POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Seoul be 28°C on June 15?

YES · live
99.8¢
NO · live
0.3¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-seoul-on-june-15-2026-28c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
955.18%
max drawdown
9.84%
sharpe
—
ulcer index
3.57%
RMS drawdown
pain index
1.74%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.84%
cond. drawdown
gain/pain
2.70
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.70
upside/downside
roll spread
7.8 bps
implied (price-only)
bars used
458
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-seoul-on-june-15-2026-28c/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH26ms⏱--:--:-- 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
99.8¢
NO · live
0.3¢
YES price · live 24h
n=25 · μ=0.4576 · σ=0.2394 · range [0.2400, 0.9975] · R²=0.530▲ RISING +238.14%σ EXTREME 52.31%LAST 0.99750.99750.80810.61880.42940.2400μ = 0.4576max 0.9975min 0.2400dataMA(5)OLS R²=0.53μ 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=15,135 · μ=630.6 · σ=1520.6 · CV=2.41BURSTY · concentratedcumulative energy ↗ · 50% by h=2101,8133,6255,4387,250μ = 6317,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 15135bp moved · peak 7250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
26ms
▲YES mid
99.75¢ (99.75%)
▼NO mid
0.25¢ (0.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$37.8k
≋liquidity $
$6.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4576 · σ=0.2394 · range [0.2400, 0.9975] · R²=0.530▲ RISING +238.14%σ EXTREME 52.31%LAST 0.99750.99750.80810.61880.42940.2400μ = 0.4576max 0.9975min 0.2400dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.75¢
NO price · CLOB mid
n=25 · μ=0.5416 · σ=0.2386 · range [0.0025, 0.7400] · R²=0.538▼ FALLING -99.65%σ EXTREME 44.06%LAST 0.00250.74000.55560.37120.18690.0025μ = 0.5416max 0.7400min 0.0025dataMA(5)OLS R²=0.54μ 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=0.0227 · σ=0.1515 · skew=3.22 (right-skewed) · kurt=11.72 (leptokurtic (fat tails))18149501-20.60ppbin -20.60pp · n=1 · 5.6% peakbin -20.60pp · n=1 · 5.6% peak1-10.80ppbin -10.80pp · n=1 · 5.6% peakbin -10.80pp · n=1 · 5.6% peak18-1.00ppbin -1.00pp · n=18 · 100.0% peakbin -1.00pp · n=18 · 100.0% peak28.80ppbin 8.80pp · n=2 · 11.1% peakbin 8.80pp · n=2 · 11.1% peak118.60ppbin 18.60pp · n=1 · 5.6% peakbin 18.60pp · n=1 · 5.6% peak28.40pp38.20pp48.00pp57.80pp167.60ppbin 67.60pp · n=1 · 5.6% peakbin 67.60pp · n=1 · 5.6% 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=3.25 · kurt=12.72 · near 7 / mid 16 / far 1 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.34σsample ↓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=1.51)
μ MEAN45.76¢95% CI: [36.38¢, 55.14¢]
σ STD DEV23.94ppσ² = 572.917 · CV = 52.31%
med MEDIAN39.00¢Q₁ 30.50¢ · Q₃ 42.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 75.75pp · IQR 12.00pp (1.349σ→32.29pp)
min 24.00¢Q₁ 30.50¢med 39.00¢Q₃ 42.50¢max 99.75¢μ
SKEWNESS · G₁1.513right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.687mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRdiverges from normalratio = 2.69
range ↔ σconcentrated (range < 4σ)range / σ = 3.16
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) -0.43 + ADF rejected
ρ(1) AUTOCORR-0.430negative · reversal
ρ(2) AUTOCORR+0.217lag-2 not significant
H · HURST EXPONENT1.042strongly persistent
OLS TREND · t-STAT+5.089significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.042
H = 1.042STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.430k=2+0.217k=3-0.134k=4-0.022k=5+0.0070+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|=5.09)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.43 + 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|=5.09)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 ID2528144
SLUGhighest-temperature-in-seoul-on-june-15-2026-28c
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 VOLUME37.80k USD 24h
LIQUIDITY6.16k 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-15 12:00 UTC
0days
03hrs
55min
3.9 hours·θ = 117.260 pp/day
YES →$1.00(P = 99.8%)
NO →$0.00(P = 0.2%)
current: $0.9975 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.0hRESOLVESP projection · σ=23.94% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 117.260 pp/day
now3.93h left
117.260 pp/day×1.00
−25%2.95h left
135.401 pp/day×1.15
−50%1.96h left
165.831 pp/day×1.41
−75%0.98h left
234.521 pp/day×2.00
−90%0.39h left
