POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

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

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-seoul-on-june-15-2026-31c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
5.34%
max drawdown
75.00%
sharpe
—
ulcer index
41.96%
RMS drawdown
pain index
35.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
50.4 bps
implied (price-only)
bars used
460
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-seoul-on-june-15-2026-31c/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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=0.0219 · σ=0.0121 · range [0.0005, 0.0435] · R²=0.461▼ FALLING -98.04%σ EXTREME 55.17%LAST 0.00050.04350.03280.02200.01120.0005μ = 0.0219max 0.0435min 0.0005dataMA(5)OLS R²=0.46μ 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=1,180 · μ=49.2 · σ=56.7 · CV=1.15BURSTY · concentratedcumulative energy ↗ · 50% by h=12051102154205μ = 4920550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1180bp moved · peak 205bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$29.6k
≋liquidity $
$17.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0219 · σ=0.0121 · range [0.0005, 0.0435] · R²=0.461▼ FALLING -98.04%σ EXTREME 55.17%LAST 0.00050.04350.03280.02200.01120.0005μ = 0.0219max 0.0435min 0.0005dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9781 · σ=0.0121 · range [0.9565, 0.9995] · R²=0.461▲ RISING +2.57%σ NORMAL 1.24%LAST 0.99950.99950.98880.97800.96730.9565μ = 0.9781max 0.9995min 0.9565dataMA(5)OLS R²=0.46μ 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=-0.0010 · σ=0.0071 · skew=0.04 (symmetric) · kurt=1.49 (leptokurtic (fat tails))754202-1.65ppbin -1.65pp · n=2 · 28.6% peakbin -1.65pp · n=2 · 28.6% peak-1.26pp1-0.88ppbin -0.88pp · n=1 · 14.3% peakbin -0.88pp · n=1 · 14.3% peak5-0.49ppbin -0.49pp · n=5 · 71.4% peakbin -0.49pp · n=5 · 71.4% peak7-0.10ppbin -0.10pp · n=7 · 100.0% peakbin -0.10pp · n=7 · 100.0% peak60.29ppbin 0.29pp · n=6 · 85.7% peakbin 0.29pp · n=6 · 85.7% peak20.68ppbin 0.68pp · n=2 · 28.6% peakbin 0.68pp · n=2 · 28.6% peak1.07pp1.46pp11.85ppbin 1.85pp · n=1 · 14.3% peakbin 1.85pp · 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=0.16 · kurt=2.26 · near 15 / mid 9 / far 0 · OLS slope=0.97 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN2.19¢95% CI: [1.72¢, 2.67¢]
σ STD DEV1.21ppσ² = 1.462 · CV = 55.17%
med MEDIAN2.45¢Q₁ 1.90¢ · Q₃ 2.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.30pp · IQR 0.95pp (1.349σ→1.63pp)
min 0.05¢Q₁ 1.90¢med 2.45¢Q₃ 2.85¢max 4.35¢μ
SKEWNESS · G₁-0.462approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.703mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRdiverges from normalratio = 1.72
range ↔ σconcentrated (range < 4σ)range / σ = 3.56
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-0.121within white-noise band
ρ(2) AUTOCORR+0.074lag-2 not significant
H · HURST EXPONENT0.945strongly persistent
OLS TREND · t-STAT-4.437significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.945
H = 0.945STRONGLY 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=3
k=1-0.121k=2+0.074k=3 ★-0.448k=4-0.092k=5+0.1330+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|=4.44)
−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|=4.44)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 ID2528147
SLUGhighest-temperature-in-seoul-on-june-15-2026-31c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS NO (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME29.59k USD 24h
LIQUIDITY17.89k 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%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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.

