POLYMARKET · PREDICTION MARKET · O1 FDV ABOVE ___ ONE DAY AFTER LAUNCH?

o1 FDV above $200M one day after launch?

YES · live
99.7¢
NO · live
0.4¢

▸ Advanced metrics · M2M bundle

polymarket · o1-fdv-above-200m-one-day-after-launch-939 · fresh · feed 17s old
24h sparkline · 60 pts▲ 43.38%
realized vol (ann.)
56.71%
max drawdown
0.97%
sharpe
—
ulcer index
0.26%
RMS drawdown
pain index
0.18%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.66%
cond. drawdown
gain/pain
2.42
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.42
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
43.38%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +43.38%
Same bundle via M2M API: /api/m2m/pm-o1-fdv-above-200m-one-day-after-launch-939/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.4s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
99.7¢
NO · live
0.4¢
YES price · live 24h
n=25 · μ=0.9011 · σ=0.1664 · range [0.4800, 0.9965] · R²=0.535▲ RISING +107.60%σ EXTREME 18.47%LAST 0.99650.99650.86740.73830.60910.4800μ = 0.9011max 0.9965min 0.4800dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.65¢
YES / NO split · live
YES 99.7%NO 0.4%YES99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
99.7%99.7¢1.00×▬ +0.00pp
NO
0.4%0.4¢285.71×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,795 · μ=241.5 · σ=559.0 · CV=2.32BURSTY · concentratedcumulative energy ↗ · 50% by h=405501,1001,6502,200μ = 2412,20050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5795bp moved · peak 2200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.4s
▲YES mid
99.65¢ (99.65%)
▼NO mid
0.35¢ (0.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$49.6k
≋liquidity $
$24.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9011 · σ=0.1664 · range [0.4800, 0.9965] · R²=0.535▲ RISING +107.60%σ EXTREME 18.47%LAST 0.99650.99650.86740.73830.60910.4800μ = 0.9011max 0.9965min 0.4800dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.65¢
NO price · CLOB mid
n=25 · μ=0.0989 · σ=0.1664 · range [0.0035, 0.5200] · R²=0.535▼ FALLING -99.33%σ EXTREME 168.33%LAST 0.00350.52000.39090.26170.13260.0035μ = 0.0989max 0.5200min 0.0035dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0260 · σ=0.0514 · skew=2.53 (right-skewed) · kurt=5.46 (leptokurtic (fat tails))16128404-1.28ppbin -1.28pp · n=4 · 25.0% peakbin -1.28pp · n=4 · 25.0% peak161.17ppbin 1.17pp · n=16 · 100.0% peakbin 1.17pp · n=16 · 100.0% peak13.62ppbin 3.62pp · n=1 · 6.3% peakbin 3.62pp · n=1 · 6.3% peak6.07pp18.52ppbin 8.52pp · n=1 · 6.3% peakbin 8.52pp · n=1 · 6.3% peak10.97pp13.42pp115.87ppbin 15.87pp · n=1 · 6.3% peakbin 15.87pp · n=1 · 6.3% peak18.32pp120.77ppbin 20.77pp · n=1 · 6.3% peakbin 20.77pp · n=1 · 6.3% 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=2.65 · kurt=5.84 · near 6 / mid 13 / far 5 · OLS slope=0.73 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.52σsample ↓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 LEFT-SKEWED (G₁=-1.74)
μ MEAN90.11¢95% CI: [83.59¢, 96.64¢]
σ STD DEV16.64ppσ² = 276.940 · CV = 18.47%
med MEDIAN96.55¢Q₁ 95.90¢ · Q₃ 99.30¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 51.65pp · IQR 3.40pp (1.349σ→22.45pp)
min 48.00¢Q₁ 95.90¢med 96.55¢Q₃ 99.30¢max 99.65¢μ
SKEWNESS · G₁-1.738left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.411leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.39
σ × 1.349 ↔ IQRdiverges from normalratio = 6.60
range ↔ σconcentrated (range < 4σ)range / σ = 3.10
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.183within white-noise band
ρ(2) AUTOCORR+0.421lag-2 dependence detected
H · HURST EXPONENT0.765strongly persistent
OLS TREND · t-STAT+5.141significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.765
H = 0.765STRONGLY 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=2
k=1+0.183k=2 ★+0.421k=3-0.122k=4+0.002k=5-0.0250+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|=5.14)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.71very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.14)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 ID1554878
SLUGo1-fdv-above-200m-one-day-after-launch-939
CATEGORYo1 FDV above ___ one day after launch?
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.65¢implied prob 99.65% · decimal odds 1.00×
COUNTER · NO0.35¢implied prob 0.35% · decimal odds 285.71×
99.65¢
0.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME49.60k USD 24h
LIQUIDITY24.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.993 · entropy 0.034 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 99.7%NO 0.4%YES p̂99.7%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO285.71×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.034 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 · DISTANTresolves 2028-01-01 05:00 UTC
561days
17hrs
57min
561.75 days·θ = 81.526 pp/day
YES →$1.00(P = 99.7%)
NO →$0.00(P = 0.3%)
current: $0.9965 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+280.9dRESOLVESP projection · σ=16.64% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 81.526 pp/day
now561.75d left
81.526 pp/day×1.00
−25%421.31d left
94.139 pp/day×1.15
−50%280.87d left
