POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Hong Kong be 27°C on June 15?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-hong-kong-on-june-15-2026-27c · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
20.46%
max drawdown
83.33%
sharpe
ulcer index
51.42%
RMS drawdown
pain index
50.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
51.21%
cond. drawdown
gain/pain
0.40
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.40
upside/downside
roll spread
67.3 bps
implied (price-only)
bars used
305
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-hong-kong-on-june-15-2026-27c/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH21ms--:--:-- 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
99.9¢
YES price · live 24h
n=25 · μ=0.0297 · σ=0.0338 · range [0.0005, 0.0900] · R²=0.758 FALLING -98.24%σ EXTREME 113.83%LAST 0.00150.09000.06760.04520.02290.0005μ = 0.0297max 0.0900min 0.0005dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.15¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
0.1%0.1¢666.67× +0.00pp
NO
99.9%99.9¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,925 · μ=80.2 · σ=103.5 · CV=1.29BURSTY · concentratedcumulative energy ↗ · 50% by h=8088175263350μ = 8035050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1925bp moved · peak 350bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
21ms
YES mid
0.15¢ (0.15%)
NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$25.6k
liquidity $
$6.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0297 · σ=0.0338 · range [0.0005, 0.0900] · R²=0.758 FALLING -98.24%σ EXTREME 113.83%LAST 0.00150.09000.06760.04520.02290.0005μ = 0.0297max 0.0900min 0.0005dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9703 · σ=0.0338 · range [0.9100, 0.9995] · R²=0.758 RISING +9.13%σ NORMAL 3.48%LAST 0.99850.99950.97710.95470.93240.9100μ = 0.9703max 0.9995min 0.9100dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0029 · σ=0.0123 · skew=-0.65 (left-skewed) · kurt=0.49 (mesokurtic)13107301-3.23ppbin -3.23pp · n=1 · 7.7% peakbin -3.23pp · n=1 · 7.7% peak2-2.68ppbin -2.68pp · n=2 · 15.4% peakbin -2.68pp · n=2 · 15.4% peak-2.13pp-1.58pp4-1.03ppbin -1.03pp · n=4 · 30.8% peakbin -1.03pp · n=4 · 30.8% peak1-0.48ppbin -0.48pp · n=1 · 7.7% peakbin -0.48pp · n=1 · 7.7% peak130.07ppbin 0.07pp · n=13 · 100.0% peakbin 0.07pp · n=13 · 100.0% peak0.62pp1.17pp31.72ppbin 1.72pp · n=3 · 23.1% peakbin 1.72pp · n=3 · 23.1% 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=-0.73 · kurt=0.83 · near 11 / mid 13 / far 0 · OLS slope=0.96 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.60)
μ MEAN2.97¢95% CI: [1.64¢, 4.29¢]
σ STD DEV3.38ppσ² = 11.399 · CV = 113.83%
med MEDIAN0.40¢Q₁ 0.15¢ · Q₃ 6.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.15¢med 0.40¢Q₃ 6.50¢max 9.00¢μ
SKEWNESS · G₁0.477approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.595platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.76
σ × 1.349 ↔ IQRdiverges from normalratio = 0.72
range ↔ σconcentrated (range < 4σ)range / σ = 2.65
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+0.052within white-noise band
ρ(2) AUTOCORR-0.266lag-2 not significant
H · HURST EXPONENT0.809strongly persistent
OLS TREND · t-STAT-8.483significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.809STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.052k=2-0.266k=3-0.128k=4+0.240k=5+0.1280+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.67very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.48)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 ID2528208
SLUGhighest-temperature-in-hong-kong-on-june-15-2026-27c
CATEGORYWeather & Climate
TWO-SIDED PRICING
PRIMARY · YES0.15¢implied prob 0.15% · decimal odds 666.67×
