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

Will Claude Fable 5 be restored for US customers by June 22?

YES · live
13.5¢
NO · live
86.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-claude-fable-5-be-restored-for-us-customers-by-june-22-20260613193829178-738-167-332-255 · fresh · feed 11s old
24h sparkline · 60 pts▼ -41.30%
realized vol (ann.)
74.01%
max drawdown
17.24%
sharpe
—
ulcer index
9.97%
RMS drawdown
pain index
8.80%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
14.18%
cond. drawdown
gain/pain
1.17
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.17
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-41.30%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -41.30%
Same bundle via M2M API: /api/m2m/pm-will-claude-fable-5-be-restored-for-us-customers-by-june-22-20260613193829178-738-167-332-255/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.9s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ 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
13.5¢
NO · live
86.5¢
YES price · live 24h
n=25 · μ=0.1584 · σ=0.0395 · range [0.1150, 0.2250] · R²=0.702▼ FALLING -37.21%σ EXTREME 24.93%LAST 0.13500.22500.19750.17000.14250.1150μ = 0.1584max 0.2250min 0.1150dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 13.50¢
YES / NO split · live
YES 13.5%NO 86.5%NO86.5%86.50¢ · odds 1/1.16
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.571 / 1.00 bits (57%) · moderate uncertainty
YES
13.5%13.5¢7.41×▬ +0.00pp
NO
86.5%86.5¢1.16×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,000 · μ=83.3 · σ=99.6 · CV=1.20BURSTY · concentratedcumulative energy ↗ · 50% by h=8088175263350μ = 8335050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2000bp moved · peak 350bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.9s
▲YES mid
13.50¢ (13.50%)
▼NO mid
86.50¢ (86.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$36.1k
≋liquidity $
$15.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1584 · σ=0.0395 · range [0.1150, 0.2250] · R²=0.702▼ FALLING -37.21%σ EXTREME 24.93%LAST 0.13500.22500.19750.17000.14250.1150μ = 0.1584max 0.2250min 0.1150dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 13.50¢
NO price · CLOB mid
n=25 · μ=0.8416 · σ=0.0395 · range [0.7750, 0.8850] · R²=0.702▲ RISING +10.19%σ NORMAL 4.69%LAST 0.86500.88500.85750.83000.80250.7750μ = 0.8416max 0.8850min 0.7750dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 86.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0042 · σ=0.0111 · skew=-1.30 (left-skewed) · kurt=1.02 (leptokurtic (fat tails))864202-3.28ppbin -3.28pp · n=2 · 25.0% peakbin -3.28pp · n=2 · 25.0% peak-2.83pp-2.38pp1-1.93ppbin -1.93pp · n=1 · 12.5% peakbin -1.93pp · n=1 · 12.5% peak2-1.47ppbin -1.47pp · n=2 · 25.0% peakbin -1.47pp · n=2 · 25.0% peak1-1.02ppbin -1.02pp · n=1 · 12.5% peakbin -1.02pp · n=1 · 12.5% peak2-0.57ppbin -0.57pp · n=2 · 25.0% peakbin -0.57pp · n=2 · 25.0% peak8-0.12ppbin -0.12pp · n=8 · 100.0% peakbin -0.12pp · n=8 · 100.0% peak40.33ppbin 0.33pp · n=4 · 50.0% peakbin 0.33pp · n=4 · 50.0% peak40.78ppbin 0.78pp · n=4 · 50.0% peakbin 0.78pp · n=4 · 50.0% 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=-1.30 · kurt=1.02 · near 14 / mid 9 / far 1 · OLS slope=0.94 intercept=-0.00LEFT-SKEWED · HEAVY NEGATIVE TAILUPPER TAIL NORMALMILDLY 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=25RIGHT-SKEWED (G₁=0.66)
μ MEAN15.84¢95% CI: [14.29¢, 17.39¢]
σ STD DEV3.95ppσ² = 15.598 · CV = 24.93%
med MEDIAN13.50¢Q₁ 12.50¢ · Q₃ 18.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.00pp · IQR 6.00pp (1.349σ→5.33pp)
min 11.50¢Q₁ 12.50¢med 13.50¢Q₃ 18.50¢max 22.50¢μ
SKEWNESS · G₁0.661right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.246platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.59
σ × 1.349 ↔ IQRconsistent with normalratio = 0.89
range ↔ σconcentrated (range < 4σ)range / σ = 2.79
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.010within white-noise band
ρ(2) AUTOCORR-0.013lag-2 not significant
H · HURST EXPONENT1.029strongly persistent
OLS TREND · t-STAT-7.361significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.029
H = 1.029STRONGLY 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=1-0.010k=2-0.013k=3+0.131k=4-0.216k=5+0.2810+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|=7.36)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.36)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 ID2534928
SLUGwill-claude-fabl…-167-332-255
CATEGORYClaude Fable 5 restored for US customers by…?
TWO-SIDED PRICINGFAVOURS NO (87¢)
PRIMARY · YES13.50¢implied prob 13.50% · decimal odds 7.41×
COUNTER · NO86.50¢implied prob 86.50% · decimal odds 1.16×
13.50¢
86.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME36.11k USD 24h
LIQUIDITY15.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (87¢)|primary − counter| = 0.730 · entropy 0.571 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 13.5%NO 86.5%YES p̂13.5%H = 0.571 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES7.41×(14¢)NO1.16×(87¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.571 bits (57% 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 · LOWresolves 2026-06-22 17:00 UTC
4days
04hrs
41min
4.20 days·θ = 19.348 pp/day
YES →$1.00(P = 13.5%)
NO →$0.00(P = 86.5%)
current: $0.1350 · expected return per side: $0.86 on YES hit · $0.14 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1dRESOLVESP projection · σ=3.95% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 19.348 pp/day
now4.20d left
19.348 pp/day×1.00
−25%3.15d left
22.342 pp/day×1.15
−50%2.10d left
27.363 pp/day×1.41
−75%1.05d left
38.697 pp/day×2.00
−90%10.07h left
61.185 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

