POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Chicago be between 72-73°F on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-chicago-on-june-14-2026-72-73f · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
17.42%
max drawdown
87.50%
sharpe
—
ulcer index
52.05%
RMS drawdown
pain index
44.67%
mean drawdown
mod. VaR 95%
0.01%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
87.50%
cond. drawdown
gain/pain
0.44
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.44
upside/downside
roll spread
56.1 bps
implied (price-only)
bars used
420
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-chicago-on-june-14-2026-72-73f/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=0.1660 · σ=0.1535 · range [0.0005, 0.4050] · R²=0.898▼ FALLING -99.86%σ EXTREME 92.49%LAST 0.00050.40500.30390.20280.10160.0005μ = 0.1660max 0.4050min 0.0005dataMA(5)OLS R²=0.90μ 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=4,555 · μ=189.8 · σ=327.6 · CV=1.73BURSTY · concentratedcumulative energy ↗ · 50% by h=1203757501,1251,500μ = 1901,50050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4555bp moved · peak 1500bp · 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 $
$38.3k
≋liquidity $
$3.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1660 · σ=0.1535 · range [0.0005, 0.4050] · R²=0.898▼ FALLING -99.86%σ EXTREME 92.49%LAST 0.00050.40500.30390.20280.10160.0005μ = 0.1660max 0.4050min 0.0005dataMA(5)OLS R²=0.90μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8340 · σ=0.1535 · range [0.5950, 0.9995] · R²=0.898▲ RISING +54.96%σ EXTREME 18.40%LAST 0.99950.99950.89840.79730.69610.5950μ = 0.8340max 0.9995min 0.5950dataMA(5)OLS R²=0.90μ 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=-0.0150 · σ=0.0328 · skew=-2.22 (left-skewed) · kurt=6.35 (leptokurtic (fat tails))14117401-14.00ppbin -14.00pp · n=1 · 7.1% peakbin -14.00pp · n=1 · 7.1% peak-12.00pp-10.00pp-8.00pp1-6.00ppbin -6.00pp · n=1 · 7.1% peakbin -6.00pp · n=1 · 7.1% peak3-4.00ppbin -4.00pp · n=3 · 21.4% peakbin -4.00pp · n=3 · 21.4% peak4-2.00ppbin -2.00pp · n=4 · 28.6% peakbin -2.00pp · n=4 · 28.6% peak140.00ppbin 0.00pp · n=14 · 100.0% peakbin 0.00pp · n=14 · 100.0% peak2.00pp14.00ppbin 4.00pp · n=1 · 7.1% peakbin 4.00pp · n=1 · 7.1% 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=-2.37 · kurt=7.86 · near 8 / mid 14 / far 2 · OLS slope=0.83 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.92σsample ↓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=25PLATYKURTIC · THIN TAILS (G₂=-1.86)
μ MEAN16.60¢95% CI: [10.58¢, 22.61¢]
σ STD DEV15.35ppσ² = 235.604 · CV = 92.49%
med MEDIAN10.50¢Q₁ 1.05¢ · Q₃ 32.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 40.45pp · IQR 31.45pp (1.349σ→20.71pp)
min 0.05¢Q₁ 1.05¢med 10.50¢Q₃ 32.50¢max 40.50¢μ
SKEWNESS · G₁0.127approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.855platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.40
σ × 1.349 ↔ IQRdiverges from normalratio = 0.66
range ↔ σconcentrated (range < 4σ)range / σ = 2.64
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+0.013within white-noise band
ρ(2) AUTOCORR-0.085lag-2 not significant
H · HURST EXPONENT1.058strongly persistent
OLS TREND · t-STAT-14.219significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.058
H = 1.058STRONGLY 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+0.013k=2-0.085k=3+0.027k=4+0.172k=5+0.0160+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|=14.22)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=14.22)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 ID2527035
SLUGhighest-temperature-in-chicago-on-june-14-2026-72-73f
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 VOLUME38.31k USD 24h
LIQUIDITY3.70k 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 5.00% · worst -15.00% · typical |Δ| 1.90%BEARISH SESSION -35.45%BEST+5.00%2hWORST-15.00%12hTYPICAL |Δ|1.90%mean absoluteCUMULATIVE-35.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.64% · Σ -4.50%EUROPE · 08-16 UTCμ -3.44% · Σ -27.50%US · 16-24 UTCμ -0.43% · Σ -3.45%CUMULATIVE Δ PATH · final -35.45%+5.00%-35.45%0.00% · 1h0.00% · 1h·1h5.00% · 2h5.00% · 2h5.00%2h★ BEST-6.00% · 3h-6.00% · 3h-6.00%3h-2.00% · 4h-2.00% · 4h-2.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-1.50% · 7h-1.50% · 7h-1.50%7h-3.50% · 8h-3.50% · 8h-3.50%8h0.00% · 9h0.00% · 9h·9h-1.50% · 10h-1.50% · 10h-1.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h-15.00% · 12h-15.00% · 12h-15.00%12h▼ WORST-3.50% · 13h-3.50% · 13h-3.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h-3.00% · 15h-3.00% · 15h-3.00%15h-2.00% · 16h-2.00% · 16h-2.00%16h-0.45% · 17h-0.45% · 17h-0.45%17h0.05% · 18h0.05% · 18h0.05%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h-0.75% · 21h-0.75% · 21h-0.75%21h-0.05% · 22h-0.05% · 22h-0.05%22h-0.20% · 23h-0.20% · 23h-0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+-3.45%)RUNSup max 1 · down max 8BREADTH8% up · 67% down · 25% flat
