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

Will Crude Oil (CL) hit (HIGH) $140 by end of June?

YES · live
0.9¢
NO · live
99.1¢

▸ Advanced metrics · M2M bundle

polymarket · will-crude-oil-cl-hit-high-140-by-end-of-june-828-295-574-155 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
8.48%
max drawdown
10.53%
sharpe
—
ulcer index
6.16%
RMS drawdown
pain index
4.26%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.53%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
489
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-crude-oil-cl-hit-high-140-by-end-of-june-828-295-574-155/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
0.9¢
NO · live
99.1¢
YES price · live 24h
n=25 · μ=0.0109 · σ=0.0015 · range [0.0080, 0.0140] · R²=0.731▼ FALLING -25.00%σ HIGH 14.11%LAST 0.00900.01400.01250.01100.00950.0080μ = 0.0109max 0.0140min 0.0080dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.90¢
YES / NO split · live
YES 0.9%NO 99.1%NO99.1%99.10¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.074 / 1.00 bits (7%) · informative — one side favoured
YES
0.9%0.9¢111.11×▬ +0.00pp
NO
99.1%99.1¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=170 · μ=7.1 · σ=7.1 · CV=1.00BURSTYcumulative energy ↗ · 50% by h=1506131925μ = 72550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 170bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
0.90¢ (0.90%)
▼NO mid
99.10¢ (99.10%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.7k
≋liquidity $
$109.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0109 · σ=0.0015 · range [0.0080, 0.0140] · R²=0.731▼ FALLING -25.00%σ HIGH 14.11%LAST 0.00900.01400.01250.01100.00950.0080μ = 0.0109max 0.0140min 0.0080dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.90¢
NO price · CLOB mid
n=25 · μ=0.9891 · σ=0.0015 · range [0.9860, 0.9920] · R²=0.731▲ RISING +0.30%σ LOW 0.16%LAST 0.99100.99200.99050.98900.98750.9860μ = 0.9891max 0.9920min 0.9860dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.10¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0010 · skew=-0.02 (symmetric) · kurt=-0.40 (mesokurtic)754201-0.23ppbin -0.23pp · n=1 · 14.3% peakbin -0.23pp · n=1 · 14.3% peak-0.18pp5-0.13ppbin -0.13pp · n=5 · 71.4% peakbin -0.13pp · n=5 · 71.4% peak3-0.07ppbin -0.07pp · n=3 · 42.9% peakbin -0.07pp · n=3 · 42.9% peak1-0.02ppbin -0.02pp · n=1 · 14.3% peakbin -0.02pp · n=1 · 14.3% peak70.03ppbin 0.03pp · n=7 · 100.0% peakbin 0.03pp · n=7 · 100.0% peak40.08ppbin 0.08pp · n=4 · 57.1% peakbin 0.08pp · n=4 · 57.1% peak20.13ppbin 0.13pp · n=2 · 28.6% peakbin 0.13pp · n=2 · 28.6% peak0.18pp10.23ppbin 0.23pp · n=1 · 14.3% peakbin 0.23pp · n=1 · 14.3% 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=0.19 · kurt=1.06 · near 19 / mid 5 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALLOWER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN1.09¢95% CI: [1.03¢, 1.15¢]
σ STD DEV0.15ppσ² = 0.024 · CV = 14.11%
med MEDIAN1.10¢Q₁ 0.95¢ · Q₃ 1.20¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.60pp · IQR 0.25pp (1.349σ→0.21pp)
min 0.80¢Q₁ 0.95¢med 1.10¢Q₃ 1.20¢max 1.40¢μ
SKEWNESS · G₁-0.137approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.993mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRconsistent with normalratio = 0.83
range ↔ σconcentrated (range < 4σ)range / σ = 3.89
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-0.395within white-noise band
ρ(2) AUTOCORR-0.134lag-2 not significant
H · HURST EXPONENT0.832strongly persistent
OLS TREND · t-STAT-7.898significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.832
H = 0.832STRONGLY 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=1-0.395k=2-0.134k=3+0.101k=4-0.122k=5+0.1890+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|=7.90)
−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|=7.90)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 ID1652690
SLUGwill-crude-oil-c…-295-574-155
CATEGORYWill Crude Oil (CL) hit__ by end of June?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.90¢implied prob 0.90% · decimal odds 111.11×
COUNTER · NO99.10¢implied prob 99.10% · decimal odds 1.01×
0.90¢
99.10¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.74k USD 24h
LIQUIDITY109.03k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.982 · entropy 0.074 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 0.9%NO 99.1%YES p̂0.9%H = 0.074 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES111.11×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.074 bits (7% 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
12hrs
21min
15.51 days·θ = 0.756 pp/day
YES →$1.00(P = 0.9%)
NO →$0.00(P = 99.1%)
current: $0.0090 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.8dRESOLVESP projection · σ=0.15% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.756 pp/day
now15.51d left
0.756 pp/day×1.00
−25%11.64d left
0.873 pp/day×1.15
−50%7.76d left
1.069 pp/day×1.41
−75%3.88d left
1.512 pp/day×2.00
