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

o1 FDV above $300M one day after launch?

YES · live
99.4¢
NO · live
0.7¢

▸ Advanced metrics · M2M bundle

polymarket · o1-fdv-above-300m-one-day-after-launch-692 · fresh · feed 2s old
24h sparkline · 60 pts
realized vol (ann.)
138.68%
max drawdown
1.64%
sharpe
ulcer index
0.64%
RMS drawdown
pain index
0.35%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.64%
cond. drawdown
gain/pain
2.31
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.31
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
1315
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-o1-fdv-above-300m-one-day-after-launch-692/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH2.2s--:--:-- 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
99.4¢
NO · live
0.7¢
YES price · live 24h
n=25 · μ=0.8176 · σ=0.2584 · range [0.2250, 0.9935] · R²=0.616 RISING +341.56%σ EXTREME 31.60%LAST 0.99350.99350.80140.60930.41710.2250μ = 0.8176max 0.9935min 0.2250dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.35¢
YES / NO split · live
YES 99.4%NO 0.7%YES99.4%99.35¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.057 / 1.00 bits (6%) · informative — one side favoured
YES
99.4%99.4¢1.01× +0.00pp
NO
0.7%0.7¢153.85× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,005 · μ=333.5 · σ=805.3 · CV=2.41BURSTY · concentratedcumulative energy ↗ · 50% by h=509871,9752,9623,950μ = 3343,95050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8005bp moved · peak 3950bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2.2s
YES mid
99.35¢ (99.35%)
NO mid
0.65¢ (0.65%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$24.5k
liquidity $
$11.3k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8176 · σ=0.2584 · range [0.2250, 0.9935] · R²=0.616 RISING +341.56%σ EXTREME 31.60%LAST 0.99350.99350.80140.60930.41710.2250μ = 0.8176max 0.9935min 0.2250dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.35¢
NO price · CLOB mid
n=25 · μ=0.1824 · σ=0.2584 · range [0.0065, 0.7750] · R²=0.616 FALLING -99.16%σ EXTREME 141.64%LAST 0.00650.77500.58290.39070.19860.0065μ = 0.1824max 0.7750min 0.0065dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0383 · σ=0.0730 · skew=4.09 (right-skewed) · kurt=15.92 (leptokurtic (fat tails))19141050191.50ppbin 1.50pp · n=19 · 100.0% peakbin 1.50pp · n=19 · 100.0% peak35.50ppbin 5.50pp · n=3 · 15.8% peakbin 5.50pp · n=3 · 15.8% peak19.50ppbin 9.50pp · n=1 · 5.3% peakbin 9.50pp · n=1 · 5.3% peak13.50pp17.50pp21.50pp25.50pp29.50pp33.50pp137.50ppbin 37.50pp · n=1 · 5.3% peakbin 37.50pp · n=1 · 5.3% 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=3.96 · kurt=15.23 · near 6 / mid 15 / far 3 · OLS slope=0.66 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.57σΔ=+2.54σsample ↓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=-1.42)
μ MEAN81.76¢95% CI: [71.63¢, 91.89¢]
σ STD DEV25.84ppσ² = 667.556 · CV = 31.60%
med MEDIAN92.50¢Q₁ 86.00¢ · Q₃ 96.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 22.50¢Q₁ 86.00¢med 92.50¢Q₃ 96.50¢max 99.35¢μ
SKEWNESS · G₁-1.420left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.237mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.42
σ × 1.349 ↔ IQRdiverges from normalratio = 3.32
range ↔ σconcentrated (range < 4σ)range / σ = 2.97
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+0.134within white-noise band
ρ(2) AUTOCORR+0.221lag-2 not significant
H · HURST EXPONENT1.049strongly persistent
OLS TREND · t-STAT+6.079significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.049STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.134k=2+0.221k=3+0.103k=4-0.077k=5-0.0240+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.08)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 ID1554879
SLUGo1-fdv-above-300m-one-day-after-launch-692
CATEGORYo1 FDV above ___ one day after launch?
TWO-SIDED PRICING
PRIMARY · YES99.35¢implied prob 99.35% · decimal odds 1.01×
COUNTER · NO0.65¢implied prob 0.65% · decimal odds 153.85×
99.35¢
0.65¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME24.46k USD 24h
LIQUIDITY11.32k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (99¢)|primary − counter| = 0.987 · entropy 0.057 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 99.4%NO 0.7%YES99.4%H = 0.057 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.01×(99¢)NO153.85×(1¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.057 bits (6% 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
YES$1.00(P = 99.4%)
NO$0.00(P = 0.6%)
current: $0.9935 · expected return per side: $0.01 on YES hit · $0.99 on NO hit
0%25%50%75%100%YES $1NO $0NOW+280.9dRESOLVESP projection · σ=25.84% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 126.575 pp/day
now561.75d left
126.575 pp/day×1.00
−25%421.31d left
146.157 pp/day×1.15
−50%280.87d left
179.005 pp/day×1.41
−75%140.44d left
253.151 pp/day×2.00
−90%56.17d left
