POLYMARKET · PREDICTION MARKET · POLITICS

Will Itamar Ben Gvir be the next Prime Minister of Israel?

YES · live
0.9¢
NO · live
99.1¢

▸ Advanced metrics · M2M bundle

polymarket · will-itamar-ben-gvir-be-the-next-prime-minister-of-israel · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-will-itamar-ben-gvir-be-the-next-prime-minister-of-israel/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH12ms⏱--:--:-- 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
0.9¢
NO · live
99.1¢
YES price · live 24h
n=25 · μ=0.0098 · σ=0.0005 · range [0.0085, 0.0110] · R²=0.053▼ FALLING -5.00%σ NORMAL 4.91%LAST 0.00950.01100.01040.00970.00910.0085μ = 0.0098max 0.0110min 0.0085dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.95¢
YES / NO split · live
YES 0.9%NO 99.1%NO99.1%99.05¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.077 / 1.00 bits (8%) · informative — one side favoured
YES
0.9%0.9¢105.26×▬ +0.00pp
NO
99.1%99.1¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=95 · μ=4.0 · σ=5.3 · CV=1.34BURSTYcumulative energy ↗ · 50% by h=160471115μ = 41550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 95bp moved · peak 15bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12ms
▲YES mid
0.95¢ (0.95%)
▼NO mid
99.05¢ (99.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$44.3k
≋liquidity $
$54.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0098 · σ=0.0005 · range [0.0085, 0.0110] · R²=0.053▼ FALLING -5.00%σ NORMAL 4.91%LAST 0.00950.01100.01040.00970.00910.0085μ = 0.0098max 0.0110min 0.0085dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.95¢
NO price · CLOB mid
n=25 · μ=0.9902 · σ=0.0005 · range [0.9890, 0.9915] · R²=0.053▬ FLATσ LOW 0.05%LAST 0.99050.99150.99090.99030.98960.9890μ = 0.9902max 0.9915min 0.9890dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0006 · skew=-0.45 (symmetric) · kurt=0.21 (mesokurtic)14117401-0.13ppbin -0.13pp · n=1 · 7.1% peakbin -0.13pp · n=1 · 7.1% peak3-0.10ppbin -0.10pp · n=3 · 21.4% peakbin -0.10pp · n=3 · 21.4% peak-0.07pp1-0.04ppbin -0.04pp · n=1 · 7.1% peakbin -0.04pp · n=1 · 7.1% peak-0.01pp140.01ppbin 0.01pp · n=14 · 100.0% peakbin 0.01pp · n=14 · 100.0% peak20.04ppbin 0.04pp · n=2 · 14.3% peakbin 0.04pp · n=2 · 14.3% peak0.07pp20.10ppbin 0.10pp · n=2 · 14.3% peakbin 0.10pp · n=2 · 14.3% peak10.13ppbin 0.13pp · n=1 · 7.1% peakbin 0.13pp · n=1 · 7.1% 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=-0.04 · kurt=0.49 · near 14 / mid 10 / far 0 · OLS slope=0.95 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25MILD DEPARTURE FROM NORMAL
μ MEAN0.98¢95% CI: [0.96¢, 1.00¢]
σ STD DEV0.05ppσ² = 23.083×10⁻⁴ · CV = 4.91%
med MEDIAN1.00¢Q₁ 0.95¢ · Q₃ 1.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.25pp · IQR 0.05pp (1.349σ→0.06pp)
min 0.85¢Q₁ 0.95¢med 1.00¢Q₃ 1.00¢max 1.10¢μ
SKEWNESS · G₁-0.163approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂1.220leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.46
σ × 1.349 ↔ IQRdiverges from normalratio = 1.30
range ↔ σwide tails (range > 4σ)range / σ = 5.20
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) -0.49 + ADF rejected
ρ(1) AUTOCORR-0.489negative · reversal
ρ(2) AUTOCORR-0.050lag-2 not significant
H · HURST EXPONENT0.469random-walk
OLS TREND · t-STAT-1.132fails 5% test
HURST EXPONENT [0, 1]random-walk · H = 0.469
H = 0.469RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.489k=2-0.050k=3+0.222k=4-0.270k=5+0.1460+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|=1.13)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.49 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.55high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.13)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 ID682713
SLUGwill-itamar-ben-…er-of-israel
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.95¢implied prob 0.95% · decimal odds 105.26×
COUNTER · NO99.05¢implied prob 99.05% · decimal odds 1.01×
0.95¢
99.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME44.35k USD 24h
LIQUIDITY54.14k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.981 · entropy 0.077 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 0.9%NO 99.1%YES p̂0.9%H = 0.077 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES105.26×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.077 bits (8% 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 · DISTANTresolves 2026-12-31 00:00 UTC
199days
04hrs
46min
199.20 days·θ = 0.235 pp/day
YES →$1.00(P = 0.9%)
NO →$0.00(P = 99.1%)
current: $0.0095 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+99.6dRESOLVESP projection · σ=0.05% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.235 pp/day
now199.20d left
0.235 pp/day×1.00
−25%149.40d left
