POLYMARKET · PREDICTION MARKET · ENTERTAINMENT

Will "Disclosure Day" Opening Weekend Box Office be between 39m and 43m?

YES · live
4.6¢
NO · live
95.4¢

▸ Advanced metrics · M2M bundle

polymarket · will-disclosure-day-opening-weekend-box-office-be-between-39m-and-43m · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
352.87%
max drawdown
83.33%
sharpe
—
ulcer index
51.97%
RMS drawdown
pain index
48.34%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
82.49%
cond. drawdown
gain/pain
0.28
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.28
upside/downside
roll spread
15.9 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-disclosure-day-opening-weekend-box-office-be-between-39m-and-43m/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
4.6¢
NO · live
95.4¢
YES price · live 24h
n=25 · μ=0.1182 · σ=0.0720 · range [0.0115, 0.2795] · R²=0.086▼ FALLING -45.88%σ EXTREME 60.94%LAST 0.04600.27950.21250.14550.07850.0115μ = 0.1182max 0.2795min 0.0115dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.60¢
YES / NO split · live
YES 4.6%NO 95.4%NO95.4%95.40¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.269 / 1.00 bits (27%) · informative — one side favoured
YES
4.6%4.6¢21.74×▬ +0.00pp
NO
95.4%95.4¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,320 · μ=305.0 · σ=414.9 · CV=1.36BURSTY · concentratedcumulative energy ↗ · 50% by h=1303466931,0391,385μ = 3051,38550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7320bp moved · peak 1385bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
4.60¢ (4.60%)
▼NO mid
95.40¢ (95.40%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.2k
≋liquidity $
$5.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1182 · σ=0.0720 · range [0.0115, 0.2795] · R²=0.086▼ FALLING -45.88%σ EXTREME 60.94%LAST 0.04600.27950.21250.14550.07850.0115μ = 0.1182max 0.2795min 0.0115dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.60¢
NO price · CLOB mid
n=25 · μ=0.8818 · σ=0.0720 · range [0.7205, 0.9885] · R²=0.086▲ RISING +4.26%σ HIGH 8.17%LAST 0.95400.98850.92150.85450.78750.7205μ = 0.8818max 0.9885min 0.7205dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.40¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0490 · skew=0.79 (right-skewed) · kurt=1.73 (leptokurtic (fat tails))1296301-9.71ppbin -9.71pp · n=1 · 8.3% peakbin -9.71pp · n=1 · 8.3% peak2-7.23ppbin -7.23pp · n=2 · 16.7% peakbin -7.23pp · n=2 · 16.7% peak1-4.75ppbin -4.75pp · n=1 · 8.3% peakbin -4.75pp · n=1 · 8.3% peak3-2.27ppbin -2.27pp · n=3 · 25.0% peakbin -2.27pp · n=3 · 25.0% peak120.21ppbin 0.21pp · n=12 · 100.0% peakbin 0.21pp · n=12 · 100.0% peak32.69ppbin 2.69pp · n=3 · 25.0% peakbin 2.69pp · n=3 · 25.0% peak5.17pp7.65pp10.13pp212.61ppbin 12.61pp · n=2 · 16.7% peakbin 12.61pp · n=2 · 16.7% 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=0.83 · kurt=2.14 · near 10 / mid 14 / far 0 · OLS slope=0.93 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN11.82¢95% CI: [8.99¢, 14.64¢]
σ STD DEV7.20ppσ² = 51.868 · CV = 60.94%
med MEDIAN14.15¢Q₁ 4.90¢ · Q₃ 15.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 26.80pp · IQR 10.85pp (1.349σ→9.72pp)
min 1.15¢Q₁ 4.90¢med 14.15¢Q₃ 15.75¢max 27.95¢μ
SKEWNESS · G₁-0.084approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.870mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.32
σ × 1.349 ↔ IQRconsistent with normalratio = 0.90
range ↔ σconcentrated (range < 4σ)range / σ = 3.72
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) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.282within white-noise band
ρ(2) AUTOCORR-0.008lag-2 not significant
H · HURST EXPONENT0.768strongly persistent
OLS TREND · t-STAT+1.467fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.768
H = 0.768STRONGLY 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=1-0.282k=2-0.008k=3+0.221k=4-0.025k=5-0.1600+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|=1.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.47)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 ID2470964
SLUGwill-disclosure-…-39m-and-43m
CATEGORYEntertainment
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES4.60¢implied prob 4.60% · decimal odds 21.74×
COUNTER · NO95.40¢implied prob 95.40% · decimal odds 1.05×
4.60¢
95.40¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.22k USD 24h
LIQUIDITY5.26k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.908 · entropy 0.269 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 4.6%NO 95.4%YES p̂4.6%H = 0.269 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES21.74×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.269 bits (27% 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 · HIGHresolves 2026-06-15 12:00 UTC
0days
22hrs
23min
22.4 hours·θ = 35.282 pp/day
YES →$1.00(P = 4.6%)
NO →$0.00(P = 95.4%)
current: $0.0460 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+11.2hRESOLVESP projection · σ=7.20% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 35.282 pp/day
now22.39h left
35.282 pp/day×1.00
−25%16.79h left
40.740 pp/day×1.15
−50%11.19h left
49.896 pp/day×1.41
−75%5.60h left
70.564 pp/day×2.00
