POLYMARKET · PREDICTION MARKET · ISRAEL CLOSES ITS AIRSPACE BY...?

Israel closes its airspace by June 14?

YES · live
6.5¢
NO · live
93.5¢

▸ Advanced metrics · M2M bundle

polymarket · israel-closes-its-airspace-by-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▲ 519.05%
realized vol (ann.)
153.28%
max drawdown
39.11%
sharpe
—
ulcer index
21.38%
RMS drawdown
pain index
16.79%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
33.66%
cond. drawdown
gain/pain
1.74
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.74
upside/downside
roll spread
15.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
519.05%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +519.05%
Same bundle via M2M API: /api/m2m/pm-israel-closes-its-airspace-by-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
6.5¢
NO · live
93.5¢
YES price · live 24h
n=25 · μ=0.0200 · σ=0.0218 · range [0.0055, 0.0825] · R²=0.520▲ RISING +319.35%σ EXTREME 109.03%LAST 0.06500.08250.06330.04400.02480.0055μ = 0.0200max 0.0825min 0.0055dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 6.50¢
YES / NO split · live
YES 6.5%NO 93.5%NO93.5%93.50¢ · odds 1/1.07
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.347 / 1.00 bits (35%) · informative — one side favoured
YES
6.5%6.5¢15.38×▬ +0.00pp
NO
93.5%93.5¢1.07×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,345 · μ=56.0 · σ=91.2 · CV=1.63BURSTY · concentratedcumulative energy ↗ · 50% by h=21083165248330μ = 5633050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1345bp moved · peak 330bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
6.50¢ (6.50%)
▼NO mid
93.50¢ (93.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$387.4k
≋liquidity $
$116.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0200 · σ=0.0218 · range [0.0055, 0.0825] · R²=0.520▲ RISING +319.35%σ EXTREME 109.03%LAST 0.06500.08250.06330.04400.02480.0055μ = 0.0200max 0.0825min 0.0055dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 6.50¢
NO price · CLOB mid
n=25 · μ=0.9800 · σ=0.0218 · range [0.9175, 0.9945] · R²=0.519▼ FALLING -5.03%σ NORMAL 2.23%LAST 0.93500.99450.97530.95600.93670.9175μ = 0.9800max 0.9945min 0.9175dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 93.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0025 · σ=0.0096 · skew=1.01 (right-skewed) · kurt=2.40 (leptokurtic (fat tails))1186301-1.93ppbin -1.93pp · n=1 · 9.1% peakbin -1.93pp · n=1 · 9.1% peak-1.38pp1-0.83ppbin -0.83pp · n=1 · 9.1% peakbin -0.83pp · n=1 · 9.1% peak7-0.28ppbin -0.28pp · n=7 · 63.6% peakbin -0.28pp · n=7 · 63.6% peak110.27ppbin 0.27pp · n=11 · 100.0% peakbin 0.27pp · n=11 · 100.0% peak10.82ppbin 0.82pp · n=1 · 9.1% peakbin 0.82pp · n=1 · 9.1% peak11.37ppbin 1.37pp · n=1 · 9.1% peakbin 1.37pp · n=1 · 9.1% peak1.92pp12.48ppbin 2.48pp · n=1 · 9.1% peakbin 2.48pp · n=1 · 9.1% peak13.02ppbin 3.02pp · n=1 · 9.1% peakbin 3.02pp · n=1 · 9.1% 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=1.13 · kurt=2.93 · near 8 / mid 16 / far 0 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY 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=25STRONGLY RIGHT-SKEWED (G₁=1.53)
μ MEAN2.00¢95% CI: [1.15¢, 2.86¢]
σ STD DEV2.18ppσ² = 4.774 · CV = 109.03%
med MEDIAN0.95¢Q₁ 0.70¢ · Q₃ 2.80¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.70pp · IQR 2.10pp (1.349σ→2.95pp)
min 0.55¢Q₁ 0.70¢med 0.95¢Q₃ 2.80¢max 8.25¢μ
SKEWNESS · G₁1.530right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.077leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.48
σ × 1.349 ↔ IQRdiverges from normalratio = 1.40
range ↔ σconcentrated (range < 4σ)range / σ = 3.52
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.179within white-noise band
ρ(2) AUTOCORR-0.033lag-2 not significant
H · HURST EXPONENT0.826strongly persistent
OLS TREND · t-STAT+4.991significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.826
H = 0.826STRONGLY PERSISTENT
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=1-0.179k=2-0.033k=3+0.025k=4+0.326k=5-0.2240+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|=4.99)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.83very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.99)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 ID2466417
SLUGisrael-closes-its-airspace-by-june-14
CATEGORYIsrael closes its airspace by...?
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES6.50¢implied prob 6.50% · decimal odds 15.38×
COUNTER · NO93.50¢implied prob 93.50% · decimal odds 1.07×
6.50¢
93.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME387.40k USD 24h
LIQUIDITY116.83k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.870 · entropy 0.347 bits