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -3.50% · typical |Δ| 0.83%BEARISH SESSION -8.00%BEST+1.00%1hWORST-3.50%6hTYPICAL |Δ|0.83%mean absoluteCUMULATIVE-8.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ -0.62% · Σ -5.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -8.00%+1.00%-10.00%1.00% · 1h1.00% · 1h1.00%1h★ BEST0.00% · 2h0.00% · 2h·2h-0.50% · 3h-0.50% · 3h-0.50%3h0.50% · 4h0.50% · 4h0.50%4h-1.50% · 5h-1.50% · 5h-1.50%5h-3.50% · 6h-3.50% · 6h-3.50%6h▼ WORST1.00% · 7h1.00% · 7h1.00%7h-2.00% · 8h-2.00% · 8h-2.00%8h0.00% · 9h0.00% · 9h·9h-1.00% · 10h-1.00% · 10h-1.00%10h-3.50% · 11h-3.50% · 11h-3.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h1.00% · 13h1.00% · 13h1.00%13h0.50% · 14h0.50% · 14h0.50%14h0.50% · 15h0.50% · 15h0.50%15h-1.50% · 16h-1.50% · 16h-1.50%16h0.50% · 17h0.50% · 17h0.50%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h1.00% · 20h1.00% · 20h1.00%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.00%)RUNSup max 3 · down max 3BREADTH33% up · 33% down · 33% flat
8 up bars · 8 down · best 1.00% · worst -3.50% · typical |Δ| 0.833%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -7.87%FINAL-7.87%MAX DD-10.57%RECOVERYONGOING · 22 barsMAX RUN-UP+1.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9213 · peak 1.0100 · range [0.9032, 1.0100]1.01000.9032break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -10.57% · significant0%-10.57%▼ TROUGH -10.57%TOP DRAWDOWN PERIODS · 1 total#1 -10.57%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsignificant (max -10.57%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9213 (-7.87%) · max DD -10.57% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −11 (32% positive) · μ=-19.67 · σ=39.71UNPROFITABLE STRATEGYLAST 38.21 (+1.46σ vs μ)76.1438.070.00-38.07-76.14μ = -19.67-38.21-38.21-38.21-38.21-55.93-55.93-50.02-50.02-69.53-69.53-76.14-76.14-59.19-59.19-59.19-59.19-34.25-34.25-28.48-28.48-32.39-32.398.508.5017.8217.820.000.009.069.060.000.0055.9355.9338.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-76.14, 55.93] · μ -19.675 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=116.5238 · σ=47.9975 · range [38.2099, 172.5804] · R²=0.786▼ FALLING -75.00%σ EXTREME 41.19%LAST 38.2099172.5804138.9878105.395271.802638.2099μ = 116.5238max 172.5804min 38.2099dataMA(3)OLS R²=0.79μ lineμ ± σ bandmaxmin
latest 38.21% · range [38.21%, 172.58%] · μ 116.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.214 · σ=0.252MEAN-REVERSIONLAST -0.233 (-0.07σ vs μ)0.5560.2780.000-0.278-0.556μ = -0.2140.2100.210-0.227-0.227-0.411-0.411-0.499-0.499-0.556-0.556-0.426-0.426-0.340-0.340-0.100-0.1000.2030.2030.2960.2960.1260.126-0.309-0.309-0.203-0.203-0.417-0.417-0.384-0.384-0.214-0.214-0.357-0.357-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
10.2339
p-VALUE (log scale)
0.0060
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
4.5691
p-VALUE (log scale)
0.4719
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
-1.3509
p-VALUE (log scale)
0.6042
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
0.0000
p-VALUE (log scale)
1.0000
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
0.7276
p-VALUE (log scale)
0.0110
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
0.0450
p-VALUE (log scale)
0.9641
