POLYMARKET · PREDICTION MARKET · CRYPTO

Will Ethereum reach $1,750 on June 14?

YES · live
9.4¢
NO · live
90.6¢

▸ Advanced metrics · M2M bundle

polymarket · will-ethereum-reach-1750-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1030.95%
max drawdown
78.78%
sharpe
—
ulcer index
44.46%
RMS drawdown
pain index
34.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
78.78%
cond. drawdown
gain/pain
0.36
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.36
upside/downside
roll spread
35.1 bps
implied (price-only)
bars used
655
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-ethereum-reach-1750-on-june-14/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
9.4¢
NO · live
90.6¢
YES price · live 24h
n=22 · μ=0.0765 · σ=0.1114 · range [0.0200, 0.4465] · R²=0.290▲ RISING +500.00%σ EXTREME 145.67%LAST 0.12000.44650.33990.23330.12660.0200μ = 0.0765max 0.4465min 0.0200dataMA(4)OLS R²=0.29μ lineμ ± σ bandmaxminlive endpoint
22 ticks · last 12.00¢
YES / NO split · live
YES 9.4%NO 90.6%NO90.6%90.60¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.450 / 1.00 bits (45%) · informative — one side favoured
YES
9.4%9.4¢10.64×▬ +0.00pp
NO
90.6%90.6¢1.10×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=21 · Σ=8,970 · μ=427.1 · σ=978.2 · CV=2.29BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,0532,1053,1584,210μ = 4274,21050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 8970bp moved · peak 4210bp · n=21 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
9.40¢ (9.40%)
▼NO mid
90.60¢ (90.60%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$34.1k
≋liquidity $
$8.5k
◳history points
22 ticks (live)

