POLYMARKET · PREDICTION MARKET · SINALOA GOV. RUBEN ROCHA EXTRADITED TO US BY...?

Sinaloa Gov. Ruben Rocha extradited to US by June 30?

YES · live
33.4¢
NO · live
66.6¢

▸ Advanced metrics · M2M bundle

polymarket · sinaloa-gov-ruben-rocha-extradited-to-us-by-june-30 · fresh · feed 6s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1177.72%
max drawdown
53.86%
sharpe
—
ulcer index
44.64%
RMS drawdown
pain index
43.62%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
52.90%
cond. drawdown
gain/pain
0.41
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.41
upside/downside
roll spread
23.6 bps
implied (price-only)
bars used
797
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-sinaloa-gov-ruben-rocha-extradited-to-us-by-june-30/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.2s⏱--:--:-- 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
33.4¢
NO · live
66.6¢
YES price · live 24h
n=25 · μ=0.2496 · σ=0.2500 · range [0.0835, 0.8555] · R²=0.409▲ RISING +265.54%σ EXTREME 100.17%LAST 0.32350.85550.66250.46950.27650.0835μ = 0.2496max 0.8555min 0.0835dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 32.35¢
YES / NO split · live
YES 33.4%NO 66.6%NO66.6%66.65¢ · odds 1/1.50
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.918 / 1.00 bits (92%) · high uncertainty
YES
33.4%33.4¢3.00×▬ +0.00pp
NO
66.6%66.6¢1.50×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=14,470 · μ=602.9 · σ=1647.3 · CV=2.73BURSTY · concentratedcumulative energy ↗ · 50% by h=1601,9193,8385,7567,675μ = 6037,67550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 14470bp moved · peak 7675bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.2s
▲YES mid
33.35¢ (33.35%)
▼NO mid
66.65¢ (66.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$17.7k
≋liquidity $
$22.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2496 · σ=0.2500 · range [0.0835, 0.8555] · R²=0.409▲ RISING +265.54%σ EXTREME 100.17%LAST 0.32350.85550.66250.46950.27650.0835μ = 0.2496max 0.8555min 0.0835dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 32.35¢
NO price · CLOB mid
n=25 · μ=0.7504 · σ=0.2500 · range [0.1445, 0.9165] · R²=0.409▼ FALLING -25.78%σ EXTREME 33.31%LAST 0.67650.91650.72350.53050.33750.1445μ = 0.7504max 0.9165min 0.1445dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 67.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0155 · σ=0.1627 · skew=3.59 (right-skewed) · kurt=14.01 (leptokurtic (fat tails))191410501-25.85ppbin -25.85pp · n=1 · 5.3% peakbin -25.85pp · n=1 · 5.3% peak1-15.05ppbin -15.05pp · n=1 · 5.3% peakbin -15.05pp · n=1 · 5.3% peak19-4.25ppbin -4.25pp · n=19 · 100.0% peakbin -4.25pp · n=19 · 100.0% peak26.55ppbin 6.55pp · n=2 · 10.5% peakbin 6.55pp · n=2 · 10.5% peak17.35pp28.15pp38.95pp49.75pp60.55pp171.35ppbin 71.35pp · n=1 · 5.3% peakbin 71.35pp · 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=3.27 · kurt=13.26 · near 6 / mid 14 / far 4 · OLS slope=0.68 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.37σsample ↓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=1.17)
μ MEAN24.96¢95% CI: [15.16¢, 34.76¢]
σ STD DEV25.00ppσ² = 624.908 · CV = 100.17%
med MEDIAN8.85¢Q₁ 8.80¢ · Q₃ 38.20¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 77.20pp · IQR 29.40pp (1.349σ→33.72pp)
min 8.35¢Q₁ 8.80¢med 8.85¢Q₃ 38.20¢max 85.55¢μ
SKEWNESS · G₁1.172right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.088mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.64
σ × 1.349 ↔ IQRconsistent with normalratio = 1.15
range ↔ σconcentrated (range < 4σ)range / σ = 3.09
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-0.127within white-noise band
ρ(2) AUTOCORR-0.046lag-2 not significant
H · HURST EXPONENT1.082strongly persistent
OLS TREND · t-STAT+3.994significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.082
H = 1.082STRONGLY 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=1-0.127k=2-0.046k=3+0.061k=4-0.313k=5+0.0140+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|=3.99)
−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|=3.99)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 ID2127064
SLUGsinaloa-gov-ruben-rocha-extradited-to-us-by-june-30
CATEGORYSinaloa Gov. Ruben Rocha extradited to US by...?
TWO-SIDED PRICINGFAVOURS NO (67¢)
PRIMARY · YES33.35¢implied prob 33.35% · decimal odds 3.00×
COUNTER · NO66.65¢implied prob 66.65% · decimal odds 1.50×
33.35¢
66.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME17.75k USD 24h
LIQUIDITY22.37k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (67¢)|primary − counter| = 0.333 · entropy 0.918 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 33.4%NO 66.6%YES p̂33.4%H = 0.918 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.00×(33¢)NO1.50×(67¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.918 bits (92% of max) · high uncertainty
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 · LOWresolves 2026-06-30 00:00 UTC
9days
13hrs
06min
9.55 days·θ = 122.465 pp/day
YES →$1.00(P = 33.4%)
NO →$0.00(P = 66.6%)
current: $0.3335 · expected return per side: $0.67 on YES hit · $0.33 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.8dRESOLVESP projection · σ=25.00% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 122.465 pp/day
