POLYMARKET · PREDICTION MARKET · CLAUDE FABLE 5 RESTORED FOR US CUSTOMERS BY…?

Will Claude Fable 5 be restored for US customers by June 15?

YES · live
15.5¢
NO · live
84.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-claude-fable-5-be-restored-for-us-customers-by-june-15-20260613193829177 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
191.85%
max drawdown
25.81%
sharpe
—
ulcer index
12.29%
RMS drawdown
pain index
9.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
23.07%
cond. drawdown
gain/pain
1.86
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.86
upside/downside
roll spread
4.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-claude-fable-5-be-restored-for-us-customers-by-june-15-20260613193829177/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH24ms⏱--:--:-- 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
15.5¢
NO · live
84.5¢
YES price · live 24h
n=20 · μ=0.1632 · σ=0.0530 · range [0.0900, 0.3400] · R²=0.290▼ FALLING -54.41%σ EXTREME 32.46%LAST 0.15500.34000.27750.21500.15250.0900μ = 0.1632max 0.3400min 0.0900dataMA(4)OLS R²=0.29μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 15.50¢
YES / NO split · live
YES 15.5%NO 84.5%NO84.5%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
15.5%15.5¢6.45×▬ +0.00pp
NO
84.5%84.5¢1.18×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=4,450 · μ=234.2 · σ=393.7 · CV=1.68BURSTY · concentratedcumulative energy ↗ · 50% by h=703887751,1631,550μ = 2341,55050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 4450bp moved · peak 1550bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
24ms
▲YES mid
15.50¢ (15.50%)
▼NO mid
84.50¢ (84.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.6k
≋liquidity $
$6.6k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.1632 · σ=0.0530 · range [0.0900, 0.3400] · R²=0.290▼ FALLING -54.41%σ EXTREME 32.46%LAST 0.15500.34000.27750.21500.15250.0900μ = 0.1632max 0.3400min 0.0900dataMA(4)OLS R²=0.29μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 15.50¢
NO price · CLOB mid
n=20 · μ=0.8368 · σ=0.0530 · range [0.6600, 0.9100] · R²=0.290▲ RISING +28.03%σ HIGH 6.33%LAST 0.84500.91000.84750.78500.72250.6600μ = 0.8368max 0.9100min 0.6600dataMA(4)OLS R²=0.29μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 84.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0086 · σ=0.0427 · skew=-2.08 (left-skewed) · kurt=3.79 (leptokurtic (fat tails))1085301-14.45ppbin -14.45pp · n=1 · 10.0% peakbin -14.45pp · n=1 · 10.0% peak-12.35pp1-10.25ppbin -10.25pp · n=1 · 10.0% peakbin -10.25pp · n=1 · 10.0% peak-8.15pp-6.05pp-3.95pp3-1.85ppbin -1.85pp · n=3 · 30.0% peakbin -1.85pp · n=3 · 30.0% peak100.25ppbin 0.25pp · n=10 · 100.0% peakbin 0.25pp · n=10 · 100.0% peak32.35ppbin 2.35pp · n=3 · 30.0% peakbin 2.35pp · n=3 · 30.0% peak14.45ppbin 4.45pp · n=1 · 10.0% peakbin 4.45pp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=-2.07 · kurt=4.38 · near 5 / mid 13 / far 1 · OLS slope=0.86 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-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=20LEPTOKURTIC · FAT TAILS (G₂=3.61)
μ MEAN16.32¢95% CI: [14.00¢, 18.65¢]
σ STD DEV5.30ppσ² = 28.086 · CV = 32.46%
med MEDIAN15.25¢Q₁ 14.25¢ · Q₃ 18.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 25.00pp · IQR 4.25pp (1.349σ→7.15pp)
min 9.00¢Q₁ 14.25¢med 15.25¢Q₃ 18.50¢max 34.00¢μ
SKEWNESS · G₁1.622right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.614leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRdiverges from normalratio = 1.68
range ↔ σwide tails (range > 4σ)range / σ = 4.72
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.119within white-noise band
ρ(2) AUTOCORR-0.209lag-2 not significant
H · HURST EXPONENT0.443mean-reverting
OLS TREND · t-STAT-2.711significant @ α=0.05
HURST EXPONENT [0, 1]mean-reverting · H = 0.443
H = 0.443MEAN-REVERTING
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=1-0.119k=2-0.209k=3+0.131k=4+0.062k=5-0.1030+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=2.71)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.23moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.71)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 ID2534927
SLUGwill-claude-fabl…613193829177
CATEGORYClaude Fable 5 restored for US customers by…?
TWO-SIDED PRICINGFAVOURS NO (85¢)
PRIMARY · YES15.50¢implied prob 15.50% · decimal odds 6.45×
COUNTER · NO84.50¢implied prob 84.50% · decimal odds 1.18×
15.50¢
84.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.62k USD 24h
LIQUIDITY6.56k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (85¢)|primary − counter| = 0.690 · entropy 0.622 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 15.5%NO 84.5%YES p̂15.5%H = 0.622 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES6.45×(16¢)NO1.18×(85¢)
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 · MEDIUMresolves 2026-06-16 03:59 UTC
1days
13hrs
21min
1.56 days·θ = 25.963 pp/day
YES →$1.00(P = 15.5%)
NO →$0.00(P = 84.5%)
