POLYMARKET · PREDICTION MARKET · STARMER OUT BY...?

Starmer out by August 31, 2026?

YES · live
91.0¢
NO · live
9.0¢

▸ Advanced metrics · M2M bundle

polymarket · starmer-out-by-august-31-2026-593-871 · fresh · feed 9s old
24h sparkline · 60 pts
realized vol (ann.)
105.72%
max drawdown
3.23%
sharpe
ulcer index
1.92%
RMS drawdown
pain index
1.55%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
3.23%
cond. drawdown
gain/pain
0.60
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.60
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
1020
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-starmer-out-by-august-31-2026-593-871/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH8.7s--:--:-- 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
91.0¢
NO · live
9.0¢
YES price · live 24h
n=25 · μ=0.8944 · σ=0.0539 · range [0.7050, 0.9350] · R²=0.460 RISING +29.08%σ HIGH 6.03%LAST 0.91000.93500.87750.82000.76250.7050μ = 0.8944max 0.9350min 0.7050dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 91.00¢
YES / NO split · live
YES 91.0%NO 9.0%YES91.0%91.00¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.436 / 1.00 bits (44%) · informative — one side favoured
YES
91.0%91.0¢1.10× +0.00pp
NO
9.0%9.0¢11.11× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,450 · μ=143.8 · σ=197.4 · CV=1.37BURSTY · concentratedcumulative energy ↗ · 50% by h=60238475713950μ = 14495050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3450bp moved · peak 950bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
8.7s
YES mid
91.00¢ (91.00%)
NO mid
9.00¢ (9.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$51.0k
liquidity $
$47.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8944 · σ=0.0539 · range [0.7050, 0.9350] · R²=0.460 RISING +29.08%σ HIGH 6.03%LAST 0.91000.93500.87750.82000.76250.7050μ = 0.8944max 0.9350min 0.7050dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 91.00¢
NO price · CLOB mid
n=25 · μ=0.1056 · σ=0.0539 · range [0.0650, 0.2950] · R²=0.460 FALLING -69.49%σ EXTREME 51.04%LAST 0.09000.29500.23750.18000.12250.0650μ = 0.1056max 0.2950min 0.0650dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 9.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0084 · σ=0.0220 · skew=2.09 (right-skewed) · kurt=5.11 (leptokurtic (fat tails))864208-0.95ppbin -0.95pp · n=8 · 100.0% peakbin -0.95pp · n=8 · 100.0% peak70.15ppbin 0.15pp · n=7 · 87.5% peakbin 0.15pp · n=7 · 87.5% peak31.25ppbin 1.25pp · n=3 · 37.5% peakbin 1.25pp · n=3 · 37.5% peak32.35ppbin 2.35pp · n=3 · 37.5% peakbin 2.35pp · n=3 · 37.5% peak23.45ppbin 3.45pp · n=2 · 25.0% peakbin 3.45pp · n=2 · 25.0% peak4.55pp5.65pp6.75pp7.85pp18.95ppbin 8.95pp · n=1 · 12.5% peakbin 8.95pp · n=1 · 12.5% 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=2.29 · kurt=6.32 · near 10 / mid 13 / far 1 · OLS slope=0.89 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.80σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=3.79)
μ MEAN89.44¢95% CI: [87.33¢, 91.55¢]
σ STD DEV5.39ppσ² = 29.048 · CV = 6.03%
med MEDIAN91.00¢Q₁ 88.50¢ · Q₃ 92.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 70.50¢Q₁ 88.50¢med 91.00¢Q₃ 92.50¢max 93.50¢μ
SKEWNESS · G₁-2.000left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.791leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 1.82
range ↔ σwide tails (range > 4σ)range / σ = 4.27
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+0.089within white-noise band
ρ(2) AUTOCORR+0.218lag-2 not significant
H · HURST EXPONENT0.958strongly persistent
OLS TREND · t-STAT+4.424significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.958STRONGLY 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+0.089k=2+0.218k=3+0.235k=4+0.143k=5+0.1200+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 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|=4.42)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 ID2481543
SLUGstarmer-out-by-august-31-2026-593-871
CATEGORYStarmer out by...?
TWO-SIDED PRICING
PRIMARY · YES91.00¢implied prob 91.00% · decimal odds 1.10×
COUNTER · NO9.00¢implied prob 9.00% · decimal odds 11.11×
91.00¢
9.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME51.05k USD 24h
LIQUIDITY47.09k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (91¢)|primary − counter| = 0.820 · entropy 0.436 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 91.0%NO 9.0%YES91.0%H = 0.436 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.10×(91¢)NO11.11×(9¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.436 bits (44% 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 2026-07-31 12:00 UTC
40days
23hrs
59min
YES$1.00(P = 91.0%)
NO$0.00(P = 9.0%)
current: $0.9100 · expected return per side: $0.09 on YES hit · $0.91 on NO hit
0%25%50%75%100%YES $1NO $0NOW+20.5dRESOLVESP projection · σ=5.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 26.404 pp/day
now41.00d left
26.404 pp/day×1.00
−25%30.75d left
30.488 pp/day×1.15
−50%20.50d left
37.341 pp/day×1.41
