POLYMARKET · PREDICTION MARKET · WILL CRUDE OIL (CL) HIT__ BY END OF JUNE?

Will Crude Oil (CL) hit (HIGH) $105 by end of June?

YES · live
3.6¢
NO · live
96.4¢

▸ Advanced metrics · M2M bundle

polymarket · will-crude-oil-cl-hit-high-105-by-end-of-june-466-694 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
147.72%
max drawdown
50.71%
sharpe
—
ulcer index
35.44%
RMS drawdown
pain index
30.76%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
50.71%
cond. drawdown
gain/pain
0.29
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.29
upside/downside
roll spread
22.0 bps
implied (price-only)
bars used
631
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-crude-oil-cl-hit-high-105-by-end-of-june-466-694/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
3.6¢
NO · live
96.4¢
YES price · live 24h
n=25 · μ=0.0894 · σ=0.0246 · range [0.0320, 0.1250] · R²=0.193▼ FALLING -64.44%σ EXTREME 27.51%LAST 0.03200.12500.10180.07850.05520.0320μ = 0.0894max 0.1250min 0.0320dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.20¢
YES / NO split · live
YES 3.6%NO 96.4%NO96.4%96.35¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.226 / 1.00 bits (23%) · informative — one side favoured
YES
3.6%3.6¢27.40×▬ +0.00pp
NO
96.4%96.4¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,290 · μ=95.4 · σ=102.0 · CV=1.07BURSTY · concentratedcumulative energy ↗ · 50% by h=130100200300400μ = 9540050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2290bp moved · peak 400bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
3.65¢ (3.65%)
▼NO mid
96.35¢ (96.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$36.4k
≋liquidity $
$60.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0894 · σ=0.0246 · range [0.0320, 0.1250] · R²=0.193▼ FALLING -64.44%σ EXTREME 27.51%LAST 0.03200.12500.10180.07850.05520.0320μ = 0.0894max 0.1250min 0.0320dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.20¢
NO price · CLOB mid
n=25 · μ=0.9106 · σ=0.0246 · range [0.8750, 0.9680] · R²=0.193▲ RISING +6.37%σ NORMAL 2.70%LAST 0.96800.96800.94470.92150.89820.8750μ = 0.9106max 0.9680min 0.8750dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0027 · σ=0.0136 · skew=-0.76 (left-skewed) · kurt=0.44 (mesokurtic)653201-3.70ppbin -3.70pp · n=1 · 16.7% peakbin -3.70pp · n=1 · 16.7% peak1-3.10ppbin -3.10pp · n=1 · 16.7% peakbin -3.10pp · n=1 · 16.7% peak1-2.50ppbin -2.50pp · n=1 · 16.7% peakbin -2.50pp · n=1 · 16.7% peak-1.90pp1-1.30ppbin -1.30pp · n=1 · 16.7% peakbin -1.30pp · n=1 · 16.7% peak6-0.70ppbin -0.70pp · n=6 · 100.0% peakbin -0.70pp · n=6 · 100.0% peak6-0.10ppbin -0.10pp · n=6 · 100.0% peakbin -0.10pp · n=6 · 100.0% peak30.50ppbin 0.50pp · n=3 · 50.0% peakbin 0.50pp · n=3 · 50.0% peak21.10ppbin 1.10pp · n=2 · 33.3% peakbin 1.10pp · n=2 · 33.3% peak31.70ppbin 1.70pp · n=3 · 50.0% peakbin 1.70pp · n=3 · 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=-0.96 · kurt=0.99 · near 17 / mid 7 / far 0 · OLS slope=0.98 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=25STRONGLY LEFT-SKEWED (G₁=-1.09)
μ MEAN8.94¢95% CI: [7.98¢, 9.91¢]
σ STD DEV2.46ppσ² = 6.053 · CV = 27.51%
med MEDIAN9.50¢Q₁ 9.00¢ · Q₃ 10.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.30pp · IQR 1.50pp (1.349σ→3.32pp)
min 3.20¢Q₁ 9.00¢med 9.50¢Q₃ 10.50¢max 12.50¢μ
SKEWNESS · G₁-1.092left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.287mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 2.21
range ↔ σconcentrated (range < 4σ)range / σ = 3.78
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR-0.093within white-noise band
ρ(2) AUTOCORR+0.383lag-2 not significant
H · HURST EXPONENT0.892strongly persistent
OLS TREND · t-STAT-2.345significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.892
H = 0.892STRONGLY 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=1-0.093k=2+0.383k=3-0.336k=4+0.034k=5-0.1810+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 @ 5% (|t|=2.35)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.88very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.35)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 ID2235983
SLUGwill-crude-oil-cl-hit-high-105-by-end-of-june-466-694
CATEGORYWill Crude Oil (CL) hit__ by end of June?
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES3.65¢implied prob 3.65% · decimal odds 27.40×
COUNTER · NO96.35¢implied prob 96.35% · decimal odds 1.04×
3.65¢
96.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME36.39k USD 24h
LIQUIDITY60.15k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.927 · entropy 0.226 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 3.6%NO 96.4%YES p̂3.6%H = 0.226 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES27.40×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.226 bits (23% 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 · DISTANTresolves 2026-06-30 18:30 UTC
15days
17hrs
14min
15.72 days·θ = 12.053 pp/day
YES →$1.00(P = 3.6%)
NO →$0.00(P = 96.4%)
current: $0.0365 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.9dRESOLVESP projection · σ=2.46% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 12.053 pp/day
now15.72d left
12.053 pp/day×1.00
−25%11.79d left
13.917 pp/day×1.15
−50%7.86d left
17.045 pp/day×1.41
−75%3.93d left
24.105 pp/day×2.00
−90%1.57d left
38.114 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 2.00% · worst -4.00% · typical |Δ| 0.95%BEARISH SESSION -5.80%BEST+2.00%11hWORST-4.00%20hTYPICAL |Δ|0.95%mean absoluteCUMULATIVE-5.80%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ -0.79% · Σ -6.30%CUMULATIVE Δ PATH · final -5.80%+3.50%-5.80%0.00% · 1h0.00% · 1h·1h-0.50% · 2h-0.50% · 2h-0.50%2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h1.50% · 5h1.50% · 5h1.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h0.00% · 8h0.00% · 8h·8h1.50% · 9h1.50% · 9h1.50%9h0.00% · 10h0.00% · 10h·10h2.00% · 11h2.00% · 11h2.00%11h★ BEST-3.00% · 12h-3.00% · 12h-3.00%12h1.00% · 13h1.00% · 13h1.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h0.50% · 15h0.50% · 15h0.50%15h0.50% · 16h0.50% · 16h0.50%16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h-0.50% · 19h-0.50% · 19h-0.50%19h-4.00% · 20h-4.00% · 20h-4.00%20h▼ WORST-1.00% · 21h-1.00% · 21h-1.00%21h-2.35% · 22h-2.35% · 22h-2.35%22h0.05% · 23h0.05% · 23h0.05%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+1.00%)RUNSup max 3 · down max 4BREADTH38% up · 42% down · 21% flat
9 up bars · 10 down · best 2.00% · worst -4.00% · typical |Δ| 0.954%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.85%FINAL-5.85%MAX DD-9.05%RECOVERYONGOING · 13 barsMAX RUN-UP+3.51%UNDERWATER21/25 (84%)STREAK↘ 1EQUITY CURVE · end 0.9415 · peak 1.0351 · range [0.9415, 1.0351]1.03510.9415break-even = 1★ PEAK 1.0351UNDERWATER DRAWDOWN · max -9.05% · significant0%-9.05%▼ TROUGH -9.05%TOP DRAWDOWN PERIODS · 3 total#1 -9.05%bar 13-25 · 13 bars · ONGOING#2 -1.49%bar 7-11 · 5 bars · recovered#3 -0.50%bar 3-5 · 3 bars · recoveredDD SEVERITYsignificant (max -9.05%)RECOVERYongoing · 13 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9415 (-5.85%) · max DD -9.05% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −7 (47% positive) · μ=-7.00 · σ=34.55MIXED EDGELAST -85.21 (-2.26σ vs μ)85.2142.610.00-42.61-85.21μ = -7.009.069.060.000.009.069.0622.5722.5722.5722.5726.6926.690.000.0013.1313.134.204.20-4.47-4.470.000.00-9.93-9.9341.4441.4410.6010.60-21.33-21.33-35.06-35.06-59.82-59.82-76.54-76.54-85.21-85.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -85.212 · range [-85.21, 41.44] · μ -7.003 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=129.6735 · σ=40.0530 · range [68.8840, 173.6347] · R²=0.237▲ RISING +76.43%σ EXTREME 30.89%LAST 142.2108173.6347147.4470121.259395.071668.8840μ = 129.6735max 173.6347min 68.8840dataMA(3)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 142.21% · range [68.88%, 173.63%] · μ 129.67% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.275 · σ=0.275MEAN-REVERSIONLAST -0.330 (-0.20σ vs μ)0.6960.3480.000-0.348-0.696μ = -0.275-0.507-0.507-0.312-0.312-0.272-0.272-0.198-0.198-0.198-0.1980.0080.008-0.387-0.387-0.579-0.579-0.582-0.582-0.696-0.696-0.661-0.661-0.293-0.293-0.422-0.4220.0280.0280.1790.1790.2350.2350.0480.048-0.290-0.290-0.330-0.330v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.330 · |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

