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

Will Claude Fable 5 be restored for US customers by June 26?

YES · live
20.5¢
NO · live
79.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-claude-fable-5-be-restored-for-us-customers-by-june-26 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
254.25%
max drawdown
35.71%
sharpe
—
ulcer index
26.13%
RMS drawdown
pain index
23.13%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
35.71%
cond. drawdown
gain/pain
0.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.95
upside/downside
roll spread
0.3 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-26/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.4s⏱--:--:-- 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
20.5¢
NO · live
79.5¢
YES price · live 24h
n=25 · μ=0.2276 · σ=0.0708 · range [0.1350, 0.4050] · R²=0.545▼ FALLING -5.66%σ EXTREME 31.09%LAST 0.25000.40500.33750.27000.20250.1350μ = 0.2276max 0.4050min 0.1350dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 25.00¢
YES / NO split · live
YES 20.5%NO 79.5%NO79.5%79.50¢ · odds 1/1.26
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.732 / 1.00 bits (73%) · moderate uncertainty
YES
20.5%20.5¢4.88×▬ +0.00pp
NO
79.5%79.5¢1.26×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,650 · μ=235.4 · σ=271.7 · CV=1.15BURSTY · concentratedcumulative energy ↗ · 50% by h=70238475713950μ = 23595050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5650bp moved · peak 950bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.4s
▲YES mid
20.50¢ (20.50%)
▼NO mid
79.50¢ (79.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$23.5k
≋liquidity $
$8.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2276 · σ=0.0708 · range [0.1350, 0.4050] · R²=0.545▼ FALLING -5.66%σ EXTREME 31.09%LAST 0.25000.40500.33750.27000.20250.1350μ = 0.2276max 0.4050min 0.1350dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 25.00¢
NO price · CLOB mid
n=25 · μ=0.7722 · σ=0.0708 · range [0.5950, 0.8650] · R²=0.537▲ RISING +1.36%σ HIGH 9.17%LAST 0.74500.86500.79750.73000.66250.5950μ = 0.7722max 0.8650min 0.5950dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 74.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0006 · σ=0.0334 · skew=0.17 (symmetric) · kurt=0.84 (mesokurtic)13107302-6.65ppbin -6.65pp · n=2 · 15.4% peakbin -6.65pp · n=2 · 15.4% peak1-4.95ppbin -4.95pp · n=1 · 7.7% peakbin -4.95pp · n=1 · 7.7% peak2-3.25ppbin -3.25pp · n=2 · 15.4% peakbin -3.25pp · n=2 · 15.4% peak1-1.55ppbin -1.55pp · n=1 · 7.7% peakbin -1.55pp · n=1 · 7.7% peak130.15ppbin 0.15pp · n=13 · 100.0% peakbin 0.15pp · n=13 · 100.0% peak11.85ppbin 1.85pp · n=1 · 7.7% peakbin 1.85pp · n=1 · 7.7% peak23.55ppbin 3.55pp · n=2 · 15.4% peakbin 3.55pp · n=2 · 15.4% peak15.25ppbin 5.25pp · n=1 · 7.7% peakbin 5.25pp · n=1 · 7.7% peak6.95pp18.65ppbin 8.65pp · n=1 · 7.7% peakbin 8.65pp · n=1 · 7.7% 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=0.10 · kurt=1.11 · near 14 / mid 10 / far 0 · OLS slope=0.97 intercept=-0.00APPROXIMATELY NORMALUPPER 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=0.50)
μ MEAN22.76¢95% CI: [19.99¢, 25.53¢]
σ STD DEV7.08ppσ² = 50.086 · CV = 31.09%
med MEDIAN22.00¢Q₁ 15.50¢ · Q₃ 26.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 27.00pp · IQR 11.00pp (1.349σ→9.55pp)
min 13.50¢Q₁ 15.50¢med 22.00¢Q₃ 26.50¢max 40.50¢μ
SKEWNESS · G₁0.503right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.478mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.82
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+0.035within white-noise band
ρ(2) AUTOCORR-0.130lag-2 not significant
H · HURST EXPONENT0.851strongly persistent
OLS TREND · t-STAT-5.251significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.851
H = 0.851STRONGLY 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+0.035k=2-0.130k=3+0.175k=4-0.041k=5-0.0710+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|=5.25)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.74very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.25)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 ID2556162
SLUGwill-claude-fabl…s-by-june-26
CATEGORYClaude Fable 5 restored for US customers by…?
TWO-SIDED PRICINGFAVOURS NO (80¢)
PRIMARY · YES20.50¢implied prob 20.50% · decimal odds 4.88×
COUNTER · NO79.50¢implied prob 79.50% · decimal odds 1.26×
20.50¢
79.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME23.53k USD 24h
LIQUIDITY8.02k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (80¢)|primary − counter| = 0.590 · entropy 0.732 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 20.5%NO 79.5%YES p̂20.5%H = 0.732 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.88×(21¢)NO1.26×(80¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.732 bits (73% 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 2026-06-26 17:00 UTC
8days
04hrs
44min
8.20 days·θ = 34.671 pp/day
YES →$1.00(P = 20.5%)
NO →$0.00(P = 79.5%)
current: $0.2050 · expected return per side: $0.80 on YES hit · $0.20 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.1dRESOLVESP projection · σ=7.08% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 34.671 pp/day