−90%1.55d left
2.391 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 0.25% · worst -0.25% · typical |Δ| 0.07%MILD BEARISH -0.30%BEST+0.25%4hWORST-0.25%20hTYPICAL |Δ|0.07%mean absoluteCUMULATIVE-0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ -0.03% · Σ -0.20%US · 16-24 UTCμ -0.01% · Σ -0.05%CUMULATIVE Δ PATH · final -0.30%+0.20%-0.40%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-0.05% · 3h-0.05% · 3h-0.05%3h0.25% · 4h0.25% · 4h0.25%4h★ BEST-0.10% · 5h-0.10% · 5h-0.10%5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.10% · 7h-0.10% · 7h-0.10%7h0.05% · 8h0.05% · 8h0.05%8h0.05% · 9h0.05% · 9h0.05%9h0.00% · 10h0.00% · 10h·10h-0.10% · 11h-0.10% · 11h-0.10%11h-0.05% · 12h-0.05% · 12h-0.05%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.15% · 15h-0.15% · 15h-0.15%15h0.10% · 16h0.10% · 16h0.10%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.00% · 18h0.00% · 18h·18h0.10% · 19h0.10% · 19h0.10%19h-0.25% · 20h-0.25% · 20h-0.25%20h▼ WORST0.05% · 21h0.05% · 21h0.05%21h0.10% · 22h0.10% · 22h0.10%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 3BREADTH29% up · 42% down · 29% flat
7 up bars · 10 down · best 0.25% · worst -0.25% · typical |Δ| 0.071%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.30%)FINAL-0.30%MAX DD-0.60%RECOVERYONGOING · 20 barsMAX RUN-UP+0.20%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9970 · peak 1.0020 · range [0.9960, 1.0020]1.00200.9960break-even = 1★ PEAK 1.0020UNDERWATER DRAWDOWN · max -0.60% · shallow0%-0.60%▼ TROUGH -0.60%TOP DRAWDOWN PERIODS · 2 total#1 -0.60%bar 6-25 · 20 bars · ONGOING#2 -0.05%bar 4-4 · 1 bars · recoveredDD SEVERITYshallow (max -0.60%)RECOVERYongoing · 20 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9970 (-0.30%) · max DD -0.60% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −16 (11% positive) · μ=-20.03 · σ=20.20UNPROFITABLE STRATEGYLAST -5.91 (+0.70σ vs μ)73.9937.000.00-37.00-73.99μ = -20.036.286.28-5.91-5.910.000.0011.7411.74-33.95-33.95-33.95-33.95-33.95-33.95-13.34-13.34-30.21-30.21-73.99-73.99-35.63-35.63-35.63-35.63-26.58-26.58-7.64-7.64-33.09-33.09-11.42-11.42-11.42-11.42-5.91-5.91-5.91-5.91v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -5.910 · range [-73.99, 11.74] · μ -20.027 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=9.5917 · σ=3.0371 · range [4.8332, 13.2363] · R²=0.053▲ RISING +6.29%σ EXTREME 31.66%LAST 12.351913.236311.13559.03486.93404.8332μ = 9.5917max 13.2363min 4.8332dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 12.35% · range [4.83%, 13.24%] · μ 9.59% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.279 · σ=0.325MEAN-REVERSIONLAST -0.446 (-0.51σ vs μ)0.7580.3790.000-0.379-0.758μ = -0.279-0.433-0.433-0.312-0.312-0.361-0.361-0.164-0.1640.2370.2370.0790.0790.0790.0790.3860.3860.1670.167-0.250-0.250-0.464-0.464-0.725-0.725-0.758-0.758-0.505-0.505-0.475-0.475-0.557-0.557-0.369-0.369-0.431-0.431-0.446-0.446v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.446 · |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
2.7928
p-VALUE (log scale)
0.2475
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
6.6763
p-VALUE (log scale)
0.2449
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
-1.4231
p-VALUE (log scale)
0.5699
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
0.9145
p-VALUE (log scale)
0.3605
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8183
p-VALUE (log scale)
0.0064
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
-1.9132
p-VALUE (log scale)
0.0557
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.418 ≈ 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=1.03e-6 · top T=3.00h (26.1%) · top-3 cover 58.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.2e-62.4e-61.6e-68.0e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.24e-7 · 2.6% energyperiod 24.0 · power 3.24e-7 · 2.6% energyperiod 12.0 · power 1.88e-8 · 0.2% energyperiod 12.0 · power 1.88e-8 · 0.2% energyperiod 8.0 · power 6.92e-8 · 0.6% energyperiod 8.0 · power 6.92e-8 · 0.6% energyperiod 6.0 · power 6.56e-7 · 5.3% energyperiod 6.0 · power 6.56e-7 · 5.3% energyperiod 4.8 · power 1.82e-6 · 14.8% energyperiod 4.8 · power 1.82e-6 · 14.8% energyperiod 4.0 · power 2.71e-7 · 2.2% energyperiod 4.0 · power 2.71e-7 · 2.2% energyperiod 3.4 · power 6.78e-7 · 5.5% energyperiod 3.4 · power 6.78e-7 · 5.5% energyperiod 3.0 · power 3.22e-6 · 26.1% energyperiod 3.0 · power 3.22e-6 · 26.1% energyperiod 2.7 · power 8.06e-7 · 6.5% energyperiod 2.7 · power 8.06e-7 · 6.5% energyperiod 2.4 · power 2.15e-6 · 17.4% energyperiod 2.4 · power 2.15e-6 · 17.4% energyperiod 2.2 · power 8.03e-7 · 6.5% energyperiod 2.2 · power 8.03e-7 · 6.5% energyperiod 2.0 · power 1.50e-6 · 12.2% energyperiod 2.0 · power 1.50e-6 · 12.2% energy50% by T=3.0h#1 dominantT=3.00h#2T=2.40h#3T=4.80hT=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 ≈ 3.00h (freq 0.333) · concentrates 26.1% of total energy · Σ|X̂|²/n = 1.231e-5

