POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Hong Kong be 31°C on June 20?

YES · live
99.8¢
NO · live
0.3¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-hong-kong-on-june-20-2026-31c · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
694.03%
max drawdown
9.52%
sharpe
—
ulcer index
1.87%
RMS drawdown
pain index
0.65%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.63%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
3.4 bps
implied (price-only)
bars used
1048
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-20-2026-31c/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING14.0s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
99.8¢
NO · live
0.3¢
YES price · live 24h
n=25 · μ=0.4620 · σ=0.3540 · range [0.1550, 0.9980] · R²=0.781▲ RISING +543.55%σ EXTREME 76.61%LAST 0.99750.99800.78730.57650.36580.1550μ = 0.4620max 0.9980min 0.1550dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.75¢
YES / NO split · live
YES 99.8%NO 0.3%YES99.8%99.75¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.025 / 1.00 bits (3%) · informative — one side favoured
YES
99.8%99.8¢1.00×▬ +0.00pp
NO
0.3%0.3¢400.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=12,935 · μ=539.0 · σ=660.8 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=1506381,2751,9132,550μ = 5392,55050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 12935bp moved · peak 2550bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14.0s
▲YES mid
99.75¢ (99.75%)
▼NO mid
0.25¢ (0.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.8k
≋liquidity $
$8.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4620 · σ=0.3540 · range [0.1550, 0.9980] · R²=0.781▲ RISING +543.55%σ EXTREME 76.61%LAST 0.99750.99800.78730.57650.36580.1550μ = 0.4620max 0.9980min 0.1550dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.75¢
NO price · CLOB mid
n=25 · μ=0.5378 · σ=0.3542 · range [0.0020, 0.8450] · R²=0.781▼ FALLING -99.70%σ EXTREME 65.87%LAST 0.00250.84500.63420.42350.21270.0020μ = 0.5378max 0.8450min 0.0020dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0316 · σ=0.0739 · skew=1.11 (right-skewed) · kurt=1.37 (leptokurtic (fat tails))754202-8.22ppbin -8.22pp · n=2 · 28.6% peakbin -8.22pp · n=2 · 28.6% peak1-4.67ppbin -4.67pp · n=1 · 14.3% peakbin -4.67pp · n=1 · 14.3% peak7-1.12ppbin -1.12pp · n=7 · 100.0% peakbin -1.12pp · n=7 · 100.0% peak52.43ppbin 2.43pp · n=5 · 71.4% peakbin 2.43pp · n=5 · 71.4% peak65.97ppbin 5.97pp · n=6 · 85.7% peakbin 5.97pp · n=6 · 85.7% peak9.53pp113.08ppbin 13.08pp · n=1 · 14.3% peakbin 13.08pp · n=1 · 14.3% peak16.63pp120.17ppbin 20.17pp · n=1 · 14.3% peakbin 20.17pp · n=1 · 14.3% peak123.73ppbin 23.73pp · n=1 · 14.3% peakbin 23.73pp · n=1 · 14.3% 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=1.17 · kurt=1.83 · near 15 / mid 9 / far 0 · OLS slope=0.95 intercept=-0.00RIGHT-SKEWED · HEAVY POSITIVE TAILMILDLY HEAVY UPPERLOWER 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=0.65)
μ MEAN46.20¢95% CI: [32.33¢, 60.08¢]
σ STD DEV35.40ppσ² = 1252.906 · CV = 76.61%
med MEDIAN25.50¢Q₁ 18.50¢ · Q₃ 92.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 84.30pp · IQR 74.00pp (1.349σ→47.75pp)
min 15.50¢Q₁ 18.50¢med 25.50¢Q₃ 92.50¢max 99.80¢μ
SKEWNESS · G₁0.651right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.475platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.58
σ × 1.349 ↔ IQRdiverges from normalratio = 0.65
range ↔ σconcentrated (range < 4σ)range / σ = 2.38
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+0.253within white-noise band
ρ(2) AUTOCORR+0.378lag-2 not significant
H · HURST EXPONENT0.668persistent
OLS TREND · t-STAT+9.067significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.668
H = 0.668PERSISTENT
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+0.253k=2+0.378k=3+0.051k=4-0.014k=5-0.2820+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|=9.07)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.59high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.07)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 ID2592057
SLUGhighest-temperature-in-hong-kong-on-june-20-2026-31c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.75¢implied prob 99.75% · decimal odds 1.00×
COUNTER · NO0.25¢implied prob 0.25% · decimal odds 400.00×
99.75¢
0.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.81k USD 24h