now9.55d left
122.465 pp/day×1.00
−25%7.16d left
141.411 pp/day×1.15
−50%4.77d left
173.192 pp/day×1.41
−75%2.39d left
244.931 pp/day×2.00
−90%22.91h left
387.270 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 76.75% · worst -31.25% · typical |Δ| 6.03%MILD BULLISH +23.50%BEST+76.75%16hWORST-31.25%20hTYPICAL |Δ|6.03%mean absoluteCUMULATIVE+23.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ +3.68% · Σ +29.40%CUMULATIVE Δ PATH · final +23.50%+76.70%-0.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-0.05% · 3h-0.05% · 3h-0.05%3h0.00% · 4h0.00% · 4h·4h-0.05% · 5h-0.05% · 5h-0.05%5h0.05% · 6h0.05% · 6h0.05%6h0.05% · 7h0.05% · 7h0.05%7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.10% · 9h-0.10% · 9h-0.10%9h-0.35% · 10h-0.35% · 10h-0.35%10h0.20% · 11h0.20% · 11h0.20%11h0.20% · 12h0.20% · 12h0.20%12h-0.35% · 13h-0.35% · 13h-0.35%13h0.45% · 14h0.45% · 14h0.45%14h-0.05% · 15h-0.05% · 15h-0.05%15h76.75% · 16h76.75% · 16h76.75%16h★ BEST-9.70% · 17h-9.70% · 17h-9.70%17h-9.50% · 18h-9.50% · 18h-9.50%18h3.45% · 19h3.45% · 19h3.45%19h-31.25% · 20h-31.25% · 20h-31.25%20h▼ WORST1.85% · 21h1.85% · 21h1.85%21h-3.30% · 22h-3.30% · 22h-3.30%22h1.10% · 23h1.10% · 23h1.10%23h-5.85% · 24h-5.85% · 24h-5.85%24hTIME PATTERNUS-led (+29.40%)RUNSup max 2 · down max 3BREADTH38% up · 50% down · 13% flat
9 up bars · 12 down · best 76.75% · worst -31.25% · typical |Δ| 6.029%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -3.74%FINAL-3.74%MAX DD-45.51%RECOVERYONGOING · 8 barsMAX RUN-UP+76.66%UNDERWATER21/25 (84%)STREAK↘ 1EQUITY CURVE · end 0.9626 · peak 1.7666 · range [0.9626, 1.7666]1.76660.9626break-even = 1★ PEAK 1.7666UNDERWATER DRAWDOWN · max -45.51% · severe0%-45.51%▼ TROUGH -45.51%TOP DRAWDOWN PERIODS · 2 total#1 -45.51%bar 18-25 · 8 bars · ONGOING#2 -0.50%bar 4-16 · 13 bars · recoveredDD SEVERITYsevere (max -45.51%)RECOVERYongoing · 8 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9626 (-3.74%) · max DD -45.51% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=-7.61 · σ=29.20MIXED EDGELAST -40.78 (-1.14σ vs μ)59.9029.950.00-29.95-59.90μ = -7.61-20.72-20.720.000.00-15.87-15.87-25.76-25.76-47.60-47.60-16.76-16.76-3.74-3.74-28.48-28.482.382.384.804.8038.4838.4832.4632.4627.0427.0428.9928.9912.4612.4613.2713.27-59.90-59.90-44.83-44.83-40.78-40.78v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -40.785 · range [-59.90, 38.48] · μ -7.610 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1204.9595 · σ=1452.6821 · range [3.5228, 3481.0134] · R²=0.440▲ RISING +34450.08%σ EXTREME 120.56%LAST 1217.12443481.01342611.64071742.2681872.89543.5228μ = 1204.9595max 3481.0134min 3.5228dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 1217.12% · range [3.52%, 3481.01%] · μ 1204.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −15 (16% positive) · μ=-0.231 · σ=0.236MEAN-REVERSIONLAST -0.465 (-0.99σ vs μ)0.5830.2910.000-0.291-0.583μ = -0.231-0.480-0.4800.0000.000-0.178-0.1780.1210.1210.2590.259-0.266-0.2660.0230.023-0.228-0.228-0.410-0.410-0.546-0.546-0.035-0.035-0.332-0.332-0.253-0.253-0.253-0.253-0.162-0.162-0.091-0.091-0.583-0.583-0.502-0.502-0.465-0.465v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.465 · |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
331.2483
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
3.6650
p-VALUE (log scale)
0.6009
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
-1.7800
p-VALUE (log scale)
0.4000
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
1.6997
p-VALUE (log scale)
0.0892
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5310
p-VALUE (log scale)
0.0347
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
-0.4265
p-VALUE (log scale)
0.6697
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.870 ≈ 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=2.97e-2 · top T=2.67h (14.6%) · top-3 cover 41.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.2e-23.9e-22.6e-21.3e-20.0e+0μ noise floorperiod 24.0 · power 1.60e-2 · 4.5% energyperiod 24.0 · power 1.60e-2 · 4.5% energyperiod 12.0 · power 3.30e-2 · 9.3% energyperiod 12.0 · power 3.30e-2 · 9.3% energyperiod 8.0 · power 3.61e-2 · 10.1% energyperiod 8.0 · power 3.61e-2 · 10.1% energyperiod 6.0 · power 3.35e-2 · 9.4% energyperiod 6.0 · power 3.35e-2 · 9.4% energyperiod 4.8 · power 2.02e-2 · 5.7% energyperiod 4.8 · power 2.02e-2 · 5.7% energyperiod 4.0 · power 1.22e-2 · 3.4% energyperiod 4.0 · power 1.22e-2 · 3.4% energyperiod 3.4 · power 2.91e-2 · 8.2% energyperiod 3.4 · power 2.91e-2 · 8.2% energyperiod 3.0 · power 4.60e-2 · 12.9% energyperiod 3.0 · power 4.60e-2 · 12.9% energyperiod 2.7 · power 5.19e-2 · 14.6% energyperiod 2.7 · power 5.19e-2 · 14.6% energyperiod 2.4 · power 5.02e-2 · 14.1% energyperiod 2.4 · power 5.02e-2 · 14.1% energyperiod 2.2 · power 2.44e-2 · 6.8% energyperiod 2.2 · power 2.44e-2 · 6.8% energyperiod 2.0 · power 3.95e-3 · 1.1% energyperiod 2.0 · power 3.95e-3 · 1.1% energy50% by T=3.4h#1 dominantT=2.67h#2T=2.40h#3T=3.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 14.6% of total energy · Σ|X̂|²/n = 3.565e-1