−75%10.25d left
52.808 pp/day×2.00
−90%4.10d left
83.496 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 9.50% · worst -1.50% · typical |Δ| 1.44%MILD BULLISH +20.50%BEST+9.50%1hWORST-1.50%7hTYPICAL |Δ|1.44%mean absoluteCUMULATIVE+20.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +2.57% · Σ +18.00%EUROPE · 08-16 UTCμ +0.56% · Σ +4.50%US · 16-24 UTCμ -0.25% · Σ -2.00%CUMULATIVE Δ PATH · final +20.50%+23.00%0.00%9.50% · 1h9.50% · 1h9.50%1h★ BEST1.50% · 2h1.50% · 2h1.50%2h2.50% · 3h2.50% · 3h2.50%3h3.00% · 4h3.00% · 4h3.00%4h0.50% · 5h0.50% · 5h0.50%5h2.50% · 6h2.50% · 6h2.50%6h-1.50% · 7h-1.50% · 7h-1.50%7h▼ WORST3.00% · 8h3.00% · 8h3.00%8h1.00% · 9h1.00% · 9h1.00%9h-0.50% · 10h-0.50% · 10h-0.50%10h-1.00% · 11h-1.00% · 11h-1.00%11h2.50% · 12h2.50% · 12h2.50%12h0.00% · 13h0.00% · 13h·13h-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h0.50% · 16h0.50% · 16h0.50%16h-0.50% · 17h-0.50% · 17h-0.50%17h-0.50% · 18h-0.50% · 18h-0.50%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-1.50% · 21h-1.50% · 21h-1.50%21h-1.00% · 22h-1.00% · 22h-1.00%22h1.00% · 23h1.00% · 23h1.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+18.00%)RUNSup max 6 · down max 2BREADTH46% up · 33% down · 21% flat
11 up bars · 8 down · best 9.50% · worst -1.50% · typical |Δ| 1.438%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +21.94%FINAL+21.94%MAX DD-3.46%RECOVERYONGOING · 11 barsMAX RUN-UP+25.06%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 1.2194 · peak 1.2506 · range [1.0000, 1.2506]1.25061.0000break-even = 1★ PEAK 1.2506UNDERWATER DRAWDOWN · max -3.46% · moderate0%-3.46%▼ TROUGH -3.46%TOP DRAWDOWN PERIODS · 3 total#1 -3.46%bar 15-25 · 11 bars · ONGOING#2 -1.50%bar 8-8 · 1 bars · recovered#3 -1.50%bar 11-12 · 2 bars · recoveredDD SEVERITYmoderate (max -3.46%)RECOVERYongoing · 11 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.2194 (21.94%) · max DD -3.46% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=13.64 · σ=51.88MIXED EDGELAST -26.58 (-0.78σ vs μ)95.3647.680.00-47.68-95.36μ = 13.6495.3695.3678.6678.6686.3186.3174.8174.8145.2845.2829.0129.0129.0129.0147.7647.7618.0818.086.286.2819.2719.2727.7227.72-38.21-38.21-38.21-38.21-20.72-20.72-45.67-45.67-93.40-93.40-35.63-35.63-26.58-26.58v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -26.579 · range [-93.40, 95.36] · μ 13.638 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=121.5106 · σ=65.8160 · range [35.2278, 298.5515] · R²=0.722 FALLING -72.40%σ EXTREME 54.16%LAST 82.3954298.5515232.7206166.8897101.058735.2278μ = 121.5106max 298.5515min 35.2278dataMA(3)OLS R²=0.72μ lineμ ± σ bandmaxmin
latest 82.40% · range [35.23%, 298.55%] · μ 121.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.244 · σ=0.215MEAN-REVERSIONLAST 0.016 (+1.21σ vs μ)0.6930.3460.000-0.346-0.693μ = -0.244-0.131-0.131-0.267-0.267-0.507-0.507-0.693-0.693-0.631-0.631-0.382-0.382-0.327-0.327-0.140-0.140-0.336-0.336-0.271-0.271-0.415-0.415-0.057-0.057-0.133-0.133-0.133-0.133-0.069-0.069-0.190-0.1900.1420.142-0.116-0.1160.0160.016v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.016 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
90.5080
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
4.3087
p-VALUE (log scale)
0.5075
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
-7.4875
p-VALUE (log scale)
< 0.0001
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
-0.6125
p-VALUE (log scale)
0.5402
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6017
p-VALUE (log scale)
0.0225
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
-0.4552
p-VALUE (log scale)
0.6490
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.861 ≈ 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=5.07e-4 · top T=24.00h (20.7%) · top-3 cover 46.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-39.4e-46.3e-43.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.26e-3 · 20.7% energyperiod 24.0 · power 1.26e-3 · 20.7% energyperiod 12.0 · power 6.91e-4 · 11.3% energyperiod 12.0 · power 6.91e-4 · 11.3% energyperiod 8.0 · power 3.94e-4 · 6.5% energyperiod 8.0 · power 3.94e-4 · 6.5% energyperiod 6.0 · power 3.64e-4 · 6.0% energyperiod 6.0 · power 3.64e-4 · 6.0% energyperiod 4.8 · power 4.67e-5 · 0.8% energyperiod 4.8 · power 4.67e-5 · 0.8% energyperiod 4.0 · power 5.01e-4 · 8.2% energyperiod 4.0 · power 5.01e-4 · 8.2% energyperiod 3.4 · power 4.41e-4 · 7.2% energyperiod 3.4 · power 4.41e-4 · 7.2% energyperiod 3.0 · power 1.14e-4 · 1.9% energyperiod 3.0 · power 1.14e-4 · 1.9% energyperiod 2.7 · power 6.83e-4 · 11.2% energyperiod 2.7 · power 6.83e-4 · 11.2% energyperiod 2.4 · power 7.99e-4 · 13.1% energyperiod 2.4 · power 7.99e-4 · 13.1% energyperiod 2.2 · power 7.94e-4 · 13.0% energyperiod 2.2 · power 7.94e-4 · 13.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energy50% by T=4.0h#1 dominantT=24.00h#2T=2.40h#3T=2.18hT=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 20.7% of total energy · Σ|X̂|²/n = 6.088e-3