115.296 pp/day×1.41
−75%140.44d left
163.053 pp/day×2.00
−90%56.17d left
257.809 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 22.00% · worst -2.50% · typical |Δ| 2.41%BULLISH SESSION +51.65%BEST+22.00%3hWORST-2.50%2hTYPICAL |Δ|2.41%mean absoluteCUMULATIVE+51.65%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +6.84% · Σ +47.90%EUROPE · 08-16 UTCμ +0.19% · Σ +1.55%US · 16-24 UTCμ +0.28% · Σ +2.20%CUMULATIVE Δ PATH · final +51.65%+51.65%0.00%3.50% · 1h3.50% · 1h3.50%1h-2.50% · 2h-2.50% · 2h-2.50%2h▼ WORST22.00% · 3h22.00% · 3h22.00%3h★ BEST8.00% · 4h8.00% · 4h8.00%4h17.00% · 5h17.00% · 5h17.00%5h-0.25% · 6h-0.25% · 6h-0.25%6h0.15% · 7h0.15% · 7h0.15%7h0.10% · 8h0.10% · 8h0.10%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.65% · 10h0.65% · 10h0.65%10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.15% · 12h-0.15% · 12h-0.15%12h0.10% · 13h0.10% · 13h0.10%13h0.80% · 14h0.80% · 14h0.80%14h0.15% · 15h0.15% · 15h0.15%15h1.10% · 16h1.10% · 16h1.10%16h0.80% · 17h0.80% · 17h0.80%17h0.05% · 18h0.05% · 18h0.05%18h-0.10% · 19h-0.10% · 19h-0.10%19h-0.05% · 20h-0.05% · 20h-0.05%20h0.15% · 21h0.15% · 21h0.15%21h0.00% · 22h0.00% · 22h·22h0.25% · 23h0.25% · 23h0.25%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+47.90%)RUNSup max 6 · down max 2BREADTH63% up · 29% down · 8% flat
15 up bars · 7 down · best 22.00% · worst -2.50% · typical |Δ| 2.415%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +61.32%FINAL+61.32%MAX DD-2.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+61.32%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 1.6132 · peak 1.6132 · range [1.0000, 1.6132]1.61321.0000break-even = 1★ PEAK 1.6132UNDERWATER DRAWDOWN · max -2.50% · moderate0%-2.50%▼ TROUGH -2.50%TOP DRAWDOWN PERIODS · 4 total#1 -2.50%bar 3-3 · 1 bars · recovered#2 -0.25%bar 7-10 · 4 bars · recovered#3 -0.20%bar 12-14 · 3 bars · recoveredDD SEVERITYmoderate (max -2.50%)RECOVERYfully recoveredTIME UNDER WATER48% of session · 12/25 bars
final equity 1.6132 (61.32%) · max DD -2.50% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +19 / −0 (100% positive) · μ=57.29 · σ=22.04PROFITABLE STRATEGYLAST 29.55 (-1.26σ vs μ)103.3651.680.00-51.68-103.36μ = 57.2976.3876.3868.2668.2675.7175.7155.1155.1139.8039.8027.9227.9235.3235.3232.6832.6850.1350.1360.6260.6260.2760.2787.7787.77103.36103.3688.4888.4860.7560.7560.7560.7539.7239.7235.8935.8929.5529.55v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 29.550 · range [27.92, 103.36] · μ 57.287 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=240.1974 · σ=360.0207 · range [12.2033, 949.6767] · R²=0.600▼ FALLING -98.65%σ EXTREME 149.89%LAST 12.3519949.6767715.3083480.9400246.571612.2033μ = 240.1974max 949.6767min 12.2033dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
latest 12.35% · range [12.20%, 949.68%] · μ 240.20% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.089 · σ=0.237CLOSE TO MARTINGALELAST -0.216 (-0.54σ vs μ)0.4620.2310.000-0.231-0.462μ = -0.089-0.365-0.365-0.287-0.2870.1090.1090.1750.175-0.054-0.054-0.379-0.379-0.315-0.315-0.311-0.311-0.194-0.194-0.104-0.104-0.032-0.0320.0070.007-0.380-0.3800.0020.0020.3020.3020.4620.4620.0100.010-0.118-0.118-0.216-0.216v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.216 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
89.1523
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
6.4005
p-VALUE (log scale)
0.2684
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.2110
p-VALUE (log scale)
0.0206
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.2306
p-VALUE (log scale)
0.8176
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5811
p-VALUE (log scale)
0.0244
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.1430
p-VALUE (log scale)
0.0321
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.652 → trending
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=3.34e-3 · top T=24.00h (19.5%) · top-3 cover 51.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.8e-35.9e-33.9e-32.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.83e-3 · 19.5% energyperiod 24.0 · power 7.83e-3 · 19.5% energyperiod 12.0 · power 7.39e-3 · 18.4% energyperiod 12.0 · power 7.39e-3 · 18.4% energyperiod 8.0 · power 4.02e-3 · 10.0% energyperiod 8.0 · power 4.02e-3 · 10.0% energyperiod 6.0 · power 3.12e-3 · 7.8% energyperiod 6.0 · power 3.12e-3 · 7.8% energyperiod 4.8 · power 1.29e-3 · 3.2% energyperiod 4.8 · power 1.29e-3 · 3.2% energyperiod 4.0 · power 4.41e-4 · 1.1% energyperiod 4.0 · power 4.41e-4 · 1.1% energyperiod 3.4 · power 1.59e-4 · 0.4% energyperiod 3.4 · power 1.59e-4 · 0.4% energyperiod 3.0 · power 2.33e-4 · 0.6% energyperiod 3.0 · power 2.33e-4 · 0.6% energyperiod 2.7 · power 1.58e-3 · 3.9% energyperiod 2.7 · power 1.58e-3 · 3.9% energyperiod 2.4 · power 3.21e-3 · 8.0% energyperiod 2.4 · power 3.21e-3 · 8.0% energyperiod 2.2 · power 5.40e-3 · 13.5% energyperiod 2.2 · power 5.40e-3 · 13.5% energyperiod 2.0 · power 5.45e-3 · 13.6% energyperiod 2.0 · power 5.45e-3 · 13.6% energy50% by T=6.0h#1 dominantT=24.00h#2T=12.00h#3T=2.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 19.5% of total energy · Σ|X̂|²/n = 4.010e-2

