POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Hong Kong be 31°C on June 15?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-hong-kong-on-june-15-2026-31c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
25.18%
max drawdown
91.67%
sharpe
—
ulcer index
71.96%
RMS drawdown
pain index
66.46%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
91.67%
cond. drawdown
gain/pain
0.18
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.18
upside/downside
roll spread
86.6 bps
implied (price-only)
bars used
519
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-15-2026-31c/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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=0.0490 · σ=0.0356 · range [0.0005, 0.1530] · R²=0.016▼ FALLING -96.51%σ EXTREME 72.72%LAST 0.00150.15300.11490.07670.03860.0005μ = 0.0490max 0.1530min 0.0005dataMA(5)OLS R²=0.02μ 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=4,425 · μ=184.4 · σ=285.7 · CV=1.55BURSTY · concentratedcumulative energy ↗ · 50% by h=1702855708551,140μ = 1841,14050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4425bp moved · peak 1140bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.7k
≋liquidity $
$28.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0490 · σ=0.0356 · range [0.0005, 0.1530] · R²=0.016▼ FALLING -96.51%σ EXTREME 72.72%LAST 0.00150.15300.11490.07670.03860.0005μ = 0.0490max 0.1530min 0.0005dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9510 · σ=0.0356 · range [0.8470, 0.9995] · R²=0.016▲ RISING +4.34%σ NORMAL 3.75%LAST 0.99850.99950.96140.92330.88510.8470μ = 0.9510max 0.9995min 0.8470dataMA(5)OLS R²=0.02μ 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=-0.0030 · σ=0.0327 · skew=-0.38 (symmetric) · kurt=3.13 (leptokurtic (fat tails))1296301-10.43ppbin -10.43pp · n=1 · 8.3% peakbin -10.43pp · n=1 · 8.3% peak-8.48pp-6.54pp1-4.59ppbin -4.59pp · n=1 · 8.3% peakbin -4.59pp · n=1 · 8.3% peak2-2.65ppbin -2.65pp · n=2 · 16.7% peakbin -2.65pp · n=2 · 16.7% peak12-0.70ppbin -0.70pp · n=12 · 100.0% peakbin -0.70pp · n=12 · 100.0% peak61.24ppbin 1.24pp · n=6 · 50.0% peakbin 1.24pp · n=6 · 50.0% peak3.19pp5.13pp27.08ppbin 7.08pp · n=2 · 16.7% peakbin 7.08pp · n=2 · 16.7% 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=-0.73 · kurt=4.48 · near 8 / mid 15 / far 1 · OLS slope=0.90 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=25STRONGLY RIGHT-SKEWED (G₁=1.09)
μ MEAN4.90¢95% CI: [3.50¢, 6.29¢]
σ STD DEV3.56ppσ² = 12.688 · CV = 72.72%
med MEDIAN4.55¢Q₁ 3.90¢ · Q₃ 5.60¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 15.25pp · IQR 1.70pp (1.349σ→4.81pp)
min 0.05¢Q₁ 3.90¢med 4.55¢Q₃ 5.60¢max 15.30¢μ
SKEWNESS · G₁1.088right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.435leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRdiverges from normalratio = 2.83
range ↔ σwide tails (range > 4σ)range / σ = 4.28
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 · ρ(1) -0.33 + ADF rejected
ρ(1) AUTOCORR-0.331within white-noise band
ρ(2) AUTOCORR-0.053lag-2 not significant
H · HURST EXPONENT1.003strongly persistent
OLS TREND · t-STAT-0.618fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.003
H = 1.003STRONGLY 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=1-0.331k=2-0.053k=3+0.328k=4-0.391k=5+0.0690+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|=0.62)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.33 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.62)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 ID2528212
