POLYMARKET · PREDICTION MARKET · STARMER OUT BY...?
Starmer out by June 26, 2026?
39.0¢
61.0¢
▸ Advanced metrics · M2M bundle
polymarket · starmer-out-by-june-26-2026 · fresh · feed 15s old24h sparkline · 60 pts▼ —
realized vol (ann.)
246.41%
max drawdown
28.44%
sharpe
—
ulcer index
16.19%
RMS drawdown
pain index
12.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
28.00%
cond. drawdown
gain/pain
0.16
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.16
upside/downside
roll spread
6.4 bps
implied (price-only)
bars used
1012
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-starmer-out-by-june-26-2026/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
39.0¢
NO · live
61.0¢
19 ticks · last 40.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.965 / 1.00 bits (96%) · max uncertainty (~50/50)
YES39.0%39.0¢2.56×▬ +0.00pp
NO61.0%61.0¢1.64×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 4300bp moved · peak 950bp · n=18 ticks
15.2s
39.00¢ (39.00%)
61.00¢ (61.00%)
100.00%
0.000pp
$26.5k
$55.8k
19 ticks (live)
§1 · 24h price history (YES + NO tokens)
19 YES observations from clob.polymarket.com · last 40.50¢
19 NO observations from clob.polymarket.com · last 59.50¢
§2 · Distribution of Δp
n=18
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=19LEFT-SKEWED (G₁=-0.63)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.629left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.436platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 1.077STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
39.00¢
61.00¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2.56×(39¢)NO1.64×(61¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.965 bits (96% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · MEDIUMresolves 2026-06-22 12:00 UTC
2days
00hrs
01min
YES →$1.00
NO →$0.00
current: $0.3900 · expected return per side: $0.61 on YES hit · $0.39 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 31.049 pp/day
now2.00d left31.049 pp/day×1.00
−25%1.50d left35.852 pp/day×1.15
−50%1.00d left43.910 pp/day×1.41
−75%12.01h left62.098 pp/day×2.00
−90%4.80h left98.185 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
4 up bars · 10 down · best 9.50% · worst -9.00% · typical |Δ| 2.389%
§10 · Equity curve & underwater drawdown
final equity 0.9881 (-1.19%) · max DD -16.46% · time-under-water 14/19 bars
§11 · Rolling-window statistics (w = 4 bars)
latest -74.542 · range [-132.36, 85.84] · μ -27.790 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 367.24% · range [23.40%, 523.91%] · μ 244.49% · σ̂ scaled to annualised (×√8760)
latest -0.379 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀*H₀: Δp ~ Normal(μ, σ²)
STATISTIC
6.9029
p-VALUE (log scale)
0.0317
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
2.7562
p-VALUE (log scale)
0.7400
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.3210
p-VALUE (log scale)
0.6177
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.4962
p-VALUE (log scale)
0.6198
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.1897
p-VALUE (log scale)
0.3747
Variance ratio q=2
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.5185
p-VALUE (log scale)
0.6041
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)
dominant period ≈ 9.00h (freq 0.111) · concentrates 22.6% of total energy · Σ|X̂|²/n = 1.247e-2
▸ Depth section using sovereign-store price series (1012 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
Horizon 2.0 d · σ/bar 0.186pp · expected |Δp| over horizon 1.29ppterminal variance p(1−p) = 0.2379 · n = 1012✓ n = 1012
μ per bar
-0.015pp
average Δp · drift
σ per bar
0.186pp
one-bar volatility · logit-free
Per-day movedaily
0.91pp
σ × √24
Per-horizon move2d
1.29pp
σ × √48.02332638888889
Terminal variancebinary
0.2379
p(1−p) at resolution
Current pricep
39.0¢
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
VaR₉₅ 0.32pp · ES₉₅ 0.40pp · method parametric · drift-correcteddrift -0.015pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 1012
VaR 95%
0.32pp
1.645·σ (parametric) of Δp
ES 95%
0.40pp
mean of the tail
Max drawdown
28.4pp
peak 54.5¢ → trough 39.0¢
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
Implied probabilityP
39.0%
= price
Decimal oddsEU
2.564
total return per $1
AmericanUS
+156
$100 wins $156
FractionalUK
1.56 / 1
profit per $1 risked
Profit per $100stake
+$156.41
clean dollar framing
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
Market entropyH(p)
0.965 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.965 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.36 bit
self-information
Surprise · NO−log₂(1−p)
0.71 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
66639298814256885988797886574885130798206482450626627230195718091482122506831- NO token ID
102134935042913828742775062235309378040512639788947392562153016929270932368298- Snapshot fetched
- 2026-06-20 11:58:20 UTC
- Snapshot age
- 15.2s
- History points
- 19 CLOB mids
- Page rendered
- 2026-06-20 11:58:36 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
f53d10ac9224ef3cfc7240e3b52bc3c22591bc6c5abc87f5ada71747fa1a9239· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Starmer out by...?
Market depth
▸ live order book · Polymarket YESDepth 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
0.405000
(best bid + best ask) / 2
Spread
246.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.137
bid-heavy
Imbalance (top-5)
+0.120
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-june-26-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.410000 | 123.46bp | 0.410000 | 1 | FILLED |
| BUY | $10.00K | 0.458242 | 1314.61bp | 0.520000 | 10 | FILLED |
| BUY | $100.00K | 0.779425 | 9245.06bp | 0.940000 | 42 | FILLED |
| SELL | $1.00K | 0.386179 | 464.72bp | 0.380000 | 2 | FILLED |
| SELL | $10.00K | 0.349626 | 1367.26bp | 0.230000 | 12 | FILLED |
| SELL | $100.00K | 0.083675 | 7933.94bp | 0.010000 | 32 | PARTIAL |
Risk metrics
▸ sovereign store · 1,012 barsperiods/year ≈ 1.75MRealized vol (annualised)
534.97%
σ per bar = 0.004041
Mean return (annualised)
-58014.47%
μ per bar = -0.000331
Sharpe (rf=0)
-108.44
annualised; risk-free assumed zero
Max drawdown
28.44%
peak 0.55 → trough 0.39 over 977 bars
/api/asset/pm-starmer-out-by-june-26-2026/risk · same metrics, JSON