0.272 pp/day×1.15
−50%99.60d left
0.333 pp/day×1.41
−75%49.80d left
0.471 pp/day×2.00
−90%19.92d left
0.744 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 0.15% · worst -0.15% · typical |Δ| 0.04%MILD BEARISH -0.05%BEST+0.15%21hWORST-0.15%22hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE-0.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final -0.05%+0.10%-0.15%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-0.10% · 9h-0.10% · 9h-0.10%9h0.10% · 10h0.10% · 10h0.10%10h0.05% · 11h0.05% · 11h0.05%11h-0.10% · 12h-0.10% · 12h-0.10%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.10% · 15h-0.10% · 15h-0.10%15h0.10% · 16h0.10% · 16h0.10%16h0.00% · 17h0.00% · 17h·17h0.05% · 18h0.05% · 18h0.05%18h0.00% · 19h0.00% · 19h·19h-0.05% · 20h-0.05% · 20h-0.05%20h0.15% · 21h0.15% · 21h0.15%21h★ BEST-0.15% · 22h-0.15% · 22h-0.15%22h▼ WORST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 1BREADTH21% up · 21% down · 58% flat
5 up bars · 5 down · best 0.15% · worst -0.15% · typical |Δ| 0.040%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.05%MAX DD-0.20%RECOVERYONGOING · 9 barsMAX RUN-UP+0.10%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 0.9995 · peak 1.0010 · range [0.9985, 1.0010]1.00100.9985break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 3 total#1 -0.20%bar 13-21 · 9 bars · recovered#2 -0.15%bar 23-25 · 3 bars · ONGOING#3 -0.10%bar 10-11 · 2 bars · recoveredDD SEVERITYshallow (max -0.20%)RECOVERYongoing · 13 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.9995 (-0.05%) · max DD -0.20% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −8 (21% positive) · μ=-1.45 · σ=17.65UNPROFITABLE STRATEGYLAST -8.04 (-0.37σ vs μ)52.9926.490.00-26.49-52.99μ = -1.450.000.000.000.000.000.00-38.21-38.210.000.0011.7411.74-9.74-9.74-9.74-9.74-9.74-9.74-9.74-9.74-9.74-9.74-20.72-20.7211.7411.7411.7411.740.000.0052.9952.990.000.000.000.00-8.04-8.04v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -8.038 · range [-38.21, 52.99] · μ -1.445 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=6.0127 · σ=2.9669 · range [0.0000, 9.3595] · R²=0.634▬ FLATσ EXTREME 49.34%LAST 9.08249.35957.01964.67972.33990.0000μ = 6.0127max 9.3595min 0.0000dataMA(3)OLS R²=0.63μ lineμ ± σ bandmaxmin
latest 9.08% · range [0.00%, 9.36%] · μ 6.01% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −16 (0% positive) · μ=-0.322 · σ=0.221MEAN-REVERSIONLAST -0.647 (-1.47σ vs μ)0.6470.3240.000-0.324-0.647μ = -0.3220.0000.0000.0000.0000.0000.000-0.033-0.033-0.500-0.500-0.230-0.230-0.301-0.301-0.327-0.327-0.301-0.301-0.015-0.015-0.522-0.522-0.363-0.363-0.456-0.456-0.475-0.475-0.400-0.400-0.341-0.341-0.600-0.600-0.600-0.600-0.647-0.647v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.647 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.8412
p-VALUE (log scale)
0.6567
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
11.0005
p-VALUE (log scale)
0.0508
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-4.3828
p-VALUE (log scale)
0.0006
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.6708
p-VALUE (log scale)
0.5023
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2039
p-VALUE (log scale)
0.3499
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.1559
p-VALUE (log scale)
0.0311
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.344 → mean-reverting
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=4.27e-7 · top T=2.67h (34.3%) · top-3 cover 69.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.8e-61.3e-68.8e-74.4e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.60e-8 · 0.3% energyperiod 24.0 · power 1.60e-8 · 0.3% energyperiod 12.0 · power 1.02e-7 · 2.0% energyperiod 12.0 · power 1.02e-7 · 2.0% energyperiod 8.0 · power 2.24e-7 · 4.4% energyperiod 8.0 · power 2.24e-7 · 4.4% energyperiod 6.0 · power 7.29e-8 · 1.4% energyperiod 6.0 · power 7.29e-8 · 1.4% energyperiod 4.8 · power 3.11e-7 · 6.1% energyperiod 4.8 · power 3.11e-7 · 6.1% energyperiod 4.0 · power 5.21e-8 · 1.0% energyperiod 4.0 · power 5.21e-8 · 1.0% energyperiod 3.4 · power 1.06e-6 · 20.6% energyperiod 3.4 · power 1.06e-6 · 20.6% energyperiod 3.0 · power 7.29e-8 · 1.4% energyperiod 3.0 · power 7.29e-8 · 1.4% energyperiod 2.7 · power 1.76e-6 · 34.3% energyperiod 2.7 · power 1.76e-6 · 34.3% energyperiod 2.4 · power 7.52e-7 · 14.7% energyperiod 2.4 · power 7.52e-7 · 14.7% energyperiod 2.2 · power 7.01e-7 · 13.7% energyperiod 2.2 · power 7.01e-7 · 13.7% energyperiod 2.0 · power 1.04e-8 · 0.2% energyperiod 2.0 · power 1.04e-8 · 0.2% energy50% by T=2.7h#1 dominantT=2.67h#2T=3.43h#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 ≈ 2.67h (freq 0.375) · concentrates 34.3% of total energy · Σ|X̂|²/n = 5.125e-6