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

YES price · CLOB mid
n=22 · μ=0.0765 · σ=0.1114 · range [0.0200, 0.4465] · R²=0.290▲ RISING +500.00%σ EXTREME 145.67%LAST 0.12000.44650.33990.23330.12660.0200μ = 0.0765max 0.4465min 0.0200dataMA(4)OLS R²=0.29μ lineμ ± σ bandmaxmin
22 YES observations from clob.polymarket.com · last 12.00¢
NO price · CLOB mid
n=22 · μ=0.9230 · σ=0.1131 · range [0.5425, 0.9800] · R²=0.286▼ FALLING -10.20%σ HIGH 12.26%LAST 0.88000.98000.87060.76120.65190.5425μ = 0.9230max 0.9800min 0.5425dataMA(4)OLS R²=0.29μ lineμ ± σ bandmaxmin
22 NO observations from clob.polymarket.com · last 88.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=21 · 10 bins · μ=-0.0038 · σ=0.0971 · skew=3.00 (right-skewed) · kurt=10.46 (leptokurtic (fat tails))16128402-13.48ppbin -13.48pp · n=2 · 12.5% peakbin -13.48pp · n=2 · 12.5% peak-7.63pp16-1.78ppbin -1.78pp · n=16 · 100.0% peakbin -1.78pp · n=16 · 100.0% peak24.07ppbin 4.07pp · n=2 · 12.5% peakbin 4.07pp · n=2 · 12.5% peak9.92pp15.77pp21.62pp27.47pp33.32pp139.17ppbin 39.17pp · n=1 · 6.3% peakbin 39.17pp · n=1 · 6.3% 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=2.66 · kurt=9.54 · near 7 / mid 11 / far 3 · OLS slope=0.75 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.00σsample ↓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=22LEPTOKURTIC · FAT TAILS (G₂=3.58)
μ MEAN7.65¢95% CI: [2.99¢, 12.30¢]
σ STD DEV11.14ppσ² = 124.029 · CV = 145.67%
med MEDIAN2.95¢Q₁ 2.51¢ · Q₃ 3.69¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 42.65pp · IQR 1.17pp (1.349σ→15.02pp)
min 2.00¢Q₁ 2.51¢med 2.95¢Q₃ 3.69¢max 44.65¢μ
SKEWNESS · G₁2.148right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.583leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.42
σ × 1.349 ↔ IQRdiverges from normalratio = 12.79
range ↔ σconcentrated (range < 4σ)range / σ = 3.83
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) -0.23 + ADF rejected
ρ(1) AUTOCORR-0.233within white-noise band
ρ(2) AUTOCORR+0.009lag-2 not significant
H · HURST EXPONENT0.757strongly persistent
OLS TREND · t-STAT+2.856significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.757
H = 0.757STRONGLY 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=1-0.233k=2+0.009k=3-0.346k=4+0.083k=5-0.0150+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 @ 1% (|t|=2.86)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.23 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.75very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.86)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 ID2538800
SLUGwill-ethereum-reach-1750-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (91¢)
PRIMARY · YES9.40¢implied prob 9.40% · decimal odds 10.64×
COUNTER · NO90.60¢implied prob 90.60% · decimal odds 1.10×
9.40¢
90.60¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME34.09k USD 24h
LIQUIDITY8.48k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (91¢)|primary − counter| = 0.812 · entropy 0.450 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 9.4%NO 90.6%YES p̂9.4%H = 0.450 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES10.64×(9¢)NO1.10×(91¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.450 bits (45% 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
11min
2.2 hours·θ = 54.559 pp/day
YES →$1.00(P = 9.4%)
NO →$0.00(P = 90.6%)
current: $0.0940 · expected return per side: $0.91 on YES hit · $0.09 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1hRESOLVESP projection · σ=11.14% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 54.559 pp/day
now2.19h left
54.559 pp/day×1.00
−25%1.64h left
62.999 pp/day×1.15
−50%1.09h left
77.158 pp/day×1.41
−75%0.55h left
109.118 pp/day×2.00
−90%0.22h left
172.531 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 42.10% · worst -16.40% · typical |Δ| 4.27%MILD BULLISH +10.00%BEST+42.10%17hWORST-16.40%20hTYPICAL |Δ|4.27%mean absoluteCUMULATIVE+10.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.21% · Σ +1.50%EUROPE · 08-16 UTCμ -0.14% · Σ -1.10%US · 16-24 UTCμ +1.60% · Σ +9.60%CUMULATIVE Δ PATH · final +10.00%+42.65%0.00%0.85% · 1h0.85% · 1h0.85%1h0.25% · 2h0.25% · 2h0.25%2h-0.55% · 3h-0.55% · 3h-0.55%3h0.60% · 4h0.60% · 4h0.60%4h0.50% · 5h0.50% · 5h0.50%5h-0.60% · 6h-0.60% · 6h-0.60%6h0.45% · 7h0.45% · 7h0.45%7h-1.05% · 8h-1.05% · 8h-1.05%8h0.30% · 9h0.30% · 9h0.30%9h-0.25% · 10h-0.25% · 10h-0.25%10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.40% · 12h-0.40% · 12h-0.40%12h1.65% · 13h1.65% · 13h1.65%13h-1.10% · 14h-1.10% · 14h-1.10%14h-0.20% · 15h-0.20% · 15h-0.20%15h0.15% · 16h0.15% · 16h0.15%16h42.10% · 17h42.10% · 17h42.10%17h★ BEST-14.80% · 18h-14.80% · 18h-14.80%18h-4.45% · 19h-4.45% · 19h-4.45%19h-16.40% · 20h-16.40% · 20h-16.40%20h▼ WORST3.00% · 21h3.00% · 21h3.00%21hTIME PATTERNUS-led (+9.60%)RUNSup max 2 · down max 3BREADTH48% up · 52% down
10 up bars · 11 down · best 42.10% · worst -16.40% · typical |Δ| 4.271%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsPROFITABLE +0.12%FINAL+0.12%MAX DD-31.94%RECOVERYONGOING · 4 barsMAX RUN-UP+42.83%UNDERWATER15/22 (68%)STREAK↗ 1EQUITY CURVE · end 1.0012 · peak 1.4283 · range [0.9721, 1.4283]1.42830.9721break-even = 1★ PEAK 1.4283UNDERWATER DRAWDOWN · max -31.94% · severe0%-31.94%▼ TROUGH -31.94%TOP DRAWDOWN PERIODS · 4 total#1 -31.94%bar 19-22 · 4 bars · ONGOING#2 -1.60%bar 7-13 · 7 bars · recovered#3 -1.30%bar 15-17 · 3 bars · recoveredDD SEVERITYsevere (max -31.94%)RECOVERYongoing · 4 barsTIME UNDER WATER68% of session · 15/22 bars
final equity 1.0012 (0.12%) · max DD -31.94% · time-under-water 15/22 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +10 / −7 (59% positive) · μ=4.60 · σ=26.67MIXED EDGELAST 7.42 (+0.11σ vs μ)57.5328.760.00-28.76-57.53μ = 4.6057.5357.536.506.5012.4712.47-2.48-2.48-10.66-10.66-34.55-34.55-19.07-19.07-54.37-54.3728.3528.35-2.76-2.76-1.84-1.841.841.8442.4242.4222.7222.7219.5419.545.185.187.427.42v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 7.423 · range [-54.37, 57.53] · μ 4.603 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=652.9364 · σ=938.6885 · range [46.7272, 2230.3891] · R²=0.654▲ RISING +4338.41%σ EXTREME 143.76%LAST 2230.30512230.38911684.47361138.5581592.642746.7272μ = 652.9364max 2230.3891min 46.7272dataMA(3)OLS R²=0.65μ lineμ ± σ bandmaxmin
latest 2230.31% · range [46.73%, 2230.39%] · μ 652.94% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +0 / −17 (0% positive) · μ=-0.422 · σ=0.218MEAN-REVERSIONLAST -0.207 (+0.99σ vs μ)0.8080.4040.000-0.404-0.808μ = -0.422-0.141-0.141-0.370-0.370-0.448-0.448-0.324-0.324-0.740-0.740-0.808-0.808-0.709-0.709-0.443-0.443-0.217-0.217-0.580-0.580-0.540-0.540-0.552-0.552-0.041-0.041-0.465-0.465-0.365-0.365-0.224-0.224-0.207-0.207v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.207 · |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
168.2796
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
4.7215
p-VALUE (log scale)
0.4518
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
-2.3441
p-VALUE (log scale)
0.1664
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
0.6840
p-VALUE (log scale)
0.4940
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
0.3974
p-VALUE (log scale)
0.0783
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
-0.8897
p-VALUE (log scale)
0.3736
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.806 ≈ 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=1.15e-2 · top T=2.10h (21.9%) · top-3 cover 49.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.5e-21.9e-21.3e-26.3e-30.0e+0μ noise floor2× noise (significance)period 21.0 · power 2.28e-3 · 2.0% energyperiod 21.0 · power 2.28e-3 · 2.0% energyperiod 10.5 · power 7.31e-3 · 6.4% energyperiod 10.5 · power 7.31e-3 · 6.4% energyperiod 7.0 · power 1.25e-2 · 10.9% energyperiod 7.0 · power 1.25e-2 · 10.9% energyperiod 5.3 · power 1.59e-2 · 13.9% energyperiod 5.3 · power 1.59e-2 · 13.9% energyperiod 4.2 · power 1.43e-2 · 12.5% energyperiod 4.2 · power 1.43e-2 · 12.5% energyperiod 3.5 · power 7.81e-3 · 6.8% energyperiod 3.5 · power 7.81e-3 · 6.8% energyperiod 3.0 · power 5.22e-3 · 4.6% energyperiod 3.0 · power 5.22e-3 · 4.6% energyperiod 2.6 · power 8.54e-3 · 7.5% energyperiod 2.6 · power 8.54e-3 · 7.5% energyperiod 2.3 · power 1.56e-2 · 13.6% energyperiod 2.3 · power 1.56e-2 · 13.6% energyperiod 2.1 · power 2.51e-2 · 21.9% energyperiod 2.1 · power 2.51e-2 · 21.9% energy50% by T=3.5h#1 dominantT=2.10h#2T=5.25h#3T=2.33hT=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 ≈ 2.10h (freq 0.476) · concentrates 21.9% of total energy · Σ|X̂|²/n = 1.146e-1

