POLYMARKET · PREDICTION MARKET · WILL __ SHIPS TRANSIT THE STRAIT OF HORMUZ ON ANY DAY BY JUNE 30?

Will 40 ships transit the Strait of Hormuz on any day by June 30, 2026?

YES · live
44.0¢
NO · live
56.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
267.67%
max drawdown
12.09%
sharpe
—
ulcer index
5.38%
RMS drawdown
pain index
4.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.09%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
1047
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.3s⏱--:--:-- 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
44.0¢
NO · live
56.0¢
YES price · live 24h
n=25 · μ=0.4812 · σ=0.0511 · range [0.4000, 0.5700] · R²=0.470▼ FALLING -13.73%σ HIGH 10.63%LAST 0.44000.57000.52750.48500.44250.4000μ = 0.4812max 0.5700min 0.4000dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 44.00¢
YES / NO split · live
YES 44.0%NO 56.0%NO56.0%56.00¢ · odds 1/1.79
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.990 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
44.0%44.0¢2.27×▬ +0.00pp
NO
56.0%56.0¢1.79×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,000 · μ=250.0 · σ=288.5 · CV=1.15BURSTY · concentratedcumulative energy ↗ · 50% by h=502875758621,150μ = 2501,15050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6000bp moved · peak 1150bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.3s
▲YES mid
44.00¢ (44.00%)
▼NO mid
56.00¢ (56.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$21.7k
≋liquidity $
$29.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4812 · σ=0.0511 · range [0.4000, 0.5700] · R²=0.470▼ FALLING -13.73%σ HIGH 10.63%LAST 0.44000.57000.52750.48500.44250.4000μ = 0.4812max 0.5700min 0.4000dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 44.00¢
NO price · CLOB mid
n=25 · μ=0.5188 · σ=0.0511 · range [0.4300, 0.6000] · R²=0.470▲ RISING +14.29%σ HIGH 9.86%LAST 0.56000.60000.55750.51500.47250.4300μ = 0.5188max 0.6000min 0.4300dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 56.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0052 · σ=0.0362 · skew=1.17 (right-skewed) · kurt=2.06 (leptokurtic (fat tails))1085302-6.07ppbin -6.07pp · n=2 · 20.0% peakbin -6.07pp · n=2 · 20.0% peak3-4.22ppbin -4.22pp · n=3 · 30.0% peakbin -4.22pp · n=3 · 30.0% peak3-2.37ppbin -2.37pp · n=3 · 30.0% peakbin -2.37pp · n=3 · 30.0% peak10-0.52ppbin -0.52pp · n=10 · 100.0% peakbin -0.52pp · n=10 · 100.0% peak31.32ppbin 1.32pp · n=3 · 30.0% peakbin 1.32pp · n=3 · 30.0% peak13.17ppbin 3.17pp · n=1 · 10.0% peakbin 3.17pp · n=1 · 10.0% peak5.02pp16.87ppbin 6.87pp · n=1 · 10.0% peakbin 6.87pp · n=1 · 10.0% peak8.72pp110.57ppbin 10.57pp · n=1 · 10.0% peakbin 10.57pp · n=1 · 10.0% 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=1.08 · kurt=2.27 · near 19 / mid 4 / far 1 · OLS slope=0.97 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY 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=25PLATYKURTIC · THIN TAILS (G₂=-1.18)
μ MEAN48.12¢95% CI: [46.12¢, 50.12¢]
σ STD DEV5.11ppσ² = 26.152 · CV = 10.63%
med MEDIAN45.50¢Q₁ 44.00¢ · Q₃ 51.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 17.00pp · IQR 7.00pp (1.349σ→6.90pp)
min 40.00¢Q₁ 44.00¢med 45.50¢Q₃ 51.00¢max 57.00¢μ
SKEWNESS · G₁0.483approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.182platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.51
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.32
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) -0.40 + ADF rejected
ρ(1) AUTOCORR-0.403within white-noise band
ρ(2) AUTOCORR+0.059lag-2 not significant
H · HURST EXPONENT0.916strongly persistent
OLS TREND · t-STAT-4.519significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.916
H = 0.916STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.403k=2+0.059k=3+0.091k=4-0.185k=5+0.1700+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=4.52)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.40 + 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|=4.52)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 ID2412402
SLUGwill-40-ships-tr…june-30-2026
CATEGORYWill __ ships tr… by June 30?
TWO-SIDED PRICINGFAVOURS NO (56¢)
PRIMARY · YES44.00¢implied prob 44.00% · decimal odds 2.27×
COUNTER · NO56.00¢implied prob 56.00% · decimal odds 1.79×
44.00¢
56.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME21.70k USD 24h
LIQUIDITY29.42k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (56¢)|primary − counter| = 0.120 · entropy 0.990 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 44.0%NO 56.0%YES p̂44.0%H = 0.990 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.27×(44¢)NO1.79×(56¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.990 bits (99% of max) · maximum uncertainty (~50/50)
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 · LOWresolves 2026-06-30 16:00 UTC
10days
03hrs
44min
10.16 days·θ = 25.053 pp/day
YES →$1.00(P = 44.0%)
NO →$0.00(P = 56.0%)
current: $0.4400 · expected return per side: $0.56 on YES hit · $0.44 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.1dRESOLVESP projection · σ=5.11% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 25.053 pp/day
