POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Mexico City be 24°C on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-mexico-city-on-june-14-2026-24c · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
374
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-mexico-city-on-june-14-2026-24c/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH23ms--:--:-- 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=0.1004 · σ=0.0570 · range [0.0005, 0.1750] · R²=0.572 FALLING -99.62%σ EXTREME 56.72%LAST 0.00050.17500.13140.08770.04410.0005μ = 0.1004max 0.1750min 0.0005dataMA(5)OLS R²=0.57μ 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=4,995 · μ=208.1 · σ=232.1 · CV=1.12BURSTY · concentratedcumulative energy ↗ · 50% by h=160212425637850μ = 20885050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4995bp moved · peak 850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
23ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$28.7k
liquidity $
$9.3k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1004 · σ=0.0570 · range [0.0005, 0.1750] · R²=0.572 FALLING -99.62%σ EXTREME 56.72%LAST 0.00050.17500.13140.08770.04410.0005μ = 0.1004max 0.1750min 0.0005dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8998 · σ=0.0567 · range [0.8300, 0.9995] · R²=0.581 RISING +14.89%σ HIGH 6.30%LAST 0.99950.99950.95710.91470.87240.8300μ = 0.8998max 0.9995min 0.8300dataMA(5)OLS R²=0.58μ 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=-0.0056 · σ=0.0288 · skew=0.54 (right-skewed) · kurt=1.56 (leptokurtic (fat tails))864201-6.79ppbin -6.79pp · n=1 · 12.5% peakbin -6.79pp · n=1 · 12.5% peak1-5.19ppbin -5.19pp · n=1 · 12.5% peakbin -5.19pp · n=1 · 12.5% peak2-3.58ppbin -3.58pp · n=2 · 25.0% peakbin -3.58pp · n=2 · 25.0% peak5-1.97ppbin -1.97pp · n=5 · 62.5% peakbin -1.97pp · n=5 · 62.5% peak8-0.36ppbin -0.36pp · n=8 · 100.0% peakbin -0.36pp · n=8 · 100.0% peak51.25ppbin 1.25pp · n=5 · 62.5% peakbin 1.25pp · n=5 · 62.5% peak2.86pp14.47ppbin 4.47pp · n=1 · 12.5% peakbin 4.47pp · n=1 · 12.5% peak6.08pp17.69ppbin 7.69pp · n=1 · 12.5% peakbin 7.69pp · n=1 · 12.5% 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=0.57 · kurt=2.15 · near 19 / mid 5 / far 0 · OLS slope=0.98 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=25LEFT-SKEWED (G₁=-0.70)
μ MEAN10.04¢95% CI: [7.81¢, 12.28¢]
σ STD DEV5.70ppσ² = 32.453 · CV = 56.72%
med MEDIAN11.50¢Q₁ 8.50¢ · Q₃ 14.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 8.50¢med 11.50¢Q₃ 14.50¢max 17.50¢μ
SKEWNESS · G₁-0.703left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.759mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.26
σ × 1.349 ↔ IQRdiverges from normalratio = 1.28
range ↔ σconcentrated (range < 4σ)range / σ = 3.06
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-0.026within white-noise band
ρ(2) AUTOCORR+0.047lag-2 not significant
H · HURST EXPONENT1.020strongly persistent
OLS TREND · t-STAT-5.547significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.020STRONGLY 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=1-0.026k=2+0.047k=3-0.159k=4-0.257k=5-0.1940+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 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.55)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 ID2527099
SLUGhighest-temperature-in-mexico-city-on-june-14-2026-24c
CATEGORYWeather & Climate
TWO-SIDED PRICING
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 TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME28.72k USD 24h
LIQUIDITY9.29k 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%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 8.50% · worst -7.60% · typical |Δ| 2.08%BEARISH SESSION -12.95%BEST+8.50%16hWORST-7.60%20hTYPICAL |Δ|2.08%mean absoluteCUMULATIVE-12.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.21% · Σ -1.50%EUROPE · 08-16 UTCμ -0.31% · Σ -2.50%US · 16-24 UTCμ -1.12% · Σ -8.95%CUMULATIVE Δ PATH · final -12.95%+4.50%-12.95%-1.50% · 1h-1.50% · 1h-1.50%1h4.50% · 2h4.50% · 2h4.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h1.50% · 4h1.50% · 4h1.50%4h-2.00% · 5h-2.00% · 5h-2.00%5h1.50% · 6h1.50% · 6h1.50%6h-5.00% · 7h-5.00% · 7h-5.00%7h0.00% · 8h0.00% · 8h·8h-1.00% · 9h-1.00% · 9h-1.00%9h1.50% · 10h1.50% · 10h1.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h0.50% · 13h0.50% · 13h0.50%13h-2.00% · 14h-2.00% · 14h-2.00%14h0.50% · 15h0.50% · 15h0.50%15h8.50% · 16h8.50% · 16h8.50%16h★ BEST-3.00% · 17h-3.00% · 17h-3.00%17h-2.50% · 18h-2.50% · 18h-2.50%18h-4.00% · 19h-4.00% · 19h-4.00%19h-7.60% · 20h-7.60% · 20h-7.60%20h▼ WORST-0.35% · 21h-0.35% · 21h-0.35%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+-1.50%)RUNSup max 2 · down max 5BREADTH29% up · 54% down · 17% flat