now8.20d left
34.671 pp/day×1.00
−25%6.15d left
40.034 pp/day×1.15
−50%4.10d left
49.032 pp/day×1.41
−75%2.05d left
69.341 pp/day×2.00
−90%19.67h left
109.638 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 9.50% · worst -7.50% · typical |Δ| 2.35%MILD BEARISH -1.50%BEST+9.50%5hWORST-7.50%6hTYPICAL |Δ|2.35%mean absoluteCUMULATIVE-1.50%Σ signed ΔSTREAK↗ 6up-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -1.38% · Σ -11.00%US · 16-24 UTCμ +0.69% · Σ +5.50%CUMULATIVE Δ PATH · final -1.50%+14.00%-13.00%3.50% · 1h3.50% · 1h3.50%1h0.50% · 2h0.50% · 2h0.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h1.00% · 4h1.00% · 4h1.00%4h9.50% · 5h9.50% · 5h9.50%5h★ BEST-7.50% · 6h-7.50% · 6h-7.50%6h▼ WORST-7.00% · 7h-7.00% · 7h-7.00%7h-0.50% · 8h-0.50% · 8h-0.50%8h-3.50% · 9h-3.50% · 9h-3.50%9h0.50% · 10h0.50% · 10h0.50%10h1.00% · 11h1.00% · 11h1.00%11h-3.00% · 12h-3.00% · 12h-3.00%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-5.50% · 15h-5.50% · 15h-5.50%15h-1.50% · 16h-1.50% · 16h-1.50%16h0.50% · 17h0.50% · 17h0.50%17h0.00% · 18h0.00% · 18h·18h0.50% · 19h0.50% · 19h0.50%19h0.50% · 20h0.50% · 20h0.50%20h0.50% · 21h0.50% · 21h0.50%21h4.00% · 22h4.00% · 22h4.00%22h1.00% · 23h1.00% · 23h1.00%23h4.50% · 24h4.50% · 24h4.50%24hTIME PATTERNUS-led (+5.50%)RUNSup max 6 · down max 4BREADTH54% up · 33% down · 13% flat
13 up bars · 8 down · best 9.50% · worst -7.50% · typical |Δ| 2.354%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -2.97%FINAL-2.97%MAX DD-24.30%RECOVERYONGOING · 19 barsMAX RUN-UP+14.46%UNDERWATER20/25 (80%)STREAK↗ 6EQUITY CURVE · end 0.9703 · peak 1.1446 · range [0.8665, 1.1446]1.14460.8665break-even = 1★ PEAK 1.1446UNDERWATER DRAWDOWN · max -24.30% · severe0%-24.30%▼ TROUGH -24.30%TOP DRAWDOWN PERIODS · 2 total#1 -24.30%bar 7-25 · 19 bars · ONGOING#2 -0.50%bar 4-4 · 1 bars · recoveredDD SEVERITYsevere (max -24.30%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9703 (-2.97%) · max DD -24.30% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-16.84 · σ=47.33UNPROFITABLE STRATEGYLAST 90.86 (+2.28σ vs μ)90.8645.430.00-45.43-90.86μ = -16.8418.3218.32-10.01-10.01-12.56-12.56-19.81-19.81-21.17-21.17-70.46-70.46-64.49-64.49-45.59-45.59-40.73-40.73-42.94-42.94-58.29-58.29-64.12-64.12-44.72-44.72-40.28-40.28-36.12-36.129.749.7463.1063.1069.2869.2890.8690.86v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 90.858 · range [-70.46, 90.86] · μ -16.841 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=300.4492 · σ=176.5548 · range [74.9733, 589.4743] · R²=0.729▼ FALLING -65.88%σ EXTREME 58.76%LAST 176.7597589.4743460.8491332.2238203.598674.9733μ = 300.4492max 589.4743min 74.9733dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 176.76% · range [74.97%, 589.47%] · μ 300.45% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.131 · σ=0.195MEAN-REVERSIONLAST -0.188 (-0.29σ vs μ)0.4780.2390.000-0.239-0.478μ = -0.131-0.478-0.478-0.045-0.045-0.053-0.053-0.066-0.066-0.222-0.2220.2640.264-0.187-0.187-0.447-0.447-0.338-0.338-0.192-0.192-0.336-0.336-0.228-0.228-0.028-0.028-0.000-0.0000.2290.229-0.119-0.1190.0000.000-0.059-0.059-0.188-0.188v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.188 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.8883
p-VALUE (log scale)
0.2359
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
1.6383
p-VALUE (log scale)
0.8966
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
-1.2588
p-VALUE (log scale)
0.6460
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
-1.8594
p-VALUE (log scale)
0.0630
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6406
p-VALUE (log scale)
0.0189
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
-0.2141
p-VALUE (log scale)
0.8305
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.935 ≈ 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=1.26e-3 · top T=24.00h (20.3%) · top-3 cover 48.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.1e-32.3e-31.5e-37.7e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.07e-3 · 20.3% energyperiod 24.0 · power 3.07e-3 · 20.3% energyperiod 12.0 · power 7.76e-4 · 5.1% energyperiod 12.0 · power 7.76e-4 · 5.1% energyperiod 8.0 · power 7.39e-4 · 4.9% energyperiod 8.0 · power 7.39e-4 · 4.9% energyperiod 6.0 · power 1.18e-3 · 7.8% energyperiod 6.0 · power 1.18e-3 · 7.8% energyperiod 4.8 · power 1.32e-3 · 8.7% energyperiod 4.8 · power 1.32e-3 · 8.7% energyperiod 4.0 · power 1.89e-3 · 12.5% energyperiod 4.0 · power 1.89e-3 · 12.5% energyperiod 3.4 · power 8.36e-4 · 5.5% energyperiod 3.4 · power 8.36e-4 · 5.5% energyperiod 3.0 · power 2.38e-3 · 15.8% energyperiod 3.0 · power 2.38e-3 · 15.8% energyperiod 2.7 · power 1.62e-3 · 10.7% energyperiod 2.7 · power 1.62e-3 · 10.7% energyperiod 2.4 · power 8.26e-4 · 5.5% energyperiod 2.4 · power 8.26e-4 · 5.5% energyperiod 2.2 · power 4.90e-4 · 3.2% energyperiod 2.2 · power 4.90e-4 · 3.2% energyperiod 2.0 · power 9.37e-6 · 0.1% energyperiod 2.0 · power 9.37e-6 · 0.1% energy50% by T=4.0h#1 dominantT=24.00h#2T=3.00h#3T=4.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 20.3% of total energy · Σ|X̂|²/n = 1.514e-2

