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

Starmer out by July 31, 2026?

YES · live
84.5¢
NO · live
15.5¢

▸ Advanced metrics · M2M bundle

polymarket · starmer-out-by-july-31-2026-648 · fresh · feed 6s old
24h sparkline · 60 pts
realized vol (ann.)
79.77%
max drawdown
2.31%
sharpe
ulcer index
1.05%
RMS drawdown
pain index
0.60%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.31%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
552
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-starmer-out-by-july-31-2026-648/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH6.0s--:--:-- 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
84.5¢
NO · live
15.5¢
YES price · live 24h
n=25 · μ=0.7876 · σ=0.0897 · range [0.6150, 0.8650] · R²=0.762 RISING +31.01%σ HIGH 11.39%LAST 0.84500.86500.80250.74000.67750.6150μ = 0.7876max 0.8650min 0.6150dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 84.50¢
YES / NO split · live
YES 84.5%NO 15.5%YES84.5%84.50¢ · odds 1/1.18
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.622 / 1.00 bits (62%) · moderate uncertainty
YES
84.5%84.5¢1.18× +0.00pp
NO
15.5%15.5¢6.45× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,500 · μ=187.5 · σ=236.9 · CV=1.26BURSTY · concentratedcumulative energy ↗ · 50% by h=70188375563750μ = 18875050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4500bp moved · peak 750bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
6.0s
YES mid
84.50¢ (84.50%)
NO mid
15.50¢ (15.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$200.5k
liquidity $
$57.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7876 · σ=0.0897 · range [0.6150, 0.8650] · R²=0.762 RISING +31.01%σ HIGH 11.39%LAST 0.84500.86500.80250.74000.67750.6150μ = 0.7876max 0.8650min 0.6150dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 84.50¢
NO price · CLOB mid
n=25 · μ=0.2124 · σ=0.0897 · range [0.1350, 0.3850] · R²=0.762 FALLING -56.34%σ EXTREME 42.25%LAST 0.15500.38500.32250.26000.19750.1350μ = 0.2124max 0.3850min 0.1350dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 15.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0070 · σ=0.0283 · skew=0.96 (right-skewed) · kurt=0.05 (mesokurtic)975201-3.90ppbin -3.90pp · n=1 · 11.1% peakbin -3.90pp · n=1 · 11.1% peak1-2.70ppbin -2.70pp · n=1 · 11.1% peakbin -2.70pp · n=1 · 11.1% peak4-1.50ppbin -1.50pp · n=4 · 44.4% peakbin -1.50pp · n=4 · 44.4% peak9-0.30ppbin -0.30pp · n=9 · 100.0% peakbin -0.30pp · n=9 · 100.0% peak40.90ppbin 0.90pp · n=4 · 44.4% peakbin 0.90pp · n=4 · 44.4% peak2.10pp3.30pp24.50ppbin 4.50pp · n=2 · 22.2% peakbin 4.50pp · n=2 · 22.2% peak15.70ppbin 5.70pp · n=1 · 11.1% peakbin 5.70pp · n=1 · 11.1% peak26.90ppbin 6.90pp · n=2 · 22.2% peakbin 6.90pp · n=2 · 22.2% 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=0.84 · kurt=0.23 · near 12 / mid 12 / far 0 · OLS slope=0.96 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=25LEFT-SKEWED (G₁=-0.92)
μ MEAN78.76¢95% CI: [75.24¢, 82.28¢]
σ STD DEV8.97ppσ² = 80.544 · CV = 11.39%
med MEDIAN84.00¢Q₁ 72.50¢ · Q₃ 85.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 61.50¢Q₁ 72.50¢med 84.00¢Q₃ 85.50¢max 86.50¢μ
SKEWNESS · G₁-0.915left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.814mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.58
σ × 1.349 ↔ IQRconsistent with normalratio = 0.93
range ↔ σconcentrated (range < 4σ)range / σ = 2.79
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: MEAN-REVERTING · ρ(1) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.303within white-noise band
ρ(2) AUTOCORR+0.400lag-2 not significant
H · HURST EXPONENT0.885strongly persistent
OLS TREND · t-STAT+8.574significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.885STRONGLY 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=1-0.303k=2+0.400k=3-0.221k=4-0.022k=5+0.1530+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.57)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 ID2365093
SLUGstarmer-out-by-july-31-2026-648
CATEGORYStarmer out by...?
TWO-SIDED PRICING
PRIMARY · YES84.50¢implied prob 84.50% · decimal odds 1.18×
COUNTER · NO15.50¢implied prob 15.50% · decimal odds 6.45×
84.50¢
15.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME200.53k USD 24h
LIQUIDITY57.39k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (85¢)|primary − counter| = 0.690 · entropy 0.622 bits
LIQUIDITY DEPTHDEEP100k+ 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 84.5%NO 15.5%YES84.5%H = 0.622 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.18×(85¢)NO6.45×(16¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.622 bits (62% of max) · moderate 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 · DISTANTresolves 2026-07-31 12:00 UTC
41days
02hrs
19min
YES$1.00(P = 84.5%)
NO$0.00(P = 15.5%)
current: $0.8450 · expected return per side: $0.16 on YES hit · $0.84 on NO hit
0%25%50%75%100%YES $1NO $0NOW+20.5dRESOLVESP projection · σ=8.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 43.967 pp/day
now41.10d left
43.967 pp/day×1.00
−25%30.82d left
50.768 pp/day×1.15
