POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Hong Kong be 28°C on June 15?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-hong-kong-on-june-15-2026-28c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
8.88%
max drawdown
75.00%
sharpe
—
ulcer index
67.10%
RMS drawdown
pain index
60.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
75.3 bps
implied (price-only)
bars used
501
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-15-2026-28c/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=0.1582 · σ=0.1304 · range [0.0005, 0.3200] · R²=0.714▼ FALLING -99.80%σ EXTREME 82.40%LAST 0.00050.32000.24010.16030.08040.0005μ = 0.1582max 0.3200min 0.0005dataMA(5)OLS R²=0.71μ 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=5,405 · μ=225.2 · σ=408.1 · CV=1.81BURSTY · concentratedcumulative energy ↗ · 50% by h=1204889751,4631,950μ = 2251,95050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5405bp moved · peak 1950bp · 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 $
$23.7k
≋liquidity $
$24.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1582 · σ=0.1304 · range [0.0005, 0.3200] · R²=0.714▼ FALLING -99.80%σ EXTREME 82.40%LAST 0.00050.32000.24010.16030.08040.0005μ = 0.1582max 0.3200min 0.0005dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8416 · σ=0.1306 · range [0.6750, 0.9995] · R²=0.712▲ RISING +32.38%σ EXTREME 15.52%LAST 0.99950.99950.91840.83730.75610.6750μ = 0.8416max 0.9995min 0.6750dataMA(5)OLS R²=0.71μ 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=-0.0112 · σ=0.0420 · skew=-2.73 (left-skewed) · kurt=8.84 (leptokurtic (fat tails))14117401-18.22ppbin -18.22pp · n=1 · 7.1% peakbin -18.22pp · n=1 · 7.1% peak-15.68pp-13.13pp-10.57pp-8.03pp2-5.47ppbin -5.47pp · n=2 · 14.3% peakbin -5.47pp · n=2 · 14.3% peak2-2.92ppbin -2.92pp · n=2 · 14.3% peakbin -2.92pp · n=2 · 14.3% peak14-0.38ppbin -0.38pp · n=14 · 100.0% peakbin -0.38pp · n=14 · 100.0% peak42.18ppbin 2.18pp · n=4 · 28.6% peakbin 2.18pp · n=4 · 28.6% peak14.73ppbin 4.73pp · n=1 · 7.1% peakbin 4.73pp · 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=-2.77 · kurt=9.53 · near 6 / mid 17 / far 1 · 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=-2.10σsample ↓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 MEAN15.82¢95% CI: [10.71¢, 20.93¢]
σ STD DEV13.04ppσ² = 169.921 · CV = 82.40%
med MEDIAN24.00¢Q₁ 0.20¢ · Q₃ 25.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 31.95pp · IQR 25.30pp (1.349σ→17.58pp)
min 0.05¢Q₁ 0.20¢med 24.00¢Q₃ 25.50¢max 32.00¢μ
SKEWNESS · G₁-0.309approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.857platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.63
σ × 1.349 ↔ IQRdiverges from normalratio = 0.70
range ↔ σconcentrated (range < 4σ)range / σ = 2.45
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+0.015within white-noise band
ρ(2) AUTOCORR+0.017lag-2 not significant
H · HURST EXPONENT0.762strongly persistent
OLS TREND · t-STAT-7.570significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.762
H = 0.762STRONGLY 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+0.015k=2+0.017k=3+0.002k=4-0.011k=5-0.0410+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|=7.57)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.54high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.57)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 ID2528209
SLUGhighest-temperature-in-hong-kong-on-june-15-2026-28c
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 VOLUME23.74k USD 24h
LIQUIDITY24.45k 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
