POLYMARKET · PREDICTION MARKET · CRYPTO

Will Ethereum dip to $1,650 on June 14?

YES · live
1.6¢
NO · live
98.4¢

▸ Advanced metrics · M2M bundle

polymarket · will-ethereum-dip-to-1650-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
266.20%
max drawdown
93.12%
sharpe
—
ulcer index
66.74%
RMS drawdown
pain index
61.69%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
93.12%
cond. drawdown
gain/pain
0.32
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.32
upside/downside
roll spread
51.8 bps
implied (price-only)
bars used
809
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-ethereum-dip-to-1650-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1ms⏱--:--:-- 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
1.6¢
NO · live
98.4¢
YES price · live 24h
n=22 · μ=0.3999 · σ=0.2345 · range [0.0060, 0.7350] · R²=0.212▼ FALLING -98.50%σ EXTREME 58.65%LAST 0.00600.73500.55270.37050.18830.0060μ = 0.3999max 0.7350min 0.0060dataMA(4)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
22 ticks · last 0.60¢
YES / NO split · live
YES 1.6%NO 98.4%NO98.4%98.40¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.118 / 1.00 bits (12%) · informative — one side favoured
YES
1.6%1.6¢62.50×▬ +0.00pp
NO
98.4%98.4¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=21 · Σ=13,040 · μ=621.0 · σ=753.8 · CV=1.21BURSTY · concentratedcumulative energy ↗ · 50% by h=1307631,5252,2883,050μ = 6213,05050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 13040bp moved · peak 3050bp · n=21 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1ms
▲YES mid
1.60¢ (1.60%)
▼NO mid
98.40¢ (98.40%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.3k
≋liquidity $
$5.5k
◳history points
22 ticks (live)

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

YES price · CLOB mid
n=22 · μ=0.3999 · σ=0.2345 · range [0.0060, 0.7350] · R²=0.212▼ FALLING -98.50%σ EXTREME 58.65%LAST 0.00600.73500.55270.37050.18830.0060μ = 0.3999max 0.7350min 0.0060dataMA(4)OLS R²=0.21μ lineμ ± σ bandmaxmin
22 YES observations from clob.polymarket.com · last 0.60¢
NO price · CLOB mid
n=22 · μ=0.6008 · σ=0.2342 · range [0.2650, 0.9940] · R²=0.214▲ RISING +65.67%σ EXTREME 38.99%LAST 0.99400.99400.81170.62950.44730.2650μ = 0.6008max 0.9940min 0.2650dataMA(4)OLS R²=0.21μ lineμ ± σ bandmaxmin
22 NO observations from clob.polymarket.com · last 99.40¢

