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

Will Crude Oil (CL) hit (HIGH) $200 by end of June?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-crude-oil-cl-hit-high-200-by-end-of-june-677 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4.92%
max drawdown
9.09%
sharpe
—
ulcer index
3.73%
RMS drawdown
pain index
1.53%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.09%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
3.4 bps
implied (price-only)
bars used
1087
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-crude-oil-cl-hit-high-200-by-end-of-june-677/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6ms⏱--:--:-- 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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.0052 · σ=0.0004 · range [0.0045, 0.0055] · R²=0.062▬ FLATσ HIGH 7.35%LAST 0.00550.00550.00520.00500.00470.0045μ = 0.0052max 0.0055min 0.0045dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.55¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.45¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.049 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢181.82×▬ +0.00pp
NO
99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=40 · μ=1.7 · σ=2.8 · CV=1.69BURSTY · concentratedcumulative energy ↗ · 50% by h=14035810μ = 21050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 40bp moved · peak 10bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
0.55¢ (0.55%)
▼NO mid
99.45¢ (99.45%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$52.6k
≋liquidity $
$245.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0052 · σ=0.0004 · range [0.0045, 0.0055] · R²=0.062▬ FLATσ HIGH 7.35%LAST 0.00550.00550.00520.00500.00470.0045μ = 0.0052max 0.0055min 0.0045dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.55¢
NO price · CLOB mid
n=25 · μ=0.9948 · σ=0.0004 · range [0.9945, 0.9955] · R²=0.062▬ FLATσ LOW 0.04%LAST 0.99450.99550.99530.99500.99480.9945μ = 0.9948max 0.9955min 0.9945dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0003 · skew=0.93 (right-skewed) · kurt=2.28 (leptokurtic (fat tails))17139404-0.04ppbin -0.04pp · n=4 · 23.5% peakbin -0.04pp · n=4 · 23.5% peak-0.03pp-0.01pp170.00ppbin 0.00pp · n=17 · 100.0% peakbin 0.00pp · n=17 · 100.0% peak0.02pp0.03pp20.05ppbin 0.05pp · n=2 · 11.8% peakbin 0.05pp · n=2 · 11.8% peak0.06pp0.08pp10.09ppbin 0.09pp · n=1 · 5.9% peakbin 0.09pp · n=1 · 5.9% 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=0.93 · kurt=2.28 · near 10 / mid 12 / far 2 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25LEFT-SKEWED (G₁=-0.99)
μ MEAN0.52¢95% CI: [0.51¢, 0.54¢]
σ STD DEV0.04ppσ² = 14.833×10⁻⁴ · CV = 7.35%
med MEDIAN0.55¢Q₁ 0.50¢ · Q₃ 0.55¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.10pp · IQR 0.05pp (1.349σ→0.05pp)
min 0.45¢Q₁ 0.50¢med 0.55¢Q₃ 0.55¢max 0.55¢μ
SKEWNESS · G₁-0.986left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.656mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.68
σ × 1.349 ↔ IQRconsistent with normalratio = 1.04
range ↔ σconcentrated (range < 4σ)range / σ = 2.60
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-0.200within white-noise band
ρ(2) AUTOCORR+0.000lag-2 not significant
H · HURST EXPONENT1.113strongly persistent
OLS TREND · t-STAT-1.238fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.113
H = 1.113STRONGLY 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=1-0.200k=2+0.000k=3-0.000k=4-0.400k=5+0.3000+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]NOT SIGNIFICANT (|t|=1.24)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.24)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 ID1494703
SLUGwill-crude-oil-cl-hit-high-200-by-end-of-june-677
CATEGORYWill Crude Oil (CL) hit__ by end of June?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.55¢implied prob 0.55% · decimal odds 181.82×
COUNTER · NO99.45¢implied prob 99.45% · decimal odds 1.01×
0.55¢
99.45¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME52.61k USD 24h
LIQUIDITY245.36k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.989 · entropy 0.049 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 0.5%NO 99.5%YES p̂0.5%H = 0.049 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES181.82×(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) = 0.049 bits (5% 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
15min
15.72 days·θ = 0.189 pp/day
YES →$1.00(P = 0.5%)
NO →$0.00(P = 99.5%)
current: $0.0055 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.9dRESOLVESP projection · σ=0.04% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.189 pp/day
now15.72d left
0.189 pp/day×1.00
−25%11.79d left
0.218 pp/day×1.15
−50%7.86d left
0.267 pp/day×1.41
−75%3.93d left
0.377 pp/day×2.00
−90%1.57d left
0.597 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 0.10% · worst -0.05% · typical |Δ| 0.02%MIXED · 3 UP / 4 DNBEST+0.10%18hWORST-0.05%14hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +0.00%+0.00%-0.10%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h0.05% · 11h0.05% · 11h0.05%11h-0.05% · 12h-0.05% · 12h-0.05%12h0.00% · 13h0.00% · 13h·13h-0.05% · 14h-0.05% · 14h-0.05%14h▼ WORST0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.10% · 18h0.10% · 18h0.10%18h★ BEST0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.05% · 22h-0.05% · 22h-0.05%22h0.05% · 23h0.05% · 23h0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH13% up · 17% down · 71% flat
3 up bars · 4 down · best 0.10% · worst -0.05% · typical |Δ| 0.017%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.00%MAX DD-0.10%RECOVERYONGOING · 16 barsMAX RUN-UP+0.00%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0000 · range [0.9990, 1.0000]1.00000.9990break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.10% · shallow0%-0.10%▼ TROUGH -0.10%TOP DRAWDOWN PERIODS · 1 total#1 -0.10%bar 10-25 · 16 bars · ONGOINGDD SEVERITYshallow (max -0.10%)RECOVERYongoing · 16 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0000 (-0.00%) · max DD -0.10% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −8 (32% positive) · μ=-5.46 · σ=27.66UNPROFITABLE STRATEGYLAST 0.00 (+0.20σ vs μ)60.4230.210.00-30.21-60.42μ = -5.460.000.000.000.000.000.00-38.21-38.21-38.21-38.210.000.00-20.72-20.72-20.72-20.72-38.21-38.21-20.72-20.72-20.72-20.72-60.42-60.4215.8715.8715.8715.8738.2138.2138.2138.2115.8715.8730.2130.210.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-60.42, 38.21] · μ -5.458 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=2.9657 · σ=1.5610 · range [0.0000, 4.8332] · R²=0.633▬ FLATσ EXTREME 52.64%LAST 2.95974.83323.62492.41661.20830.0000μ = 2.9657max 4.8332min 0.0000dataMA(3)OLS R²=0.63μ lineμ ± σ bandmaxmin
latest 2.96% · range [0.00%, 4.83%] · μ 2.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −14 (5% positive) · μ=-0.203 · σ=0.184MEAN-REVERSIONLAST -0.500 (-1.62σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.2030.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.2330.0000.000-0.363-0.363-0.422-0.422-0.333-0.333-0.422-0.422-0.480-0.480-0.333-0.3330.0290.029-0.075-0.075-0.233-0.233-0.233-0.233-0.075-0.075-0.146-0.146-0.500-0.500v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.500 · |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
13.7783
p-VALUE (log scale)
0.0010
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
9.0330
p-VALUE (log scale)
0.1067
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
-2.1909
p-VALUE (log scale)
0.2163
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
1.3339
p-VALUE (log scale)
0.1822
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2306
p-VALUE (log scale)
0.3033
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
-0.7723
p-VALUE (log scale)
0.4400
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.765 ≈ 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=1.06e-7 · top T=2.40h (26.9%) · top-3 cover 63.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.4e-72.6e-71.7e-78.6e-80.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.07e-8 · 4.8% energyperiod 24.0 · power 6.07e-8 · 4.8% energyperiod 12.0 · power 5.36e-8 · 4.2% energyperiod 12.0 · power 5.36e-8 · 4.2% energyperiod 8.0 · power 1.14e-7 · 9.0% energyperiod 8.0 · power 1.14e-7 · 9.0% energyperiod 6.0 · power 1.98e-7 · 15.6% energyperiod 6.0 · power 1.98e-7 · 15.6% energyperiod 4.8 · power 1.79e-9 · 0.1% energyperiod 4.8 · power 1.79e-9 · 0.1% energyperiod 4.0 · power 1.04e-7 · 8.2% energyperiod 4.0 · power 1.04e-7 · 8.2% energyperiod 3.4 · power 6.07e-8 · 4.8% energyperiod 3.4 · power 6.07e-8 · 4.8% energyperiod 3.0 · power 3.13e-8 · 2.5% energyperiod 3.0 · power 3.13e-8 · 2.5% energyperiod 2.7 · power 2.61e-7 · 20.6% energyperiod 2.7 · power 2.61e-7 · 20.6% energyperiod 2.4 · power 3.42e-7 · 26.9% energyperiod 2.4 · power 3.42e-7 · 26.9% energyperiod 2.2 · power 1.79e-9 · 0.1% energyperiod 2.2 · power 1.79e-9 · 0.1% energyperiod 2.0 · power 4.17e-8 · 3.3% energyperiod 2.0 · power 4.17e-8 · 3.3% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#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 ≈ 2.40h (freq 0.417) · concentrates 26.9% of total energy · Σ|X̂|²/n = 1.271e-6

