POLYMARKET · PREDICTION MARKET · POLITICS

Will Kamala Harris win the 2028 US Presidential Election?

YES · live
4.8¢
NO · live
95.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-kamala-harris-win-the-2028-us-presidential-election · fresh · feed 16s old
24h sparkline · 60 pts
realized vol (ann.)
4.31%
max drawdown
2.06%
sharpe
ulcer index
0.47%
RMS drawdown
pain index
0.11%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.06%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
943
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-kamala-harris-win-the-2028-us-presidential-election/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING15.6s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
4.8¢
NO · live
95.3¢
YES price · live 24h
n=25 · μ=0.0495 · σ=0.0009 · range [0.0475, 0.0505] · R²=0.801 FALLING -4.04%σ NORMAL 1.82%LAST 0.04750.05050.04980.04900.04830.0475μ = 0.0495max 0.0505min 0.0475dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.75¢
YES / NO split · live
YES 4.8%NO 95.3%NO95.3%95.25¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.276 / 1.00 bits (28%) · informative — one side favoured
YES
4.8%4.8¢21.05× +0.00pp
NO
95.3%95.3¢1.05× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=40 · μ=1.7 · σ=3.5 · CV=2.11BURSTY · concentratedcumulative energy ↗ · 50% by h=11035810μ = 21050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 40bp moved · peak 10bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
15.6s
YES mid
4.75¢ (4.75%)
NO mid
95.25¢ (95.25%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$30.8k
liquidity $
$358.6k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0495 · σ=0.0009 · range [0.0475, 0.0505] · R²=0.801 FALLING -4.04%σ NORMAL 1.82%LAST 0.04750.05050.04980.04900.04830.0475μ = 0.0495max 0.0505min 0.0475dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.75¢
NO price · CLOB mid
n=25 · μ=0.9505 · σ=0.0009 · range [0.9495, 0.9525] · R²=0.801 RISING +0.21%σ LOW 0.09%LAST 0.95250.95250.95170.95100.95030.9495μ = 0.9505max 0.9525min 0.9495dataMA(5)OLS R²=0.80μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0004 · skew=-0.85 (left-skewed) · kurt=2.17 (leptokurtic (fat tails))191410502-0.09ppbin -0.09pp · n=2 · 10.5% peakbin -0.09pp · n=2 · 10.5% peak-0.07pp2-0.05ppbin -0.05pp · n=2 · 10.5% peakbin -0.05pp · n=2 · 10.5% peak-0.03pp-0.01pp190.01ppbin 0.01pp · n=19 · 100.0% peakbin 0.01pp · n=19 · 100.0% peak0.03pp0.05pp0.07pp10.09ppbin 0.09pp · n=1 · 5.3% peakbin 0.09pp · n=1 · 5.3% 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=-0.32 · kurt=3.16 · near 8 / mid 13 / far 3 · OLS slope=0.80 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY 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=25PLATYKURTIC · THIN TAILS (G₂=-1.11)
μ MEAN4.95¢95% CI: [4.91¢, 4.99¢]
σ STD DEV0.09ppσ² = 81.250×10⁻⁴ · CV = 1.82%
med MEDIAN4.95¢Q₁ 4.85¢ · Q₃ 5.05¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 4.75¢Q₁ 4.85¢med 4.95¢Q₃ 5.05¢max 5.05¢μ
SKEWNESS · G₁-0.369approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.114platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRdiverges from normalratio = 0.61
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.052within white-noise band
ρ(2) AUTOCORR+0.021lag-2 not significant
H · HURST EXPONENT0.848strongly persistent
OLS TREND · t-STAT-9.623significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.848STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.052k=2+0.021k=3-0.056k=4-0.058k=5-0.0600+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.75very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.62)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 ID561239
SLUGwill-kamala-harris-win-the-2028-us-presidential-election
CATEGORYPolitics
TWO-SIDED PRICING
PRIMARY · YES4.75¢implied prob 4.75% · decimal odds 21.05×
COUNTER · NO95.25¢implied prob 95.25% · decimal odds 1.05×
4.75¢
95.25¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME30.76k USD 24h
LIQUIDITY358.65k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.905 · entropy 0.276 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 4.8%NO 95.3%YES4.8%H = 0.276 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES21.05×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.276 bits (28% 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 2028-11-07 00:00 UTC
870days
12hrs
22min
YES$1.00(P = 4.8%)
NO$0.00(P = 95.3%)
current: $0.0475 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+435.3dRESOLVESP projection · σ=0.09% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.442 pp/day