§2 · Distribution of Δp

Histogram of hourly increments
n=21 · 10 bins · μ=-0.0191 · σ=0.0877 · skew=-1.03 (left-skewed) · kurt=2.11 (leptokurtic (fat tails))1085301-28.20ppbin -28.20pp · n=1 · 10.0% peakbin -28.20pp · n=1 · 10.0% peak-23.60pp-19.00pp2-14.40ppbin -14.40pp · n=2 · 20.0% peakbin -14.40pp · n=2 · 20.0% peak-9.80pp3-5.20ppbin -5.20pp · n=3 · 30.0% peakbin -5.20pp · n=3 · 30.0% peak10-0.60ppbin -0.60pp · n=10 · 100.0% peakbin -0.60pp · n=10 · 100.0% peak34.00ppbin 4.00pp · n=3 · 30.0% peakbin 4.00pp · n=3 · 30.0% peak8.60pp213.20ppbin 13.20pp · n=2 · 20.0% peakbin 13.20pp · n=2 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=-0.97 · kurt=2.23 · near 12 / mid 8 / far 1 · OLS slope=0.97 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER 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=22PLATYKURTIC · THIN TAILS (G₂=-1.04)
μ MEAN39.99¢95% CI: [30.19¢, 49.79¢]
σ STD DEV23.45ppσ² = 550.054 · CV = 58.65%
med MEDIAN41.75¢Q₁ 36.63¢ · Q₃ 57.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 72.90pp · IQR 21.12pp (1.349σ→31.64pp)
min 0.60¢Q₁ 36.63¢med 41.75¢Q₃ 57.75¢max 73.50¢μ
SKEWNESS · G₁-0.476approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.036platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.08
σ × 1.349 ↔ IQRdiverges from normalratio = 1.50
range ↔ σconcentrated (range < 4σ)range / σ = 3.11
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+0.245within white-noise band
ρ(2) AUTOCORR+0.466lag-2 dependence detected
H · HURST EXPONENT0.659persistent
OLS TREND · t-STAT-2.317significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.659
H = 0.659PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=2
k=1+0.245k=2 ★+0.466k=3-0.141k=4+0.219k=5-0.2250+1−1+0.44−0.44+ momentum (ρ > +0.44)− reversal (ρ < −0.44)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.32)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.56high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.32)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 ID2538808
SLUGwill-ethereum-dip-to-1650-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES1.60¢implied prob 1.60% · decimal odds 62.50×
COUNTER · NO98.40¢implied prob 98.40% · decimal odds 1.02×
1.60¢
98.40¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.30k USD 24h
LIQUIDITY5.47k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.968 · entropy 0.118 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 1.6%NO 98.4%YES p̂1.6%H = 0.118 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES62.50×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.118 bits (12% 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 · VERY HIGHresolves 2026-06-15 04:00 UTC
0days
02hrs
10min
2.2 hours·θ = 114.897 pp/day
YES →$1.00(P = 1.6%)
NO →$0.00(P = 98.4%)
current: $0.0160 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1hRESOLVESP projection · σ=23.45% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 114.897 pp/day
now2.18h left
114.897 pp/day×1.00
−25%1.63h left
132.672 pp/day×1.15
−50%1.09h left
162.489 pp/day×1.41
−75%0.54h left
229.794 pp/day×2.00
−90%0.22h left
363.336 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=21 bars · best 15.50% · worst -30.50% · typical |Δ| 6.21%MILD BEARISH -39.40%BEST+15.50%10hWORST-30.50%17hTYPICAL |Δ|6.21%mean absoluteCUMULATIVE-39.40%Σ signed ΔSTREAK↘ 7down-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ +1.00% · Σ +8.00%US · 16-24 UTCμ -8.40% · Σ -50.40%CUMULATIVE Δ PATH · final -39.40%+33.50%-39.40%-1.00% · 1h-1.00% · 1h-1.00%1h2.50% · 2h2.50% · 2h2.50%2h-1.00% · 3h-1.00% · 3h-1.00%3h1.50% · 4h1.50% · 4h1.50%4h-5.00% · 5h-5.00% · 5h-5.00%5h5.50% · 6h5.50% · 6h5.50%6h0.50% · 7h0.50% · 7h0.50%7h14.00% · 8h14.00% · 8h14.00%8h1.00% · 9h1.00% · 9h1.00%9h15.50% · 10h15.50% · 10h15.50%10h★ BEST-7.00% · 11h-7.00% · 11h-7.00%11h4.00% · 12h4.00% · 12h4.00%12h-7.50% · 13h-7.50% · 13h-7.50%13h1.00% · 14h1.00% · 14h1.00%14h-13.00% · 15h-13.00% · 15h-13.00%15h-14.50% · 16h-14.50% · 16h-14.50%16h-30.50% · 17h-30.50% · 17h-30.50%17h▼ WORST-2.90% · 18h-2.90% · 18h-2.90%18h-0.15% · 19h-0.15% · 19h-0.15%19h-1.30% · 20h-1.30% · 20h-1.30%20h-1.05% · 21h-1.05% · 21h-1.05%21hTIME PATTERNEurope-led (+8.00%)RUNSup max 5 · down max 7BREADTH43% up · 57% down
9 up bars · 12 down · best 15.50% · worst -30.50% · typical |Δ| 6.210%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsSEVERE DRAWDOWN -39.58%FINAL-39.58%MAX DD-55.77%RECOVERYONGOING · 11 barsMAX RUN-UP+36.59%UNDERWATER14/22 (64%)STREAK↘ 7EQUITY CURVE · end 0.6042 · peak 1.3659 · range [0.6042, 1.3659]1.36590.6042break-even = 1★ PEAK 1.3659UNDERWATER DRAWDOWN · max -55.77% · severe0%-55.77%▼ TROUGH -55.77%TOP DRAWDOWN PERIODS · 4 total#1 -55.77%bar 12-22 · 11 bars · ONGOING#2 -5.00%bar 6-6 · 1 bars · recovered#3 -1.00%bar 2-2 · 1 bars · recoveredDD SEVERITYsevere (max -55.77%)RECOVERYongoing · 11 barsTIME UNDER WATER64% of session · 14/22 bars
final equity 0.6042 (-39.58%) · max DD -55.77% · time-under-water 14/22 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +9 / −8 (53% positive) · μ=-13.61 · σ=61.52MIXED EDGELAST -51.40 (-0.61σ vs μ)104.4352.210.00-52.21-104.43μ = -13.61-19.35-19.3516.6016.607.357.3543.7643.7642.2242.2296.3196.3146.6346.6354.9554.9511.9211.9211.9211.92-61.11-61.11-68.04-68.04-104.43-104.43-91.45-91.45-95.52-95.52-71.72-71.72-51.40-51.40v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.401 · range [-104.43, 96.31] · μ -13.610 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=807.3966 · σ=297.5972 · range [271.6671, 1223.6550] · R²=0.835▲ RISING +350.42%σ EXTREME 36.86%LAST 1223.65501223.6550985.6580747.6610509.6640271.6671μ = 807.3966max 1223.6550min 271.6671dataMA(3)OLS R²=0.83μ lineμ ± σ bandmaxmin
latest 1223.65% · range [271.67%, 1223.65%] · μ 807.40% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +3 / −14 (18% positive) · μ=-0.318 · σ=0.284MEAN-REVERSIONLAST 0.011 (+1.16σ vs μ)0.6500.3250.000-0.325-0.650μ = -0.318-0.373-0.373-0.583-0.583-0.591-0.591-0.198-0.198-0.387-0.387-0.632-0.632-0.650-0.650-0.540-0.540-0.471-0.471-0.458-0.458-0.579-0.579-0.055-0.0550.1910.191-0.220-0.220-0.025-0.0250.1550.1550.0110.011v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.011 · |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
12.9113
p-VALUE (log scale)
0.0016
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
10.3931
p-VALUE (log scale)
0.0641
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
-0.1248
p-VALUE (log scale)
0.9426
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
-0.1307
p-VALUE (log scale)
0.8960
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
0.3134
p-VALUE (log scale)
0.1587
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
1.4200
p-VALUE (log scale)
0.1556
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.310 ≈ 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=9.36e-3 · top T=21.00h (35.2%) · top-3 cover 78.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.3e-22.5e-21.6e-28.2e-30.0e+0μ noise floor2× noise (significance)period 21.0 · power 3.30e-2 · 35.2% energyperiod 21.0 · power 3.30e-2 · 35.2% energyperiod 10.5 · power 1.57e-2 · 16.7% energyperiod 10.5 · power 1.57e-2 · 16.7% energyperiod 7.0 · power 3.04e-3 · 3.3% energyperiod 7.0 · power 3.04e-3 · 3.3% energyperiod 5.3 · power 8.42e-3 · 9.0% energyperiod 5.3 · power 8.42e-3 · 9.0% energyperiod 4.2 · power 4.35e-3 · 4.6% energyperiod 4.2 · power 4.35e-3 · 4.6% energyperiod 3.5 · power 9.04e-4 · 1.0% energyperiod 3.5 · power 9.04e-4 · 1.0% energyperiod 3.0 · power 1.87e-3 · 2.0% energyperiod 3.0 · power 1.87e-3 · 2.0% energyperiod 2.6 · power 1.67e-3 · 1.8% energyperiod 2.6 · power 1.67e-3 · 1.8% energyperiod 2.3 · power 2.19e-5 · 0.0% energyperiod 2.3 · power 2.19e-5 · 0.0% energyperiod 2.1 · power 2.47e-2 · 26.4% energyperiod 2.1 · power 2.47e-2 · 26.4% energy50% by T=10.5h#1 dominantT=21.00h#2T=2.10h#3T=10.50hT=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 ≈ 21.00h (freq 0.048) · concentrates 35.2% of total energy · Σ|X̂|²/n = 9.362e-2

