POLYMARKET · PREDICTION MARKET · ISRAEL CLOSES ITS AIRSPACE BY...?
Israel closes its airspace by June 30?
26.0¢
74.0¢
▸ Advanced metrics · M2M bundle
polymarket · israel-closes-its-airspace-by-june-30-324-253-464-332-827-713-671-846 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
448.13%
max drawdown
16.28%
sharpe
—
ulcer index
5.93%
RMS drawdown
pain index
3.05%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.20%
cond. drawdown
gain/pain
3.05
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.05
upside/downside
roll spread
17.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-israel-closes-its-airspace-by-june-30-324-253-464-332-827-713-671-846/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
26.0¢
NO · live
74.0¢
25 ticks · last 26.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.827 / 1.00 bits (83%) · high uncertainty
YES26.0%26.0¢3.85×▬ +0.00pp
NO74.0%74.0¢1.35×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 2450bp moved · peak 900bp · n=24 ticks
10ms
26.00¢ (26.00%)
74.00¢ (74.00%)
100.00%
0.000pp
$92.5k
$38.9k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 26.00¢
25 NO observations from clob.polymarket.com · last 74.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25STRONGLY RIGHT-SKEWED (G₁=1.75)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁1.747right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.613leptokurtic · fat tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: TRENDING · variance ratio > 1
HURST EXPONENT [0, 1]
H = 1.046STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
26.00¢
74.00¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES3.85×(26¢)NO1.35×(74¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.827 bits (83% of max) · high uncertainty
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
⏱ URGENCY · DISTANTresolves 2026-06-30 00:00 UTC
15days
09hrs
22min
YES →$1.00
NO →$0.00
current: $0.2600 · expected return per side: $0.74 on YES hit · $0.26 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 27.746 pp/day
now15.39d left27.746 pp/day×1.00
−25%11.54d left32.038 pp/day×1.15
−50%7.70d left39.239 pp/day×1.41
−75%3.85d left55.492 pp/day×2.00
−90%1.54d left87.741 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
7 up bars · 4 down · best 9.00% · worst -1.00% · typical |Δ| 1.021%
§10 · Equity curve & underwater drawdown
final equity 1.1954 (19.54%) · max DD -1.01% · time-under-water 19/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 82.257 · range [-38.21, 82.26] · μ 10.915 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 346.11% · range [0.00%, 365.40%] · μ 123.99% · σ̂ scaled to annualised (×√8760)
latest -0.794 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
82.8034
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
9.3251
p-VALUE (log scale)
0.0958
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
1.6519
p-VALUE (log scale)
0.9990
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.3229
p-VALUE (log scale)
0.1859
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5241
p-VALUE (log scale)
0.0362
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.8493
p-VALUE (log scale)
0.3957
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)
dominant period ≈ 2.18h (freq 0.458) · concentrates 21.4% of total energy · Σ|X̂|²/n = 6.713e-3
▸ Depth section using sovereign-store price series (3499 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
Horizon 15.4 d · σ/bar 0.258pp · expected |Δp| over horizon 4.95ppterminal variance p(1−p) = 0.1924 · n = 3499✓ n = 3499
μ per bar
+0.006pp
average Δp · drift
σ per bar
0.258pp
one-bar volatility · logit-free
Per-day movedaily
1.26pp
σ × √24
Per-horizon move15d
4.95pp
σ × √369.3680997222222
Terminal variancebinary
0.1924
p(1−p) at resolution
Current pricep
26.0¢
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
VaR₉₅ 0.42pp · ES₉₅ 0.53pp · method parametric · drift-correcteddrift +0.006pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3499
VaR 95%
0.42pp
1.645·σ (parametric) of Δp
ES 95%
0.53pp
mean of the tail
Max drawdown
18.8pp
peak 8.0¢ → trough 6.5¢
Median step
1.00pp
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
Implied probabilityP
26.0%
= price
Decimal oddsEU
3.846
total return per $1
AmericanUS
+285
$100 wins $285
FractionalUK
2.85 / 1
profit per $1 risked
Profit per $100stake
+$284.62
clean dollar framing
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
Market entropyH(p)
0.827 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.827 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.94 bit
self-information
Surprise · NO−log₂(1−p)
0.43 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
75342601497089508883276927505926667289058707579736385719204195953768479770485- NO token ID
46765280105166877582756271542764342313890676752505455841048723545585948797086- Snapshot fetched
- 2026-06-14 14:37:54 UTC
- Snapshot age
- 10ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 14:37:54 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
985ac223713d51b48ae68e6ccf8dc05f1d7fde99f5aab141bd09b067a6d031df· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Israel closes its airspace by...?
Market depth
▸ live order book · Polymarket YESDepth 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
0.245000
(best bid + best ask) / 2
Spread
408.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.110
ask-heavy
Imbalance (top-5)
+0.657
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-30-324-253-464-332-827-713-671-846/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.327209 | 3355.48bp | 0.360000 | 12 | FILLED |
| BUY | $10.00K | 0.422237 | 7234.15bp | 0.580000 | 30 | FILLED |
| BUY | $100.00K | 0.765385 | 21240.18bp | 0.960000 | 59 | FILLED |
| SELL | $1.00K | 0.197616 | 1934.05bp | 0.170000 | 8 | FILLED |
| SELL | $10.00K | 0.059635 | 7565.93bp | 0.010000 | 24 | PARTIAL |
| SELL | $100.00K | 0.059635 | 7565.93bp | 0.010000 | 24 | PARTIAL |
Risk metrics
▸ sovereign store · 3,499 barsperiods/year ≈ 1.75MRealized vol (annualised)
2568.85%
σ per bar = 0.019403
Mean return (annualised)
69465.73%
μ per bar = 0.000396
Sharpe (rf=0)
27.04
annualised; risk-free assumed zero
Max drawdown
18.75%
peak 0.08 → trough 0.07 over 698 bars
/api/asset/pm-israel-closes-its-airspace-by-june-30-324-253-464-332-827-713-671-846/risk · same metrics, JSON