53min
3.9 hours·θ = 63.860 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+1.9hRESOLVESP projection · σ=13.04% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 63.860 pp/day
now3.89h left
63.860 pp/day×1.00
−25%2.92h left
73.739 pp/day×1.15
−50%1.95h left
90.312 pp/day×1.41
−75%0.97h left
127.720 pp/day×2.00
−90%0.39h left
201.943 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 6.00% · worst -19.50% · typical |Δ| 2.25%BEARISH SESSION -24.45%BEST+6.00%8hWORST-19.50%15hTYPICAL |Δ|2.25%mean absoluteCUMULATIVE-24.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.21% · Σ +1.50%EUROPE · 08-16 UTCμ -2.88% · Σ -23.00%US · 16-24 UTCμ -0.37% · Σ -2.95%CUMULATIVE Δ PATH · final -24.45%+7.50%-24.45%-1.00% · 1h-1.00% · 1h-1.00%1h1.00% · 2h1.00% · 2h1.00%2h0.00% · 3h0.00% · 3h·3h1.00% · 4h1.00% · 4h1.00%4h3.00% · 5h3.00% · 5h3.00%5h3.00% · 6h3.00% · 6h3.00%6h-5.50% · 7h-5.50% · 7h-5.50%7h6.00% · 8h6.00% · 8h6.00%8h★ BEST-4.50% · 9h-4.50% · 9h-4.50%9h-0.50% · 10h-0.50% · 10h-0.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h-1.50% · 12h-1.50% · 12h-1.50%12h0.50% · 13h0.50% · 13h0.50%13h-2.00% · 14h-2.00% · 14h-2.00%14h-19.50% · 15h-19.50% · 15h-19.50%15h▼ WORST-2.80% · 16h-2.80% · 16h-2.80%16h-0.15% · 17h-0.15% · 17h-0.15%17h0.20% · 18h0.20% · 18h0.20%18h-0.15% · 19h-0.15% · 19h-0.15%19h0.10% · 20h0.10% · 20h0.10%20h-0.15% · 21h-0.15% · 21h-0.15%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.50%)RUNSup max 3 · down max 4BREADTH33% up · 50% down · 17% flat
8 up bars · 12 down · best 6.00% · worst -19.50% · typical |Δ| 2.252%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -23.86%FINAL-23.86%MAX DD-29.06%RECOVERYONGOING · 16 barsMAX RUN-UP+7.32%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.7614 · peak 1.0732 · range [0.7614, 1.0732]1.07320.7614break-even = 1★ PEAK 1.0732UNDERWATER DRAWDOWN · max -29.06% · severe0%-29.06%▼ TROUGH -29.06%TOP DRAWDOWN PERIODS · 3 total#1 -29.06%bar 10-25 · 16 bars · ONGOING#2 -5.50%bar 8-8 · 1 bars · recovered#3 -1.00%bar 2-4 · 3 bars · recoveredDD SEVERITYsevere (max -29.06%)RECOVERYongoing · 16 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.7614 (-23.86%) · max DD -29.06% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −13 (26% positive) · μ=-20.88 · σ=36.76UNPROFITABLE STRATEGYLAST -31.73 (-0.30σ vs μ)87.9143.950.00-43.95-87.91μ = -20.8868.1668.1612.4312.4330.0330.0310.2610.265.125.12-10.65-10.65-28.91-28.91-6.71-6.71-87.91-87.91-50.25-50.25-56.15-56.15-52.43-52.43-47.96-47.96-49.73-49.73-44.52-44.52-40.34-40.34-15.51-15.510.000.00-31.73-31.73v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -31.732 · range [-87.91, 68.16] · μ -20.884 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=387.7917 · σ=265.6992 · range [9.2022, 731.3627] · R²=0.011▼ FALLING -93.86%σ EXTREME 68.52%LAST 9.2022731.3627550.8226370.2825189.74239.2022μ = 387.7917max 731.3627min 9.2022dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 9.20% · range [9.20%, 731.36%] · μ 387.79% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.321 · σ=0.344MEAN-REVERSIONLAST -0.678 (-1.04σ vs μ)0.7970.3980.000-0.398-0.797μ = -0.3210.2970.297-0.154-0.154-0.540-0.540-0.654-0.654-0.623-0.623-0.788-0.788-0.695-0.695-0.403-0.403-0.264-0.2640.0180.018-0.095-0.095-0.093-0.093-0.065-0.065-0.045-0.0450.0990.0990.0140.014-0.797-0.797-0.632-0.632-0.678-0.678v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.678 · |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
183.0064
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
