POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Hong Kong be 30°C on June 15?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-hong-kong-on-june-15-2026-30c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
56.04%
max drawdown
90.00%
sharpe
—
ulcer index
71.48%
RMS drawdown
pain index
69.49%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
86.73%
cond. drawdown
gain/pain
0.10
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.10
upside/downside
roll spread
139.6 bps
implied (price-only)
bars used
425
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-15-2026-30c/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9ms⏱--:--:-- 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=0.2162 · σ=0.1525 · range [0.0015, 0.6500] · R²=0.012▼ FALLING -99.33%σ EXTREME 70.56%LAST 0.00150.65000.48790.32570.16360.0015μ = 0.2162max 0.6500min 0.0015dataMA(5)OLS R²=0.01μ 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=12,335 · μ=514.0 · σ=889.9 · CV=1.73BURSTY · concentratedcumulative energy ↗ · 50% by h=1909131,8252,7383,650μ = 5143,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 12335bp moved · peak 3650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9ms
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$27.2k
≋liquidity $
$13.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2162 · σ=0.1525 · range [0.0015, 0.6500] · R²=0.012▼ FALLING -99.33%σ EXTREME 70.56%LAST 0.00150.65000.48790.32570.16360.0015μ = 0.2162max 0.6500min 0.0015dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.7838 · σ=0.1525 · range [0.3500, 0.9985] · R²=0.012▲ RISING +28.84%σ EXTREME 19.46%LAST 0.99850.99850.83640.67430.51210.3500μ = 0.7838max 0.9985min 0.3500dataMA(5)OLS R²=0.01μ 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=-0.0066 · σ=0.0968 · skew=-1.78 (left-skewed) · kurt=4.35 (leptokurtic (fat tails))15118401-33.73ppbin -33.73pp · n=1 · 6.7% peakbin -33.73pp · n=1 · 6.7% peak-28.18pp1-22.63ppbin -22.63pp · n=1 · 6.7% peakbin -22.63pp · n=1 · 6.7% peak-17.07pp-11.52pp1-5.97ppbin -5.97pp · n=1 · 6.7% peakbin -5.97pp · n=1 · 6.7% peak15-0.42ppbin -0.42pp · n=15 · 100.0% peakbin -0.42pp · n=15 · 100.0% peak35.13ppbin 5.13pp · n=3 · 20.0% peakbin 5.13pp · n=3 · 20.0% peak210.68ppbin 10.68pp · n=2 · 13.3% peakbin 10.68pp · n=2 · 13.3% peak116.23ppbin 16.23pp · n=1 · 6.7% peakbin 16.23pp · n=1 · 6.7% 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=-1.78 · kurt=5.05 · near 9 / mid 14 / far 1 · OLS slope=0.86 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=25RIGHT-SKEWED (G₁=0.95)
μ MEAN21.62¢95% CI: [15.64¢, 27.60¢]
σ STD DEV15.25ppσ² = 232.697 · CV = 70.56%
med MEDIAN21.50¢Q₁ 17.50¢ · Q₃ 24.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 64.85pp · IQR 6.50pp (1.349σ→20.58pp)
min 0.15¢Q₁ 17.50¢med 21.50¢Q₃ 24.00¢max 65.00¢μ
SKEWNESS · G₁0.946right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.287leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRdiverges from normalratio = 3.17
range ↔ σwide tails (range > 4σ)range / σ = 4.25
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.341within white-noise band
ρ(2) AUTOCORR-0.199lag-2 not significant
H · HURST EXPONENT0.813strongly persistent
OLS TREND · t-STAT-0.518fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.813
H = 0.813STRONGLY 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+0.341k=2-0.199k=3-0.187k=4-0.238k=5-0.1120+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]NOT SIGNIFICANT (|t|=0.52)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.97very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.52)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 ID2528211
SLUGhighest-temperature-in-hong-kong-on-june-15-2026-30c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS NO (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME27.20k USD 24h