2 up bars · 16 down · best 5.00% · worst -15.00% · typical |Δ| 1.898%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -31.10%FINAL-31.10%MAX DD-34.38%RECOVERYONGOING · 22 barsMAX RUN-UP+5.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.6890 · peak 1.0500 · range [0.6890, 1.0500]1.05000.6890break-even = 1★ PEAK 1.0500UNDERWATER DRAWDOWN · max -34.38% · severe0%-34.38%▼ TROUGH -34.38%TOP DRAWDOWN PERIODS · 1 total#1 -34.38%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsevere (max -34.38%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.6890 (-31.10%) · max DD -34.38% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −19 (0% positive) · μ=-64.05 · σ=20.29UNPROFITABLE STRATEGYLAST -56.26 (+0.38σ vs μ)98.9649.480.00-49.48-98.96μ = -64.05-13.13-13.13-19.64-19.64-88.36-88.36-75.96-75.96-72.77-72.77-82.15-82.15-60.42-60.42-67.02-67.02-56.77-56.77-67.68-67.68-69.61-69.61-69.39-69.39-98.96-98.96-75.50-75.50-66.16-66.16-63.77-63.77-60.93-60.93-52.39-52.39-56.26-56.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -56.263 · range [-98.96, -13.13] · μ -64.045 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=260.2735 · σ=201.6532 · range [27.2472, 540.1000] · R²=0.160▼ FALLING -91.83%σ EXTREME 77.48%LAST 27.2472540.1000411.8868283.6736155.460427.2472μ = 260.2735max 540.1000min 27.2472dataMA(3)OLS R²=0.16μ lineμ ± σ bandmaxmin
latest 27.25% · range [27.25%, 540.10%] · μ 260.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.120 · σ=0.236MEAN-REVERSIONLAST -0.373 (-1.07σ vs μ)0.4630.2320.000-0.232-0.463μ = -0.120-0.311-0.311-0.385-0.3850.1890.189-0.188-0.188-0.138-0.138-0.333-0.333-0.125-0.125-0.149-0.149-0.129-0.129-0.196-0.196-0.247-0.2470.0620.062-0.150-0.1500.2690.2690.4630.4630.1140.114-0.365-0.365-0.281-0.281-0.373-0.373v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.373 · |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
127.2165
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
1.1636
p-VALUE (log scale)
0.9468
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
-0.7107
p-VALUE (log scale)
0.8370
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
-0.7599
p-VALUE (log scale)
0.4473
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8675
p-VALUE (log scale)
0.0049
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
-0.1862
p-VALUE (log scale)
0.8523
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.943 ≈ 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=1.17e-3 · top T=4.00h (20.5%) · top-3 cover 51.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.9e-32.2e-31.4e-37.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.49e-3 · 17.7% energyperiod 24.0 · power 2.49e-3 · 17.7% energyperiod 12.0 · power 6.50e-4 · 4.6% energyperiod 12.0 · power 6.50e-4 · 4.6% energyperiod 8.0 · power 1.13e-3 · 8.0% energyperiod 8.0 · power 1.13e-3 · 8.0% energyperiod 6.0 · power 1.73e-4 · 1.2% energyperiod 6.0 · power 1.73e-4 · 1.2% energyperiod 4.8 · power 1.46e-3 · 10.4% energyperiod 4.8 · power 1.46e-3 · 10.4% energyperiod 4.0 · power 2.89e-3 · 20.5% energyperiod 4.0 · power 2.89e-3 · 20.5% energyperiod 3.4 · power 1.17e-4 · 0.8% energyperiod 3.4 · power 1.17e-4 · 0.8% energyperiod 3.0 · power 1.90e-3 · 13.5% energyperiod 3.0 · power 1.90e-3 · 13.5% energyperiod 2.7 · power 2.66e-4 · 1.9% energyperiod 2.7 · power 2.66e-4 · 1.9% energyperiod 2.4 · power 1.07e-3 · 7.6% energyperiod 2.4 · power 1.07e-3 · 7.6% energyperiod 2.2 · power 1.88e-3 · 13.4% energyperiod 2.2 · power 1.88e-3 · 13.4% energyperiod 2.0 · power 5.25e-5 · 0.4% energyperiod 2.0 · power 5.25e-5 · 0.4% energy50% by T=4.0h#1 dominantT=4.00h#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 ≈ 4.00h (freq 0.250) · concentrates 20.5% of total energy · Σ|X̂|²/n = 1.407e-2

▸ Depth section using sovereign-store price series (420 bars · effective 1753395 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 0.013pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0005 · n = 420✓ n = 420
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.013pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move0d
0.03pp
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 420
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
87.5pp
peak 0.4¢ → trough 0.1¢
Median step
0.10pp
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
98840730236405787212395312805248761399277394689717565496350409138725928145676
NO token ID
26358568221631422107808248390489249944340398481126854766239231332684637630395
Snapshot fetched
2026-06-15 03:13:15 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 03:13:15 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1d78b803e5cb3833dcf14e3559a1f319bb665867fbdfca1dd32f6c5feefcf9d7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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-chicago-on-june-14-2026-72-73f/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 · 420 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9791.94%
σ per bar = 0.073948
Mean return (annualised)
-749799.95%
μ per bar = -0.004276
Sharpe (rf=0)
-76.57
annualised; risk-free assumed zero
Max drawdown
87.50%
peak 0.00 → trough 0.00 over 346 bars

/api/asset/pm-highest-temperature-in-chicago-on-june-14-2026-72-73f/risk · same metrics, JSON