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

Will Crude Oil (CL) hit (LOW) $70 by end of June?

YES · live
13.4¢
NO · live
86.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-crude-oil-cl-hit-low-70-by-end-of-june-776-556-989-392-677-842-888-775-665-545-427-841 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
381.72%
max drawdown
44.37%
sharpe
—
ulcer index
22.79%
RMS drawdown
pain index
17.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
39.94%
cond. drawdown
gain/pain
1.11
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.11
upside/downside
roll spread
1.6 bps
implied (price-only)
bars used
1101
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-crude-oil-cl-hit-low-70-by-end-of-june-776-556-989-392-677-842-888-775-665-545-427-841/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH12ms⏱--:--:-- 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
13.4¢
NO · live
86.7¢
YES price · live 24h
n=25 · μ=0.1587 · σ=0.0290 · range [0.0900, 0.2545] · R²=0.057▼ FALLING -21.24%σ EXTREME 18.30%LAST 0.13350.25450.21340.17230.13110.0900μ = 0.1587max 0.2545min 0.0900dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 13.35¢
YES / NO split · live
YES 13.4%NO 86.7%NO86.7%86.65¢ · odds 1/1.15
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.567 / 1.00 bits (57%) · moderate uncertainty
YES
13.4%13.4¢7.49×▬ +0.00pp
NO
86.7%86.7¢1.15×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,790 · μ=199.6 · σ=305.1 · CV=1.53BURSTY · concentratedcumulative energy ↗ · 50% by h=2002595187761,035μ = 2001,03550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4790bp moved · peak 1035bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12ms
▲YES mid
13.35¢ (13.35%)
▼NO mid
86.65¢ (86.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$64.8k
≋liquidity $
$76.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1587 · σ=0.0290 · range [0.0900, 0.2545] · R²=0.057▼ FALLING -21.24%σ EXTREME 18.30%LAST 0.13350.25450.21340.17230.13110.0900μ = 0.1587max 0.2545min 0.0900dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 13.35¢
NO price · CLOB mid
n=25 · μ=0.8412 · σ=0.0290 · range [0.7455, 0.9100] · R²=0.057▲ RISING +4.33%σ NORMAL 3.45%LAST 0.86650.91000.86890.82770.78660.7455μ = 0.8412max 0.9100min 0.7455dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 86.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0027 · σ=0.0344 · skew=0.05 (symmetric) · kurt=2.36 (leptokurtic (fat tails))1296301-9.17ppbin -9.17pp · n=1 · 8.3% peakbin -9.17pp · n=1 · 8.3% peak1-7.12ppbin -7.12pp · n=1 · 8.3% peakbin -7.12pp · n=1 · 8.3% peak-5.06pp1-3.01ppbin -3.01pp · n=1 · 8.3% peakbin -3.01pp · n=1 · 8.3% peak12-0.95ppbin -0.95pp · n=12 · 100.0% peakbin -0.95pp · n=12 · 100.0% peak61.10ppbin 1.10pp · n=6 · 50.0% peakbin 1.10pp · n=6 · 50.0% peak13.16ppbin 3.16pp · n=1 · 8.3% peakbin 3.16pp · n=1 · 8.3% peak15.21ppbin 5.21pp · n=1 · 8.3% peakbin 5.21pp · n=1 · 8.3% peak7.27pp19.32ppbin 9.32pp · n=1 · 8.3% peakbin 9.32pp · n=1 · 8.3% 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=0.00 · kurt=3.29 · near 9 / mid 15 / far 0 · OLS slope=0.92 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=25LEPTOKURTIC · FAT TAILS (G₂=3.70)
μ MEAN15.87¢95% CI: [14.73¢, 17.01¢]
σ STD DEV2.90ppσ² = 8.435 · CV = 18.30%
med MEDIAN16.10¢Q₁ 15.25¢ · Q₃ 16.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 16.45pp · IQR 1.60pp (1.349σ→3.92pp)
min 9.00¢Q₁ 15.25¢med 16.10¢Q₃ 16.85¢max 25.45¢μ
SKEWNESS · G₁0.546right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.696leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.08
σ × 1.349 ↔ IQRdiverges from normalratio = 2.45
range ↔ σwide tails (range > 4σ)range / σ = 5.66
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) -0.24 + ADF rejected
ρ(1) AUTOCORR-0.238within white-noise band
ρ(2) AUTOCORR-0.091lag-2 not significant
H · HURST EXPONENT0.610persistent
OLS TREND · t-STAT-1.177fails 5% test
HURST EXPONENT [0, 1]persistent · H = 0.610
H = 0.610PERSISTENT
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=1-0.238k=2-0.091k=3-0.367k=4+0.087k=5+0.0500+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|=1.18)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.24 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.46high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.18)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 ID1652697
SLUGwill-crude-oil-c…-545-427-841
CATEGORYWill Crude Oil (CL) hit__ by end of June?