−90%2.24h left
111.572 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 13.85% · worst -10.95% · typical |Δ| 3.05%BEARISH SESSION -3.90%BEST+13.85%6hWORST-10.95%14hTYPICAL |Δ|3.05%mean absoluteCUMULATIVE-3.90%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.81% · Σ +5.65%EUROPE · 08-16 UTCμ +0.59% · Σ +4.70%US · 16-24 UTCμ -1.68% · Σ -13.40%CUMULATIVE Δ PATH · final -3.90%+19.45%-7.35%-7.00% · 1h-7.00% · 1h-7.00%1h-0.05% · 2h-0.05% · 2h-0.05%2h-0.30% · 3h-0.30% · 3h-0.30%3h0.05% · 4h0.05% · 4h0.05%4h0.60% · 5h0.60% · 5h0.60%5h13.85% · 6h13.85% · 6h13.85%6h★ BEST-1.50% · 7h-1.50% · 7h-1.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h1.50% · 9h1.50% · 9h1.50%9h3.80% · 10h3.80% · 10h3.80%10h-2.40% · 11h-2.40% · 11h-2.40%11h-0.80% · 12h-0.80% · 12h-0.80%12h12.20% · 13h12.20% · 13h12.20%13h-10.95% · 14h-10.95% · 14h-10.95%14h▼ WORST1.85% · 15h1.85% · 15h1.85%15h0.25% · 16h0.25% · 16h0.25%16h-3.55% · 17h-3.55% · 17h-3.55%17h0.00% · 18h0.00% · 18h·18h-1.05% · 19h-1.05% · 19h-1.05%19h-0.85% · 20h-0.85% · 20h-0.85%20h-0.75% · 21h-0.75% · 21h-0.75%21h-8.00% · 22h-8.00% · 22h-8.00%22h0.55% · 23h0.55% · 23h0.55%23h-0.85% · 24h-0.85% · 24h-0.85%24hTIME PATTERNAsia-led (+5.65%)RUNSup max 3 · down max 4BREADTH38% up · 58% down · 4% flat
9 up bars · 14 down · best 13.85% · worst -10.95% · typical |Δ| 3.050%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -6.70%FINAL-6.70%MAX DD-21.68%RECOVERYONGOING · 11 barsMAX RUN-UP+19.12%UNDERWATER21/25 (84%)STREAK↘ 1EQUITY CURVE · end 0.9330 · peak 1.1912 · range [0.9267, 1.1912]1.19120.9267break-even = 1★ PEAK 1.1912UNDERWATER DRAWDOWN · max -21.68% · severe0%-21.68%▼ TROUGH -21.68%TOP DRAWDOWN PERIODS · 4 total#1 -21.68%bar 15-25 · 11 bars · ONGOING#2 -7.33%bar 2-6 · 5 bars · recovered#3 -3.18%bar 12-13 · 2 bars · recoveredDD SEVERITYsevere (max -21.68%)RECOVERYongoing · 11 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9330 (-6.70%) · max DD -21.68% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=-3.16 · σ=39.43MIXED EDGELAST -55.46 (-1.33σ vs μ)73.5236.760.00-36.76-73.52μ = -3.1616.3516.3534.0634.0632.6432.6438.1038.1049.1249.1238.2938.290.690.6940.6240.626.866.867.577.570.310.31-2.07-2.07-0.41-0.41-45.37-45.37-29.17-29.17-68.60-68.60-73.52-73.52-49.98-49.98-55.46-55.46v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -55.460 · range [-73.52, 49.12] · μ -3.156 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=483.7730 · σ=198.8535 · range [126.6272, 713.6857] · R²=0.240▼ FALLING -54.86%σ EXTREME 41.10%LAST 288.2623713.6857566.9211420.1565273.3918126.6272μ = 483.7730max 713.6857min 126.6272dataMA(3)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 288.26% · range [126.63%, 713.69%] · μ 483.77% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.327 · σ=0.199MEAN-REVERSIONLAST -0.362 (-0.18σ vs μ)0.6280.3140.000-0.314-0.628μ = -0.3270.0300.030-0.279-0.279-0.249-0.249-0.286-0.286-0.346-0.346-0.212-0.212-0.060-0.060-0.158-0.158-0.525-0.525-0.585-0.585-0.579-0.579-0.573-0.573-0.543-0.543-0.271-0.271-0.142-0.142-0.628-0.628-0.096-0.096-0.355-0.355-0.362-0.362v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.362 · |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
11.8811
p-VALUE (log scale)
0.0026
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
4.4594
p-VALUE (log scale)
0.4867
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
-1.6701
p-VALUE (log scale)
0.4523
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
-0.4296
p-VALUE (log scale)
0.6675
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
0.2928
p-VALUE (log scale)
0.1947
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
-1.2566
p-VALUE (log scale)
0.2089
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.618 ≈ 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=2.58e-3 · top T=3.43h (28.1%) · top-3 cover 55.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)8.7e-36.5e-34.3e-32.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.71e-3 · 12.0% energyperiod 24.0 · power 3.71e-3 · 12.0% energyperiod 12.0 · power 9.27e-4 · 3.0% energyperiod 12.0 · power 9.27e-4 · 3.0% energyperiod 8.0 · power 8.81e-4 · 2.8% energyperiod 8.0 · power 8.81e-4 · 2.8% energyperiod 6.0 · power 1.20e-3 · 3.9% energyperiod 6.0 · power 1.20e-3 · 3.9% energyperiod 4.8 · power 1.47e-4 · 0.5% energyperiod 4.8 · power 1.47e-4 · 0.5% energyperiod 4.0 · power 1.50e-4 · 0.5% energyperiod 4.0 · power 1.50e-4 · 0.5% energyperiod 3.4 · power 8.69e-3 · 28.1% energyperiod 3.4 · power 8.69e-3 · 28.1% energyperiod 3.0 · power 3.13e-3 · 10.1% energyperiod 3.0 · power 3.13e-3 · 10.1% energyperiod 2.7 · power 3.66e-3 · 11.8% energyperiod 2.7 · power 3.66e-3 · 11.8% energyperiod 2.4 · power 4.12e-3 · 13.3% energyperiod 2.4 · power 4.12e-3 · 13.3% energyperiod 2.2 · power 4.27e-3 · 13.8% energyperiod 2.2 · power 4.27e-3 · 13.8% energyperiod 2.0 · power 7.35e-5 · 0.2% energyperiod 2.0 · power 7.35e-5 · 0.2% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.18h#3T=2.40hT=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 ≈ 3.43h (freq 0.292) · concentrates 28.1% of total energy · Σ|X̂|²/n = 3.096e-2