▸ Depth section using sovereign-store price series (489 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 15.5 d · σ/bar 0.006pp · expected |Δp| over horizon 0.12ppterminal variance p(1−p) = 0.0089 · n = 489✓ n = 489
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.006pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move16d
0.12pp
σ × √372.35529444444444
Terminal variancebinary
0.0089
p(1−p) at resolution
Current pricep
0.9¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 489
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
10.5pp
peak 0.9¢ → trough 0.9¢
Median step
0.05pp
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
0.9%
= price
Decimal oddsEU
111.111
total return per $1
AmericanUS
+11011
$100 wins $11011
FractionalUK
110.11 / 1
profit per $1 risked
Profit per $100stake
+$11011.11
clean dollar framing
-1000-5000+500+1000020406080100you · 0.9%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)
0.074 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.074 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.80 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
99679535868990451554828490597871404284668455033683647840408892070744907533561
NO token ID
110583250661466472861875163569965990016318900838968972325320726352898164686933
Snapshot fetched
2026-06-15 06:08:40 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-15 06:08:40 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f6f923d794d28069e2f01117d8fa4b032985f14acabc9db0eb8df6b649f53051 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil93.4¢HL PREDSpain91.9¢HL PREDNorway83.2¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?85¢POLYMARKETWill Sweden win on 2026-06-14?100¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,892HL PERPETH-USD perpetual$1,722.5HL PERPHYPE-USD perpetual$64.83

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
0.009000
(best bid + best ask) / 2
Spread
2222.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.344
ask-heavy
Imbalance (top-5)
+0.481
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-crude-oil-cl-hit-high-140-by-end-of-june-828-295-574-155/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.01893711041.18bp0.0200008FILLED
BUY$10.00K0.106127107918.56bp0.84000045FILLED
BUY$100.00K0.524959573287.39bp0.98800055FILLED
SELL$1.00K0.0011068771.15bp0.0010008FILLED
SELL$10.00K0.0010828798.08bp0.0010008PARTIAL
SELL$100.00K0.0010828798.08bp0.0010008PARTIAL

Risk metrics

▸ sovereign store · 489 barsperiods/year ≈ 1.75M
Realized vol (annualised)
950.50%
σ per bar = 0.007179
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
10.53%
peak 0.01 → trough 0.01 over 100 bars

/api/asset/pm-will-crude-oil-cl-hit-high-140-by-end-of-june-828-295-574-155/risk · same metrics, JSON