current: $0.1550 · expected return per side: $0.84 on YES hit · $0.15 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.8dRESOLVESP projection · σ=5.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 25.963 pp/day
now1.56d left
25.963 pp/day×1.00
−25%1.17d left
29.979 pp/day×1.15
−50%18.68h left
36.717 pp/day×1.41
−75%9.34h left
51.926 pp/day×2.00
−90%3.74h left
82.102 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=19 bars · best 5.50% · worst -15.50% · typical |Δ| 2.34%BEARISH SESSION -18.50%BEST+5.50%9hWORST-15.50%1hTYPICAL |Δ|2.34%mean absoluteCUMULATIVE-18.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -3.57% · Σ -25.00%EUROPE · 08-16 UTCμ +0.75% · Σ +6.00%US · 16-24 UTCμ +0.13% · Σ +0.50%CUMULATIVE Δ PATH · final -18.50%+0.00%-25.00%-15.50% · 1h-15.50% · 1h-15.50%1h▼ WORST2.00% · 2h2.00% · 2h2.00%2h0.50% · 3h0.50% · 3h0.50%3h-2.00% · 4h-2.00% · 4h-2.00%4h-0.50% · 5h-0.50% · 5h-0.50%5h0.00% · 6h0.00% · 6h·6h-9.50% · 7h-9.50% · 7h-9.50%7h0.50% · 8h0.50% · 8h0.50%8h5.50% · 9h5.50% · 9h5.50%9h★ BEST-1.50% · 10h-1.50% · 10h-1.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h0.00% · 12h0.00% · 12h·12h2.50% · 13h2.50% · 13h2.50%13h0.00% · 14h0.00% · 14h·14h0.50% · 15h0.50% · 15h0.50%15h-0.50% · 16h-0.50% · 16h-0.50%16h1.50% · 17h1.50% · 17h1.50%17h-0.50% · 18h-0.50% · 18h-0.50%18h0.00% · 19h0.00% · 19h·19hTIME PATTERNEurope-led (+6.00%)RUNSup max 2 · down max 2BREADTH37% up · 42% down · 21% flat
7 up bars · 8 down · best 5.50% · worst -15.50% · typical |Δ| 2.342%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsSEVERE DRAWDOWN -18.60%FINAL-18.60%MAX DD-23.56%RECOVERYONGOING · 19 barsMAX RUN-UP+0.00%UNDERWATER19/20 (95%)STREAK▬ 0EQUITY CURVE · end 0.8140 · peak 1.0000 · range [0.7644, 1.0000]1.00000.7644break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -23.56% · severe0%-23.56%▼ TROUGH -23.56%TOP DRAWDOWN PERIODS · 1 total#1 -23.56%bar 2-20 · 19 bars · ONGOINGDD SEVERITYsevere (max -23.56%)RECOVERYongoing · 19 barsTIME UNDER WATER95% of session · 19/20 bars
final equity 0.8140 (-18.60%) · max DD -23.56% · time-under-water 19/20 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +8 / −7 (50% positive) · μ=-0.07 · σ=35.99MIXED EDGELAST 12.36 (+0.35σ vs μ)63.5931.790.00-31.79-63.59μ = -0.07-43.84-43.840.000.00-43.33-43.33-63.59-63.59-46.63-46.63-13.08-13.08-18.75-18.7521.2521.2517.5917.59-6.20-6.2014.1114.1158.9858.9844.4944.4941.1041.1024.4424.4412.3612.36v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 12.361 · range [-63.59, 58.98] · μ -0.069 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=280.1558 · σ=214.9041 · range [79.9218, 749.2463] · R²=0.398▼ FALLING -88.18%σ EXTREME 76.71%LAST 88.5861749.2463581.9152414.5841247.252979.9218μ = 280.1558max 749.2463min 79.9218dataMA(3)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 88.59% · range [79.92%, 749.25%] · μ 280.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +2 / −14 (13% positive) · μ=-0.259 · σ=0.271MEAN-REVERSIONLAST -0.610 (-1.30σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.259-0.186-0.1860.1180.118-0.429-0.429-0.162-0.162-0.483-0.483-0.090-0.090-0.037-0.037-0.208-0.208-0.136-0.1360.1920.192-0.083-0.083-0.574-0.574-0.184-0.184-0.521-0.521-0.750-0.750-0.610-0.610v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.610 · |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
46.5273
p-VALUE (log scale)
< 0.0001
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
2.1716
p-VALUE (log scale)
0.8265
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
-5.2386
p-VALUE (log scale)
< 0.0001
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
0.2872
p-VALUE (log scale)
0.7740
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4437
p-VALUE (log scale)
0.0583
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.6985
p-VALUE (log scale)
0.0894
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.610 ≈ 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=9 bins · noise floor μ=2.03e-3 · top T=3.17h (28.5%) · top-3 cover 59.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.2e-33.9e-32.6e-31.3e-30.0e+0μ noise floor2× noise (significance)period 19.0 · power 1.57e-3 · 8.6% energyperiod 19.0 · power 1.57e-3 · 8.6% energyperiod 9.5 · power 3.19e-4 · 1.7% energyperiod 9.5 · power 3.19e-4 · 1.7% energyperiod 6.3 · power 2.13e-3 · 11.7% energyperiod 6.3 · power 2.13e-3 · 11.7% energyperiod 4.8 · power 2.96e-3 · 16.2% energyperiod 4.8 · power 2.96e-3 · 16.2% energyperiod 3.8 · power 1.08e-3 · 5.9% energyperiod 3.8 · power 1.08e-3 · 5.9% energyperiod 3.2 · power 5.20e-3 · 28.5% energyperiod 3.2 · power 5.20e-3 · 28.5% energyperiod 2.7 · power 1.79e-3 · 9.8% energyperiod 2.7 · power 1.79e-3 · 9.8% energyperiod 2.4 · power 4.31e-4 · 2.4% energyperiod 2.4 · power 4.31e-4 · 2.4% energyperiod 2.1 · power 2.78e-3 · 15.2% energyperiod 2.1 · power 2.78e-3 · 15.2% energy50% by T=3.2h#1 dominantT=3.17h#2T=4.75h#3T=2.11hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 3.17h (freq 0.316) · concentrates 28.5% of total energy · Σ|X̂|²/n = 1.826e-2