▸ Depth section using sovereign-store price series (3962 bars · effective 1752421 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 561.7 d · σ/bar 0.249pp · expected |Δp| over horizon 28.94ppterminal variance p(1−p) = 0.0035 · n = 3962✓ n = 3962
μ per bar
+0.008pp
average Δp · drift
σ per bar
0.249pp
one-bar volatility · logit-free
Per-day movedaily
1.22pp
σ × √24
Per-horizon move562d
28.94pp
σ × √13481.963511944445
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
99.7¢
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 0.40pp · ES₉₅ 0.51pp · method parametric · drift-correcteddrift +0.008pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 3962
VaR 95%
0.40pp
1.645·σ (parametric) of Δp
ES 95%
0.51pp
mean of the tail
Max drawdown
4.5pp
peak 98.3¢ → trough 93.8¢
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
99.7%
= price
Decimal oddsEU
1.004
total return per $1
AmericanUS
-28471
risk $28471 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.35
clean dollar framing
-1000-5000+500+1000020406080100you · 99.7%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
8.16 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
56172364098920049628249004649891829228517255300680922554148745209383753982995
NO token ID
29170616511012824356267749375657186109978113195949843290590485467333848694742
Snapshot fetched
2026-06-18 11:01:53 UTC
Snapshot age
17.4s
History points
25 CLOB mids
Page rendered
2026-06-18 11:02:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8d1ffa82614e0a6296b05e740d268065e91bf3ec31a95a3fc1aa3161ade1b7eb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.6¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,139HL PERPHYPE-USD perpetual$72.47HL PERPETH-USD perpetual$1,747.9

Also see: /arb opportunities · RSS feed · more in o1 FDV above ___ one day after launch?

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
$10.95K
bid $631 · ask $10.32K
Mid price
0.996500
(best bid + best ask) / 2
Spread
50.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.822
bid-heavy
Imbalance (top-5)
+0.040
bid-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-o1-fdv-above-200m-one-day-after-launch-939/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99900025.09bp0.9990001FILLED
BUY$10.00K0.99900025.09bp0.9990001FILLED
BUY$100.00K0.99900025.09bp0.9990001PARTIAL
SELL$1.00K0.99217843.37bp0.9910004FILLED
SELL$10.00K0.99039261.30bp0.9900005FILLED
SELL$100.00K0.2300197691.73bp0.00100054PARTIAL

Risk metrics

▸ sovereign store · 3,962 barsperiods/year ≈ 1.75M
Realized vol (annualised)
396.55%
σ per bar = 0.002996
Mean return (annualised)
15942.00%
μ per bar = 0.000091
Sharpe (rf=0)
40.20
annualised; risk-free assumed zero
Max drawdown
4.48%
peak 0.98 → trough 0.94 over 583 bars

/api/asset/pm-o1-fdv-above-200m-one-day-after-launch-939/risk · same metrics, JSON