§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 199.2 d · σ/bar 0.067pp · expected |Δp| over horizon 4.61ppterminal variance p(1−p) = 0.0094 · n = 25⚠ low confidence · n < 100
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.067pp
one-bar volatility · logit-free
Per-day movedaily
0.33pp
σ × √24
Per-horizon move199d
4.61pp
σ × √4780.776218333333
Terminal variancebinary
0.0094
p(1−p) at resolution
Current pricep
0.9¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.24⊘ disabled · n < 30
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
19.0pp
peak 1.1¢ → trough 0.9¢
Median step
0.05pp
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
0.9%
= price
Decimal oddsEU
105.263
total return per $1
AmericanUS
+10426
$100 wins $10426
FractionalUK
104.26 / 1
profit per $1 risked
Profit per $100stake
+$10426.32
clean dollar framing
-1000-5000+500+1000020406080100you · 0.9%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)
0.077 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.077 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.72 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
97037271592384590668192904767730391938961253014413658633971882704234126806284
NO token ID
58392130842716399501622105353245054198549423559503164971149451200205491369251
Snapshot fetched
2026-06-14 19:13:25 UTC
Snapshot age
12ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:25 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e24b970d3ce955975d84fa4b23b31cf48bdc7df325e31510ef778e7a1d710c8f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,781HL PERPETH-USD perpetual$1,664.2HL PERPHYPE-USD perpetual$60.56

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

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
0.009500
(best bid + best ask) / 2
Spread
1052.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.634
bid-heavy
Imbalance (top-5)
+0.627
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-itamar-ben-gvir-be-the-next-prime-minister-of-israel/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.04415436477.52bp0.17500035FILLED
BUY$10.00K0.251940255200.17bp0.66000058FILLED
BUY$100.00K0.707834735088.83bp0.95000081FILLED
SELL$1.00K0.0018428061.06bp0.0010008FILLED
SELL$10.00K0.0011708768.15bp0.0010008PARTIAL
SELL$100.00K0.0011708768.15bp0.0010008PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.068359
Mean return (annualised)
—
μ per bar = -0.002137
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
19.05%
peak 0.01 → trough 0.01 over 4 bars

/api/asset/pm-will-itamar-ben-gvir-be-the-next-prime-minister-of-israel/risk · same metrics, JSON