7 up bars · 13 down · best 8.50% · worst -7.60% · typical |Δ| 2.081%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -13.14%FINAL-13.14%MAX DD-16.45%RECOVERYONGOING · 20 barsMAX RUN-UP+3.95%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.8686 · peak 1.0395 · range [0.8686, 1.0395]1.03950.8686break-even = 1★ PEAK 1.0395UNDERWATER DRAWDOWN · max -16.45% · severe0%-16.45%▼ TROUGH -16.45%TOP DRAWDOWN PERIODS · 3 total#1 -16.45%bar 6-25 · 20 bars · ONGOING#2 -1.50%bar 2-2 · 1 bars · recovered#3 -0.50%bar 4-4 · 1 bars · recoveredDD SEVERITYsevere (max -16.45%)RECOVERYongoing · 20 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.8686 (-13.14%) · max DD -16.45% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −14 (21% positive) · μ=-24.05 · σ=31.55UNPROFITABLE STRATEGYLAST -58.90 (-1.10σ vs μ)98.2549.120.00-49.12-98.25μ = -24.0522.5922.590.000.00-28.48-28.48-31.67-31.67-31.67-31.67-28.96-28.96-46.56-46.56-14.44-14.44-35.89-35.89-17.56-17.5622.2722.2715.2815.287.307.30-8.44-8.44-23.02-23.02-25.66-25.66-98.25-98.25-74.86-74.86-58.90-58.90v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -58.900 · range [-98.25, 22.59] · μ -24.049 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=286.2814 · σ=120.7195 · range [101.0940, 513.6218] · R²=0.235 RISING +30.94%σ EXTREME 42.17%LAST 296.2158513.6218410.4899307.3579204.2260101.0940μ = 286.2814max 513.6218min 101.0940dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 296.22% · range [101.09%, 513.62%] · μ 286.28% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.264 · σ=0.308MEAN-REVERSIONLAST 0.265 (+1.71σ vs μ)0.6210.3100.000-0.310-0.621μ = -0.264-0.621-0.621-0.306-0.306-0.586-0.586-0.619-0.619-0.542-0.542-0.517-0.517-0.222-0.222-0.605-0.605-0.529-0.529-0.528-0.5280.0440.044-0.347-0.347-0.188-0.188-0.032-0.0320.1560.156-0.018-0.0180.0020.0020.1870.1870.2650.265v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.265 · |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
10.3065
p-VALUE (log scale)
0.0058
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
4.1130
p-VALUE (log scale)
0.5351
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
-0.7755
p-VALUE (log scale)
0.8220
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
1.4724
p-VALUE (log scale)
0.1409
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6109
p-VALUE (log scale)
0.0216
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
0.1948
p-VALUE (log scale)
0.8455
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.059 ≈ 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-3 · top T=2.00h (17.8%) · top-3 cover 50.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.2e-31.6e-31.1e-35.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.03e-4 · 1.7% energyperiod 24.0 · power 2.03e-4 · 1.7% energyperiod 12.0 · power 2.15e-3 · 17.7% energyperiod 12.0 · power 2.15e-3 · 17.7% energyperiod 8.0 · power 7.69e-4 · 6.3% energyperiod 8.0 · power 7.69e-4 · 6.3% energyperiod 6.0 · power 1.82e-3 · 15.0% energyperiod 6.0 · power 1.82e-3 · 15.0% energyperiod 4.8 · power 4.59e-4 · 3.8% energyperiod 4.8 · power 4.59e-4 · 3.8% energyperiod 4.0 · power 4.64e-5 · 0.4% energyperiod 4.0 · power 4.64e-5 · 0.4% energyperiod 3.4 · power 1.12e-3 · 9.2% energyperiod 3.4 · power 1.12e-3 · 9.2% energyperiod 3.0 · power 5.56e-4 · 4.6% energyperiod 3.0 · power 5.56e-4 · 4.6% energyperiod 2.7 · power 1.39e-3 · 11.5% energyperiod 2.7 · power 1.39e-3 · 11.5% energyperiod 2.4 · power 9.64e-4 · 8.0% energyperiod 2.4 · power 9.64e-4 · 8.0% energyperiod 2.2 · power 4.89e-4 · 4.0% energyperiod 2.2 · power 4.89e-4 · 4.0% energyperiod 2.0 · power 2.16e-3 · 17.8% energyperiod 2.0 · power 2.16e-3 · 17.8% energy50% by T=3.4h#1 dominantT=2.00h#2T=12.00h#3T=6.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 17.8% of total energy · Σ|X̂|²/n = 1.212e-2

▸ Depth section using sovereign-store price series (374 bars · effective 1753103 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 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.0005 · n = 374n = 374
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move0d
0.00pp
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00n = 374
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 0.1¢ → trough 0.1¢
Median step
0.00pp
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
7056859720508477624800823466495669887375132664407141685967987034659210707831
NO token ID
103773139082755462978133473964000847597260189102030291808165982271596040654573
Snapshot fetched
2026-06-14 21:40:11 UTC
Snapshot age
23ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:40:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
23c3c4202b4ade4e184cbe3ee3eb558b8fce7b4de0713d9d9ab93cea5944a0bd · 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-mexico-city-on-june-14-2026-24c/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 · 374 barsperiods/year ≈ 1.75M
Realized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars

/api/asset/pm-highest-temperature-in-mexico-city-on-june-14-2026-24c/risk · same metrics, JSON