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
6.5442
p-VALUE (log scale)
0.0379
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
8.8624
p-VALUE (log scale)
0.1135
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
-0.3362
p-VALUE (log scale)
0.9140
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
0.2492
p-VALUE (log scale)
0.8032
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3209
p-VALUE (log scale)
0.1455
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.7813
p-VALUE (log scale)
0.4347
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.238 ≈ 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=2.41e-4 · top T=2.00h (46.3%) · top-3 cover 67.2%STRONG CYCLE @ T≈2.0cumulative energy ↗ (1 bin above 2× noise)1.3e-31.0e-36.7e-43.3e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.90e-4 · 10.0% energyperiod 24.0 · power 2.90e-4 · 10.0% energyperiod 12.0 · power 1.76e-4 · 6.1% energyperiod 12.0 · power 1.76e-4 · 6.1% energyperiod 8.0 · power 3.14e-4 · 10.9% energyperiod 8.0 · power 3.14e-4 · 10.9% energyperiod 6.0 · power 2.10e-4 · 7.3% energyperiod 6.0 · power 2.10e-4 · 7.3% energyperiod 4.8 · power 9.26e-5 · 3.2% energyperiod 4.8 · power 9.26e-5 · 3.2% energyperiod 4.0 · power 3.51e-5 · 1.2% energyperiod 4.0 · power 3.51e-5 · 1.2% energyperiod 3.4 · power 1.54e-5 · 0.5% energyperiod 3.4 · power 1.54e-5 · 0.5% energyperiod 3.0 · power 1.32e-5 · 0.5% energyperiod 3.0 · power 1.32e-5 · 0.5% energyperiod 2.7 · power 2.58e-4 · 8.9% energyperiod 2.7 · power 2.58e-4 · 8.9% energyperiod 2.4 · power 1.02e-4 · 3.6% energyperiod 2.4 · power 1.02e-4 · 3.6% energyperiod 2.2 · power 4.48e-5 · 1.6% energyperiod 2.2 · power 4.48e-5 · 1.6% energyperiod 2.0 · power 1.34e-3 · 46.3% energyperiod 2.0 · power 1.34e-3 · 46.3% energy50% by T=2.4h#1 dominantT=2.00h#2T=8.00h#3T=24.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 46.3% of total energy · Σ|X̂|²/n = 2.886e-3