SLUGhighest-temperature-in-hong-kong-on-june-15-2026-31c
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 VOLUME25.68k USD 24h
LIQUIDITY28.29k 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 = 17.450 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=3.56% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 17.450 pp/day
now3.89h left
17.450 pp/day×1.00
−25%2.91h left
20.150 pp/day×1.15
−50%1.94h left
24.679 pp/day×1.41
−75%0.97h left
34.901 pp/day×2.00
−90%0.39h left
55.183 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 8.05% · worst -11.40% · typical |Δ| 1.84%MILD BEARISH -4.15%BEST+8.05%15hWORST-11.40%19hTYPICAL |Δ|1.84%mean absoluteCUMULATIVE-4.15%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.19% · Σ +1.35%EUROPE · 08-16 UTCμ +0.87% · Σ +6.95%US · 16-24 UTCμ -1.56% · Σ -12.50%CUMULATIVE Δ PATH · final -4.15%+11.00%-4.25%-0.70% · 1h-0.70% · 1h-0.70%1h0.75% · 2h0.75% · 2h0.75%2h-0.45% · 3h-0.45% · 3h-0.45%3h0.90% · 4h0.90% · 4h0.90%4h0.15% · 5h0.15% · 5h0.15%5h-0.35% · 6h-0.35% · 6h-0.35%6h1.05% · 7h1.05% · 7h1.05%7h-0.05% · 8h-0.05% · 8h-0.05%8h-1.20% · 9h-1.20% · 9h-1.20%9h1.55% · 10h1.55% · 10h1.55%10h-1.55% · 11h-1.55% · 11h-1.55%11h0.35% · 12h0.35% · 12h0.35%12h0.25% · 13h0.25% · 13h0.25%13h-0.45% · 14h-0.45% · 14h-0.45%14h8.05% · 15h8.05% · 15h8.05%15h★ BEST-4.15% · 16h-4.15% · 16h-4.15%16h0.55% · 17h0.55% · 17h0.55%17h6.30% · 18h6.30% · 18h6.30%18h-11.40% · 19h-11.40% · 19h-11.40%19h▼ WORST-1.95% · 20h-1.95% · 20h-1.95%20h-1.90% · 21h-1.90% · 21h-1.90%21h0.10% · 22h0.10% · 22h0.10%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNEurope-led (+6.95%)RUNSup max 2 · down max 3BREADTH50% up · 50% down
12 up bars · 12 down · best 8.05% · worst -11.40% · typical |Δ| 1.844%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.38%FINAL-5.38%MAX DD-14.78%RECOVERYONGOING · 6 barsMAX RUN-UP+10.92%UNDERWATER17/25 (68%)STREAK↗ 1EQUITY CURVE · end 0.9462 · peak 1.1092 · range [0.9453, 1.1092]1.10920.9453break-even = 1★ PEAK 1.1092UNDERWATER DRAWDOWN · max -14.78% · significant0%-14.78%▼ TROUGH -14.78%TOP DRAWDOWN PERIODS · 7 total#1 -14.78%bar 20-25 · 6 bars · ONGOING#2 -4.15%bar 17-18 · 2 bars · recovered#3 -1.55%bar 12-15 · 4 bars · recoveredDD SEVERITYsignificant (max -14.78%)RECOVERYongoing · 6 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.9462 (-5.38%) · max DD -14.78% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=2.39 · σ=26.10MIXED EDGELAST -53.07 (-2.13σ vs μ)53.0726.540.00-26.54-53.07μ = 2.397.067.0649.0949.0930.8130.819.389.3818.1718.17-7.04-7.041.911.91-8.99-8.99-14.42-14.4237.3037.309.539.5318.0318.0336.1336.13-2.42-2.42-5.68-5.68-33.74-33.74-22.48-22.48-24.25-24.25-53.07-53.07v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -53.075 · range [-53.07, 49.09] · μ 2.386 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=298.0366 · σ=222.4526 · range [59.2254, 667.9466] · R²=0.785▲ RISING +572.04%σ EXTREME 74.64%LAST 416.7521667.9466515.7663363.5860211.405759.2254μ = 298.0366max 667.9466min 59.2254dataMA(3)OLS R²=0.79μ lineμ ± σ bandmaxmin
latest 416.75% · range [59.23%, 667.95%] · μ 298.04% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.442 · σ=0.218MEAN-REVERSIONLAST 0.099 (+2.48σ vs μ)0.7480.3740.000-0.374-0.748μ = -0.442-0.572-0.572-0.579-0.579-0.575-0.575-0.102-0.102-0.452-0.452-0.607-0.607-0.638-0.638-0.748-0.748-0.737-0.737-0.111-0.111-0.492-0.492-0.540-0.540-0.444-0.444-0.420-0.420-0.337-0.337-0.372-0.372-0.343-0.343-0.432-0.4320.0990.099v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.099 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
