POLYMARKET · PREDICTION MARKET · ENTERTAINMENT

Will "Disclosure Day" Opening Weekend Box Office be between 43m and 47m?

YES · live
94.5¢
NO · live
5.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-disclosure-day-opening-weekend-box-office-be-between-43m-and-47m · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
341.81%
max drawdown
3.01%
sharpe
—
ulcer index
1.38%
RMS drawdown
pain index
0.80%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.01%
cond. drawdown
gain/pain
5.89
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
5.89
upside/downside
roll spread
2.6 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-43m-and-47m/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
94.5¢
NO · live
5.5¢
YES price · live 24h
n=25 · μ=0.8362 · σ=0.0579 · range [0.7050, 0.9450] · R²=0.169▲ RISING +28.57%σ HIGH 6.92%LAST 0.94500.94500.88500.82500.76500.7050μ = 0.8362max 0.9450min 0.7050dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 94.50¢
YES / NO split · live
YES 94.5%NO 5.5%YES94.5%94.50¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.307 / 1.00 bits (31%) · informative — one side favoured
YES
94.5%94.5¢1.06×▬ +0.00pp
NO
5.5%5.5¢18.18×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,100 · μ=337.5 · σ=366.3 · CV=1.09BURSTYcumulative energy ↗ · 50% by h=1203136259381,250μ = 3371,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8100bp moved · peak 1250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
94.50¢ (94.50%)
▼NO mid
5.50¢ (5.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$27.5k
≋liquidity $
$5.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8362 · σ=0.0579 · range [0.7050, 0.9450] · R²=0.169▲ RISING +28.57%σ HIGH 6.92%LAST 0.94500.94500.88500.82500.76500.7050μ = 0.8362max 0.9450min 0.7050dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 94.50¢
NO price · CLOB mid
n=25 · μ=0.1638 · σ=0.0579 · range [0.0550, 0.2950] · R²=0.169▼ FALLING -79.25%σ EXTREME 35.35%LAST 0.05500.29500.23500.17500.11500.0550μ = 0.1638max 0.2950min 0.0550dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 5.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0090 · σ=0.0469 · skew=-0.01 (symmetric) · kurt=0.74 (mesokurtic)864202-9.35ppbin -9.35pp · n=2 · 25.0% peakbin -9.35pp · n=2 · 25.0% peak-7.05pp-4.75pp4-2.45ppbin -2.45pp · n=4 · 50.0% peakbin -2.45pp · n=4 · 50.0% peak6-0.15ppbin -0.15pp · n=6 · 75.0% peakbin -0.15pp · n=6 · 75.0% peak82.15ppbin 2.15pp · n=8 · 100.0% peakbin 2.15pp · n=8 · 100.0% peak14.45ppbin 4.45pp · n=1 · 12.5% peakbin 4.45pp · n=1 · 12.5% peak6.75pp29.05ppbin 9.05pp · n=2 · 25.0% peakbin 9.05pp · n=2 · 25.0% peak111.35ppbin 11.35pp · n=1 · 12.5% peakbin 11.35pp · n=1 · 12.5% 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=0.06 · kurt=1.12 · near 15 / mid 9 / far 0 · OLS slope=0.98 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 MEAN83.62¢95% CI: [81.35¢, 85.89¢]
σ STD DEV5.79ppσ² = 33.527 · CV = 6.92%
med MEDIAN83.00¢Q₁ 80.50¢ · Q₃ 86.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 24.00pp · IQR 6.00pp (1.349σ→7.81pp)
min 70.50¢Q₁ 80.50¢med 83.00¢Q₃ 86.50¢max 94.50¢μ
SKEWNESS · G₁0.130approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.065mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRdiverges from normalratio = 1.30
range ↔ σwide tails (range > 4σ)range / σ = 4.14
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) -0.33 + ADF rejected
ρ(1) AUTOCORR-0.334within white-noise band
ρ(2) AUTOCORR+0.027lag-2 not significant
H · HURST EXPONENT0.795strongly persistent
OLS TREND · t-STAT+2.166significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.795
H = 0.795STRONGLY 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=1-0.334k=2+0.027k=3+0.135k=4-0.045k=5-0.0040+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|=2.17)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.33 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.92very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.17)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 ID2470965
SLUGwill-disclosure-…-43m-and-47m
CATEGORYEntertainment
TWO-SIDED PRICINGFAVOURS YES (95¢)
PRIMARY · YES94.50¢implied prob 94.50% · decimal odds 1.06×
COUNTER · NO5.50¢implied prob 5.50% · decimal odds 18.18×
94.50¢
5.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME27.47k USD 24h
LIQUIDITY5.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (95¢)|primary − counter| = 0.890 · entropy 0.307 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 94.5%NO 5.5%YES p̂94.5%H = 0.307 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.06×(95¢)NO18.18×(6¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.307 bits (31% 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 = 28.366 pp/day
YES →$1.00(P = 94.5%)
NO →$0.00(P = 5.5%)
current: $0.9450 · expected return per side: $0.06 on YES hit · $0.94 on NO hit
0%25%50%75%100%YES $1NO $0NOW+11.2hRESOLVESP projection · σ=5.79% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 28.366 pp/day
now22.39h left
28.366 pp/day×1.00
−25%16.79h left