▸ Depth section using sovereign-store price series (3248 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 8.2 d · σ/bar 0.204pp · expected |Δp| over horizon 2.87ppterminal variance p(1−p) = 0.1630 · n = 3248✓ n = 3248
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.204pp
one-bar volatility · logit-free
Per-day movedaily
1.00pp
σ × √24
Per-horizon move8d
2.87pp
σ × √196.74342805555557
Terminal variancebinary
0.1630
p(1−p) at resolution
Current pricep
20.5¢
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 0.34pp · ES₉₅ 0.42pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 3248
VaR 95%
0.34pp
1.645·σ (parametric) of Δp
ES 95%
0.42pp
mean of the tail
Max drawdown
52.6pp
peak 28.5¢ → trough 13.5¢
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
20.5%
= price
Decimal oddsEU
4.878
total return per $1
AmericanUS
+388
$100 wins $388
FractionalUK
3.88 / 1
profit per $1 risked
Profit per $100stake
+$387.80
clean dollar framing
-1000-5000+500+1000020406080100you · 20.5%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)
0.732 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.732 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.29 bit
self-information
Surprise · NO−log₂(1−p)
0.33 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
77578965511796005740764000576897074925310284728927732559272738215160848555444
NO token ID
68614156644302362977357204584567487780941419822610203929769051637552644450348
Snapshot fetched
2026-06-18 12:15:06 UTC
Snapshot age
17.4s
History points
25 CLOB mids
Page rendered
2026-06-18 12:15:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4dd397f768dbe48d15b2bc460efbbffa00897be243e93037a3550ae6528c2c4a · 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$63,978HL PERPHYPE-USD perpetual$70.88HL PERPETH-USD perpetual$1,744.8

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
0.255000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.014
ask-heavy
Imbalance (top-5)
+0.259
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-26/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.3603674132.05bp0.42000012FILLED
BUY$10.00K0.66272415989.17bp0.98000041FILLED
BUY$100.00K0.76179319874.24bp0.99000042PARTIAL
SELL$1.00K0.1548303928.22bp0.12000012FILLED
SELL$10.00K0.0747187069.89bp0.01000019PARTIAL
SELL$100.00K0.0747187069.89bp0.01000019PARTIAL

Risk metrics

▸ sovereign store · 3,248 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1459.68%
σ per bar = 0.011027
Mean return (annualised)
-17782.15%
μ per bar = -0.000101
Sharpe (rf=0)
-12.18
annualised; risk-free assumed zero
Max drawdown
52.63%
peak 0.28 → trough 0.14 over 1471 bars

/api/asset/pm-will-claude-fable-5-be-restored-for-us-customers-by-june-26/risk · same metrics, JSON