▸ Depth section using sovereign-store price series (2222 bars · effective 1752908 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 1.6 d · σ/bar 0.140pp · expected |Δp| over horizon 0.85ppterminal variance p(1−p) = 0.1310 · n = 2222✓ n = 2222
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.140pp
one-bar volatility · logit-free
Per-day movedaily
0.68pp
σ × √24
Per-horizon move2d
0.85pp
σ × √37.350990555555555
Terminal variancebinary
0.1310
p(1−p) at resolution
Current pricep
15.5¢
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 0.23pp · ES₉₅ 0.28pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2222
VaR 95%
0.23pp
1.645·σ (parametric) of Δp
ES 95%
0.28pp
mean of the tail
Max drawdown
25.8pp
peak 15.5¢ → trough 11.5¢
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
15.5%
= price
Decimal oddsEU
6.452
total return per $1
AmericanUS
+545
$100 wins $545
FractionalUK
5.45 / 1
profit per $1 risked
Profit per $100stake
+$545.16
clean dollar framing
-1000-5000+500+1000020406080100you · 15.5%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
2.69 bit
self-information
Surprise · NO−log₂(1−p)
0.24 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
4845676040717248637886433996600329283543987112900665840197298679923439784266
NO token ID
43199553242775231892217131843526415817114076074231633016063493593839195078590
Snapshot fetched
2026-06-14 14:37:56 UTC
Snapshot age
24ms
History points
20 CLOB mids
Page rendered
2026-06-14 14:37:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e9d4930470ec290d14068c2a5322679c1e102c9714fa6c1f3981ec9f634ff311 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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Also see: /arb opportunities · RSS feed · more in Claude Fable 5 restored for US customers 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
0.155000
(best bid + best ask) / 2
Spread
645.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.257
ask-heavy
Imbalance (top-5)
+0.672
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-claude-fable-5-be-restored-for-us-customers-by-june-15-20260613193829177/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.36693713673.35bp0.54000012FILLED
BUY$10.00K0.71093535866.78bp0.98000034FILLED
BUY$100.00K0.81321442465.41bp0.99000035PARTIAL
SELL$1.00K0.1119712776.10bp0.0600009FILLED
SELL$10.00K0.0825814672.20bp0.01000014PARTIAL
SELL$100.00K0.0825814672.20bp0.01000014PARTIAL

Risk metrics

▸ sovereign store · 2,222 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1439.29%
σ per bar = 0.010871
Mean return (annualised)
42904.45%
μ per bar = 0.000245
Sharpe (rf=0)
29.81
annualised; risk-free assumed zero
Max drawdown
25.81%
peak 0.15 → trough 0.12 over 481 bars

/api/asset/pm-will-claude-fable-5-be-restored-for-us-customers-by-june-15-20260613193829177/risk · same metrics, JSON