POLYMARKET · PREDICTION MARKET · TRUMP ANNOUNCES US BLOCKADE OF HORMUZ LIFTED BY...?

Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 21, 2026?

YES · live
62.5¢
NO · live
37.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-21-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
502.49%
max drawdown
0.98%
sharpe
—
ulcer index
0.27%
RMS drawdown
pain index
0.07%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.98%
cond. drawdown
gain/pain
35.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
35.00
upside/downside
roll spread
15.0 bps
implied (price-only)
bars used
445
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH17ms⏱--:--:-- 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
62.5¢
NO · live
37.5¢
YES price · live 24h
n=21 · μ=0.5990 · σ=0.0834 · range [0.4050, 0.7300] · R²=0.154▼ FALLING -9.16%σ HIGH 13.92%LAST 0.59500.73000.64870.56750.48630.4050μ = 0.5990max 0.7300min 0.4050dataMA(4)OLS R²=0.15μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 59.50¢
YES / NO split · live
YES 62.5%NO 37.5%YES62.5%62.50¢ · odds 1/1.60
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.954 / 1.00 bits (95%) · max uncertainty (~50/50)
YES
62.5%62.5¢1.60×▬ +0.00pp
NO
37.5%37.5¢2.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=8,000 · μ=400.0 · σ=482.3 · CV=1.21BURSTY · concentratedcumulative energy ↗ · 50% by h=1504388751,3131,750μ = 4001,75050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 8000bp moved · peak 1750bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17ms
▲YES mid
62.50¢ (62.50%)
▼NO mid
37.50¢ (37.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.9k
≋liquidity $
$35.0k
◳history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.5990 · σ=0.0834 · range [0.4050, 0.7300] · R²=0.154▼ FALLING -9.16%σ HIGH 13.92%LAST 0.59500.73000.64870.56750.48630.4050μ = 0.5990max 0.7300min 0.4050dataMA(4)OLS R²=0.15μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 59.50¢
NO price · CLOB mid
n=21 · μ=0.4012 · σ=0.0820 · range [0.2750, 0.5900] · R²=0.157▲ RISING +17.39%σ EXTREME 20.45%LAST 0.40500.59000.51120.43250.35380.2750μ = 0.4012max 0.5900min 0.2750dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 40.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=-0.0018 · σ=0.0581 · skew=-0.91 (left-skewed) · kurt=0.96 (mesokurtic)1186301-16.13ppbin -16.13pp · n=1 · 9.1% peakbin -16.13pp · n=1 · 9.1% peak-13.38pp-10.63pp3-7.88ppbin -7.88pp · n=3 · 27.3% peakbin -7.88pp · n=3 · 27.3% peak-5.13pp-2.38pp110.37ppbin 0.37pp · n=11 · 100.0% peakbin 0.37pp · n=11 · 100.0% peak13.12ppbin 3.12pp · n=1 · 9.1% peakbin 3.12pp · n=1 · 9.1% peak25.88ppbin 5.88pp · n=2 · 18.2% peakbin 5.88pp · n=2 · 18.2% peak28.63ppbin 8.63pp · n=2 · 18.2% peakbin 8.63pp · n=2 · 18.2% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=20
Q-Q plot · standardised Δp vs N(0,1)
n=20 · skew=-0.87 · kurt=1.19 · near 14 / mid 6 / far 0 · OLS slope=0.97 intercept=0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=21LEFT-SKEWED (G₁=-0.59)
μ MEAN59.90¢95% CI: [56.34¢, 63.47¢]
σ STD DEV8.34ppσ² = 69.515 · CV = 13.92%
med MEDIAN59.50¢Q₁ 59.00¢ · Q₃ 65.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 32.50pp · IQR 6.00pp (1.349σ→11.25pp)
min 40.50¢Q₁ 59.00¢med 59.50¢Q₃ 65.00¢max 73.00¢μ
SKEWNESS · G₁-0.592left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.213mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRdiverges from normalratio = 1.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.90
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.218within white-noise band
ρ(2) AUTOCORR-0.194lag-2 not significant
H · HURST EXPONENT0.836strongly persistent
OLS TREND · t-STAT-1.860fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.836
H = 0.836STRONGLY 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+0.218k=2-0.194k=3-0.124k=4-0.106k=5-0.1330+1−1+0.45−0.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]MARGINAL @ 10% (|t|=1.86)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.86)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 ID2535422
SLUGwill-donald-trum…june-21-2026
CATEGORYTrump announces US blockade of Hormuz lifted by...?
TWO-SIDED PRICINGFAVOURS YES (63¢)
PRIMARY · YES62.50¢implied prob 62.50% · decimal odds 1.60×
COUNTER · NO37.50¢implied prob 37.50% · decimal odds 2.67×
62.50¢
37.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.90k USD 24h
LIQUIDITY34.99k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (63¢)|primary − counter| = 0.250 · entropy 0.954 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 62.5%NO 37.5%YES p̂62.5%H = 0.954 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.60×(63¢)NO2.67×(38¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.954 bits (95% of max) · maximum uncertainty (~50/50)
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 · LOWresolves 2026-06-21 00:00 UTC
6days
06hrs
55min
6.29 days·θ = 40.846 pp/day
YES →$1.00(P = 62.5%)
NO →$0.00(P = 37.5%)