▸ Depth section using sovereign-store price series (3313 bars · effective 1752810 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 0.9 d · σ/bar 0.271pp · expected |Δp| over horizon 1.28ppterminal variance p(1−p) = 0.0439 · n = 3313✓ n = 3313
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.271pp
one-bar volatility · logit-free
Per-day movedaily
1.33pp
σ × √24
Per-horizon move1d
1.28pp
σ × √22.38981861111111
Terminal variancebinary
0.0439
p(1−p) at resolution
Current pricep
4.6¢
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 0.45pp · ES₉₅ 0.56pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 3313
VaR 95%
0.45pp
1.645·σ (parametric) of Δp
ES 95%
0.56pp
mean of the tail
Max drawdown
83.8pp
peak 27.4¢ → trough 4.5¢
Median step
0.15pp
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
4.6%
= price
Decimal oddsEU
21.739
total return per $1
AmericanUS
+2074
$100 wins $2074
FractionalUK
20.74 / 1
profit per $1 risked
Profit per $100stake
+$2073.91
clean dollar framing
-1000-5000+500+1000020406080100you · 4.6%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)
0.269 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.269 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.44 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
108749950634766327956372131177165997499493649319548603090320726466610920610316
NO token ID
62599153533747839227551125751877984520079863417499721485793783483828643891845
Snapshot fetched
2026-06-14 13:36:36 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:36:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
bf8744551f57feac0d6bfa73e04e06b7af01fd510460a1589be57b3875c143e5 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.2¢HL PREDSpain90.3¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?13¢HL PERPBTC-USD perpetual$64,237.5HL PERPETH-USD perpetual$1,664.95HL PERPHYPE-USD perpetual$60.83

Also see: /arb opportunities · RSS feed · more in Entertainment

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
0.046000
(best bid + best ask) / 2
Spread
1739.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.351
ask-heavy
Imbalance (top-5)
+0.114
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-disclosure-day-opening-weekend-box-office-be-between-39m-and-43m/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.32169559933.70bp0.52000047FILLED
BUY$10.00K0.663142134161.25bp0.90000066FILLED
BUY$100.00K0.887923183026.76bp0.99900077PARTIAL
SELL$1.00K0.0029259364.04bp0.00100019PARTIAL
SELL$10.00K0.0029259364.04bp0.00100019PARTIAL
SELL$100.00K0.0029259364.04bp0.00100019PARTIAL

Risk metrics

▸ sovereign store · 3,313 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2270.30%
σ per bar = 0.017148
Mean return (annualised)
-61665.21%
μ per bar = -0.000352
Sharpe (rf=0)
-27.16
annualised; risk-free assumed zero
Max drawdown
83.76%
peak 0.27 → trough 0.04 over 1693 bars

/api/asset/pm-will-disclosure-day-opening-weekend-box-office-be-between-39m-and-43m/risk · same metrics, JSON