370.810 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 72.50% · worst -25.50% · typical |Δ| 6.31%MILD BULLISH +70.25%BEST+72.50%21hWORST-25.50%20hTYPICAL |Δ|6.31%mean absoluteCUMULATIVE+70.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ +1.12% · Σ +9.00%US · 16-24 UTCμ +7.28% · Σ +58.25%CUMULATIVE Δ PATH · final +70.25%+70.25%-5.50%-1.50% · 1h-1.50% · 1h-1.50%1h0.50% · 2h0.50% · 2h0.50%2h1.00% · 3h1.00% · 3h1.00%3h1.00% · 4h1.00% · 4h1.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h2.00% · 7h2.00% · 7h2.00%7h8.00% · 8h8.00% · 8h8.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.50% · 10h0.50% · 10h0.50%10h-1.00% · 11h-1.00% · 11h-1.00%11h-1.00% · 12h-1.00% · 12h-1.00%12h-0.50% · 13h-0.50% · 13h-0.50%13h1.00% · 14h1.00% · 14h1.00%14h2.50% · 15h2.50% · 15h2.50%15h3.00% · 16h3.00% · 16h3.00%16h-2.00% · 17h-2.00% · 17h-2.00%17h-7.00% · 18h-7.00% · 18h-7.00%18h14.00% · 19h14.00% · 19h14.00%19h-25.50% · 20h-25.50% · 20h-25.50%20h▼ WORST72.50% · 21h72.50% · 21h72.50%21h★ BEST-1.55% · 22h-1.55% · 22h-1.55%22h4.80% · 23h4.80% · 23h4.80%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+58.25%)RUNSup max 3 · down max 3BREADTH50% up · 38% down · 13% flat
12 up bars · 9 down · best 72.50% · worst -25.50% · typical |Δ| 6.306%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +59.36%FINAL+59.36%MAX DD-25.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+59.36%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 1.5936 · peak 1.5936 · range [0.8954, 1.5936]1.59360.8954break-even = 1★ PEAK 1.5936UNDERWATER DRAWDOWN · max -25.50% · severe0%-25.50%▼ TROUGH -25.50%TOP DRAWDOWN PERIODS · 5 total#1 -25.50%bar 21-21 · 1 bars · recovered#2 -8.86%bar 18-19 · 2 bars · recovered#3 -2.48%bar 10-15 · 6 bars · recoveredDD SEVERITYsevere (max -25.50%)RECOVERYfully recoveredTIME UNDER WATER52% of session · 13/25 bars
final equity 1.5936 (59.36%) · max DD -25.50% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=27.45 · σ=27.71PROFITABLE STRATEGYLAST 30.39 (+0.11σ vs μ)92.5746.290.00-46.29-92.57μ = 27.4516.7616.7692.5792.5761.7161.7151.3551.3548.4548.4541.9541.9536.0736.0724.4224.42-28.48-28.4817.0917.0935.0635.0623.4023.40-12.69-12.6925.7225.72-17.67-17.6725.5025.5023.2423.2426.6126.6130.3930.39v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 30.385 · range [-28.48, 92.57] · μ 27.445 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=913.1891 · σ=1207.9545 · range [70.9718, 3169.4552] · R²=0.600▲ RISING +3443.12%σ EXTREME 132.28%LAST 3087.19313169.45522394.83431620.2135845.592770.9718μ = 913.1891max 3169.4552min 70.9718dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
latest 3087.19% · range [70.97%, 3169.46%] · μ 913.19% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.107 · σ=0.317CLOSE TO MARTINGALELAST -0.547 (-1.39σ vs μ)0.5820.2910.000-0.291-0.582μ = -0.1070.0710.071-0.196-0.1960.1520.152-0.168-0.168-0.132-0.132-0.107-0.1070.0190.019-0.037-0.037-0.093-0.0930.3530.3530.5820.5820.0370.0370.2870.287-0.316-0.316-0.485-0.485-0.387-0.387-0.510-0.510-0.547-0.547-0.547-0.547v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.547 · |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
308.4759
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
6.9140
p-VALUE (log scale)
0.2260
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
-0.9824
p-VALUE (log scale)
0.7584
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
0.3269
p-VALUE (log scale)
0.7438
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6097
p-VALUE (log scale)
0.0218
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
-1.2482
p-VALUE (log scale)
0.2120
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.620 ≈ 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=2.75e-2 · top T=2.18h (20.1%) · top-3 cover 49.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.6e-25.0e-23.3e-21.7e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.01e-2 · 3.1% energyperiod 24.0 · power 1.01e-2 · 3.1% energyperiod 12.0 · power 1.48e-2 · 4.5% energyperiod 12.0 · power 1.48e-2 · 4.5% energyperiod 8.0 · power 1.48e-2 · 4.5% energyperiod 8.0 · power 1.48e-2 · 4.5% energyperiod 6.0 · power 2.00e-2 · 6.1% energyperiod 6.0 · power 2.00e-2 · 6.1% energyperiod 4.8 · power 1.30e-2 · 3.9% energyperiod 4.8 · power 1.30e-2 · 3.9% energyperiod 4.0 · power 8.59e-3 · 2.6% energyperiod 4.0 · power 8.59e-3 · 2.6% energyperiod 3.4 · power 1.84e-2 · 5.6% energyperiod 3.4 · power 1.84e-2 · 5.6% energyperiod 3.0 · power 2.13e-2 · 6.4% energyperiod 3.0 · power 2.13e-2 · 6.4% energyperiod 2.7 · power 4.49e-2 · 13.6% energyperiod 2.7 · power 4.49e-2 · 13.6% energyperiod 2.4 · power 4.50e-2 · 13.7% energyperiod 2.4 · power 4.50e-2 · 13.7% energyperiod 2.2 · power 6.62e-2 · 20.1% energyperiod 2.2 · power 6.62e-2 · 20.1% energyperiod 2.0 · power 5.26e-2 · 16.0% energyperiod 2.0 · power 5.26e-2 · 16.0% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.00h#3T=2.40hT=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 ≈ 2.18h (freq 0.458) · concentrates 20.1% of total energy · Σ|X̂|²/n = 3.296e-1