current: $0.6250 · expected return per side: $0.38 on YES hit · $0.63 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.1dRESOLVESP projection · σ=8.34% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 40.846 pp/day
now6.29d left
40.846 pp/day×1.00
−25%4.72d left
47.165 pp/day×1.15
−50%3.14d left
57.765 pp/day×1.41
−75%1.57d left
81.691 pp/day×2.00
−90%15.09h left
129.165 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=20 bars · best 10.00% · worst -17.50% · typical |Δ| 4.00%MILD BEARISH -6.00%BEST+10.00%9hWORST-17.50%15hTYPICAL |Δ|4.00%mean absoluteCUMULATIVE-6.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.93% · Σ -6.50%EUROPE · 08-16 UTCμ -1.44% · Σ -11.50%US · 16-24 UTCμ +2.40% · Σ +12.00%CUMULATIVE Δ PATH · final -6.00%+7.50%-25.00%1.50% · 1h1.50% · 1h1.50%1h-8.00% · 2h-8.00% · 2h-8.00%2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h10.00% · 9h10.00% · 9h10.00%9h★ BEST4.00% · 10h4.00% · 10h4.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h-9.00% · 12h-9.00% · 12h-9.00%12h1.50% · 13h1.50% · 13h1.50%13h0.00% · 14h0.00% · 14h·14h-17.50% · 15h-17.50% · 15h-17.50%15h▼ WORST-7.00% · 16h-7.00% · 16h-7.00%16h5.00% · 17h5.00% · 17h5.00%17h5.00% · 18h5.00% · 18h5.00%18h9.50% · 19h9.50% · 19h9.50%19h-0.50% · 20h-0.50% · 20h-0.50%20hTIME PATTERNUS-led (+12.00%)RUNSup max 3 · down max 2BREADTH40% up · 35% down · 25% flat
8 up bars · 7 down · best 10.00% · worst -17.50% · typical |Δ| 4.000%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsSEVERE DRAWDOWN -9.52%FINAL-9.52%MAX DD-29.49%RECOVERYONGOING · 10 barsMAX RUN-UP+6.82%UNDERWATER17/21 (81%)STREAK↘ 1EQUITY CURVE · end 0.9048 · peak 1.0682 · range [0.7532, 1.0682]1.06820.7532break-even = 1★ PEAK 1.0682UNDERWATER DRAWDOWN · max -29.49% · severe0%-29.49%▼ TROUGH -29.49%TOP DRAWDOWN PERIODS · 2 total#1 -29.49%bar 12-21 · 10 bars · ONGOING#2 -8.00%bar 3-9 · 7 bars · recoveredDD SEVERITYsevere (max -29.49%)RECOVERYongoing · 10 barsTIME UNDER WATER81% of session · 17/21 bars
final equity 0.9048 (-9.52%) · max DD -29.49% · time-under-water 17/21 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +6 / −9 (38% positive) · μ=-7.73 · σ=41.41MIXED EDGELAST 35.44 (+1.04σ vs μ)78.3739.180.00-39.18-78.37μ = -7.73-31.87-31.87-41.65-41.650.000.00-41.86-41.8639.2339.2359.8159.8156.5856.5812.1212.1216.2016.20-15.26-15.26-59.24-59.24-78.37-78.37-37.81-37.81-28.48-28.48-8.45-8.4535.4435.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 35.439 · range [-78.37, 59.81] · μ -7.726 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=536.5081 · σ=284.3633 · range [20.9284, 1036.4338] · R²=0.672▲ RISING +66.03%σ EXTREME 53.00%LAST 593.23941036.4338782.5575528.6811274.804820.9284μ = 536.5081max 1036.4338min 20.9284dataMA(3)OLS R²=0.67μ lineμ ± σ bandmaxmin
latest 593.24% · range [20.93%, 1036.43%] · μ 536.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +5 / −10 (31% positive) · μ=-0.060 · σ=0.203MEAN-REVERSIONLAST -0.123 (-0.31σ vs μ)0.4710.2350.000-0.235-0.471μ = -0.060-0.471-0.471-0.127-0.1270.0000.000-0.300-0.300-0.044-0.0440.0540.054-0.089-0.0890.1530.1530.1780.178-0.187-0.187-0.282-0.282-0.147-0.147-0.043-0.0430.1310.1310.3300.330-0.123-0.123v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.123 · |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
6.0682
p-VALUE (log scale)
0.0481
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
3.2499
p-VALUE (log scale)
0.6641
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
-1.7734
p-VALUE (log scale)
0.4032
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
0.8257
p-VALUE (log scale)
0.4090
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2255
p-VALUE (log scale)
0.3123
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
1.2690
p-VALUE (log scale)
0.2044
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.284 ≈ 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=10 bins · noise floor μ=3.96e-3 · top T=10.00h (29.9%) · top-3 cover 58.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.2e-28.9e-35.9e-33.0e-30.0e+0μ noise floor2× noise (significance)period 20.0 · power 1.50e-3 · 3.8% energyperiod 20.0 · power 1.50e-3 · 3.8% energyperiod 10.0 · power 1.18e-2 · 29.9% energyperiod 10.0 · power 1.18e-2 · 29.9% energyperiod 6.7 · power 3.13e-3 · 7.9% energyperiod 6.7 · power 3.13e-3 · 7.9% energyperiod 5.0 · power 6.47e-3 · 16.4% energyperiod 5.0 · power 6.47e-3 · 16.4% energyperiod 4.0 · power 4.78e-3 · 12.1% energyperiod 4.0 · power 4.78e-3 · 12.1% energyperiod 3.3 · power 4.10e-3 · 10.4% energyperiod 3.3 · power 4.10e-3 · 10.4% energyperiod 2.9 · power 4.22e-4 · 1.1% energyperiod 2.9 · power 4.22e-4 · 1.1% energyperiod 2.5 · power 3.68e-3 · 9.3% energyperiod 2.5 · power 3.68e-3 · 9.3% energyperiod 2.2 · power 5.27e-4 · 1.3% energyperiod 2.2 · power 5.27e-4 · 1.3% energyperiod 2.0 · power 3.12e-3 · 7.9% energyperiod 2.0 · power 3.12e-3 · 7.9% energy50% by T=5.0h#1 dominantT=10.00h#2T=5.00h#3T=4.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 10.00h (freq 0.100) · concentrates 29.9% of total energy · Σ|X̂|²/n = 3.957e-2

