POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Beijing be 25°C or below on June 15?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-beijing-on-june-15-2026-25corbelow · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
486.66%
max drawdown
99.38%
sharpe
—
ulcer index
72.12%
RMS drawdown
pain index
60.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.38%
cond. drawdown
gain/pain
0.21
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.21
upside/downside
roll spread
157.1 bps
implied (price-only)
bars used
319
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-beijing-on-june-15-2026-25corbelow/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0228 · σ=0.0496 · range [0.0005, 0.2345] · R²=0.170▼ FALLING -88.89%σ EXTREME 217.52%LAST 0.00050.23450.17600.11750.05900.0005μ = 0.0228max 0.2345min 0.0005dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
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=4,790 · μ=199.6 · σ=443.9 · CV=2.22BURSTY · concentratedcumulative energy ↗ · 50% by h=2003907801,1701,560μ = 2001,56050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4790bp moved · peak 1560bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$34.5k
≋liquidity $
$11.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0228 · σ=0.0496 · range [0.0005, 0.2345] · R²=0.170▼ FALLING -88.89%σ EXTREME 217.52%LAST 0.00050.23450.17600.11750.05900.0005μ = 0.0228max 0.2345min 0.0005dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9771 · σ=0.0499 · range [0.7640, 0.9995] · R²=0.169▲ RISING +0.40%σ HIGH 5.10%LAST 0.99950.99950.94060.88180.82290.7640μ = 0.9771max 0.9995min 0.7640dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0085 · σ=0.0451 · skew=0.51 (right-skewed) · kurt=5.03 (leptokurtic (fat tails))17139401-13.71ppbin -13.71pp · n=1 · 5.9% peakbin -13.71pp · n=1 · 5.9% peak-10.62pp1-7.54ppbin -7.54pp · n=1 · 5.9% peakbin -7.54pp · n=1 · 5.9% peak-4.45pp17-1.37ppbin -1.37pp · n=17 · 100.0% peakbin -1.37pp · n=17 · 100.0% peak31.72ppbin 1.72pp · n=3 · 17.6% peakbin 1.72pp · n=3 · 17.6% peak14.80ppbin 4.80pp · n=1 · 5.9% peakbin 4.80pp · n=1 · 5.9% peak7.89pp10.97pp114.06ppbin 14.06pp · n=1 · 5.9% peakbin 14.06pp · n=1 · 5.9% 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=0.01 · kurt=6.24 · near 7 / mid 13 / far 4 · OLS slope=0.79 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=25LEPTOKURTIC · FAT TAILS (G₂=10.44)
μ MEAN2.28¢95% CI: [0.34¢, 4.22¢]
σ STD DEV4.96ppσ² = 24.597 · CV = 217.52%
med MEDIAN0.40¢Q₁ 0.25¢ · Q₃ 1.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 23.40pp · IQR 1.00pp (1.349σ→6.69pp)
min 0.05¢Q₁ 0.25¢med 0.40¢Q₃ 1.25¢max 23.45¢μ
SKEWNESS · G₁3.193right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂10.443leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRdiverges from normalratio = 6.69
range ↔ σwide tails (range > 4σ)range / σ = 4.72
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.105within white-noise band
ρ(2) AUTOCORR-0.275lag-2 not significant
H · HURST EXPONENT0.858strongly persistent
OLS TREND · t-STAT+2.170significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.858
H = 0.858STRONGLY 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=1-0.105k=2-0.275k=3-0.033k=4+0.028k=5-0.0670+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 @ 5% (|t|=2.17)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.17)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 ID2528299
SLUGhighest-temperat…6-25corbelow
CATEGORYWeather & Climate
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 VOLUME34.53k USD 24h
LIQUIDITY11.64k 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 2026-06-15 12:00 UTC
0days