▸ Depth section using sovereign-store price series (458 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 0.722pp · expected |Δp| over horizon 1.77ppterminal variance p(1−p) = 0.0025 · n = 458✓ n = 458
μ per bar
+0.037pp
average Δp · drift
σ per bar
0.722pp
one-bar volatility · logit-free
Per-day movedaily
3.54pp
σ × √24
Per-horizon move0d
1.77pp
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 1.15pp · ES₉₅ 1.45pp · method parametric · drift-correcteddrift +0.037pp/bar · quantised: yes · median step 1.85pp · unique ratio 0.02✓ n = 458
VaR 95%
1.15pp
1.645·σ (parametric) of Δp
ES 95%
1.45pp
mean of the tail
Max drawdown
9.8pp
peak 96.5¢ → trough 87.0¢
Median step
1.85pp
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
76530660823428288249862034040430543003451154108147338342116123746715065533702
NO token ID
49326492979667399717248983434430612079303594569097864327060253842778982789596
Snapshot fetched
2026-06-15 08:04:18 UTC
Snapshot age
26ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:04:18 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
35c4dcef9c2f9f93b55a5baefec8aa196ec8cf9de7655140ec8ce1bb7ff3d915 · 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$65,729HL PERPETH-USD perpetual$1,719.2HL PERPHYPE-USD perpetual$65.5

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
$2.22K
bid $435 · ask $1.79K
Mid price
0.997500
(best bid + best ask) / 2
Spread
30.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.876
bid-heavy
Imbalance (top-5)
-0.408
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-15-2026-28c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99900015.04bp0.9990001FILLED
BUY$10.00K0.99900015.04bp0.9990001PARTIAL
BUY$100.00K0.99900015.04bp0.9990001PARTIAL
SELL$1.00K0.99265248.60bp0.9900006FILLED
SELL$10.00K0.1782138213.41bp0.00100053PARTIAL
SELL$100.00K0.1782138213.41bp0.00100053PARTIAL

Risk metrics

▸ sovereign store · 458 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1054.91%
σ per bar = 0.007967
Mean return (annualised)
70525.70%
μ per bar = 0.000402
Sharpe (rf=0)
66.85
annualised; risk-free assumed zero
Max drawdown
9.84%
peak 0.96 → trough 0.87 over 100 bars

/api/asset/pm-highest-temperature-in-seoul-on-june-15-2026-28c/risk · same metrics, JSON