32.754 pp/day×1.15
−50%11.19h left
40.116 pp/day×1.41
−75%5.60h left
56.732 pp/day×2.00
−90%2.24h left
89.702 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 12.50% · worst -10.50% · typical |Δ| 3.37%MILD BULLISH +21.00%BEST+12.50%14hWORST-10.50%6hTYPICAL |Δ|3.37%mean absoluteCUMULATIVE+21.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.29% · Σ +9.00%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ +1.75% · Σ +14.00%CUMULATIVE Δ PATH · final +21.00%+21.00%-3.00%10.00% · 1h10.00% · 1h10.00%1h3.00% · 2h3.00% · 2h3.00%2h-2.00% · 3h-2.00% · 3h-2.00%3h2.50% · 4h2.50% · 4h2.50%4h3.50% · 5h3.50% · 5h3.50%5h-10.50% · 6h-10.50% · 6h-10.50%6h▼ WORST2.50% · 7h2.50% · 7h2.50%7h-1.00% · 8h-1.00% · 8h-1.00%8h1.00% · 9h1.00% · 9h1.00%9h-2.00% · 10h-2.00% · 10h-2.00%10h-2.00% · 11h-2.00% · 11h-2.00%11h1.00% · 12h1.00% · 12h1.00%12h-9.00% · 13h-9.00% · 13h-9.00%13h12.50% · 14h12.50% · 14h12.50%14h★ BEST-2.50% · 15h-2.50% · 15h-2.50%15h0.00% · 16h0.00% · 16h·16h2.00% · 17h2.00% · 17h2.00%17h0.50% · 18h0.50% · 18h0.50%18h2.50% · 19h2.50% · 19h2.50%19h-1.00% · 20h-1.00% · 20h-1.00%20h2.00% · 21h2.00% · 21h2.00%21h8.00% · 22h8.00% · 22h8.00%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+14.00%)RUNSup max 3 · down max 2BREADTH54% up · 33% down · 13% flat
13 up bars · 8 down · best 12.50% · worst -10.50% · typical |Δ| 3.375%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +19.88%FINAL+19.88%MAX DD-19.03%RECOVERYFULLY RECOVEREDMAX RUN-UP+19.88%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 1.1988 · peak 1.1988 · range [0.9538, 1.1988]1.19880.9538break-even = 1★ PEAK 1.1988UNDERWATER DRAWDOWN · max -19.03% · severe0%-19.03%▼ TROUGH -19.03%TOP DRAWDOWN PERIODS · 2 total#1 -19.03%bar 7-22 · 16 bars · recovered#2 -2.00%bar 4-4 · 1 bars · recoveredDD SEVERITYsevere (max -19.03%)RECOVERYfully recoveredTIME UNDER WATER68% of session · 17/25 bars
final equity 1.1988 (19.88%) · max DD -19.03% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −8 (53% positive) · μ=10.54 · σ=34.61MIXED EDGELAST 54.99 (+1.28σ vs μ)71.3635.680.00-35.68-71.36μ = 10.5414.8014.80-2.87-2.87-14.96-14.96-5.97-5.97-20.06-20.06-41.34-41.34-4.20-4.20-50.76-50.763.333.33-4.40-4.400.000.008.908.907.797.7944.9544.9512.5512.5567.9067.9071.3671.3658.3358.3354.9954.99v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 54.991 · range [-50.76, 71.36] · μ 10.543 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=448.3846 · σ=182.5748 · range [129.0116, 664.2379] · R²=0.161▼ FALLING -52.39%σ EXTREME 40.72%LAST 305.3211664.2379530.4313396.6248262.8182129.0116μ = 448.3846max 664.2379min 129.0116dataMA(3)OLS R²=0.16μ lineμ ± σ bandmaxmin
latest 305.32% · range [129.01%, 664.24%] · μ 448.38% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.387 · σ=0.219MEAN-REVERSIONLAST -0.177 (+0.96σ vs μ)0.7630.3820.000-0.382-0.763μ = -0.387-0.076-0.076-0.449-0.449-0.472-0.472-0.438-0.438-0.613-0.613-0.300-0.300-0.223-0.223-0.265-0.265-0.480-0.480-0.596-0.596-0.623-0.623-0.626-0.626-0.611-0.611-0.260-0.260-0.090-0.090-0.763-0.763-0.022-0.022-0.277-0.277-0.177-0.177v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.177 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.8662
p-VALUE (log scale)
0.2386
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
3.6464
p-VALUE (log scale)
0.6037
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
-2.3070
p-VALUE (log scale)
0.1774
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
1.9501
p-VALUE (log scale)
0.0512
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3195
p-VALUE (log scale)
0.1481
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
-1.7105
p-VALUE (log scale)
0.0872
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.480 ≈ 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=2.35e-3 · top T=3.43h (24.2%) · top-3 cover 58.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)6.8e-35.1e-33.4e-31.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.81e-3 · 9.9% energyperiod 24.0 · power 2.81e-3 · 9.9% energyperiod 12.0 · power 7.24e-4 · 2.6% energyperiod 12.0 · power 7.24e-4 · 2.6% energyperiod 8.0 · power 3.73e-4 · 1.3% energyperiod 8.0 · power 3.73e-4 · 1.3% energyperiod 6.0 · power 9.64e-4 · 3.4% energyperiod 6.0 · power 9.64e-4 · 3.4% energyperiod 4.8 · power 2.70e-4 · 1.0% energyperiod 4.8 · power 2.70e-4 · 1.0% energyperiod 4.0 · power 9.21e-4 · 3.3% energyperiod 4.0 · power 9.21e-4 · 3.3% energyperiod 3.4 · power 6.84e-3 · 24.2% energyperiod 3.4 · power 6.84e-3 · 24.2% energyperiod 3.0 · power 2.89e-3 · 10.2% energyperiod 3.0 · power 2.89e-3 · 10.2% energyperiod 2.7 · power 2.62e-3 · 9.3% energyperiod 2.7 · power 2.62e-3 · 9.3% energyperiod 2.4 · power 5.45e-3 · 19.3% energyperiod 2.4 · power 5.45e-3 · 19.3% energyperiod 2.2 · power 4.26e-3 · 15.1% energyperiod 2.2 · power 4.26e-3 · 15.1% energyperiod 2.0 · power 1.04e-4 · 0.4% energyperiod 2.0 · power 1.04e-4 · 0.4% energy50% by T=3.0h#1 dominantT=3.43h#2T=2.40h#3T=2.18hT=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 24.2% of total energy · Σ|X̂|²/n = 2.823e-2

