POLYMARKET · PREDICTION MARKET · STRAIT OF HORMUZ TRAFFIC RETURNS TO NORMAL BY JULY 31?
Strait of Hormuz traffic returns to normal by July 31?
48.5¢
51.5¢
▸ Advanced metrics · M2M bundle
polymarket · strait-of-hormuz-traffic-returns-to-normal-by-july-31 · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
215.42%
max drawdown
4.04%
sharpe
—
ulcer index
1.49%
RMS drawdown
pain index
0.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.04%
cond. drawdown
gain/pain
1.17
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.17
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
568
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-strait-of-hormuz-traffic-returns-to-normal-by-july-31/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
48.5¢
NO · live
51.5¢
25 ticks · last 48.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.999 / 1.00 bits (100%) · max uncertainty (~50/50)
YES48.5%48.5¢2.06×▬ +0.00pp
NO51.5%51.5¢1.94×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 3100bp moved · peak 400bp · n=24 ticks
3.9s
48.50¢ (48.50%)
51.50¢ (51.50%)
100.00%
0.000pp
$345.3k
$172.3k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 48.50¢
25 NO observations from clob.polymarket.com · last 51.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.01)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.347approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.008platykurtic · 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: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 0.466RANDOM-WALK
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
48.50¢
51.50¢
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
YES2.06×(49¢)NO1.94×(52¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.999 bits (100% 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 · DISTANTresolves 2026-07-31 00:00 UTC
40days
14hrs
14min
YES →$1.00
NO →$0.00
current: $0.4850 · expected return per side: $0.52 on YES hit · $0.48 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 11.011 pp/day
now40.59d left11.011 pp/day×1.00
−25%30.45d left12.714 pp/day×1.15
−50%20.30d left15.572 pp/day×1.41
−75%10.15d left22.022 pp/day×2.00
−90%4.06d left34.820 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
10 up bars · 10 down · best 3.50% · worst -4.00% · typical |Δ| 1.292%
§10 · Equity curve & underwater drawdown
final equity 1.0169 (1.69%) · max DD -5.05% · time-under-water 22/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 25.761 · range [-30.67, 45.67] · μ 16.617 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 113.35% · range [92.02%, 238.01%] · μ 137.32% · σ̂ scaled to annualised (×√8760)
latest -0.242 · |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
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
0.3055
p-VALUE (log scale)
0.8583
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.5892
p-VALUE (log scale)
0.6123
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.6569
p-VALUE (log scale)
0.4586
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.9189
p-VALUE (log scale)
0.3581
KPSS (μ stationarity)
REJECT H₀**H₀: p IS level-stationary
STATISTIC
0.7450
p-VALUE (log scale)
0.0097
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.8229
p-VALUE (log scale)
0.0683
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 ≈ 2.00h (freq 0.500) · concentrates 19.5% of total energy · Σ|X̂|²/n = 3.619e-3
▸ Depth section using sovereign-store price series (5000 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
Horizon 40.6 d · σ/bar 0.177pp · expected |Δp| over horizon 5.52ppterminal variance p(1−p) = 0.2498 · n = 5000✓ n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.177pp
one-bar volatility · logit-free
Per-day movedaily
0.87pp
σ × √24
Per-horizon move41d
5.52pp
σ × √974.2465902777778
Terminal variancebinary
0.2498
p(1−p) at resolution
Current pricep
48.5¢
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
VaR₉₅ 0.29pp · ES₉₅ 0.37pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.29pp
1.645·σ (parametric) of Δp
ES 95%
0.37pp
mean of the tail
Max drawdown
21.8pp
peak 59.5¢ → trough 46.5¢
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
Implied probabilityP
48.5%
= price
Decimal oddsEU
2.062
total return per $1
AmericanUS
+106
$100 wins $106
FractionalUK
1.06 / 1
profit per $1 risked
Profit per $100stake
+$106.19
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)
0.999 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.999 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.04 bit
self-information
Surprise · NO−log₂(1−p)
0.96 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
106929013576622300718402895513457875547556389240247806666273814836599548721421- NO token ID
35600405023007026690792769618276046675588493623969149550929635257490271313011- Snapshot fetched
- 2026-06-20 09:45:08 UTC
- Snapshot age
- 3.9s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-20 09:45:12 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
f2b1a4abd3f6af9e01ccf311f24f91ab6daad786f2c9134d4f66e68f3231976c· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Strait of Hormuz traffic returns to normal by July 31?
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
0.485000
(best bid + best ask) / 2
Spread
206.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.871
bid-heavy
Imbalance (top-5)
+0.438
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-strait-of-hormuz-traffic-returns-to-normal-by-july-31/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.493956 | 184.65bp | 0.500000 | 2 | FILLED |
| BUY | $10.00K | 0.520651 | 735.07bp | 0.540000 | 6 | FILLED |
| BUY | $100.00K | 0.724961 | 4947.65bp | 0.920000 | 42 | FILLED |
| SELL | $1.00K | 0.471859 | 270.95bp | 0.470000 | 2 | FILLED |
| SELL | $10.00K | 0.457152 | 574.19bp | 0.450000 | 4 | FILLED |
| SELL | $100.00K | 0.116234 | 7603.43bp | 0.020000 | 46 | FILLED |
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 1.75MRealized vol (annualised)
445.04%
σ per bar = 0.003362
Mean return (annualised)
-4726.41%
μ per bar = -0.000027
Sharpe (rf=0)
-10.62
annualised; risk-free assumed zero
Max drawdown
21.85%
peak 0.59 → trough 0.47 over 340 bars
/api/asset/pm-strait-of-hormuz-traffic-returns-to-normal-by-july-31/risk · same metrics, JSON