LIQUIDITY13.82k 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%YES p̂0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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 · VERY HIGHresolves 2026-06-15 12:00 UTC
0days
03hrs
53min
3.9 hours·θ = 74.731 pp/day
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+1.9hRESOLVESP projection · σ=15.25% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 74.731 pp/day
now3.89h left
74.731 pp/day×1.00
−25%2.91h left
86.292 pp/day×1.15
−50%1.94h left
105.686 pp/day×1.41
−75%0.97h left
149.462 pp/day×2.00
−90%0.39h left
236.320 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 19.00% · worst -36.50% · typical |Δ| 5.14%MILD BEARISH -22.35%BEST+19.00%17hWORST-36.50%19hTYPICAL |Δ|5.14%mean absoluteCUMULATIVE-22.35%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.50% · Σ -3.50%EUROPE · 08-16 UTCμ +1.88% · Σ +15.00%US · 16-24 UTCμ -4.23% · Σ -33.85%CUMULATIVE Δ PATH · final -22.35%+42.50%-22.35%-1.50% · 1h-1.50% · 1h-1.50%1h-2.00% · 2h-2.00% · 2h-2.00%2h-1.50% · 3h-1.50% · 3h-1.50%3h1.00% · 4h1.00% · 4h1.00%4h-0.50% · 5h-0.50% · 5h-0.50%5h-1.50% · 6h-1.50% · 6h-1.50%6h2.50% · 7h2.50% · 7h2.50%7h2.50% · 8h2.50% · 8h2.50%8h1.00% · 9h1.00% · 9h1.00%9h0.50% · 10h0.50% · 10h0.50%10h1.00% · 11h1.00% · 11h1.00%11h0.00% · 12h0.00% · 12h·12h-1.00% · 13h-1.00% · 13h-1.00%13h0.00% · 14h0.00% · 14h·14h11.00% · 15h11.00% · 15h11.00%15h2.50% · 16h2.50% · 16h2.50%16h19.00% · 17h19.00% · 17h19.00%17h★ BEST9.50% · 18h9.50% · 18h9.50%18h-36.50% · 19h-36.50% · 19h-36.50%19h▼ WORST-22.00% · 20h-22.00% · 20h-22.00%20h-5.70% · 21h-5.70% · 21h-5.70%21h-0.40% · 22h-0.40% · 22h-0.40%22h-0.25% · 23h-0.25% · 23h-0.25%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+15.00%)RUNSup max 5 · down max 5BREADTH42% up · 46% down · 13% flat
10 up bars · 11 down · best 19.00% · worst -36.50% · typical |Δ| 5.140%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -30.96%FINAL-30.96%MAX DD-53.60%RECOVERYONGOING · 6 barsMAX RUN-UP+48.79%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 0.6904 · peak 1.4879 · range [0.6904, 1.4879]1.48790.6904break-even = 1★ PEAK 1.4879UNDERWATER DRAWDOWN · max -53.60% · severe0%-53.60%▼ TROUGH -53.60%TOP DRAWDOWN PERIODS · 3 total#1 -53.60%bar 20-25 · 6 bars · ONGOING#2 -5.88%bar 2-10 · 9 bars · recovered#3 -1.00%bar 14-15 · 2 bars · recoveredDD SEVERITYsevere (max -53.60%)RECOVERYongoing · 6 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.6904 (-30.96%) · max DD -53.60% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=17.01 · σ=52.90MIXED EDGELAST -66.76 (-1.58σ vs μ)112.8456.420.00-56.42-112.84μ = 17.01-85.44-85.44-17.82-17.8221.0221.0248.6848.6843.7443.7463.1063.10112.84112.8453.3753.3730.8630.8639.8739.8747.3647.3661.0561.0582.6682.664.394.39-11.87-11.87-25.14-25.14-27.59-27.59-51.08-51.08-66.76-66.76v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -66.760 · range [-85.44, 112.84] · μ 17.014 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=745.5929 · σ=759.2250 · range [70.9718, 2028.8186] · R²=0.729▲ RISING +1283.26%σ EXTREME 101.83%LAST 1418.22772028.81861539.35691049.8952560.433570.9718μ = 745.5929max 2028.8186min 70.9718dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 1418.23% · range [70.97%, 2028.82%] · μ 745.59% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=0.103 · σ=0.182CLOSE TO MARTINGALELAST 0.442 (+1.86σ vs μ)0.4420.2210.000-0.221-0.442μ = 0.1030.1250.125-0.192-0.1920.0260.0260.1600.1600.1800.180-0.136-0.1360.3600.3600.2030.2030.2830.283-0.031-0.031-0.001-0.001-0.056-0.056-0.044-0.044-0.069-0.0690.2930.2930.2890.2890.1920.192-0.068-0.0680.4420.442v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.442 · |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
57.7971