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.014 ≈ 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=1.58e-4 · top T=2.67h (25.6%) · top-3 cover 60.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.8e-43.6e-42.4e-41.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.65e-4 · 19.3% energyperiod 24.0 · power 3.65e-4 · 19.3% energyperiod 12.0 · power 6.38e-5 · 3.4% energyperiod 12.0 · power 6.38e-5 · 3.4% energyperiod 8.0 · power 3.63e-6 · 0.2% energyperiod 8.0 · power 3.63e-6 · 0.2% energyperiod 6.0 · power 3.04e-4 · 16.1% energyperiod 6.0 · power 3.04e-4 · 16.1% energyperiod 4.8 · power 1.73e-4 · 9.1% energyperiod 4.8 · power 1.73e-4 · 9.1% energyperiod 4.0 · power 6.04e-5 · 3.2% energyperiod 4.0 · power 6.04e-5 · 3.2% energyperiod 3.4 · power 6.27e-5 · 3.3% energyperiod 3.4 · power 6.27e-5 · 3.3% energyperiod 3.0 · power 1.29e-4 · 6.8% energyperiod 3.0 · power 1.29e-4 · 6.8% energyperiod 2.7 · power 4.84e-4 · 25.6% energyperiod 2.7 · power 4.84e-4 · 25.6% energyperiod 2.4 · power 1.07e-4 · 5.7% energyperiod 2.4 · power 1.07e-4 · 5.7% energyperiod 2.2 · power 3.66e-5 · 1.9% energyperiod 2.2 · power 3.66e-5 · 1.9% energyperiod 2.0 · power 1.04e-4 · 5.5% energyperiod 2.0 · power 1.04e-4 · 5.5% energy50% by T=4.0h#1 dominantT=2.67h#2T=24.00h#3T=6.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 25.6% of total energy · Σ|X̂|²/n = 1.894e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 4.2 d · σ/bar 0.172pp · expected |Δp| over horizon 1.72ppterminal variance p(1−p) = 0.1168 · n = 5000✓ n = 5000
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.172pp
one-bar volatility · logit-free
Per-day movedaily
0.84pp
σ × √24
Per-horizon move4d
1.72pp
σ × √100.69024361111113
Terminal variancebinary
0.1168
p(1−p) at resolution
Current pricep
13.5¢
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 0.28pp · ES₉₅ 0.36pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.28pp
1.645·σ (parametric) of Δp
ES 95%
0.36pp
mean of the tail
Max drawdown
54.9pp
peak 25.5¢ → 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
13.5%
= price
Decimal oddsEU
7.407
total return per $1
AmericanUS
+641
$100 wins $641
FractionalUK
6.41 / 1
profit per $1 risked
Profit per $100stake
+$640.74
clean dollar framing
-1000-5000+500+1000020406080100you · 13.5%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)
0.571 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.571 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.89 bit
self-information
Surprise · NO−log₂(1−p)
0.21 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
13178317466886779153324450856521625882691012069796318505521759566064825336309
NO token ID
26949716220140879587457176457620636358152470694188200610609162687958943020059
Snapshot fetched
2026-06-18 12:18:24 UTC
Snapshot age
10.9s
History points
25 CLOB mids
Page rendered
2026-06-18 12:18:35 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6041bd8f06d77b5cb8aff0f169d6185cae9d439e132dac75d7223bcb5ce5bf91 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.9¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Czechia win on 2026-06-18?53¢HL PERPBTC-USD perpetual$64,026HL PERPHYPE-USD perpetual$70.86HL PERPETH-USD perpetual$1,745.4

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
0.135000
(best bid + best ask) / 2
Spread
740.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.099
ask-heavy
Imbalance (top-5)
+0.196
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-22-20260613193829178-738-167-332-255/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1529491329.56bp0.1700004FILLED
BUY$10.00K0.42258121302.33bp0.96000039FILLED
BUY$100.00K0.57610332674.31bp0.99000042PARTIAL
SELL$1.00K0.1143601528.89bp0.1100003FILLED
SELL$10.00K0.0661255101.83bp0.01000012PARTIAL
SELL$100.00K0.0661255101.83bp0.01000012PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1226.83%
σ per bar = 0.009268
Mean return (annualised)
-22294.86%
μ per bar = -0.000127
Sharpe (rf=0)
-18.17
annualised; risk-free assumed zero
Max drawdown
54.90%
peak 0.26 → trough 0.12 over 2686 bars

/api/asset/pm-will-claude-fable-5-be-restored-for-us-customers-by-june-22-20260613193829178-738-167-332-255/risk · same metrics, JSON