400.267 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 39.50% · worst -0.50% · typical |Δ| 3.34%BULLISH SESSION +76.85%BEST+39.50%5hWORST-0.50%9hTYPICAL |Δ|3.34%mean absoluteCUMULATIVE+76.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +9.93% · Σ +69.50%EUROPE · 08-16 UTCμ +0.37% · Σ +3.00%US · 16-24 UTCμ +0.54% · Σ +4.35%CUMULATIVE Δ PATH · final +76.85%+76.85%0.00%1.50% · 1h1.50% · 1h1.50%1h7.50% · 2h7.50% · 2h7.50%2h6.50% · 3h6.50% · 3h6.50%3h7.00% · 4h7.00% · 4h7.00%4h39.50% · 5h39.50% · 5h39.50%5h★ BEST1.50% · 6h1.50% · 6h1.50%6h6.00% · 7h6.00% · 7h6.00%7h0.50% · 8h0.50% · 8h0.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h▼ WORST0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h1.00% · 12h1.00% · 12h1.00%12h0.50% · 13h0.50% · 13h0.50%13h1.00% · 14h1.00% · 14h1.00%14h1.00% · 15h1.00% · 15h1.00%15h-0.50% · 16h-0.50% · 16h-0.50%16h2.00% · 17h2.00% · 17h2.00%17h-0.10% · 18h-0.10% · 18h-0.10%18h0.80% · 19h0.80% · 19h0.80%19h0.50% · 20h0.50% · 20h0.50%20h0.70% · 21h0.70% · 21h0.70%21h0.15% · 22h0.15% · 22h0.15%22h0.80% · 23h0.80% · 23h0.80%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+69.50%)RUNSup max 8 · down max 1BREADTH75% up · 17% down · 8% flat
18 up bars · 4 down · best 39.50% · worst -0.50% · typical |Δ| 3.335%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +100.75% · SHALLOW DDFINAL+100.75%MAX DD-1.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+100.75%UNDERWATER6/25 (24%)STREAK▬ 0EQUITY CURVE · end 2.0075 · peak 2.0075 · range [1.0000, 2.0075]2.00751.0000break-even = 1★ PEAK 2.0075UNDERWATER DRAWDOWN · max -1.00% · shallow0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 3 total#1 -1.00%bar 10-13 · 4 bars · recovered#2 -0.50%bar 17-17 · 1 bars · recovered#3 -0.10%bar 19-19 · 1 bars · recoveredDD SEVERITYshallow (max -1.00%)RECOVERYfully recoveredTIME UNDER WATER24% of session · 6/25 bars
final equity 2.0075 (100.75%) · max DD -1.00% · time-under-water 6/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +19 / −0 (100% positive) · μ=67.72 · σ=27.17PROFITABLE STRATEGYLAST 133.73 (+2.43σ vs μ)133.7366.860.00-66.86-133.73μ = 67.7268.6868.6875.9575.9565.0565.0555.2655.2646.7346.7343.9743.9740.9140.9125.7625.7633.9533.9573.9973.9952.9952.9995.5295.5268.2368.2373.6273.6265.6265.6261.5461.5486.3186.31118.92118.92133.73133.73v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 133.726 · range [25.76, 133.73] · μ 67.723 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=430.3702 · σ=588.8827 · range [32.2076, 1468.4754] · R²=0.625 FALLING -97.61%σ EXTREME 136.83%LAST 32.20761468.47541109.4085750.3415391.274632.2076μ = 430.3702max 1468.4754min 32.2076dataMA(3)OLS R²=0.62μ lineμ ± σ bandmaxmin
latest 32.21% · range [32.21%, 1468.48%] · μ 430.37% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.321 · σ=0.310MEAN-REVERSIONLAST -0.547 (-0.73σ vs μ)0.8060.4030.000-0.403-0.806μ = -0.321-0.299-0.299-0.315-0.315-0.242-0.242-0.139-0.139-0.040-0.0400.1100.1100.0530.053-0.152-0.1520.0790.0790.1250.125-0.233-0.233-0.558-0.558-0.729-0.729-0.745-0.745-0.806-0.806-0.718-0.718-0.434-0.434-0.504-0.504-0.547-0.547v > 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
442.5557
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
2.3953
p-VALUE (log scale)
0.7942
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
-2.6896
p-VALUE (log scale)
0.0794
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
-0.4149
p-VALUE (log scale)
0.6782
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6445
p-VALUE (log scale)
0.0186
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
1.4427
p-VALUE (log scale)
0.1491
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.439 ≈ 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=6.58e-3 · top T=24.00h (19.2%) · top-3 cover 44.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-21.1e-27.6e-33.8e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.52e-2 · 19.2% energyperiod 24.0 · power 1.52e-2 · 19.2% energyperiod 12.0 · power 1.24e-2 · 15.7% energyperiod 12.0 · power 1.24e-2 · 15.7% energyperiod 8.0 · power 7.08e-3 · 9.0% energyperiod 8.0 · power 7.08e-3 · 9.0% energyperiod 6.0 · power 3.43e-3 · 4.4% energyperiod 6.0 · power 3.43e-3 · 4.4% energyperiod 4.8 · power 2.56e-3 · 3.2% energyperiod 4.8 · power 2.56e-3 · 3.2% energyperiod 4.0 · power 3.54e-3 · 4.5% energyperiod 4.0 · power 3.54e-3 · 4.5% energyperiod 3.4 · power 4.14e-3 · 5.2% energyperiod 3.4 · power 4.14e-3 · 5.2% energyperiod 3.0 · power 6.27e-3 · 7.9% energyperiod 3.0 · power 6.27e-3 · 7.9% energyperiod 2.7 · power 5.57e-3 · 7.1% energyperiod 2.7 · power 5.57e-3 · 7.1% energyperiod 2.4 · power 7.43e-3 · 9.4% energyperiod 2.4 · power 7.43e-3 · 9.4% energyperiod 2.2 · power 4.71e-3 · 6.0% energyperiod 2.2 · power 4.71e-3 · 6.0% energyperiod 2.0 · power 6.58e-3 · 8.3% energyperiod 2.0 · power 6.58e-3 · 8.3% energy50% by T=4.8h#1 dominantT=24.00h#2T=12.00h#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 ≈ 24.00h (freq 0.042) · concentrates 19.2% of total energy · Σ|X̂|²/n = 7.892e-2