TWO-SIDED PRICINGFAVOURS NO (87¢)
PRIMARY · YES13.35¢implied prob 13.35% · decimal odds 7.49×
COUNTER · NO86.65¢implied prob 86.65% · decimal odds 1.15×
13.35¢
86.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME64.77k USD 24h
LIQUIDITY76.74k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (87¢)|primary − counter| = 0.733 · entropy 0.567 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 13.4%NO 86.7%YES p̂13.4%H = 0.567 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES7.49×(13¢)NO1.15×(87¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.567 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 · DISTANTresolves 2026-06-30 18:30 UTC
15days
17hrs
11min
15.72 days·θ = 14.228 pp/day
YES →$1.00(P = 13.4%)
NO →$0.00(P = 86.7%)
current: $0.1335 · expected return per side: $0.87 on YES hit · $0.13 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.9dRESOLVESP projection · σ=2.90% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 14.228 pp/day
now15.72d left
14.228 pp/day×1.00
−25%11.79d left
16.429 pp/day×1.15
−50%7.86d left
20.121 pp/day×1.41
−75%3.93d left
28.456 pp/day×2.00
−90%1.57d left
44.992 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 10.35% · worst -10.20% · typical |Δ| 2.00%BEARISH SESSION -3.60%BEST+10.35%20hWORST-10.20%21hTYPICAL |Δ|2.00%mean absoluteCUMULATIVE-3.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.16% · Σ -1.15%EUROPE · 08-16 UTCμ +0.11% · Σ +0.90%US · 16-24 UTCμ -0.42% · Σ -3.35%CUMULATIVE Δ PATH · final -3.60%+8.50%-7.95%0.00% · 1h0.00% · 1h·1h-0.15% · 2h-0.15% · 2h-0.15%2h0.45% · 3h0.45% · 3h0.45%3h0.50% · 4h0.50% · 4h0.50%4h-0.75% · 5h-0.75% · 5h-0.75%5h-1.00% · 6h-1.00% · 6h-1.00%6h-0.20% · 7h-0.20% · 7h-0.20%7h0.35% · 8h0.35% · 8h0.35%8h-0.05% · 9h-0.05% · 9h-0.05%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.00% · 11h0.00% · 11h·11h-1.95% · 12h-1.95% · 12h-1.95%12h2.75% · 13h2.75% · 13h2.75%13h-0.40% · 14h-0.40% · 14h-0.40%14h0.25% · 15h0.25% · 15h0.25%15h-1.05% · 16h-1.05% · 16h-1.05%16h-6.65% · 17h-6.65% · 17h-6.65%17h1.05% · 18h1.05% · 18h1.05%18h5.05% · 19h5.05% · 19h5.05%19h10.35% · 20h10.35% · 20h10.35%20h★ BEST-10.20% · 21h-10.20% · 21h-10.20%21h▼ WORST1.40% · 22h1.40% · 22h1.40%22h-3.30% · 23h-3.30% · 23h-3.30%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.90%)RUNSup max 3 · down max 3BREADTH38% up · 50% down · 13% flat
9 up bars · 12 down · best 10.35% · worst -10.20% · typical |Δ| 1.996%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.03%FINAL-5.03%MAX DD-11.95%RECOVERYONGOING · 4 barsMAX RUN-UP+7.86%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9497 · peak 1.0786 · range [0.9208, 1.0786]1.07860.9208break-even = 1★ PEAK 1.0786UNDERWATER DRAWDOWN · max -11.95% · significant0%-11.95%▼ TROUGH -11.95%TOP DRAWDOWN PERIODS · 3 total#1 -11.95%bar 22-25 · 4 bars · ONGOING#2 -8.66%bar 6-20 · 15 bars · recovered#3 -0.15%bar 3-3 · 1 bars · recoveredDD SEVERITYsignificant (max -11.95%)RECOVERYongoing · 4 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9497 (-5.03%) · max DD -11.95% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-11.95 · σ=20.70MIXED EDGELAST 7.31 (+0.93σ vs μ)53.0726.540.00-26.54-53.07μ = -11.95-24.12-24.12-29.44-29.44-15.62-15.62-30.26-30.26-53.07-53.07-32.86-32.86-36.11-36.1110.8910.893.083.086.166.16-3.92-3.92-35.26-35.26-19.69-19.69-7.21-7.2124.3924.39-3.01-3.012.072.079.659.657.317.31v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 7.314 · range [-53.07, 24.39] · μ -11.948 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=272.7240 · σ=252.0501 · range [42.2129, 705.1159] · R²=0.834▲ RISING +1045.69%σ EXTREME 92.42%LAST 658.7643705.1159539.3901373.6644207.938742.2129μ = 272.7240max 705.1159min 42.2129dataMA(3)OLS R²=0.83μ lineμ ± σ bandmaxmin
latest 658.76% · range [42.21%, 705.12%] · μ 272.72% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.076 · σ=0.321CLOSE TO MARTINGALELAST -0.289 (-0.66σ vs μ)0.5740.2870.000-0.287-0.574μ = -0.0760.2730.2730.2920.2920.2660.2660.0820.0820.4240.4240.0960.096-0.032-0.032-0.447-0.447-0.564-0.564-0.574-0.574-0.536-0.5360.0120.012-0.140-0.1400.0420.0420.3470.347-0.162-0.162-0.248-0.248-0.292-0.292-0.289-0.289v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.289 · |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
19.3197
p-VALUE (log scale)
< 0.0001
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
6.0908
p-VALUE (log scale)
0.2969
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