now10.16d left
25.053 pp/day×1.00
−25%7.62d left
28.928 pp/day×1.15
−50%5.08d left
35.430 pp/day×1.41
−75%2.54d left
50.105 pp/day×2.00
−90%1.02d left
79.224 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 11.50% · worst -7.00% · typical |Δ| 2.50%BEARISH SESSION -7.00%BEST+11.50%3hWORST-7.00%4hTYPICAL |Δ|2.50%mean absoluteCUMULATIVE-7.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.71% · Σ +5.00%EUROPE · 08-16 UTCμ -1.25% · Σ -10.00%US · 16-24 UTCμ -0.25% · Σ -2.00%CUMULATIVE Δ PATH · final -7.00%+6.00%-11.00%-5.50% · 1h-5.50% · 1h-5.50%1h0.00% · 2h0.00% · 2h·2h11.50% · 3h11.50% · 3h11.50%3h★ BEST-7.00% · 4h-7.00% · 4h-7.00%4h▼ WORST6.50% · 5h6.50% · 5h6.50%5h0.00% · 6h0.00% · 6h·6h-0.50% · 7h-0.50% · 7h-0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h-5.00% · 9h-5.00% · 9h-5.00%9h2.00% · 10h2.00% · 10h2.00%10h-2.00% · 11h-2.00% · 11h-2.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h-4.00% · 13h-4.00% · 13h-4.00%13h0.00% · 14h0.00% · 14h·14h1.50% · 15h1.50% · 15h1.50%15h-0.50% · 16h-0.50% · 16h-0.50%16h0.00% · 17h0.00% · 17h·17h-2.00% · 18h-2.00% · 18h-2.00%18h-3.50% · 19h-3.50% · 19h-3.50%19h3.50% · 20h3.50% · 20h3.50%20h-1.00% · 21h-1.00% · 21h-1.00%21h1.50% · 22h1.50% · 22h1.50%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+5.00%)RUNSup max 1 · down max 3BREADTH25% up · 50% down · 25% flat
6 up bars · 12 down · best 11.50% · worst -7.00% · typical |Δ| 2.500%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.31%FINAL-8.31%MAX DD-16.33%RECOVERYONGOING · 21 barsMAX RUN-UP+5.37%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9169 · peak 1.0537 · range [0.8816, 1.0537]1.05370.8816break-even = 1★ PEAK 1.0537UNDERWATER DRAWDOWN · max -16.33% · severe0%-16.33%▼ TROUGH -16.33%TOP DRAWDOWN PERIODS · 2 total#1 -16.33%bar 5-25 · 21 bars · ONGOING#2 -5.50%bar 2-3 · 2 bars · recoveredDD SEVERITYsevere (max -16.33%)RECOVERYongoing · 21 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9169 (-8.31%) · max DD -16.33% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-22.92 · σ=29.78UNPROFITABLE STRATEGYLAST 3.31 (+0.88σ vs μ)71.8035.900.00-35.90-71.80μ = -22.9212.1612.1625.5625.5624.2224.22-21.65-21.6510.3710.37-39.91-39.91-53.87-53.87-71.80-71.80-66.96-66.96-30.28-30.28-57.02-57.02-40.73-40.73-40.73-40.73-40.03-40.03-6.28-6.28-23.19-23.19-9.34-9.34-9.34-9.343.313.31v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 3.313 · range [-71.80, 25.56] · μ -22.922 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=295.9894 · σ=157.9611 · range [164.1250, 660.1038] · R²=0.550▼ FALLING -66.62%σ EXTREME 53.37%LAST 220.3293660.1038536.1091412.1144288.1197164.1250μ = 295.9894max 660.1038min 164.1250dataMA(3)OLS R²=0.55μ lineμ ± σ bandmaxmin
latest 220.33% · range [164.12%, 660.10%] · μ 295.99% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.296 · σ=0.329MEAN-REVERSIONLAST -0.635 (-1.03σ vs μ)0.7220.3610.000-0.361-0.722μ = -0.296-0.551-0.551-0.722-0.722-0.612-0.612-0.346-0.346-0.070-0.070-0.591-0.591-0.610-0.610-0.532-0.532-0.498-0.4980.0530.0530.2530.2530.2210.221-0.033-0.0330.3210.321-0.228-0.228-0.370-0.370-0.353-0.353-0.325-0.325-0.635-0.635v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.635 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
15.0985
p-VALUE (log scale)
0.0005
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
6.7624
p-VALUE (log scale)
0.2379
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
-1.8277
p-VALUE (log scale)
0.3773
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
1.6529
p-VALUE (log scale)
0.0983
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6178
p-VALUE (log scale)
0.0210
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
-1.6766
p-VALUE (log scale)
0.0936
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.490 ≈ 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=1.42e-3 · top T=2.40h (32.5%) · top-3 cover 57.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.5e-34.1e-32.8e-31.4e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.95e-4 · 4.1% energyperiod 24.0 · power 6.95e-4 · 4.1% energyperiod 12.0 · power 5.67e-4 · 3.3% energyperiod 12.0 · power 5.67e-4 · 3.3% energyperiod 8.0 · power 4.09e-4 · 2.4% energyperiod 8.0 · power 4.09e-4 · 2.4% energyperiod 6.0 · power 1.32e-3 · 7.7% energyperiod 6.0 · power 1.32e-3 · 7.7% energyperiod 4.8 · power 2.72e-4 · 1.6% energyperiod 4.8 · power 2.72e-4 · 1.6% energyperiod 4.0 · power 1.33e-3 · 7.8% energyperiod 4.0 · power 1.33e-3 · 7.8% energyperiod 3.4 · power 1.37e-3 · 8.1% energyperiod 3.4 · power 1.37e-3 · 8.1% energyperiod 3.0 · power 2.22e-3 · 13.1% energyperiod 3.0 · power 2.22e-3 · 13.1% energyperiod 2.7 · power 1.19e-3 · 7.0% energyperiod 2.7 · power 1.19e-3 · 7.0% energyperiod 2.4 · power 5.52e-3 · 32.5% energyperiod 2.4 · power 5.52e-3 · 32.5% energyperiod 2.2 · power 2.06e-3 · 12.1% energyperiod 2.2 · power 2.06e-3 · 12.1% energyperiod 2.0 · power 3.75e-5 · 0.2% energyperiod 2.0 · power 3.75e-5 · 0.2% energy50% by T=2.7h#1 dominantT=2.40h#2T=3.00h#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 ≈ 2.40h (freq 0.417) · concentrates 32.5% of total energy · Σ|X̂|²/n = 1.699e-2