COUNTER · NO99.85¢implied prob 99.85% · decimal odds 1.00×
0.15¢
99.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME25.63k USD 24h
LIQUIDITY6.73k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%YES0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES666.67×(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) = 0.016 bits (2% 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 · HIGHresolves 2026-06-15 12:00 UTC
0days
06hrs
26min
YES$1.00(P = 0.1%)
NO$0.00(P = 99.9%)
current: $0.0015 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=3.38% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 16.540 pp/day
now6.44h left
16.540 pp/day×1.00
−25%4.83h left
19.099 pp/day×1.15
−50%3.22h left
23.391 pp/day×1.41
−75%1.61h left
33.080 pp/day×2.00
−90%0.64h left
52.305 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 2.00% · worst -3.50% · typical |Δ| 0.80%BEARISH SESSION -8.35%BEST+2.00%4hWORST-3.50%10hTYPICAL |Δ|0.80%mean absoluteCUMULATIVE-8.35%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ -0.74% · Σ -5.95%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final -8.35%+0.50%-8.45%-1.00% · 1h-1.00% · 1h-1.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h-1.00% · 3h-1.00% · 3h-1.00%3h2.00% · 4h2.00% · 4h2.00%4h★ BEST1.50% · 5h1.50% · 5h1.50%5h-2.50% · 6h-2.50% · 6h-2.50%6h-0.50% · 7h-0.50% · 7h-0.50%7h-1.00% · 8h-1.00% · 8h-1.00%8h1.50% · 9h1.50% · 9h1.50%9h-3.50% · 10h-3.50% · 10h-3.50%10h▼ WORST-2.95% · 11h-2.95% · 11h-2.95%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.25% · 16h0.25% · 16h0.25%16h0.15% · 17h0.15% · 17h0.15%17h-0.10% · 18h-0.10% · 18h-0.10%18h0.05% · 19h0.05% · 19h0.05%19h-0.15% · 20h-0.15% · 20h-0.15%20h-0.05% · 21h-0.05% · 21h-0.05%21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.10%)RUNSup max 2 · down max 3BREADTH25% up · 50% down · 25% flat
6 up bars · 12 down · best 2.00% · worst -3.50% · typical |Δ| 0.802%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.20%FINAL-8.20%MAX DD-8.70%RECOVERYONGOING · 19 barsMAX RUN-UP+0.46%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9180 · peak 1.0046 · range [0.9171, 1.0046]1.00460.9171break-even = 1★ PEAK 1.0046UNDERWATER DRAWDOWN · max -8.70% · significant0%-8.70%▼ TROUGH -8.70%TOP DRAWDOWN PERIODS · 2 total#1 -8.70%bar 7-25 · 19 bars · ONGOING#2 -2.97%bar 2-5 · 4 bars · recoveredDD SEVERITYsignificant (max -8.70%)RECOVERYongoing · 19 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9180 (-8.20%) · max DD -8.70% · 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=-17.96 · σ=38.93UNPROFITABLE STRATEGYLAST -45.67 (-0.71σ vs μ)74.9437.470.00-37.47-74.94μ = -17.96-18.11-18.11-13.80-13.80-13.80-13.808.778.77-34.35-34.35-74.94-74.94-53.75-53.75-48.51-48.51-39.49-39.49-60.09-60.09-34.27-34.2757.7757.7737.0037.0043.9743.9720.7220.7215.1815.18-21.59-21.59-66.18-66.18-45.67-45.67v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -45.670 · range [-74.94, 57.77] · μ -17.956 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=100.2636 · σ=79.9594 · range [6.3937, 191.2407] · R²=0.746 FALLING -96.03%σ EXTREME 79.75%LAST 6.3937191.2407145.029098.817252.60556.3937μ = 100.2636max 191.2407min 6.3937dataMA(3)OLS R²=0.75μ lineμ ± σ bandmaxmin
latest 6.39% · range [6.39%, 191.24%] · μ 100.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.090 · σ=0.250MEAN-REVERSIONLAST -0.298 (-0.83σ vs μ)0.6000.3000.000-0.300-0.600μ = -0.090-0.024-0.024-0.039-0.039-0.065-0.065-0.007-0.007-0.536-0.536-0.122-0.122-0.198-0.198-0.127-0.127-0.048-0.0480.4280.428-0.027-0.0270.2810.2810.0000.000-0.044-0.044-0.025-0.0250.1530.153-0.415-0.415-0.600-0.600-0.298-0.298v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.298 · |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