03hrs
59min
4.0 hours·θ = 24.297 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+2.0hRESOLVESP projection · σ=4.96% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 24.297 pp/day
now3.99h left
24.297 pp/day×1.00
−25%2.99h left
28.056 pp/day×1.15
−50%2.00h left
34.361 pp/day×1.41
−75%1.00h left
48.594 pp/day×2.00
−90%0.40h left
76.833 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 15.60% · worst -15.25% · typical |Δ| 2.00%MILD BEARISH -0.40%BEST+15.60%20hWORST-15.25%21hTYPICAL |Δ|2.00%mean absoluteCUMULATIVE-0.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.03% · Σ -0.20%EUROPE · 08-16 UTCμ +0.05% · Σ +0.40%US · 16-24 UTCμ -0.07% · Σ -0.60%CUMULATIVE Δ PATH · final -0.40%+23.00%-0.40%0.00% · 1h0.00% · 1h·1h-0.20% · 2h-0.20% · 2h-0.20%2h0.15% · 3h0.15% · 3h0.15%3h-0.15% · 4h-0.15% · 4h-0.15%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.05% · 8h-0.05% · 8h-0.05%8h0.10% · 9h0.10% · 9h0.10%9h0.00% · 10h0.00% · 10h·10h0.10% · 11h0.10% · 11h0.10%11h0.05% · 12h0.05% · 12h0.05%12h-0.15% · 13h-0.15% · 13h-0.15%13h0.15% · 14h0.15% · 14h0.15%14h0.20% · 15h0.20% · 15h0.20%15h2.20% · 16h2.20% · 16h2.20%16h1.10% · 17h1.10% · 17h1.10%17h-0.20% · 18h-0.20% · 18h-0.20%18h4.10% · 19h4.10% · 19h4.10%19h15.60% · 20h15.60% · 20h15.60%20h★ BEST-15.25% · 21h-15.25% · 21h-15.25%21h▼ WORST-6.95% · 22h-6.95% · 22h-6.95%22h-1.20% · 23h-1.20% · 23h-1.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.40%)RUNSup max 4 · down max 3BREADTH42% up · 33% down · 25% flat
10 up bars · 8 down · best 15.60% · worst -15.25% · typical |Δ| 1.996%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -3.12%FINAL-3.12%MAX DD-22.09%RECOVERYONGOING · 4 barsMAX RUN-UP+24.34%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9688 · peak 1.2434 · range [0.9688, 1.2434]1.24340.9688break-even = 1★ PEAK 1.2434UNDERWATER DRAWDOWN · max -22.09% · severe0%-22.09%▼ TROUGH -22.09%TOP DRAWDOWN PERIODS · 3 total#1 -22.09%bar 22-25 · 4 bars · ONGOING#2 -0.25%bar 3-15 · 13 bars · recovered#3 -0.20%bar 19-19 · 1 bars · recoveredDD SEVERITYsevere (max -22.09%)RECOVERYongoing · 4 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9688 (-3.12%) · max DD -22.09% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=21.53 · σ=31.99MIXED EDGELAST -5.55 (-0.85σ vs μ)71.7835.890.00-35.89-71.78μ = 21.53-24.93-24.93-24.93-24.93-8.04-8.04-19.10-19.1015.8715.8738.2138.2151.5251.528.048.0436.5036.5043.9743.9745.3145.3161.6361.6355.1355.1371.7871.7860.1160.1111.9111.91-2.40-2.40-5.85-5.85-5.55-5.55v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -5.553 · range [-24.93, 71.78] · μ 21.535 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=257.8149 · σ=393.9929 · range [4.6011, 974.3386] · R²=0.660▲ RISING +8204.27%σ EXTREME 152.82%LAST 972.8405974.3386731.9043489.4699247.03554.6011μ = 257.8149max 974.3386min 4.6011dataMA(3)OLS R²=0.66μ lineμ ± σ bandmaxmin
latest 972.84% · range [4.60%, 974.34%] · μ 257.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.242 · σ=0.274MEAN-REVERSIONLAST -0.120 (+0.45σ vs μ)0.7700.3850.000-0.385-0.770μ = -0.242-0.770-0.770-0.684-0.684-0.506-0.506-0.183-0.183-0.454-0.454-0.367-0.367-0.333-0.333-0.205-0.205-0.468-0.468-0.093-0.0930.0410.0410.2700.2700.0770.077-0.289-0.2890.1320.132-0.409-0.409-0.125-0.125-0.116-0.116-0.120-0.120v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.120 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
65.0713
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
2.6563
p-VALUE (log scale)
0.7552
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
-2.5852
p-VALUE (log scale)
0.0974
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
-0.4377
p-VALUE (log scale)