▸ Depth section using sovereign-store price series (1020 bars · effective 1752713 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 41.0 d · σ/bar 0.080pp · expected |Δp| over horizon 2.51ppterminal variance p(1−p) = 0.0819 · n = 1020n = 1020
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.080pp
one-bar volatility · logit-free
Per-day movedaily
0.39pp
σ × √24
Per-horizon move41d
2.51pp
σ × √983.9850880555555
Terminal variancebinary
0.0819
p(1−p) at resolution
Current pricep
91.0¢
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

VaR · ES · max drawdown
VaR₉₅ 0.13pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 1020
VaR 95%
0.13pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
3.2pp
peak 93.0¢ → trough 90.0¢
Median step
0.50pp
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
91.0%
= price
Decimal oddsEU
1.099
total return per $1
AmericanUS
-1011
risk $1011 to win $100
FractionalUK
0.10 / 1
profit per $1 risked
Profit per $100stake
+$9.89
clean dollar framing
-1000-5000+500+1000020406080100you · 91.0%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)
0.436 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.436 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.14 bit
self-information
Surprise · NO−log₂(1−p)
3.47 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
29898512995670392293993526484890957432542085313598204647103555785760495657342
NO token ID
99764734903929119610724813980949478205238731458461815494189136939756053271179
Snapshot fetched
2026-06-20 12:00:44 UTC
Snapshot age
8.7s
History points
25 CLOB mids
Page rendered
2026-06-20 12:00:53 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
676159c41973f4d8d4fa0a09c3b376e7c54e1f9480ce288d9a7bbbb205323000 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Starmer out 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
0.910000
(best bid + best ask) / 2
Spread
219.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.903
bid-heavy
Imbalance (top-5)
-0.585
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-starmer-out-by-august-31-2026-593-871/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.920000109.89bp0.9200001FILLED
BUY$10.00K0.931074231.58bp0.9400003FILLED
BUY$100.00K0.942665358.96bp0.9900008PARTIAL
SELL$1.00K0.883857287.28bp0.8800003FILLED
SELL$10.00K0.8056261146.97bp0.69000022FILLED
SELL$100.00K0.1181918701.20bp0.01000076PARTIAL

Risk metrics

sovereign store · 1,020 barsperiods/year ≈ 1.75M
Realized vol (annualised)
116.10%
σ per bar = 0.000877
Mean return (annualised)
-3739.35%
μ per bar = -0.000021
Sharpe (rf=0)
-32.21
annualised; risk-free assumed zero
Max drawdown
3.23%
peak 0.93 → trough 0.90 over 699 bars

/api/asset/pm-starmer-out-by-august-31-2026-593-871/risk · same metrics, JSON