0.0742
p-VALUE (log scale)
0.9996
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
-0.5216
p-VALUE (log scale)
0.8810
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
0.1919
p-VALUE (log scale)
0.8478
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7475
p-VALUE (log scale)
0.0095
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
0.3982
p-VALUE (log scale)
0.6905
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.121 ≈ 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=2.19e-3 · top T=2.00h (17.7%) · top-3 cover 45.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.7e-33.5e-32.3e-31.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.83e-3 · 14.5% energyperiod 24.0 · power 3.83e-3 · 14.5% energyperiod 12.0 · power 1.46e-3 · 5.5% energyperiod 12.0 · power 1.46e-3 · 5.5% energyperiod 8.0 · power 1.95e-3 · 7.4% energyperiod 8.0 · power 1.95e-3 · 7.4% energyperiod 6.0 · power 2.03e-3 · 7.7% energyperiod 6.0 · power 2.03e-3 · 7.7% energyperiod 4.8 · power 1.96e-3 · 7.4% energyperiod 4.8 · power 1.96e-3 · 7.4% energyperiod 4.0 · power 2.48e-3 · 9.4% energyperiod 4.0 · power 2.48e-3 · 9.4% energyperiod 3.4 · power 5.56e-4 · 2.1% energyperiod 3.4 · power 5.56e-4 · 2.1% energyperiod 3.0 · power 2.61e-3 · 9.9% energyperiod 3.0 · power 2.61e-3 · 9.9% energyperiod 2.7 · power 3.38e-3 · 12.8% energyperiod 2.7 · power 3.38e-3 · 12.8% energyperiod 2.4 · power 3.20e-4 · 1.2% energyperiod 2.4 · power 3.20e-4 · 1.2% energyperiod 2.2 · power 1.10e-3 · 4.2% energyperiod 2.2 · power 1.10e-3 · 4.2% energyperiod 2.0 · power 4.66e-3 · 17.7% energyperiod 2.0 · power 4.66e-3 · 17.7% energy50% by T=4.0h#1 dominantT=2.00h#2T=24.00h#3T=2.67hT=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 ≈ 2.00h (freq 0.500) · concentrates 17.7% of total energy · Σ|X̂|²/n = 2.632e-2

▸ Depth section using sovereign-store price series (501 bars · effective 1753200 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 0.007pp · expected |Δp| over horizon 0.02ppterminal variance p(1−p) = 0.0005 · n = 501✓ n = 501
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.007pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move0d
0.02pp
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.00✓ n = 501
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
75.0pp
peak 0.2¢ → 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
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
75410262400948150987653618618440992181462561390288852882209629749510316901925
NO token ID
36146131100819522755789472593983900891932888008996125559137513853842490191400
Snapshot fetched
2026-06-15 08:06:35 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:06:35 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7e604c29561822f88d90dc44f3fefb74b58923ba3a5f73749b0ba4a279daeb42 · 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?88¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?94¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,716.5HL PERPETH-USD perpetual$1,719.35HL PERPHYPE-USD perpetual$65.49

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-15-2026-28c/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 · 501 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8208.92%
σ per bar = 0.061997
Mean return (annualised)
-486090.25%
μ per bar = -0.002773
Sharpe (rf=0)
-59.21
annualised; risk-free assumed zero
Max drawdown
75.00%
peak 0.00 → trough 0.00 over 100 bars

/api/asset/pm-highest-temperature-in-hong-kong-on-june-15-2026-28c/risk · same metrics, JSON