0.6616
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3266
p-VALUE (log scale)
0.1357
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.8570
p-VALUE (log scale)
0.3914
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.739 ≈ 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=2.37e-3 · top T=4.00h (13.6%) · top-3 cover 37.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.9e-32.9e-31.9e-39.6e-40.0e+0μ noise floorperiod 24.0 · power 6.45e-4 · 2.3% energyperiod 24.0 · power 6.45e-4 · 2.3% energyperiod 12.0 · power 1.62e-3 · 5.7% energyperiod 12.0 · power 1.62e-3 · 5.7% energyperiod 8.0 · power 2.12e-3 · 7.5% energyperiod 8.0 · power 2.12e-3 · 7.5% energyperiod 6.0 · power 2.39e-3 · 8.4% energyperiod 6.0 · power 2.39e-3 · 8.4% energyperiod 4.8 · power 3.20e-3 · 11.3% energyperiod 4.8 · power 3.20e-3 · 11.3% energyperiod 4.0 · power 3.86e-3 · 13.6% energyperiod 4.0 · power 3.86e-3 · 13.6% energyperiod 3.4 · power 3.71e-3 · 13.1% energyperiod 3.4 · power 3.71e-3 · 13.1% energyperiod 3.0 · power 2.90e-3 · 10.2% energyperiod 3.0 · power 2.90e-3 · 10.2% energyperiod 2.7 · power 2.24e-3 · 7.9% energyperiod 2.7 · power 2.24e-3 · 7.9% energyperiod 2.4 · power 1.87e-3 · 6.6% energyperiod 2.4 · power 1.87e-3 · 6.6% energyperiod 2.2 · power 1.94e-3 · 6.8% energyperiod 2.2 · power 1.94e-3 · 6.8% energyperiod 2.0 · power 1.89e-3 · 6.7% energyperiod 2.0 · power 1.89e-3 · 6.7% energy50% by T=3.4h#1 dominantT=4.00h#2T=3.43h#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 ≈ 4.00h (freq 0.250) · concentrates 13.6% of total energy · Σ|X̂|²/n = 2.838e-2

▸ Depth section using sovereign-store price series (319 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 0.3 d · σ/bar 0.368pp · expected |Δp| over horizon 0.90ppterminal variance p(1−p) = 0.0005 · n = 319✓ n = 319
μ per bar
-0.025pp
average Δp · drift
σ per bar
0.368pp
one-bar volatility · logit-free
Per-day movedaily
1.80pp
σ × √24
Per-horizon move0d
0.90pp
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 0.63pp · ES₉₅ 0.78pp · method parametric · drift-correcteddrift -0.025pp/bar · quantised: yes · median step 2.05pp · unique ratio 0.02✓ n = 319
VaR 95%
0.63pp
1.645·σ (parametric) of Δp
ES 95%
0.78pp
mean of the tail
Max drawdown
99.4pp
peak 8.1¢ → trough 0.1¢
Median step
2.05pp
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
87626864494023941074792277184142557841858420528961451158643328396165259628400
NO token ID
58942502758374023196439494653149735617847456177854299886039349483195606974081
Snapshot fetched
2026-06-15 08:00:25 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:00:25 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
03273719ad0a1cc373e2198efcb2fcf9097aad8306f5a966fe3e2b2f7a5a1667 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain92.0¢HL PREDBrazil88.0¢HL PREDNorway78.9¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?87¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?93¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,656HL PERPETH-USD perpetual$1,716.3HL PERPHYPE-USD perpetual$65.22

Also see: /arb opportunities · RSS feed · more in Weather & Climate

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-highest-temperature-in-beijing-on-june-15-2026-25corbelow/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 · 319 barsperiods/year ≈ 1.75M
Realized vol (annualised)
23709.10%
σ per bar = 0.179055
Mean return (annualised)
-2805053.29%
μ per bar = -0.015999
Sharpe (rf=0)
-118.31
annualised; risk-free assumed zero
Max drawdown
99.38%
peak 0.08 → trough 0.00 over 225 bars

/api/asset/pm-highest-temperature-in-beijing-on-june-15-2026-25corbelow/risk · same metrics, JSON