H₀: p has a unit root (non-stationary)

STATISTIC
-3.6804
p-VALUE (log scale)
0.0048
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.7845
p-VALUE (log scale)
0.4328
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1630
p-VALUE (log scale)
0.4214
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
-1.0840
p-VALUE (log scale)
0.2784
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.670 ≈ 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=1.37e-3 · top T=2.18h (17.6%) · top-3 cover 45.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.9e-32.2e-31.4e-37.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.74e-5 · 0.1% energyperiod 24.0 · power 1.74e-5 · 0.1% energyperiod 12.0 · power 1.54e-4 · 0.9% energyperiod 12.0 · power 1.54e-4 · 0.9% energyperiod 8.0 · power 1.18e-3 · 7.2% energyperiod 8.0 · power 1.18e-3 · 7.2% energyperiod 6.0 · power 2.39e-3 · 14.5% energyperiod 6.0 · power 2.39e-3 · 14.5% energyperiod 4.8 · power 2.12e-3 · 12.9% energyperiod 4.8 · power 2.12e-3 · 12.9% energyperiod 4.0 · power 1.45e-3 · 8.8% energyperiod 4.0 · power 1.45e-3 · 8.8% energyperiod 3.4 · power 9.46e-4 · 5.8% energyperiod 3.4 · power 9.46e-4 · 5.8% energyperiod 3.0 · power 1.24e-3 · 7.5% energyperiod 3.0 · power 1.24e-3 · 7.5% energyperiod 2.7 · power 2.54e-4 · 1.5% energyperiod 2.7 · power 2.54e-4 · 1.5% energyperiod 2.4 · power 1.84e-3 · 11.2% energyperiod 2.4 · power 1.84e-3 · 11.2% energyperiod 2.2 · power 2.89e-3 · 17.6% energyperiod 2.2 · power 2.89e-3 · 17.6% energyperiod 2.0 · power 1.96e-3 · 11.9% energyperiod 2.0 · power 1.96e-3 · 11.9% energy50% by T=3.4h#1 dominantT=2.18h#2T=6.00h#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 ≈ 2.18h (freq 0.458) · concentrates 17.6% of total energy · Σ|X̂|²/n = 1.644e-2

