POLYMARKET · PREDICTION MARKET · STRAIT OF HORMUZ TRAFFIC RETURNS TO NORMAL BY JUNE 15?

Strait of Hormuz traffic returns to normal by June 15?

YES · live
0.3¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · strait-of-hormuz-traffic-returns-to-normal-by-june-15 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-strait-of-hormuz-traffic-returns-to-normal-by-june-15/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH5ms--:--:-- 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
0.3¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0032 · σ=0.0008 · range [0.0015, 0.0050] · R²=0.475 FALLING -50.00%σ EXTREME 25.39%LAST 0.00250.00500.00410.00330.00240.0015μ = 0.0032max 0.0050min 0.0015dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.25¢
YES / NO split · live
YES 0.3%NO 99.8%NO99.8%99.75¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.025 / 1.00 bits (3%) · informative — one side favoured
YES
0.3%0.3¢400.00× +0.00pp
NO
99.8%99.8¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=125 · μ=5.2 · σ=6.2 · CV=1.18BURSTYcumulative energy ↗ · 50% by h=1305101520μ = 52050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 125bp moved · peak 20bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5ms
YES mid
0.25¢ (0.25%)
NO mid
99.75¢ (99.75%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$851.3k
liquidity $
$675.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0032 · σ=0.0008 · range [0.0015, 0.0050] · R²=0.475 FALLING -50.00%σ EXTREME 25.39%LAST 0.00250.00500.00410.00330.00240.0015μ = 0.0032max 0.0050min 0.0015dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.25¢
NO price · CLOB mid
n=25 · μ=0.9968 · σ=0.0008 · range [0.9950, 0.9985] · R²=0.475 RISING +0.25%σ LOW 0.08%LAST 0.99750.99850.99760.99680.99590.9950μ = 0.9968max 0.9985min 0.9950dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0008 · skew=0.41 (symmetric) · kurt=-0.09 (mesokurtic)1296302-0.13ppbin -0.13pp · n=2 · 16.7% peakbin -0.13pp · n=2 · 16.7% peak3-0.10ppbin -0.10pp · n=3 · 25.0% peakbin -0.10pp · n=3 · 25.0% peak3-0.06ppbin -0.06pp · n=3 · 25.0% peakbin -0.06pp · n=3 · 25.0% peak-0.03pp120.01ppbin 0.01pp · n=12 · 100.0% peakbin 0.01pp · n=12 · 100.0% peak0.04pp0.08pp30.11ppbin 0.11pp · n=3 · 25.0% peakbin 0.11pp · n=3 · 25.0% peak0.15pp10.18ppbin 0.18pp · n=1 · 8.3% peakbin 0.18pp · n=1 · 8.3% 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=0.47 · kurt=0.60 · near 16 / mid 8 / far 0 · OLS slope=0.97 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.32¢95% CI: [0.29¢, 0.35¢]
σ STD DEV0.08ppσ² = 66.833×10⁻⁴ · CV = 25.39%
med MEDIAN0.35¢Q₁ 0.25¢ · Q₃ 0.35¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.25¢med 0.35¢Q₃ 0.35¢max 0.50¢μ
SKEWNESS · G₁0.294approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.398mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRconsistent with normalratio = 1.10
range ↔ σwide tails (range > 4σ)range / σ = 4.28
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) -0.42 + ADF rejected
ρ(1) AUTOCORR-0.425negative · reversal
ρ(2) AUTOCORR+0.015lag-2 not significant
H · HURST EXPONENT0.830strongly persistent
OLS TREND · t-STAT-4.560significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.830STRONGLY 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=1-0.425k=2+0.015k=3+0.101k=4-0.193k=5+0.0390+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) -0.42 + 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|=4.56)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 ID2354976
SLUGstrait-of-hormuz-traffic-returns-to-normal-by-june-15
CATEGORYStrait of Hormuz traffic returns to normal by June 15?
TWO-SIDED PRICING
PRIMARY · YES0.25¢implied prob 0.25% · decimal odds 400.00×
COUNTER · NO99.75¢implied prob 99.75% · decimal odds 1.00×
0.25¢
99.75¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME851.28k USD 24h
LIQUIDITY675.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.995 · entropy 0.025 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 0.3%NO 99.8%YES0.3%H = 0.025 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES400.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.025 bits (3% 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 · VERY HIGHresolves 2026-06-15 00:00 UTC
0days
04hrs
39min
YES$1.00(P = 0.3%)
NO$0.00(P = 99.8%)
current: $0.0025 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.3hRESOLVESP projection · σ=0.08% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.400 pp/day
now4.65h left
0.400 pp/day×1.00
−25%3.49h left
0.462 pp/day×1.15
−50%2.33h left
0.566 pp/day×1.41