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
7.4855
p-VALUE (log scale)
0.1857
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
-1.3537
p-VALUE (log scale)
0.6028
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-2.0091
p-VALUE (log scale)
0.0445
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1241
p-VALUE (log scale)
0.4894
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
1.4697
p-VALUE (log scale)
0.1417
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.447 ≈ 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=1.01e-2 · top T=8.00h (21.9%) · top-3 cover 50.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.7e-22.0e-21.3e-26.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.10e-2 · 9.1% energyperiod 24.0 · power 1.10e-2 · 9.1% energyperiod 12.0 · power 1.40e-2 · 11.5% energyperiod 12.0 · power 1.40e-2 · 11.5% energyperiod 8.0 · power 2.67e-2 · 21.9% energyperiod 8.0 · power 2.67e-2 · 21.9% energyperiod 6.0 · power 2.05e-2 · 16.8% energyperiod 6.0 · power 2.05e-2 · 16.8% energyperiod 4.8 · power 1.40e-2 · 11.5% energyperiod 4.8 · power 1.40e-2 · 11.5% energyperiod 4.0 · power 7.15e-3 · 5.9% energyperiod 4.0 · power 7.15e-3 · 5.9% energyperiod 3.4 · power 1.16e-2 · 9.6% energyperiod 3.4 · power 1.16e-2 · 9.6% energyperiod 3.0 · power 6.78e-3 · 5.6% energyperiod 3.0 · power 6.78e-3 · 5.6% energyperiod 2.7 · power 6.29e-3 · 5.2% energyperiod 2.7 · power 6.29e-3 · 5.2% energyperiod 2.4 · power 2.48e-3 · 2.0% energyperiod 2.4 · power 2.48e-3 · 2.0% energyperiod 2.2 · power 1.10e-3 · 0.9% energyperiod 2.2 · power 1.10e-3 · 0.9% energyperiod 2.0 · power 2.71e-5 · 0.0% energyperiod 2.0 · power 2.71e-5 · 0.0% energy50% by T=6.0h#1 dominantT=8.00h#2T=6.00h#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 ≈ 8.00h (freq 0.125) · concentrates 21.9% of total energy · Σ|X̂|²/n = 1.217e-1

▸ Depth section using sovereign-store price series (425 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 0.042pp · expected |Δp| over horizon 0.10ppterminal variance p(1−p) = 0.0015 · n = 425✓ n = 425
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.042pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move0d
0.10pp
σ × √6
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 425
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
90.0pp
peak 1.5¢ → 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
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
67021189076493431244296274550070818556775094417513184382541373948635627154337
NO token ID
114455956933637922623118747039304078590585408928663364914691667443479077685893
Snapshot fetched
2026-06-15 08:06:49 UTC
Snapshot age
9ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:06:49 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fa100884be4269f7a392deccdd6c9ab4741a5b7d962a25471c1253190a77cd34 · 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?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$65.53

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
0.001500
(best bid + best ask) / 2
Spread
6666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.978
ask-heavy
Imbalance (top-5)
-0.764
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-15-2026-30c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.121063797088.39bp0.57000034FILLED
BUY$10.00K0.4639923083278.33bp0.75900041FILLED
BUY$100.00K0.6823224538815.77bp0.99900062PARTIAL
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 425 barsperiods/year ≈ 1.75M
Realized vol (annualised)
7814.91%
σ per bar = 0.059020
Mean return (annualised)
-952150.11%
μ per bar = -0.005431
Sharpe (rf=0)
-121.84
annualised; risk-free assumed zero
Max drawdown
90.00%
peak 0.01 → trough 0.00 over 423 bars

/api/asset/pm-highest-temperature-in-hong-kong-on-june-15-2026-30c/risk · same metrics, JSON