LIQUIDITY8.03k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.995 · entropy 0.025 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 99.8%NO 0.3%YES p̂99.8%H = 0.025 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO400.00×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.025 bits (3% 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 25.50% · worst -10.00% · typical |Δ| 5.39%BULLISH SESSION +84.25%BEST+25.50%18hWORST-10.00%11hTYPICAL |Δ|5.39%mean absoluteCUMULATIVE+84.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.36% · Σ +2.50%EUROPE · 08-16 UTCμ +2.56% · Σ +20.50%US · 16-24 UTCμ +7.66% · Σ +61.25%CUMULATIVE Δ PATH · final +84.25%+84.30%0.00%5.00% · 1h5.00% · 1h5.00%1h-4.50% · 2h-4.50% · 2h-4.50%2h1.00% · 3h1.00% · 3h1.00%3h0.50% · 4h0.50% · 4h0.50%4h0.50% · 5h0.50% · 5h0.50%5h7.50% · 6h7.50% · 6h7.50%6h-7.50% · 7h-7.50% · 7h-7.50%7h1.50% · 8h1.50% · 8h1.50%8h2.00% · 9h2.00% · 9h2.00%9h7.00% · 10h7.00% · 10h7.00%10h-10.00% · 11h-10.00% · 11h-10.00%11h▼ WORST1.50% · 12h1.50% · 12h1.50%12h-0.50% · 13h-0.50% · 13h-0.50%13h7.00% · 14h7.00% · 14h7.00%14h12.00% · 15h12.00% · 15h12.00%15h21.50% · 16h21.50% · 16h21.50%16h7.00% · 17h7.00% · 17h7.00%17h25.50% · 18h25.50% · 18h25.50%18h★ BEST5.25% · 19h5.25% · 19h5.25%19h0.50% · 20h0.50% · 20h0.50%20h1.50% · 21h1.50% · 21h1.50%21h0.05% · 22h0.05% · 22h0.05%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+61.25%)RUNSup max 9 · down max 1BREADTH75% up · 21% down · 4% flat
18 up bars · 5 down · best 25.50% · worst -10.00% · typical |Δ| 5.390%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +115.00%FINAL+115.00%MAX DD-10.00%RECOVERYONGOING · 4 barsMAX RUN-UP+115.11%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 2.1500 · peak 2.1511 · range [1.0000, 2.1511]2.15111.0000break-even = 1★ PEAK 2.1511UNDERWATER DRAWDOWN · max -10.00% · significant0%-10.00%▼ TROUGH -10.00%TOP DRAWDOWN PERIODS · 4 total#1 -10.00%bar 12-15 · 4 bars · recovered#2 -7.50%bar 8-10 · 3 bars · recovered#3 -4.50%bar 3-6 · 4 bars · recoveredDD SEVERITYsignificant (max -10.00%)RECOVERYongoing · 14 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 2.1500 (115.00%) · max DD -10.00% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +17 / −2 (89% positive) · μ=47.67 · σ=45.58PROFITABLE STRATEGYLAST 54.79 (+0.16σ vs μ)143.5471.770.00-71.77-143.54μ = 47.6737.5437.54-7.56-7.5611.4211.4214.5814.5831.5631.561.071.07-13.28-13.284.174.1717.4317.4334.4534.4545.1445.1495.3695.36115.58115.58143.54143.54114.79114.7989.7889.7864.3664.3651.0151.0154.7954.79v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 54.785 · range [-13.28, 143.54] · μ 47.670 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=674.5053 · σ=234.9499 · range [193.2098, 1018.7448] · R²=0.280▼ FALLING -50.32%σ EXTREME 34.83%LAST 193.20981018.7448812.3611605.9773399.5935193.2098μ = 674.5053max 1018.7448min 193.2098dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
latest 193.21% · range [193.21%, 1018.74%] · μ 674.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.209 · σ=0.292MEAN-REVERSIONLAST -0.020 (+0.65σ vs μ)0.6250.3120.000-0.312-0.625μ = -0.209-0.245-0.245-0.394-0.394-0.560-0.560-0.540-0.540-0.382-0.382-0.451-0.451-0.382-0.382-0.438-0.438-0.378-0.378-0.026-0.0260.3210.3210.3160.316-0.110-0.110-0.625-0.625-0.269-0.269-0.050-0.0500.1170.1170.1350.135-0.020-0.020v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.020 · |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
12.9177
p-VALUE (log scale)
0.0016
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
8.4811
p-VALUE (log scale)
0.1304
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
0.2280
p-VALUE (log scale)
0.9748
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
0.7533
p-VALUE (log scale)
0.4512
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7714
p-VALUE (log scale)
0.0084
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.3327
p-VALUE (log scale)
0.0197
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.710 → trending
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=6.32e-3 · top T=24.00h (25.2%) · top-3 cover 59.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-21.4e-29.6e-34.8e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.92e-2 · 25.2% energyperiod 24.0 · power 1.92e-2 · 25.2% energyperiod 12.0 · power 1.47e-2 · 19.4% energyperiod 12.0 · power 1.47e-2 · 19.4% energyperiod 8.0 · power 6.28e-3 · 8.3% energyperiod 8.0 · power 6.28e-3 · 8.3% energyperiod 6.0 · power 1.22e-3 · 1.6% energyperiod 6.0 · power 1.22e-3 · 1.6% energyperiod 4.8 · power 2.05e-3 · 2.7% energyperiod 4.8 · power 2.05e-3 · 2.7% energyperiod 4.0 · power 2.12e-3 · 2.8% energyperiod 4.0 · power 2.12e-3 · 2.8% energyperiod 3.4 · power 9.04e-4 · 1.2% energyperiod 3.4 · power 9.04e-4 · 1.2% energyperiod 3.0 · power 7.62e-3 · 10.0% energyperiod 3.0 · power 7.62e-3 · 10.0% energyperiod 2.7 · power 5.95e-4 · 0.8% energyperiod 2.7 · power 5.95e-4 · 0.8% energyperiod 2.4 · power 3.88e-3 · 5.1% energyperiod 2.4 · power 3.88e-3 · 5.1% energyperiod 2.2 · power 6.12e-3 · 8.1% energyperiod 2.2 · power 6.12e-3 · 8.1% energyperiod 2.0 · power 1.12e-2 · 14.8% energyperiod 2.0 · power 1.12e-2 · 14.8% energy50% by T=8.0h#1 dominantT=24.00h#2T=12.00h#3T=2.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 25.2% of total energy · Σ|X̂|²/n = 7.589e-2