−75%1.16h left
0.801 pp/day×2.00
−90%0.47h left
1.266 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 0.20% · worst -0.15% · typical |Δ| 0.05%MILD BEARISH -0.25%BEST+0.20%22hWORST-0.15%1hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE-0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.25%+0.00%-0.35%-0.15% · 1h-0.15% · 1h-0.15%1h▼ WORST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.10% · 7h0.10% · 7h0.10%7h-0.10% · 8h-0.10% · 8h-0.10%8h0.10% · 9h0.10% · 9h0.10%9h0.00% · 10h0.00% · 10h·10h-0.15% · 11h-0.15% · 11h-0.15%11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.10% · 15h0.10% · 15h0.10%15h-0.05% · 16h-0.05% · 16h-0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.10% · 21h-0.10% · 21h-0.10%21h0.20% · 22h0.20% · 22h0.20%22h★ BEST-0.10% · 23h-0.10% · 23h-0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH17% up · 33% down · 50% flat
4 up bars · 8 down · best 0.20% · worst -0.15% · typical |Δ| 0.052%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.25%)FINAL-0.25%MAX DD-0.35%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9975 · peak 1.0000 · range [0.9965, 1.0000]1.00000.9965break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.35% · shallow0%-0.35%▼ TROUGH -0.35%TOP DRAWDOWN PERIODS · 1 total#1 -0.35%bar 2-25 · 24 bars · ONGOINGDD SEVERITYshallow (max -0.35%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9975 (-0.25%) · max DD -0.35% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −10 (21% positive) · μ=-9.03 · σ=25.18UNPROFITABLE STRATEGYLAST 0.00 (+0.36σ vs μ)76.4238.210.00-38.21-76.42μ = -9.03-38.21-38.2138.2138.210.000.0020.7220.7220.7220.72-7.64-7.64-7.64-7.64-35.63-35.63-19.10-19.10-19.10-19.10-28.48-28.48-13.34-13.34-13.34-13.340.000.000.000.00-76.42-76.427.647.640.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-76.42, 38.21] · μ -9.033 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.1005 · σ=2.0808 · range [3.8210, 10.2528] · R²=0.064 RISING +78.89%σ EXTREME 29.30%LAST 10.252810.25288.64497.03695.42893.8210μ = 7.1005max 10.2528min 3.8210dataMA(3)OLS R²=0.06μ lineμ ± σ bandmaxmin
latest 10.25% · range [3.82%, 10.25%] · μ 7.10% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.310 · σ=0.250MEAN-REVERSIONLAST -0.667 (-1.43σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.310-0.033-0.033-0.033-0.033-0.500-0.500-0.716-0.716-0.775-0.775-0.369-0.369-0.409-0.409-0.333-0.333-0.108-0.108-0.108-0.108-0.130-0.130-0.150-0.150-0.150-0.150-0.167-0.167-0.167-0.167-0.033-0.033-0.369-0.369-0.667-0.667-0.667-0.667v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.667 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.0959
p-VALUE (log scale)
0.3507
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
6.4167
p-VALUE (log scale)
0.2669
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
-3.3591
p-VALUE (log scale)
0.0134
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
1.8397
p-VALUE (log scale)
0.0658
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
0.7108
p-VALUE (log scale)
0.0126
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.0703
p-VALUE (log scale)
0.0384
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.370 → mean-reverting
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=6.46e-7 · top T=2.40h (21.6%) · top-3 cover 54.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-61.3e-68.4e-74.2e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.31e-9 · 0.1% energyperiod 24.0 · power 7.31e-9 · 0.1% energyperiod 12.0 · power 3.04e-7 · 3.9% energyperiod 12.0 · power 3.04e-7 · 3.9% energyperiod 8.0 · power 5.02e-7 · 6.5% energyperiod 8.0 · power 5.02e-7 · 6.5% energyperiod 6.0 · power 4.48e-7 · 5.8% energyperiod 6.0 · power 4.48e-7 · 5.8% energyperiod 4.8 · power 2.39e-7 · 3.1% energyperiod 4.8 · power 2.39e-7 · 3.1% energyperiod 4.0 · power 6.77e-7 · 8.7% energyperiod 4.0 · power 6.77e-7 · 8.7% energyperiod 3.4 · power 3.19e-7 · 4.1% energyperiod 3.4 · power 3.19e-7 · 4.1% energyperiod 3.0 · power 9.48e-7 · 12.2% energyperiod 3.0 · power 9.48e-7 · 12.2% energyperiod 2.7 · power 5.61e-7 · 7.2% energyperiod 2.7 · power 5.61e-7 · 7.2% energyperiod 2.4 · power 1.68e-6 · 21.6% energyperiod 2.4 · power 1.68e-6 · 21.6% energyperiod 2.2 · power 1.56e-6 · 20.1% energyperiod 2.2 · power 1.56e-6 · 20.1% energyperiod 2.0 · power 5.10e-7 · 6.6% energyperiod 2.0 · power 5.10e-7 · 6.6% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.18h#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 ≈ 2.40h (freq 0.417) · concentrates 21.6% of total energy · Σ|X̂|²/n = 7.750e-6

