,784 barsperiods/year ≈ 1.75MRealized vol (annualised)
448.62%
σ per bar = 0.003389
Mean return (annualised)
-3391.80%
μ per bar = -0.000019
Sharpe (rf=0)
-7.56
annualised; risk-free assumed zero
Max drawdown
11.76%
peak 0.42 → trough 0.38 over 1086 bars
/api/asset/pm-fed-rate-hike-in-2026/risk · same metrics, JSON