▸ Depth section using sovereign-store price series (1048 bars · effective 1752713 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 0.524pp · expected |Δp| over horizon 1.28ppterminal variance p(1−p) = 0.0025 · n = 1048✓ n = 1048
μ per bar
+0.016pp
average Δp · drift
σ per bar
0.524pp
one-bar volatility · logit-free
Per-day movedaily
2.57pp
σ × √24
Per-horizon move0d
1.28pp
σ × √6
Terminal variancebinary
0.0025
p(1−p) at resolution
Current pricep
99.8¢
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 0.85pp · ES₉₅ 1.06pp · method parametric · drift-correcteddrift +0.016pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.03✓ n = 1048
VaR 95%
0.85pp
1.645·σ (parametric) of Δp
ES 95%
1.06pp
mean of the tail
Max drawdown
9.5pp
peak 94.5¢ → trough 85.5¢
Median step
0.20pp
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
99.8%
= price
Decimal oddsEU
1.003
total return per $1
AmericanUS
-39900
risk $39900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.25
clean dollar framing
-1000-5000+500+1000020406080100you · 99.8%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)
0.025 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.025 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
8.64 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
115577313634474034356326588253842621017845358826973030808082626461896515051640
NO token ID
82297358941082177652095767785400711833067024455364655857999072199672798999121
Snapshot fetched
2026-06-20 12:10:29 UTC
Snapshot age
14.0s
History points
25 CLOB mids
Page rendered
2026-06-20 12:10:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5cc69833b6ee4b6a70fb2446972be4809d1880118b955754661a204c09ae5795 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.6¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,706HL PERPHYPE-USD perpetual$71.37HL PERPETH-USD perpetual$1,728.6

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
$7.58K
bid $7.56K · ask $14
Depth within 50bp
$11.07K
bid $7.56K · ask $3.51K
Mid price
0.997500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.623
bid-heavy
Imbalance (top-5)
+0.373
bid-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-20-2026-31c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99898614.90bp0.9990002FILLED
BUY$10.00K0.99899615.00bp0.9990002PARTIAL
BUY$100.00K0.99899615.00bp0.9990002PARTIAL
SELL$1.00K0.9970005.01bp0.9970001FILLED
SELL$10.00K0.5321824664.84bp0.00100033PARTIAL
SELL$100.00K0.5321824664.84bp0.00100033PARTIAL

Risk metrics

▸ sovereign store · 1,048 barsperiods/year ≈ 1.75M
Realized vol (annualised)
769.61%
σ per bar = 0.005813
Mean return (annualised)
31784.67%
μ per bar = 0.000181
Sharpe (rf=0)
41.30
annualised; risk-free assumed zero
Max drawdown
9.52%
peak 0.94 → trough 0.85 over 21 bars

/api/asset/pm-highest-temperature-in-hong-kong-on-june-20-2026-31c/risk · same metrics, JSON