−50%20.55d left
62.178 pp/day×1.41
−75%10.27d left
87.933 pp/day×2.00
−90%4.11d left
139.035 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 7.50% · worst -4.50% · typical |Δ| 1.88%MILD BULLISH +20.00%BEST+7.50%7hWORST-4.50%8hTYPICAL |Δ|1.88%mean absoluteCUMULATIVE+20.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +2.07% · Σ +14.50%EUROPE · 08-16 UTCμ +0.69% · Σ +5.50%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final +20.00%+22.00%-3.00%-3.00% · 1h-3.00% · 1h-3.00%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h6.00% · 4h6.00% · 4h6.00%4h5.00% · 5h5.00% · 5h5.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h7.50% · 7h7.50% · 7h7.50%7h★ BEST-4.50% · 8h-4.50% · 8h-4.50%8h▼ WORST6.50% · 9h6.50% · 9h6.50%9h0.50% · 10h0.50% · 10h0.50%10h4.00% · 11h4.00% · 11h4.00%11h0.00% · 12h0.00% · 12h·12h-1.50% · 13h-1.50% · 13h-1.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h1.00% · 15h1.00% · 15h1.00%15h0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h1.00% · 21h1.00% · 21h1.00%21h0.00% · 22h0.00% · 22h·22h-1.00% · 23h-1.00% · 23h-1.00%23h-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNAsia-led (+14.50%)RUNSup max 3 · down max 2BREADTH38% up · 29% down · 33% flat
9 up bars · 7 down · best 7.50% · worst -4.50% · typical |Δ| 1.875%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +20.88%FINAL+20.88%MAX DD-4.50%RECOVERYONGOING · 1 barsMAX RUN-UP+23.34%UNDERWATER15/25 (60%)STREAK↘ 2EQUITY CURVE · end 1.2088 · peak 1.2334 · range [0.9700, 1.2334]1.23340.9700break-even = 1★ PEAK 1.2334UNDERWATER DRAWDOWN · max -4.50% · moderate0%-4.50%▼ TROUGH -4.50%TOP DRAWDOWN PERIODS · 5 total#1 -4.50%bar 9-9 · 1 bars · recovered#2 -3.00%bar 2-4 · 3 bars · recovered#3 -1.99%bar 14-21 · 8 bars · recoveredDD SEVERITYmoderate (max -4.50%)RECOVERYongoing · 17 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 1.2088 (20.88%) · max DD -4.50% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −1 (79% positive) · μ=35.11 · σ=25.82PROFITABLE STRATEGYLAST -20.72 (-2.16σ vs μ)74.4637.230.00-37.23-74.46μ = 35.1130.8030.8074.4674.4643.1743.1762.7862.7846.0746.0743.6743.6748.2748.2719.9019.9045.5545.5529.0129.0124.6624.660.000.000.000.0038.2138.2160.4260.4260.4260.4260.4260.420.000.00-20.72-20.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -20.722 · range [-20.72, 74.46] · μ 35.110 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=230.9698 · σ=165.5171 · range [48.3322, 453.4766] · R²=0.795 FALLING -78.76%σ EXTREME 71.66%LAST 70.4557453.4766352.1905250.9044149.618348.3322μ = 230.9698max 453.4766min 48.3322dataMA(3)OLS R²=0.80μ lineμ ± σ bandmaxmin
latest 70.46% · range [48.33%, 453.48%] · μ 230.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −12 (32% positive) · μ=-0.280 · σ=0.366MEAN-REVERSIONLAST 0.343 (+1.70σ vs μ)0.8680.4340.000-0.434-0.868μ = -0.2800.1720.172-0.300-0.300-0.533-0.533-0.671-0.671-0.868-0.868-0.850-0.850-0.766-0.766-0.441-0.441-0.016-0.0160.0420.0420.0280.0280.0560.0560.0560.056-0.567-0.567-0.333-0.333-0.333-0.333-0.333-0.3330.0000.0000.3430.343v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.343 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
3.5704
p-VALUE (log scale)
0.1678
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
9.2719
p-VALUE (log scale)
0.0977
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
-1.5084
p-VALUE (log scale)
0.5293
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
0.0658
p-VALUE (log scale)
0.9475
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
0.7589
p-VALUE (log scale)
0.0090
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
-0.5611
p-VALUE (log scale)
0.5747
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.829 ≈ 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=8.97e-4 · top T=2.40h (20.1%) · top-3 cover 55.2%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)2.2e-31.6e-31.1e-35.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.30e-3 · 12.1% energyperiod 24.0 · power 1.30e-3 · 12.1% energyperiod 12.0 · power 8.19e-4 · 7.6% energyperiod 12.0 · power 8.19e-4 · 7.6% energyperiod 8.0 · power 3.40e-4 · 3.2% energyperiod 8.0 · power 3.40e-4 · 3.2% energyperiod 6.0 · power 1.07e-3 · 10.0% energyperiod 6.0 · power 1.07e-3 · 10.0% energyperiod 4.8 · power 6.75e-5 · 0.6% energyperiod 4.8 · power 6.75e-5 · 0.6% energyperiod 4.0 · power 3.54e-5 · 0.3% energyperiod 4.0 · power 3.54e-5 · 0.3% energyperiod 3.4 · power 1.96e-4 · 1.8% energyperiod 3.4 · power 1.96e-4 · 1.8% energyperiod 3.0 · power 9.48e-5 · 0.9% energyperiod 3.0 · power 9.48e-5 · 0.9% energyperiod 2.7 · power 8.97e-4 · 8.3% energyperiod 2.7 · power 8.97e-4 · 8.3% energyperiod 2.4 · power 2.16e-3 · 20.1% energyperiod 2.4 · power 2.16e-3 · 20.1% energyperiod 2.2 · power 1.93e-3 · 18.0% energyperiod 2.2 · power 1.93e-3 · 18.0% energyperiod 2.0 · power 1.84e-3 · 17.1% energyperiod 2.0 · power 1.84e-3 · 17.1% energy50% by T=2.4h#1 dominantT=2.40h#2T=2.18h#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 ≈ 2.40h (freq 0.417) · concentrates 20.1% of total energy · Σ|X̂|²/n = 1.076e-2