▸ Depth section using sovereign-store price series (1047 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 10.2 d · σ/bar 0.202pp · expected |Δp| over horizon 3.16ppterminal variance p(1−p) = 0.2464 · n = 1047✓ n = 1047
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.202pp
one-bar volatility · logit-free
Per-day movedaily
0.99pp
σ × √24
Per-horizon move10d
3.16pp
σ × √243.7457861111111
Terminal variancebinary
0.2464
p(1−p) at resolution
Current pricep
44.0¢
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 0.33pp · ES₉₅ 0.42pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 1047
VaR 95%
0.33pp
1.645·σ (parametric) of Δp
ES 95%
0.42pp
mean of the tail
Max drawdown
12.1pp
peak 45.5¢ → trough 40.0¢
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
44.0%
= price
Decimal oddsEU
2.273
total return per $1
AmericanUS
+127
$100 wins $127
FractionalUK
1.27 / 1
profit per $1 risked
Profit per $100stake
+$127.27
clean dollar framing
-1000-5000+500+1000020406080100you · 44.0%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)
0.990 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.990 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.18 bit
self-information
Surprise · NO−log₂(1−p)
0.84 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
61717892394083219836689400209424109532469408967849095309345995471739434690672
NO token ID
83371658757791431239827279690165304003578573180917687868974732637469816146522
Snapshot fetched
2026-06-20 12:15:13 UTC
Snapshot age
1.3s
History points
25 CLOB mids
Page rendered
2026-06-20 12:15:15 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3505d064ef92cb221baca7ed8f968f749d5988b26196c9cbc1c5994f7be0f68a · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,725HL PERPHYPE-USD perpetual$71.38HL PERPETH-USD perpetual$1,729.6

Also see: /arb opportunities · RSS feed · more in Will __ ships transit the Strait of Hormuz on any day by June 30?

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
0.440000
(best bid + best ask) / 2
Spread
909.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.233
bid-heavy
Imbalance (top-5)
+0.487
bid-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-will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5467222425.50bp0.5900008FILLED
BUY$10.00K0.7000365909.91bp0.80000023FILLED
BUY$100.00K0.8784609965.00bp0.97000040FILLED
SELL$1.00K0.3947731027.89bp0.3700006FILLED
SELL$10.00K0.1648096254.35bp0.08000030FILLED
SELL$100.00K0.0673738468.79bp0.01000037PARTIAL

Risk metrics

▸ sovereign store · 1,047 barsperiods/year ≈ 1.75M
Realized vol (annualised)
627.37%
σ per bar = 0.004739
Mean return (annualised)
-5617.18%
μ per bar = -0.000032
Sharpe (rf=0)
-8.95
annualised; risk-free assumed zero
Max drawdown
12.09%
peak 0.46 → trough 0.40 over 159 bars

/api/asset/pm-will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026/risk · same metrics, JSON