▸ Depth section using sovereign-store price series (1087 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 0.004pp · expected |Δp| over horizon 0.07ppterminal variance p(1−p) = 0.0055 · n = 1087✓ n = 1087
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.004pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move16d
0.07pp
σ × √377.2652544444444
Terminal variancebinary
0.0055
p(1−p) at resolution
Current pricep
0.5¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1087
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
9.1pp
peak 0.5¢ → trough 0.5¢
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
0.5%
= price
Decimal oddsEU
181.818
total return per $1
AmericanUS
+18082
$100 wins $18082
FractionalUK
180.82 / 1
profit per $1 risked
Profit per $100stake
+$18081.82
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.049 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.049 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.51 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
10175107853977178210643103968744454891387639943274631859627123433654609971466
NO token ID
45088423813979757293740549409967318647375825482445492568610910377081706618886
Snapshot fetched
2026-06-15 01:14:05 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-15 01:14:05 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1580ba3e61cf8ee253b1202a538481325c1f94d57071af4db3a5432eb17c73a5 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.005500
(best bid + best ask) / 2
Spread
1818.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.909
ask-heavy
Imbalance (top-5)
+0.623
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-200-by-end-of-june-677/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0084155300.49bp0.0120007FILLED
BUY$10.00K0.04473971343.58bp0.59900072FILLED
BUY$100.00K0.302046539174.10bp0.959000100FILLED
SELL$1.00K0.0012687694.70bp0.0010005PARTIAL
SELL$10.00K0.0012687694.70bp0.0010005PARTIAL
SELL$100.00K0.0012687694.70bp0.0010005PARTIAL

Risk metrics

▸ sovereign store · 1,087 barsperiods/year ≈ 1.75M
Realized vol (annualised)
971.42%
σ per bar = 0.007337
Mean return (annualised)
32395.57%
μ per bar = 0.000185
Sharpe (rf=0)
33.35
annualised; risk-free assumed zero
Max drawdown
9.09%
peak 0.01 → trough 0.01 over 751 bars

/api/asset/pm-will-crude-oil-cl-hit-high-200-by-end-of-june-677/risk · same metrics, JSON