now870.52d left
0.442 pp/day×1.00
−25%652.89d left
0.510 pp/day×1.15
−50%435.26d left
0.624 pp/day×1.41
−75%217.63d left
0.883 pp/day×2.00
−90%87.05d left
1.396 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 0.10% · worst -0.10% · typical |Δ| 0.02%MILD BEARISH -0.20%BEST+0.10%1hWORST-0.10%17hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE-0.20%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.20%+0.10%-0.20%0.10% · 1h0.10% · 1h0.10%1h★ BEST0.00% · 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-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h-0.05% · 11h-0.05% · 11h-0.05%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-0.10% · 17h-0.10% · 17h-0.10%17h▼ WORST0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h-0.10% · 24h-0.10% · 24h-0.10%24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH4% up · 17% down · 79% flat
1 up bars · 4 down · best 0.10% · worst -0.10% · typical |Δ| 0.017%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.20%)FINAL-0.20%MAX DD-0.30%RECOVERYONGOING · 16 barsMAX RUN-UP+0.10%UNDERWATER16/25 (64%)STREAK↘ 1EQUITY CURVE · end 0.9980 · peak 1.0010 · range [0.9980, 1.0010]1.00100.9980break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.30% · shallow0%-0.30%▼ TROUGH -0.30%TOP DRAWDOWN PERIODS · 1 total#1 -0.30%bar 10-25 · 16 bars · ONGOINGDD SEVERITYshallow (max -0.30%)RECOVERYongoing · 16 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.9980 (-0.20%) · max DD -0.30% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −15 (5% positive) · μ=-32.83 · σ=25.43UNPROFITABLE STRATEGYLAST -38.21 (-0.21σ vs μ)60.4230.210.00-30.21-60.42μ = -32.8338.2138.210.000.000.000.00-38.21-38.21-38.21-38.21-60.42-60.42-60.42-60.42-60.42-60.42-60.42-60.42-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.210.000.00-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-60.42, 38.21] · μ -32.829 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=2.5198 · σ=1.3768 · range [0.0000, 3.8210] · R²=0.184 FLATσ EXTREME 54.64%LAST 3.82103.82102.86571.91050.95520.0000μ = 2.5198max 3.8210min 0.0000dataMA(3)OLS R²=0.18μ lineμ ± σ bandmaxmin
latest 3.82% · range [0.00%, 3.82%] · μ 2.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −16 (0% positive) · μ=-0.181 · σ=0.185MEAN-REVERSIONLAST -0.033 (+0.80σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.181-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.333-0.333-0.583-0.583-0.583-0.583-0.333-0.333-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.033 · |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 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
18.3597
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
0.4060
p-VALUE (log scale)
0.9934
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
0.2738
p-VALUE (log scale)
0.9768
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (1+/4-)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8398
p-VALUE (log scale)
0.0057
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.3558
p-VALUE (log scale)
0.1752
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.587 ≈ 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=1.39e-7 · top T=2.18h (24.8%) · top-3 cover 55.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.1e-73.1e-72.1e-71.0e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.99e-8 · 4.2% energyperiod 24.0 · power 6.99e-8 · 4.2% energyperiod 12.0 · power 2.72e-8 · 1.6% energyperiod 12.0 · power 2.72e-8 · 1.6% energyperiod 8.0 · power 6.25e-8 · 3.7% energyperiod 8.0 · power 6.25e-8 · 3.7% energyperiod 6.0 · power 2.19e-7 · 13.1% energyperiod 6.0 · power 2.19e-7 · 13.1% energyperiod 4.8 · power 5.00e-8 · 3.0% energyperiod 4.8 · power 5.00e-8 · 3.0% energyperiod 4.0 · power 4.17e-8 · 2.5% energyperiod 4.0 · power 4.17e-8 · 2.5% energyperiod 3.4 · power 2.17e-7 · 13.0% energyperiod 3.4 · power 2.17e-7 · 13.0% energyperiod 3.0 · power 2.60e-7 · 15.6% energyperiod 3.0 · power 2.60e-7 · 15.6% energyperiod 2.7 · power 6.25e-8 · 3.8% energyperiod 2.7 · power 6.25e-8 · 3.8% energyperiod 2.4 · power 2.44e-7 · 14.6% energyperiod 2.4 · power 2.44e-7 · 14.6% energyperiod 2.2 · power 4.13e-7 · 24.8% energyperiod 2.2 · power 4.13e-7 · 24.8% energyperiod 2.0 · power 5.05e-37 · 0.0% energyperiod 2.0 · power 5.05e-37 · 0.0% energy50% by T=3.0h#1 dominantT=2.18h#2T=3.00h#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 ≈ 2.18h (freq 0.458) · concentrates 24.8% of total energy · Σ|X̂|²/n = 1.667e-6