§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 = 5.924 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.0hRESOLVESP projection · σ=1.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.924 pp/day
now3.92h left
5.924 pp/day×1.00
−25%2.94h left
6.840 pp/day×1.15
−50%1.96h left
8.378 pp/day×1.41
−75%0.98h left
11.848 pp/day×2.00
−90%0.39h left
18.733 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 2.05% · worst -1.85% · typical |Δ| 0.49%MILD BEARISH -2.50%BEST+2.05%11hWORST-1.85%14hTYPICAL |Δ|0.49%mean absoluteCUMULATIVE-2.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.08% · Σ -0.65%US · 16-24 UTCμ -0.24% · Σ -1.90%CUMULATIVE Δ PATH · final -2.50%+1.80%-2.50%0.15% · 1h0.15% · 1h0.15%1h0.50% · 2h0.50% · 2h0.50%2h-0.65% · 3h-0.65% · 3h-0.65%3h0.55% · 4h0.55% · 4h0.55%4h0.00% · 5h0.00% · 5h·5h-0.65% · 6h-0.65% · 6h-0.65%6h0.15% · 7h0.15% · 7h0.15%7h-0.45% · 8h-0.45% · 8h-0.45%8h0.30% · 9h0.30% · 9h0.30%9h-0.15% · 10h-0.15% · 10h-0.15%10h2.05% · 11h2.05% · 11h2.05%11h★ BEST-0.50% · 12h-0.50% · 12h-0.50%12h-0.10% · 13h-0.10% · 13h-0.10%13h-1.85% · 14h-1.85% · 14h-1.85%14h▼ WORST0.05% · 15h0.05% · 15h0.05%15h0.40% · 16h0.40% · 16h0.40%16h0.10% · 17h0.10% · 17h0.10%17h0.40% · 18h0.40% · 18h0.40%18h-1.60% · 19h-1.60% · 19h-1.60%19h-0.70% · 20h-0.70% · 20h-0.70%20h-0.40% · 21h-0.40% · 21h-0.40%21h0.00% · 22h0.00% · 22h·22h-0.10% · 23h-0.10% · 23h-0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.05%)RUNSup max 4 · down max 3BREADTH42% up · 46% down · 13% flat
10 up bars · 11 down · best 2.05% · worst -1.85% · typical |Δ| 0.492%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.53%)FINAL-2.53%MAX DD-4.24%RECOVERYONGOING · 13 barsMAX RUN-UP+1.79%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9747 · peak 1.0179 · range [0.9747, 1.0179]1.01790.9747break-even = 1★ PEAK 1.0179UNDERWATER DRAWDOWN · max -4.24% · moderate0%-4.24%▼ TROUGH -4.24%TOP DRAWDOWN PERIODS · 2 total#1 -4.24%bar 13-25 · 13 bars · ONGOING#2 -1.05%bar 4-11 · 8 bars · recoveredDD SEVERITYmoderate (max -4.24%)RECOVERYongoing · 13 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9747 (-2.53%) · max DD -4.24% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-18.55 · σ=26.33UNPROFITABLE STRATEGYLAST -70.61 (-1.98σ vs μ)70.6135.300.00-35.30-70.61μ = -18.55-2.93-2.93-2.93-2.93-33.59-33.59-3.42-3.42-34.52-34.5220.1120.1123.1123.1118.7918.79-3.09-3.09-6.22-6.220.610.61-36.74-36.74-18.39-18.39-37.97-37.97-26.84-26.84-36.25-36.25-47.84-47.84-53.81-53.81-70.61-70.61v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -70.607 · range [-70.61, 23.11] · μ -18.554 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=75.3643 · σ=25.8339 · range [33.8325, 118.7371] · R²=0.069▲ RISING +16.15%σ EXTREME 34.28%LAST 57.8978118.737197.510976.284855.058733.8325μ = 75.3643max 118.7371min 33.8325dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 57.90% · range [33.83%, 118.74%] · μ 75.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.199 · σ=0.252MEAN-REVERSIONLAST 0.325 (+2.08σ vs μ)0.6880.3440.000-0.344-0.688μ = -0.199-0.424-0.424-0.559-0.559-0.458-0.458-0.304-0.304-0.688-0.688-0.141-0.141-0.458-0.458-0.400-0.400-0.136-0.136-0.156-0.156-0.105-0.105-0.115-0.115-0.014-0.014-0.078-0.0780.1210.1210.0700.070-0.069-0.069-0.198-0.1980.3250.325v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.325 · |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
9.7958
p-VALUE (log scale)
0.0075
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
7.3567
p-VALUE (log scale)
0.1942
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
-1.0039
p-VALUE (log scale)
0.7504
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
0.2351
p-VALUE (log scale)
0.8141
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
0.5577
p-VALUE (log scale)
0.0287
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
-0.1759
p-VALUE (log scale)
0.8604
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.946 ≈ 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=5.49e-5 · top T=2.18h (24.3%) · top-3 cover 57.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-41.2e-48.0e-54.0e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.04e-5 · 4.6% energyperiod 24.0 · power 3.04e-5 · 4.6% energyperiod 12.0 · power 1.67e-5 · 2.5% energyperiod 12.0 · power 1.67e-5 · 2.5% energyperiod 8.0 · power 6.96e-5 · 10.6% energyperiod 8.0 · power 6.96e-5 · 10.6% energyperiod 6.0 · power 1.48e-4 · 22.4% energyperiod 6.0 · power 1.48e-4 · 22.4% energyperiod 4.8 · power 6.26e-5 · 9.5% energyperiod 4.8 · power 6.26e-5 · 9.5% energyperiod 4.0 · power 4.69e-6 · 0.7% energyperiod 4.0 · power 4.69e-6 · 0.7% energyperiod 3.4 · power 3.93e-5 · 6.0% energyperiod 3.4 · power 3.93e-5 · 6.0% energyperiod 3.0 · power 3.64e-6 · 0.6% energyperiod 3.0 · power 3.64e-6 · 0.6% energyperiod 2.7 · power 3.13e-5 · 4.8% energyperiod 2.7 · power 3.13e-5 · 4.8% energyperiod 2.4 · power 6.90e-5 · 10.5% energyperiod 2.4 · power 6.90e-5 · 10.5% energyperiod 2.2 · power 1.60e-4 · 24.3% energyperiod 2.2 · power 1.60e-4 · 24.3% energyperiod 2.0 · power 2.40e-5 · 3.6% energyperiod 2.0 · power 2.40e-5 · 3.6% energy50% by T=4.0h#1 dominantT=2.18h#2T=6.00h#3T=8.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 24.3% of total energy · Σ|X̂|²/n = 6.587e-4

▸ Depth section using sovereign-store price series (460 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 0.004pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0005 · n = 460✓ n = 460
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.004pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move0d
0.01pp
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 460
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
75.0pp
peak 0.2¢ → trough 0.1¢
Median step
0.05pp
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
49320991022416319565655139568384260528691751921395095917810905831840675304162
NO token ID
48977884227155395370835157060839523861300726969271148284541418820533693264620
Snapshot fetched
2026-06-15 08:04:52 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:04:52 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
08bdee19367db0377d249fd4633d349d507e9c3b92db7e64e4491e209a4b48e6 · 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$1,719.1HL PERPHYPE-USD perpetual$65.54

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-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 · 460 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5262.36%
σ per bar = 0.039743
Mean return (annualised)
-529510.08%
μ per bar = -0.003020
Sharpe (rf=0)
-100.62
annualised; risk-free assumed zero
Max drawdown
75.00%
peak 0.00 → trough 0.00 over 368 bars

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