LIQUIDITY DEPTHDEEP100k+ 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 6.5%NO 93.5%YES p̂6.5%H = 0.347 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES15.38×(7¢)NO1.07×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.347 bits (35% 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 3.30% · worst -2.20% · typical |Δ| 0.56%MILD BULLISH +4.95%BEST+3.30%22hWORST-2.20%23hTYPICAL |Δ|0.56%mean absoluteCUMULATIVE+4.95%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.08% · Σ -0.55%EUROPE · 08-16 UTCμ -0.05% · Σ -0.40%US · 16-24 UTCμ +0.68% · Σ +5.45%CUMULATIVE Δ PATH · final +4.95%+6.70%-1.00%-0.85% · 1h-0.85% · 1h-0.85%1h-0.10% · 2h-0.10% · 2h-0.10%2h-0.05% · 3h-0.05% · 3h-0.05%3h0.10% · 4h0.10% · 4h0.10%4h0.30% · 5h0.30% · 5h0.30%5h0.05% · 6h0.05% · 6h0.05%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.10% · 10h-0.10% · 10h-0.10%10h-0.10% · 11h-0.10% · 11h-0.10%11h-0.05% · 12h-0.05% · 12h-0.05%12h0.15% · 13h0.15% · 13h0.15%13h-0.30% · 14h-0.30% · 14h-0.30%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.10% · 17h0.10% · 17h0.10%17h2.60% · 18h2.60% · 18h2.60%18h-0.50% · 19h-0.50% · 19h-0.50%19h0.60% · 20h0.60% · 20h0.60%20h1.55% · 21h1.55% · 21h1.55%21h3.30% · 22h3.30% · 22h3.30%22h★ BEST-2.20% · 23h-2.20% · 23h-2.20%23h▼ WORST0.45% · 24h0.45% · 24h0.45%24hTIME PATTERNUS-led (+5.45%)RUNSup max 3 · down max 3BREADTH42% up · 38% down · 21% flat
10 up bars · 9 down · best 3.30% · worst -2.20% · typical |Δ| 0.560%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +4.94%FINAL+4.94%MAX DD-2.20%RECOVERYONGOING · 2 barsMAX RUN-UP+6.82%UNDERWATER20/25 (80%)STREAK↗ 1EQUITY CURVE · end 1.0494 · peak 1.0682 · range [0.9900, 1.0682]1.06820.9900break-even = 1★ PEAK 1.0682UNDERWATER DRAWDOWN · max -2.20% · moderate0%-2.20%▼ TROUGH -2.20%TOP DRAWDOWN PERIODS · 3 total#1 -2.20%bar 24-25 · 2 bars · ONGOING#2 -1.00%bar 2-18 · 17 bars · recovered#3 -0.50%bar 20-20 · 1 bars · recoveredDD SEVERITYmoderate (max -2.20%)RECOVERYongoing · 2 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0494 (4.94%) · max DD -2.20% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=10.50 · σ=44.15MIXED EDGELAST 26.88 (+0.37σ vs μ)80.7540.380.00-40.38-80.75μ = 10.50-21.62-21.6233.0933.0949.8549.8559.8659.8628.7428.74-38.21-38.21-79.33-79.33-16.76-16.76-42.39-42.39-42.39-42.39-31.55-31.55-9.93-9.9336.9436.9425.9825.9839.6339.6358.9358.9380.7580.7540.9840.9826.8826.88v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 26.884 · range [-79.33, 80.75] · μ 10.498 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=56.9537 · σ=62.6856 · range [4.6011, 190.5849] · R²=0.690▲ RISING +367.99%σ EXTREME 110.06%LAST 173.7860190.5849144.089097.593051.09704.6011μ = 56.9537max 190.5849min 4.6011dataMA(3)OLS R²=0.69μ lineμ ± σ bandmaxmin
latest 173.79% · range [4.60%, 190.58%] · μ 56.95% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.126 · σ=0.326CLOSE TO MARTINGALELAST -0.262 (-0.42σ vs μ)0.5720.2860.000-0.286-0.572μ = -0.1260.1840.1840.2250.2250.0710.0710.1910.1910.1210.1210.3670.3670.4080.4080.0710.071-0.449-0.449-0.572-0.572-0.545-0.545-0.448-0.4480.0210.021-0.307-0.307-0.426-0.426-0.447-0.447-0.214-0.214-0.387-0.387-0.262-0.262v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.262 · |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
21.4512
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
5.8861
p-VALUE (log scale)
0.3171
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
-0.2312
p-VALUE (log scale)
0.9282
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
-0.2243
p-VALUE (log scale)
0.8225
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
0.5832
p-VALUE (log scale)
0.0242
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
-1.0261
p-VALUE (log scale)
0.3048
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.688 ≈ 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=1.18e-4 · top T=2.00h (19.5%) · top-3 cover 46.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.8e-42.1e-41.4e-46.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.10e-4 · 7.7% energyperiod 24.0 · power 1.10e-4 · 7.7% energyperiod 12.0 · power 1.21e-4 · 8.5% energyperiod 12.0 · power 1.21e-4 · 8.5% energyperiod 8.0 · power 5.31e-5 · 3.7% energyperiod 8.0 · power 5.31e-5 · 3.7% energyperiod 6.0 · power 3.08e-5 · 2.2% energyperiod 6.0 · power 3.08e-5 · 2.2% energyperiod 4.8 · power 8.89e-5 · 6.3% energyperiod 4.8 · power 8.89e-5 · 6.3% energyperiod 4.0 · power 1.49e-4 · 10.5% energyperiod 4.0 · power 1.49e-4 · 10.5% energyperiod 3.4 · power 1.55e-4 · 10.9% energyperiod 3.4 · power 1.55e-4 · 10.9% energyperiod 3.0 · power 1.24e-4 · 8.7% energyperiod 3.0 · power 1.24e-4 · 8.7% energyperiod 2.7 · power 3.38e-5 · 2.4% energyperiod 2.7 · power 3.38e-5 · 2.4% energyperiod 2.4 · power 4.99e-5 · 3.5% energyperiod 2.4 · power 4.99e-5 · 3.5% energyperiod 2.2 · power 2.30e-4 · 16.2% energyperiod 2.2 · power 2.30e-4 · 16.2% energyperiod 2.0 · power 2.77e-4 · 19.5% energyperiod 2.0 · power 2.77e-4 · 19.5% energy50% by T=3.0h#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 19.5% of total energy · Σ|X̂|²/n = 1.422e-3

