POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Seoul be 29°C or higher on June 14?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-seoul-on-june-14-2026-29corhigher · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
12.43%
max drawdown
90.00%
sharpe
ulcer index
82.05%
RMS drawdown
pain index
79.58%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
90.00%
cond. drawdown
gain/pain
0.38
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.38
upside/downside
roll spread
49.5 bps
implied (price-only)
bars used
1587
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-seoul-on-june-14-2026-29corhigher/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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=0.0140 · σ=0.0133 · range [0.0005, 0.0375] · R²=0.670 FALLING -95.65%σ EXTREME 94.64%LAST 0.00100.03750.02820.01900.00980.0005μ = 0.0140max 0.0375min 0.0005dataMA(5)OLS R²=0.67μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.10¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.90¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.011 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢1000.00× +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=1,200 · μ=50.0 · σ=65.4 · CV=1.31BURSTY · concentratedcumulative energy ↗ · 50% by h=11060120180240μ = 5024050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1200bp moved · peak 240bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
0.10¢ (0.10%)
NO mid
99.90¢ (99.90%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$31.3k
liquidity $
$5.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0140 · σ=0.0133 · range [0.0005, 0.0375] · R²=0.670 FALLING -95.65%σ EXTREME 94.64%LAST 0.00100.03750.02820.01900.00980.0005μ = 0.0140max 0.0375min 0.0005dataMA(5)OLS R²=0.67μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.10¢
NO price · CLOB mid
n=25 · μ=0.9860 · σ=0.0133 · range [0.9625, 0.9995] · R²=0.670 RISING +2.25%σ NORMAL 1.35%LAST 0.99900.99950.99030.98100.97180.9625μ = 0.9860max 0.9995min 0.9625dataMA(5)OLS R²=0.67μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.90¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0013 · σ=0.0079 · skew=-0.47 (symmetric) · kurt=1.09 (leptokurtic (fat tails))1296301-2.19ppbin -2.19pp · n=1 · 8.3% peakbin -2.19pp · n=1 · 8.3% peak1-1.77ppbin -1.77pp · n=1 · 8.3% peakbin -1.77pp · n=1 · 8.3% peak-1.35pp2-0.93ppbin -0.93pp · n=2 · 16.7% peakbin -0.93pp · n=2 · 16.7% peak2-0.51ppbin -0.51pp · n=2 · 16.7% peakbin -0.51pp · n=2 · 16.7% peak12-0.09ppbin -0.09pp · n=12 · 100.0% peakbin -0.09pp · n=12 · 100.0% peak20.33ppbin 0.33pp · n=2 · 16.7% peakbin 0.33pp · n=2 · 16.7% peak20.75ppbin 0.75pp · n=2 · 16.7% peakbin 0.75pp · n=2 · 16.7% peak11.17ppbin 1.17pp · n=1 · 8.3% peakbin 1.17pp · n=1 · 8.3% peak11.59ppbin 1.59pp · n=1 · 8.3% peakbin 1.59pp · n=1 · 8.3% 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=-0.60 · kurt=1.95 · near 12 / mid 12 / far 0 · OLS slope=0.96 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25PLATYKURTIC · THIN TAILS (G₂=-1.41)
μ MEAN1.40¢95% CI: [0.88¢, 1.92¢]
σ STD DEV1.33ppσ² = 1.761 · CV = 94.64%
med MEDIAN1.25¢Q₁ 0.10¢ · Q₃ 2.30¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.10¢med 1.25¢Q₃ 2.30¢max 3.75¢μ
SKEWNESS · G₁0.389approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.410platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRconsistent with normalratio = 0.81
range ↔ σconcentrated (range < 4σ)range / σ = 2.79
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) -0.42 + ADF rejected
ρ(1) AUTOCORR-0.420negative · reversal
ρ(2) AUTOCORR+0.183lag-2 not significant
H · HURST EXPONENT0.963strongly persistent