▸ Depth section using sovereign-store price series (797 bars · effective 1752616 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 9.5 d · σ/bar 0.890pp · expected |Δp| over horizon 13.47ppterminal variance p(1−p) = 0.2223 · n = 797✓ n = 797
μ per bar
-0.046pp
average Δp · drift
σ per bar
0.890pp
one-bar volatility · logit-free
Per-day movedaily
4.36pp
σ × √24
Per-horizon move10d
13.47pp
σ × √229.10090694444443
Terminal variancebinary
0.2223
p(1−p) at resolution
Current pricep
33.4¢
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 1.51pp · ES₉₅ 1.88pp · method parametric · drift-correcteddrift -0.046pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.05✓ n = 797
VaR 95%
1.51pp
1.645·σ (parametric) of Δp
ES 95%
1.88pp
mean of the tail
Max drawdown
53.9pp
peak 70.0¢ → trough 32.3¢
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
33.4%
= price
Decimal oddsEU
2.999
total return per $1
AmericanUS
+200
$100 wins $200
FractionalUK
2.00 / 1
profit per $1 risked
Profit per $100stake
+$199.85
clean dollar framing
-1000-5000+500+1000020406080100you · 33.4%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)
0.918 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.918 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.58 bit
self-information
Surprise · NO−log₂(1−p)
0.59 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
908958131761564726040309525023368571233754704164809613526553513004978924088
NO token ID
35500008023139318176151191615677759835190732521622389983510106610219075341374
Snapshot fetched
2026-06-20 10:53:50 UTC
Snapshot age
6.2s
History points
25 CLOB mids
Page rendered
2026-06-20 10:53:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9033687c472e5c4d4aec45f07841cdd6650c74d56d844c6f1f92c544b5ccca2b · 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 Sinaloa Gov. Ruben Rocha extradited to US 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
0.323000
(best bid + best ask) / 2
Spread
2229.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.368
bid-heavy
Imbalance (top-5)
-0.103
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-sinaloa-gov-ruben-rocha-extradited-to-us-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5445906860.37bp0.6200008FILLED
BUY$10.00K0.70056811689.41bp0.79000015FILLED
BUY$100.00K0.89005017555.71bp0.99000050FILLED
SELL$1.00K0.1556325181.67bp0.14000014FILLED
SELL$10.00K0.0363148875.72bp0.00100046PARTIAL
SELL$100.00K0.0363148875.72bp0.00100046PARTIAL

Risk metrics

▸ sovereign store · 797 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2462.70%
σ per bar = 0.018602
Mean return (annualised)
-162933.35%
μ per bar = -0.000930
Sharpe (rf=0)
-66.16
annualised; risk-free assumed zero
Max drawdown
53.86%
peak 0.70 → trough 0.32 over 748 bars

/api/asset/pm-sinaloa-gov-ruben-rocha-extradited-to-us-by-june-30/risk · same metrics, JSON