36.9943
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)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
11.1743
p-VALUE (log scale)
0.0476
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-2.3424
p-VALUE (log scale)
0.1669
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
2.0871
p-VALUE (log scale)
0.0369
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (18 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1426
p-VALUE (log scale)
0.4571
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
-1.4065
p-VALUE (log scale)
0.1596
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.572 ≈ 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=1.14e-3 · top T=2.67h (30.7%) · top-3 cover 56.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.2e-33.1e-32.1e-31.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.42e-4 · 3.2% energyperiod 24.0 · power 4.42e-4 · 3.2% energyperiod 12.0 · power 9.71e-4 · 7.1% energyperiod 12.0 · power 9.71e-4 · 7.1% energyperiod 8.0 · power 8.29e-4 · 6.1% energyperiod 8.0 · power 8.29e-4 · 6.1% energyperiod 6.0 · power 3.36e-4 · 2.5% energyperiod 6.0 · power 3.36e-4 · 2.5% energyperiod 4.8 · power 1.83e-4 · 1.3% energyperiod 4.8 · power 1.83e-4 · 1.3% energyperiod 4.0 · power 6.87e-4 · 5.0% energyperiod 4.0 · power 6.87e-4 · 5.0% energyperiod 3.4 · power 1.51e-3 · 11.1% energyperiod 3.4 · power 1.51e-3 · 11.1% energyperiod 3.0 · power 1.70e-3 · 12.5% energyperiod 3.0 · power 1.70e-3 · 12.5% energyperiod 2.7 · power 4.19e-3 · 30.7% energyperiod 2.7 · power 4.19e-3 · 30.7% energyperiod 2.4 · power 1.82e-3 · 13.3% energyperiod 2.4 · power 1.82e-3 · 13.3% energyperiod 2.2 · power 5.43e-4 · 4.0% energyperiod 2.2 · power 5.43e-4 · 4.0% energyperiod 2.0 · power 4.38e-4 · 3.2% energyperiod 2.0 · power 4.38e-4 · 3.2% energy50% by T=2.7h#1 dominantT=2.67h#2T=2.40h#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 ≈ 2.67h (freq 0.375) · concentrates 30.7% of total energy · Σ|X̂|²/n = 1.365e-2

▸ Depth section using sovereign-store price series (519 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 0.019pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0015 · n = 519✓ n = 519
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.019pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move0d
0.05pp
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.01✓ n = 519
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
91.7pp
peak 0.6¢ → 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
105717220944315446649882522595793248977045127050018937484197636874723325029484
NO token ID
42604525664682038160814049972468681646585755699511563006963835635523704448148
Snapshot fetched
2026-06-15 08:06:48 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:06:48 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d3caab6fcd555e83592aabad130b725ce982a56b590e4ddac52258c672c86299 · 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$65,717HL PERPETH-USD perpetual$1,719.4HL 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-15-2026-31c/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 · 519 barsperiods/year ≈ 1.75M
Realized vol (annualised)
13720.93%
σ per bar = 0.103626
Mean return (annualised)
-469199.09%
μ per bar = -0.002676
Sharpe (rf=0)
-34.20
annualised; risk-free assumed zero
Max drawdown
91.67%
peak 0.01 → trough 0.00 over 100 bars

/api/asset/pm-highest-temperature-in-hong-kong-on-june-15-2026-31c/risk · same metrics, JSON