▸ Depth section using sovereign-store price series (552 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 41.1 d · σ/bar 0.060pp · expected |Δp| over horizon 1.89ppterminal variance p(1−p) = 0.1310 · n = 552n = 552
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.060pp
one-bar volatility · logit-free
Per-day movedaily
0.30pp
σ × √24
Per-horizon move41d
1.89pp
σ × √986.3260208333334
Terminal variancebinary
0.1310
p(1−p) at resolution
Current pricep
84.5¢
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 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 552
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
2.3pp
peak 86.5¢ → trough 84.5¢
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
84.5%
= price
Decimal oddsEU
1.183
total return per $1
AmericanUS
-545
risk $545 to win $100
FractionalUK
0.18 / 1
profit per $1 risked
Profit per $100stake
+$18.34
clean dollar framing
-1000-5000+500+1000020406080100you · 84.5%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)
0.622 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.622 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.24 bit
self-information
Surprise · NO−log₂(1−p)
2.69 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
12316260208634619024419998059635392728148300786908961876402342801675280384721
NO token ID
21535790826107031647637278608541214833512506673813076643478849021006686457817
Snapshot fetched
2026-06-20 09:40:20 UTC
Snapshot age
6.0s
History points
25 CLOB mids
Page rendered
2026-06-20 09:40:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e33030498504f9bae3174b0d1ad0d6eb1188ba3b0c203d4295484bbcfec48335 · 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
0.845000
(best bid + best ask) / 2
Spread
118.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.565
bid-heavy
Imbalance (top-5)
-0.434
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-july-31-2026-648/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.85000059.17bp0.8500001FILLED
BUY$10.00K0.861010189.47bp0.8700003FILLED
BUY$100.00K0.9456701191.36bp0.99000015PARTIAL
SELL$1.00K0.831984154.04bp0.8300002FILLED
SELL$10.00K0.814061366.14bp0.7700007FILLED
SELL$100.00K0.1646608051.36bp0.01000076PARTIAL

Risk metrics

sovereign store · 552 barsperiods/year ≈ 1.75M
Realized vol (annualised)
93.06%
σ per bar = 0.000703
Mean return (annualised)
-3741.94%
μ per bar = -0.000021
Sharpe (rf=0)
-40.21
annualised; risk-free assumed zero
Max drawdown
2.31%
peak 0.86 → trough 0.84 over 429 bars

/api/asset/pm-starmer-out-by-july-31-2026-648/risk · same metrics, JSON