▸ Depth section using sovereign-store price series (445 bars · effective 1753103 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 6.3 d · σ/bar 0.380pp · expected |Δp| over horizon 4.66ppterminal variance p(1−p) = 0.2344 · n = 445✓ n = 445
μ per bar
+0.038pp
average Δp · drift
σ per bar
0.380pp
one-bar volatility · logit-free
Per-day movedaily
1.86pp
σ × √24
Per-horizon move6d
4.66pp
σ × √150.92520916666666
Terminal variancebinary
0.2344
p(1−p) at resolution
Current pricep
62.5¢
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 0.59pp · ES₉₅ 0.74pp · method parametric · drift-correcteddrift +0.038pp/bar · quantised: yes · median step 3.50pp · unique ratio 0.02✓ n = 445
VaR 95%
0.59pp
1.645·σ (parametric) of Δp
ES 95%
0.74pp
mean of the tail
Max drawdown
1.0pp
peak 51.0¢ → trough 50.5¢
Median step
3.50pp
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
62.5%
= price
Decimal oddsEU
1.600
total return per $1
AmericanUS
-167
risk $167 to win $100
FractionalUK
0.60 / 1
profit per $1 risked
Profit per $100stake
+$60.00
clean dollar framing
-1000-5000+500+1000020406080100you · 62.5%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)
0.954 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.954 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.68 bit
self-information
Surprise · NO−log₂(1−p)
1.42 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
67280460299238209798614264858732552335474102700374216586281110352309398514973
NO token ID
108620964591664422369113096581079960250591746869261937819497608571231399272473
Snapshot fetched
2026-06-14 17:04:29 UTC
Snapshot age
17ms
History points
21 CLOB mids
Page rendered
2026-06-14 17:04:29 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7c29f610a804b825ed6becec0beb5ff9e0f8182d9825bc62831f8ca662549ef2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.3¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Curaçao win on 2026-06-14?2¢HL PERPBTC-USD perpetual$63,987.5HL PERPETH-USD perpetual$1,663.75HL PERPHYPE-USD perpetual$60.21

Also see: /arb opportunities · RSS feed · more in Trump announces US blockade of Hormuz lifted by...?

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
0.595000
(best bid + best ask) / 2
Spread
840.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.048
ask-heavy
Imbalance (top-5)
-0.482
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-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.645147842.81bp0.7000007FILLED
BUY$10.00K0.7587022751.29bp0.82000019FILLED
BUY$100.00K0.9051925213.31bp0.96000032FILLED
SELL$1.00K0.4628582220.87bp0.4400007FILLED
SELL$10.00K0.2273826178.46bp0.11000033FILLED
SELL$100.00K0.1003868312.84bp0.01000041PARTIAL

Risk metrics

▸ sovereign store · 445 barsperiods/year ≈ 1.75M
Realized vol (annualised)
930.28%
σ per bar = 0.007026
Mean return (annualised)
125344.56%
μ per bar = 0.000715
Sharpe (rf=0)
134.74
annualised; risk-free assumed zero
Max drawdown
0.98%
peak 0.51 → trough 0.51 over 50 bars

/api/asset/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-21-2026/risk · same metrics, JSON