▸ Depth section using sovereign-store price series (3032 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 0.263pp · expected |Δp| over horizon 1.24ppterminal variance p(1−p) = 0.0520 · n = 3032✓ n = 3032
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.263pp
one-bar volatility · logit-free
Per-day movedaily
1.29pp
σ × √24
Per-horizon move1d
1.24pp
σ × √22.38967027777778
Terminal variancebinary
0.0520
p(1−p) at resolution
Current pricep
94.5¢
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 0.43pp · ES₉₅ 0.54pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 3032
VaR 95%
0.43pp
1.645·σ (parametric) of Δp
ES 95%
0.54pp
mean of the tail
Max drawdown
12.7pp
peak 82.5¢ → trough 72.0¢
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
94.5%
= price
Decimal oddsEU
1.058
total return per $1
AmericanUS
-1718
risk $1718 to win $100
FractionalUK
0.06 / 1
profit per $1 risked
Profit per $100stake
+$5.82
clean dollar framing
-1000-5000+500+1000020406080100you · 94.5%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)
0.307 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.307 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.08 bit
self-information
Surprise · NO−log₂(1−p)
4.18 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
114319512016607434776163473100883041086024430120026600023580513832055692817396
NO token ID
12548906119449033752730322203749663073582828329590205220613983401687839482734
Snapshot fetched
2026-06-14 13:36:37 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:36:37 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4768e9689c4b1177fc6bdca49cae5278704ee478e4f4f48de54f79a98102ff81 · 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
0.945000
(best bid + best ask) / 2
Spread
105.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.460
bid-heavy
Imbalance (top-5)
-0.939
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-disclosure-day-opening-weekend-box-office-be-between-43m-and-47m/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.954766103.34bp0.9700002FILLED
BUY$10.00K0.970918274.26bp0.9900004PARTIAL
BUY$100.00K0.970918274.26bp0.9900004PARTIAL
SELL$1.00K0.6813422790.03bp0.52000018FILLED
SELL$10.00K0.3466546331.70bp0.01000048PARTIAL
SELL$100.00K0.3466546331.70bp0.01000048PARTIAL

Risk metrics

▸ sovereign store · 3,032 barsperiods/year ≈ 1.75M
Realized vol (annualised)
439.96%
σ per bar = 0.003323
Mean return (annualised)
9632.84%
μ per bar = 0.000055
Sharpe (rf=0)
21.89
annualised; risk-free assumed zero
Max drawdown
12.73%
peak 0.82 → trough 0.72 over 963 bars

/api/asset/pm-will-disclosure-day-opening-weekend-box-office-be-between-43m-and-47m/risk · same metrics, JSON