▸ Depth section using sovereign-store price series (809 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 0.3 d · σ/bar 0.201pp · expected |Δp| over horizon 0.49ppterminal variance p(1−p) = 0.0157 · n = 809✓ n = 809
μ per bar
-0.008pp
average Δp · drift
σ per bar
0.201pp
one-bar volatility · logit-free
Per-day movedaily
0.99pp
σ × √24
Per-horizon move0d
0.49pp
σ × √6
Terminal variancebinary
0.0157
p(1−p) at resolution
Current pricep
1.6¢
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 0.34pp · ES₉₅ 0.42pp · method parametric · drift-correcteddrift -0.008pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 809
VaR 95%
0.34pp
1.645·σ (parametric) of Δp
ES 95%
0.42pp
mean of the tail
Max drawdown
93.1pp
peak 8.0¢ → trough 0.5¢
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
1.6%
= price
Decimal oddsEU
62.500
total return per $1
AmericanUS
+6150
$100 wins $6150
FractionalUK
61.50 / 1
profit per $1 risked
Profit per $100stake
+$6150.00
clean dollar framing
-1000-5000+500+1000020406080100you · 1.6%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)
0.118 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.118 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.97 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
33660112349604825101202410003214520020491524093719715503001274589770284164904
NO token ID
105901713393576489862203576713524610115097658960431989103345221827885672294305
Snapshot fetched
2026-06-15 01:49:29 UTC
Snapshot age
1ms
History points
22 CLOB mids
Page rendered
2026-06-15 01:49:29 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8ee0ec8675f9317d66820c8dc7172350a3a071057bcab239db94d48cf23a9c08 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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

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
0.006000
(best bid + best ask) / 2
Spread
13333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.969
ask-heavy
Imbalance (top-5)
-0.687
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-ethereum-dip-to-1650-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.226575367625.25bp0.5490009FILLED
BUY$10.00K0.6572301085383.37bp0.94000016FILLED
BUY$100.00K0.8548111414684.38bp0.99900024PARTIAL
SELL$1.00K0.0016787203.39bp0.0010002PARTIAL
SELL$10.00K0.0016787203.39bp0.0010002PARTIAL
SELL$100.00K0.0016787203.39bp0.0010002PARTIAL

Risk metrics

▸ sovereign store · 809 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10526.14%
σ per bar = 0.079497
Mean return (annualised)
-349216.16%
μ per bar = -0.001992
Sharpe (rf=0)
-33.18
annualised; risk-free assumed zero
Max drawdown
93.12%
peak 0.08 → trough 0.01 over 517 bars

/api/asset/pm-will-ethereum-dip-to-1650-on-june-14/risk · same metrics, JSON