▸ Depth section using sovereign-store price series (655 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 0.779pp · expected |Δp| over horizon 1.91ppterminal variance p(1−p) = 0.0852 · n = 655✓ n = 655
μ per bar
-0.042pp
average Δp · drift
σ per bar
0.779pp
one-bar volatility · logit-free
Per-day movedaily
3.82pp
σ × √24
Per-horizon move0d
1.91pp
σ × √6
Terminal variancebinary
0.0852
p(1−p) at resolution
Current pricep
9.4¢
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 1.32pp · ES₉₅ 1.65pp · method parametric · drift-correcteddrift -0.042pp/bar · quantised: yes · median step 1.55pp · unique ratio 0.02✓ n = 655
VaR 95%
1.32pp
1.645·σ (parametric) of Δp
ES 95%
1.65pp
mean of the tail
Max drawdown
78.8pp
peak 37.0¢ → trough 7.8¢
Median step
1.55pp
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
9.4%
= price
Decimal oddsEU
10.638
total return per $1
AmericanUS
+964
$100 wins $964
FractionalUK
9.64 / 1
profit per $1 risked
Profit per $100stake
+$963.83
clean dollar framing
-1000-5000+500+1000020406080100you · 9.4%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)
0.450 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.450 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.41 bit
self-information
Surprise · NO−log₂(1−p)
0.14 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
102020914511564611952530102398062446184571375786449196991860621013769823060568
NO token ID
110519278308944417523504668672994871270964815974555632091311811818396259248168
Snapshot fetched
2026-06-15 01:48:47 UTC
Snapshot age
6ms
History points
22 CLOB mids
Page rendered
2026-06-15 01:48:47 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
eb7a0bcce563a8e2ade6aa05abb23533d6b68362a0f5759949c6f5f112fa1585 · 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 Sweden win on 2026-06-14?51¢HL PERPBTC-USD perpetual$65,652HL PERPETH-USD perpetual$1,720.5HL PERPHYPE-USD perpetual$63.96

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
0.120000
(best bid + best ask) / 2
Spread
9500.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.953
ask-heavy
Imbalance (top-5)
-0.578
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-reach-1750-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2242168684.68bp0.34200011FILLED
BUY$10.00K0.57512237926.82bp0.83800018FILLED
BUY$100.00K0.81951258292.65bp0.99900030PARTIAL
SELL$1.00K0.0189408421.68bp0.0010008PARTIAL
SELL$10.00K0.0189408421.68bp0.0010008PARTIAL
SELL$100.00K0.0189408421.68bp0.0010008PARTIAL

Risk metrics

▸ sovereign store · 655 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4727.21%
σ per bar = 0.035702
Mean return (annualised)
-367316.37%
μ per bar = -0.002095
Sharpe (rf=0)
-77.70
annualised; risk-free assumed zero
Max drawdown
78.78%
peak 0.37 → trough 0.08 over 582 bars

/api/asset/pm-will-ethereum-reach-1750-on-june-14/risk · same metrics, JSON