§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 0.3 d · σ/bar 0.081pp · expected |Δp| over horizon 0.20ppterminal variance p(1−p) = 0.0025 · n = 25low confidence · n < 100
μ per bar
-0.010pp
average Δp · drift
σ per bar
0.081pp
one-bar volatility · logit-free
Per-day movedaily
0.40pp
σ × √24
Per-horizon move0d
0.20pp
σ × √6
Terminal variancebinary
0.0025
p(1−p) at resolution
Current pricep
0.3¢
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 0.14pp · ES₉₅ 0.18pp · method parametric · drift-correcteddrift -0.010pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.24disabled · n < 30
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.18pp
mean of the tail
Max drawdown
70.0pp
peak 0.5¢ → trough 0.1¢
Median step
0.05pp
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
0.3%
= price
Decimal oddsEU
400.000
total return per $1
AmericanUS
+39900
$100 wins $39900
FractionalUK
399.00 / 1
profit per $1 risked
Profit per $100stake
+$39900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.3%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)
0.025 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.025 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.64 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
64982649349833799070726872985810077351223251203012444487225704868921642973394
NO token ID
65144178907793669371949391247656095165122348712082207938504771331186086077713
Snapshot fetched
2026-06-14 19:20:43 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:20:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d0ea9988aad32fe2aab61958f52e89170d0965158297a4e5006d07ab2fe13b08 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Strait of Hormuz traffic returns to normal by June 15?

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
0.002500
(best bid + best ask) / 2
Spread
4000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.809
ask-heavy
Imbalance (top-5)
-0.101
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-strait-of-hormuz-traffic-returns-to-normal-by-june-15/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0046408558.49bp0.0060004FILLED
BUY$10.00K0.01794061759.87bp0.44300052FILLED
BUY$100.00K0.147601580405.04bp0.80000084FILLED
SELL$1.00K0.0011205521.99bp0.0010002PARTIAL
SELL$10.00K0.0011205521.99bp0.0010002PARTIAL
SELL$100.00K0.0011205521.99bp0.0010002PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.276359
Mean return (annualised)
μ per bar = -0.028881
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
70.00%
peak 0.01 → trough 0.00 over 21 bars

/api/asset/pm-strait-of-hormuz-traffic-returns-to-normal-by-june-15/risk · same metrics, JSON