OLS TREND · t-STAT-6.829significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.963STRONGLY 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=1-0.420k=2+0.183k=3-0.159k=4+0.064k=5-0.2110+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.42 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.83)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 ID2513876
SLUGhighest-temperature-in-seoul-on-june-14-2026-29corhigher
CATEGORYWeather & Climate
TWO-SIDED PRICING
PRIMARY · YES0.10¢implied prob 0.10% · decimal odds 1000.00×
COUNTER · NO99.90¢implied prob 99.90% · decimal odds 1.00×
0.10¢
99.90¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME31.28k USD 24h
LIQUIDITY5.67k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.998 · entropy 0.011 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%YES0.1%H = 0.011 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1000.00×(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) = 0.011 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 1.80% · worst -2.40% · typical |Δ| 0.50%BEARISH SESSION -2.20%BEST+1.80%11hWORST-2.40%12hTYPICAL |Δ|0.50%mean absoluteCUMULATIVE-2.20%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.21% · Σ +1.45%EUROPE · 08-16 UTCμ -0.45% · Σ -3.60%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -2.20%+1.45%-2.25%-0.05% · 1h-0.05% · 1h-0.05%1h-0.40% · 2h-0.40% · 2h-0.40%2h0.70% · 3h0.70% · 3h0.70%3h0.60% · 4h0.60% · 4h0.60%4h0.35% · 5h0.35% · 5h0.35%5h0.10% · 6h0.10% · 6h0.10%6h0.15% · 7h0.15% · 7h0.15%7h-1.65% · 8h-1.65% · 8h-1.65%8h-0.60% · 9h-0.60% · 9h-0.60%9h-0.25% · 10h-0.25% · 10h-0.25%10h1.80% · 11h1.80% · 11h1.80%11h★ BEST-2.40% · 12h-2.40% · 12h-2.40%12h▼ WORST1.10% · 13h1.10% · 13h1.10%13h-0.85% · 14h-0.85% · 14h-0.85%14h-0.75% · 15h-0.75% · 15h-0.75%15h-0.05% · 16h-0.05% · 16h-0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.10% · 22h0.10% · 22h0.10%22h0.00% · 23h0.00% · 23h·23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNAsia-led (+1.45%)RUNSup max 5 · down max 4BREADTH33% up · 46% down · 21% flat
8 up bars · 11 down · best 1.80% · worst -2.40% · typical |Δ| 0.500%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.25%)FINAL-2.25%MAX DD-3.70%RECOVERYONGOING · 17 barsMAX RUN-UP+1.45%UNDERWATER19/25 (76%)STREAK↘ 1EQUITY CURVE · end 0.9775 · peak 1.0145 · range [0.9770, 1.0145]1.01450.9770break-even = 1★ PEAK 1.0145UNDERWATER DRAWDOWN · max -3.70% · moderate0%-3.70%▼ TROUGH -3.70%TOP DRAWDOWN PERIODS · 2 total#1 -3.70%bar 9-25 · 17 bars · ONGOING#2 -0.45%bar 2-3 · 2 bars · recoveredDD SEVERITYmoderate (max -3.70%)RECOVERYongoing · 17 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9775 (-2.25%) · max DD -3.70% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-10.43 · σ=34.53UNPROFITABLE STRATEGYLAST 15.87 (+0.76σ vs μ)65.9532.980.00-32.98-65.95μ = -10.4348.8048.8058.8758.874.524.52-19.82-19.82-40.35-40.35-6.21-6.21-31.43-31.43-19.58-19.58-12.55-12.55-14.04-14.04-11.94-11.94-40.25-40.25-13.40-13.40-65.95-65.95-44.34-44.34-60.42-60.4215.8715.8738.2138.2115.8715.87v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 15.866 · range [-65.95, 58.87] · μ -10.429 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=72.1348 · σ=53.1094 · range [2.4166, 149.0971] · R²=0.187 FALLING -88.17%σ EXTREME 73.63%LAST 4.6011149.0971112.427075.756939.08672.4166μ = 72.1348max 149.0971min 2.4166dataMA(3)OLS R²=0.19μ lineμ ± σ bandmaxmin
latest 4.60% · range [2.42%, 149.10%] · μ 72.13% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.147 · σ=0.364CLOSE TO MARTINGALELAST -0.075 (+0.20σ vs μ)0.7360.3680.000-0.368-0.736μ = -0.1470.1010.101-0.127-0.1270.1020.1020.2310.2310.0770.0770.0430.043-0.416-0.416-0.541-0.541-0.736-0.736-0.696-0.696-0.693-0.693-0.506-0.506-0.179-0.1790.4410.4410.0130.0130.4170.417-0.006-0.006-0.233-0.233-0.075-0.075v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.075 · |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