4.2126
p-VALUE (log scale)
0.1217
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
4.9023
p-VALUE (log scale)
0.4287
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
-1.5086
p-VALUE (log scale)
0.5293
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
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7907
p-VALUE (log scale)
0.0075
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
-0.1663
p-VALUE (log scale)
0.8679
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.949 ≈ 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=1.57e-4 · top T=4.00h (24.3%) · top-3 cover 57.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.6e-43.4e-42.3e-41.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.24e-4 · 6.6% energyperiod 24.0 · power 1.24e-4 · 6.6% energyperiod 12.0 · power 1.85e-4 · 9.8% energyperiod 12.0 · power 1.85e-4 · 9.8% energyperiod 8.0 · power 1.07e-4 · 5.7% energyperiod 8.0 · power 1.07e-4 · 5.7% energyperiod 6.0 · power 3.35e-5 · 1.8% energyperiod 6.0 · power 3.35e-5 · 1.8% energyperiod 4.8 · power 4.14e-4 · 21.9% energyperiod 4.8 · power 4.14e-4 · 21.9% energyperiod 4.0 · power 4.60e-4 · 24.3% energyperiod 4.0 · power 4.60e-4 · 24.3% energyperiod 3.4 · power 1.11e-4 · 5.9% energyperiod 3.4 · power 1.11e-4 · 5.9% energyperiod 3.0 · power 5.29e-6 · 0.3% energyperiod 3.0 · power 5.29e-6 · 0.3% energyperiod 2.7 · power 8.56e-5 · 4.5% energyperiod 2.7 · power 8.56e-5 · 4.5% energyperiod 2.4 · power 2.04e-4 · 10.8% energyperiod 2.4 · power 2.04e-4 · 10.8% energyperiod 2.2 · power 1.00e-4 · 5.3% energyperiod 2.2 · power 1.00e-4 · 5.3% energyperiod 2.0 · power 5.86e-5 · 3.1% energyperiod 2.0 · power 5.86e-5 · 3.1% energy50% by T=4.0h#1 dominantT=4.00h#2T=4.80h#3T=2.40hT=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 24.3% of total energy · Σ|X̂|²/n = 1.888e-3

▸ Depth section using sovereign-store price series (305 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 0.015pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0015 · n = 305n = 305
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.015pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6.436239444444444
Terminal variancebinary
0.0015
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.01n = 305
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
83.3pp
peak 0.3¢ → trough 0.1¢
Median step
0.15pp
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
666.667
total return per $1
AmericanUS
+66567
$100 wins $66567
FractionalUK
665.67 / 1
profit per $1 risked
Profit per $100stake
+$66566.67
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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.38 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
112180346218764548523053210030631132993116655841456286609852063420603871427776
NO token ID
19826612720074883682225648861151148932330990480985250147624557687033020101197
Snapshot fetched
2026-06-15 05:33:49 UTC
Snapshot age
21ms
History points
25 CLOB mids
Page rendered
2026-06-15 05:33:49 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
af75419ecc9006dd8b56b753352fe1054f5a707bfbb5498b1031aa38818dec25 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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-hong-kong-on-june-15-2026-27c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 305 barsperiods/year ≈ 1.75M
Realized vol (annualised)
15984.89%
σ per bar = 0.120721
Mean return (annualised)
-399767.48%
μ per bar = -0.002280
Sharpe (rf=0)
-25.01
annualised; risk-free assumed zero
Max drawdown
83.33%
peak 0.00 → trough 0.00 over 2 bars

/api/asset/pm-highest-temperature-in-hong-kong-on-june-15-2026-27c/risk · same metrics, JSON