▸ Depth section using sovereign-store price series (1315 bars · effective 1752518 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 0.105pp · expected |Δp| over horizon 12.17ppterminal variance p(1−p) = 0.0065 · n = 1315n = 1315
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.105pp
one-bar volatility · logit-free
Per-day movedaily
0.51pp
σ × √24
Per-horizon move562d
12.17pp
σ × √13481.957727500001
Terminal variancebinary
0.0065
p(1−p) at resolution
Current pricep
99.4¢
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 0.17pp · ES₉₅ 0.21pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.03n = 1315
VaR 95%
0.17pp
1.645·σ (parametric) of Δp
ES 95%
0.21pp
mean of the tail
Max drawdown
1.6pp
peak 97.5¢ → trough 95.9¢
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
99.4%
= price
Decimal oddsEU
1.007
total return per $1
AmericanUS
-15285
risk $15285 to win $100
FractionalUK
0.01 / 1
profit per $1 risked
Profit per $100stake
+$0.65
clean dollar framing
-1000-5000+500+1000020406080100you · 99.4%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)
0.057 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.057 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
7.27 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
56361413572276103782655375475264441152235337033223774926278203956521865211294
NO token ID
10389975480931825408538977195221498330593137247591152708732766917118768700393
Snapshot fetched
2026-06-18 11:02:29 UTC
Snapshot age
2.2s
History points
25 CLOB mids
Page rendered
2026-06-18 11:02:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5319e289c40e8a2e48330de8248e9f50649ef35f9eb9b0a09c0ef8143351dfb1 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
$1.69K
bid $17 · ask $1.67K
Mid price
0.993500
(best bid + best ask) / 2
Spread
70.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.899
bid-heavy
Imbalance (top-5)
-0.622
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-o1-fdv-above-300m-one-day-after-launch-692/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99782443.53bp0.9980002FILLED
BUY$10.00K0.99857251.05bp0.9990003PARTIAL
BUY$100.00K0.99857251.05bp0.9990003PARTIAL
SELL$1.00K0.98476887.89bp0.9700006FILLED
SELL$10.00K0.3024326955.90bp0.10000047FILLED
SELL$100.00K0.1332238659.05bp0.00100051PARTIAL

Risk metrics

sovereign store · 1,315 barsperiods/year ≈ 1.75M
Realized vol (annualised)
144.08%
σ per bar = 0.001088
Mean return (annualised)
6675.19%
μ per bar = 0.000038
Sharpe (rf=0)
46.33
annualised; risk-free assumed zero
Max drawdown
1.64%
peak 0.97 → trough 0.96 over 83 bars

/api/asset/pm-o1-fdv-above-300m-one-day-after-launch-692/risk · same metrics, JSON