▸ Depth section using sovereign-store price series (631 bars · effective 1753200 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 15.7 d · σ/bar 0.112pp · expected |Δp| over horizon 2.17ppterminal variance p(1−p) = 0.0352 · n = 631✓ n = 631
μ per bar
-0.005pp
average Δp · drift
σ per bar
0.112pp
one-bar volatility · logit-free
Per-day movedaily
0.55pp
σ × √24
Per-horizon move16d
2.17pp
σ × √377.2367355555555
Terminal variancebinary
0.0352
p(1−p) at resolution
Current pricep
3.6¢
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 0.19pp · ES₉₅ 0.24pp · method parametric · drift-correcteddrift -0.005pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 631
VaR 95%
0.19pp
1.645·σ (parametric) of Δp
ES 95%
0.24pp
mean of the tail
Max drawdown
50.7pp
peak 7.0¢ → trough 3.5¢
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
3.6%
= price
Decimal oddsEU
27.397
total return per $1
AmericanUS
+2640
$100 wins $2640
FractionalUK
26.40 / 1
profit per $1 risked
Profit per $100stake
+$2639.73
clean dollar framing
-1000-5000+500+1000020406080100you · 3.6%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)
0.226 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.226 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.78 bit
self-information
Surprise · NO−log₂(1−p)
0.05 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
53780290868665757710978640457425650271030932155082956914783893460286985208367
NO token ID
40238449775969340114449459362066437446954344358641712663996764182631322800184
Snapshot fetched
2026-06-15 01:15:47 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 01:15:47 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
03d92fea31d800e9a0fbf30ec8d179e43f541bc14876e666bbd16d5cd1d37b0e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDDraw100.0¢HL PREDIvory Coast99.6¢HL PREDSpain91.6¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?78¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,461.5HL PERPETH-USD perpetual$1,716.25HL PERPHYPE-USD perpetual$63.5

Also see: /arb opportunities · RSS feed · more in Will Crude Oil (CL) hit__ by end of June?

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
0.034500
(best bid + best ask) / 2
Spread
2608.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.091
bid-heavy
Imbalance (top-5)
-0.539
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-will-crude-oil-cl-hit-high-105-by-end-of-june-466-694/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0657519058.22bp0.13000016FILLED
BUY$10.00K0.19381046176.87bp0.38900045FILLED
BUY$100.00K0.668121183658.31bp0.99900080FILLED
SELL$1.00K0.0201404162.42bp0.0170009FILLED
SELL$10.00K0.0126836323.69bp0.00100020PARTIAL
SELL$100.00K0.0126836323.69bp0.00100020PARTIAL

Risk metrics

▸ sovereign store · 631 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2984.86%
σ per bar = 0.022543
Mean return (annualised)
-181214.92%
μ per bar = -0.001034
Sharpe (rf=0)
-60.71
annualised; risk-free assumed zero
Max drawdown
50.71%
peak 0.07 → trough 0.03 over 501 bars

/api/asset/pm-will-crude-oil-cl-hit-high-105-by-end-of-june-466-694/risk · same metrics, JSON