▸ Depth section using sovereign-store price series (3829 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 0.084pp · expected |Δp| over horizon 0.21ppterminal variance p(1−p) = 0.0515 · n = 3829✓ n = 3829
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.084pp
one-bar volatility · logit-free
Per-day movedaily
0.41pp
σ × √24
Per-horizon move0d
0.21pp
σ × √6
Terminal variancebinary
0.0515
p(1−p) at resolution
Current pricep
5.5¢
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 0.14pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.01✓ n = 3829
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
42.9pp
peak 1.1¢ → trough 0.6¢
Median step
0.15pp
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
6.5%
= price
Decimal oddsEU
15.385
total return per $1
AmericanUS
+1438
$100 wins $1438
FractionalUK
14.38 / 1
profit per $1 risked
Profit per $100stake
+$1438.46
clean dollar framing
-1000-5000+500+1000020406080100you · 6.5%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)
0.347 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.347 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.94 bit
self-information
Surprise · NO−log₂(1−p)
0.10 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
107054835432101195475101088400443251272248991223586644660596650381943463737196
NO token ID
13197701460382574564487139193752822969295415653022306939908273407402788116030
Snapshot fetched
2026-06-14 16:12:32 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:12:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
de6fbc197781b7843bdef4975f8860434d5a9df7823c3d854e5ce9907bce3b4c · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Israel closes its airspace by...?

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
0.065000
(best bid + best ask) / 2
Spread
3384.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.741
ask-heavy
Imbalance (top-5)
-0.418
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-israel-closes-its-airspace-by-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0831212787.83bp0.08800012FILLED
BUY$10.00K0.14885812901.18bp0.24600027FILLED
BUY$100.00K0.50868168258.57bp0.95000064FILLED
SELL$1.00K0.0118018184.41bp0.00100030PARTIAL
SELL$10.00K0.0118018184.41bp0.00100030PARTIAL
SELL$100.00K0.0118018184.41bp0.00100030PARTIAL

Risk metrics

▸ sovereign store · 3,829 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3609.47%
σ per bar = 0.027263
Mean return (annualised)
75406.82%
μ per bar = 0.000430
Sharpe (rf=0)
20.89
annualised; risk-free assumed zero
Max drawdown
42.86%
peak 0.01 → trough 0.01 over 1969 bars

/api/asset/pm-israel-closes-its-airspace-by-june-14/risk · same metrics, JSON