▸ Depth section using sovereign-store price series (1101 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 0.288pp · expected |Δp| over horizon 5.60ppterminal variance p(1−p) = 0.1157 · n = 1101✓ n = 1101
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.288pp
one-bar volatility · logit-free
Per-day movedaily
1.41pp
σ × √24
Per-horizon move16d
5.60pp
σ × √377.19391527777776
Terminal variancebinary
0.1157
p(1−p) at resolution
Current pricep
13.4¢
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 0.47pp · ES₉₅ 0.59pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.45pp · unique ratio 0.02✓ n = 1101
VaR 95%
0.47pp
1.645·σ (parametric) of Δp
ES 95%
0.59pp
mean of the tail
Max drawdown
44.4pp
peak 24.0¢ → trough 13.4¢
Median step
0.45pp
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
13.4%
= price
Decimal oddsEU
7.491
total return per $1
AmericanUS
+649
$100 wins $649
FractionalUK
6.49 / 1
profit per $1 risked
Profit per $100stake
+$649.06
clean dollar framing
-1000-5000+500+1000020406080100you · 13.4%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)
0.567 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.567 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.91 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
74892065375939428292480379773204257423203902918902973369583694173326088469048
NO token ID
93174471835483944807515757251824141630614346591791608954747393099566086522046
Snapshot fetched
2026-06-15 01:18:21 UTC
Snapshot age
12ms
History points
25 CLOB mids
Page rendered
2026-06-15 01:18:21 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2c52f80f1f625a2d9cdfa53e5a00ed2ed0d723c4fe08806126336fd7027e4c54 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDDraw100.0¢HL PREDIvory Coast99.6¢HL PREDSpain91.5¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?80¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,494.5HL PERPETH-USD perpetual$1,716.25HL PERPHYPE-USD perpetual$63.61

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
0.133500
(best bid + best ask) / 2
Spread
224.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.334
bid-heavy
Imbalance (top-5)
+0.075
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-low-70-by-end-of-june-776-556-989-392-677-842-888-775-665-545-427-841/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1552251627.36bp0.16300015FILLED
BUY$10.00K0.1762683203.57bp0.39000038FILLED
BUY$100.00K0.58066533495.52bp0.99700076FILLED
SELL$1.00K0.0870993475.72bp0.05600025FILLED
SELL$10.00K0.0078369413.07bp0.00100070PARTIAL
SELL$100.00K0.0078369413.07bp0.00100070PARTIAL

Risk metrics

▸ sovereign store · 1,101 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2331.57%
σ per bar = 0.017609
Mean return (annualised)
18325.40%
μ per bar = 0.000105
Sharpe (rf=0)
7.86
annualised; risk-free assumed zero
Max drawdown
44.37%
peak 0.24 → trough 0.13 over 637 bars

/api/asset/pm-will-crude-oil-cl-hit-low-70-by-end-of-june-776-556-989-392-677-842-888-775-665-545-427-841/risk · same metrics, JSON