▸ Depth section using sovereign-store price series (947 bars · effective 1752616 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 870.5 d · σ/bar 0.010pp · expected |Δp| over horizon 1.49ppterminal variance p(1−p) = 0.0452 · n = 947n = 947
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.010pp
one-bar volatility · logit-free
Per-day movedaily
0.05pp
σ × √24
Per-horizon move871d
1.49pp
σ × √20892.36809611111
Terminal variancebinary
0.0452
p(1−p) at resolution
Current pricep
4.8¢
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.30pp · unique ratio 0.00n = 947
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
7.8pp
peak 5.1¢ → trough 4.8¢
Median step
0.30pp
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
4.8%
= price
Decimal oddsEU
21.053
total return per $1
AmericanUS
+2005
$100 wins $2005
FractionalUK
20.05 / 1
profit per $1 risked
Profit per $100stake
+$2005.26
clean dollar framing
-1000-5000+500+1000020406080100you · 4.8%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)
0.276 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.276 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.40 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
70663352401606372246362604193214664065595751757222752105245221905399175050480
NO token ID
4988819538339626436114997160558538168652916536529198363646261454228218983102
Snapshot fetched
2026-06-20 11:37:38 UTC
Snapshot age
15.6s
History points
25 CLOB mids
Page rendered
2026-06-20 11:37:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
75639467a2ab9cb022256d48e5c6538ad60794d2bb16a1c4b7a3e3776e455ea3 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.047500
(best bid + best ask) / 2
Spread
210.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.630
ask-heavy
Imbalance (top-5)
-0.346
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-kamala-harris-win-the-2028-us-presidential-election/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.049922509.99bp0.0510004FILLED
BUY$10.00K0.0618953030.49bp0.09600032FILLED
BUY$100.00K0.26858546544.23bp0.71000093FILLED
SELL$1.00K0.043902757.52bp0.0410007FILLED
SELL$10.00K0.0042389107.88bp0.00100045FILLED
SELL$100.00K0.0030169365.15bp0.00100045PARTIAL

Risk metrics

sovereign store · 947 barsperiods/year ≈ 1.75M
Realized vol (annualised)
273.36%
σ per bar = 0.002065
Mean return (annualised)
-14979.14%
μ per bar = -0.000085
Sharpe (rf=0)
-54.80
annualised; risk-free assumed zero
Max drawdown
7.77%
peak 0.05 → trough 0.05 over 897 bars

/api/asset/pm-will-kamala-harris-win-the-2028-us-presidential-election/risk · same metrics, JSON