9.0904
p-VALUE (log scale)
0.0106
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
8.0709
p-VALUE (log scale)
0.1511
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
-1.4331
p-VALUE (log scale)
0.5652
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
-0.6125
p-VALUE (log scale)
0.5402
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7538
p-VALUE (log scale)
0.0092
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
-1.2691
p-VALUE (log scale)
0.2044
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.614 ≈ 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=7.49e-5 · top T=2.00h (26.1%) · top-3 cover 53.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.3e-41.8e-41.2e-45.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.54e-5 · 3.9% energyperiod 24.0 · power 3.54e-5 · 3.9% energyperiod 12.0 · power 7.64e-6 · 0.8% energyperiod 12.0 · power 7.64e-6 · 0.8% energyperiod 8.0 · power 5.78e-5 · 6.4% energyperiod 8.0 · power 5.78e-5 · 6.4% energyperiod 6.0 · power 6.11e-5 · 6.8% energyperiod 6.0 · power 6.11e-5 · 6.8% energyperiod 4.8 · power 8.76e-6 · 1.0% energyperiod 4.8 · power 8.76e-6 · 1.0% energyperiod 4.0 · power 2.66e-5 · 3.0% energyperiod 4.0 · power 2.66e-5 · 3.0% energyperiod 3.4 · power 9.81e-5 · 10.9% energyperiod 3.4 · power 9.81e-5 · 10.9% energyperiod 3.0 · power 6.62e-5 · 7.4% energyperiod 3.0 · power 6.62e-5 · 7.4% energyperiod 2.7 · power 6.09e-5 · 6.8% energyperiod 2.7 · power 6.09e-5 · 6.8% energyperiod 2.4 · power 9.72e-5 · 10.8% energyperiod 2.4 · power 9.72e-5 · 10.8% energyperiod 2.2 · power 1.44e-4 · 16.1% energyperiod 2.2 · power 1.44e-4 · 16.1% energyperiod 2.0 · power 2.34e-4 · 26.1% energyperiod 2.0 · power 2.34e-4 · 26.1% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.18h#3T=3.43hT=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 26.1% of total energy · Σ|X̂|²/n = 8.984e-4

▸ Depth section using sovereign-store price series (1587 bars · effective 1752810 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 0.009pp · expected |Δp| over horizon 0.02ppterminal variance p(1−p) = 0.0010 · n = 1587n = 1587
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.009pp
one-bar volatility · logit-free
Per-day movedaily
0.05pp
σ × √24
Per-horizon move0d
0.02pp
σ × √6
Terminal variancebinary
0.0010
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00n = 1587
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
90.0pp
peak 0.5¢ → 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
1000.000
total return per $1
AmericanUS
+99900
$100 wins $99900
FractionalUK
999.00 / 1
profit per $1 risked
Profit per $100stake
+$99900.00
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)
0.011 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.011 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.97 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
10149161683229979955918693131937679328321077443964295773324182974753653541871
NO token ID
109884289742531478437871573275274597140781141241948289637295534545703808521068
Snapshot fetched
2026-06-14 13:36:24 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:36:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6b8a21c12a272bdda57876f87a72a96ede9c570eaf06e1de9b1dc7210d4c9d84 · 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-seoul-on-june-14-2026-29corhigher/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 · 1,587 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8921.05%
σ per bar = 0.067383
Mean return (annualised)
-177871.35%
μ per bar = -0.001015
Sharpe (rf=0)
-19.94
annualised; risk-free assumed zero
Max drawdown
90.00%
peak 0.01 → trough 0.00 over 200 bars

/api/asset/pm-highest-temperature-in-seoul-on-june-14-2026-29corhigher/risk · same metrics, JSON