POLYMARKET · PREDICTION MARKET · TECH & BUSINESS

Will OpenAI IPO by June 30 2026?

YES · live
0.4¢
NO · live
99.6¢

▸ Advanced metrics · M2M bundle

polymarket · will-openai-ipo-by-june-30-2026 · fresh · feed 0s old
24h sparkline · 60 pts▲ 166.67%
realized vol (ann.)
6.94%
max drawdown
38.46%
sharpe
—
ulcer index
32.64%
RMS drawdown
pain index
28.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
38.46%
cond. drawdown
gain/pain
0.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.43
upside/downside
roll spread
4.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
166.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +166.67%
Same bundle via M2M API: /api/m2m/pm-will-openai-ipo-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
0.4¢
NO · live
99.6¢
YES price · live 24h
n=25 · μ=0.0039 · σ=0.0016 · range [0.0015, 0.0065] · R²=0.244▲ RISING +166.67%σ EXTREME 40.18%LAST 0.00400.00650.00520.00400.00280.0015μ = 0.0039max 0.0065min 0.0015dataMA(5)OLS R²=0.24μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.40¢
YES / NO split · live
YES 0.4%NO 99.6%NO99.6%99.60¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.038 / 1.00 bits (4%) · informative — one side favoured
YES
0.4%0.4¢250.00×▬ +0.00pp
NO
99.6%99.6¢1.00×▬ +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=6.9 · CV=1.75BURSTY · concentratedcumulative energy ↗ · 50% by h=1106131925μ = 42550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 95bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
0.40¢ (0.40%)
▼NO mid
99.60¢ (99.60%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$52.4k
≋liquidity $
$73.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0039 · σ=0.0016 · range [0.0015, 0.0065] · R²=0.244▲ RISING +166.67%σ EXTREME 40.18%LAST 0.00400.00650.00520.00400.00280.0015μ = 0.0039max 0.0065min 0.0015dataMA(5)OLS R²=0.24μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.40¢
NO price · CLOB mid
n=25 · μ=0.9961 · σ=0.0016 · range [0.9935, 0.9985] · R²=0.244▼ FALLING -0.25%σ LOW 0.16%LAST 0.99600.99850.99730.99600.99480.9935μ = 0.9961max 0.9985min 0.9935dataMA(5)OLS R²=0.24μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0007 · skew=0.65 (right-skewed) · kurt=3.57 (leptokurtic (fat tails))15118401-0.18ppbin -0.18pp · n=1 · 6.7% peakbin -0.18pp · n=1 · 6.7% peak-0.13pp-0.09pp3-0.04ppbin -0.04pp · n=3 · 20.0% peakbin -0.04pp · n=3 · 20.0% peak150.00ppbin 0.00pp · n=15 · 100.0% peakbin 0.00pp · n=15 · 100.0% peak20.05ppbin 0.05pp · n=2 · 13.3% peakbin 0.05pp · n=2 · 13.3% peak10.09ppbin 0.09pp · n=1 · 6.7% peakbin 0.09pp · n=1 · 6.7% peak10.14ppbin 0.14pp · n=1 · 6.7% peakbin 0.14pp · n=1 · 6.7% peak0.18pp10.23ppbin 0.23pp · n=1 · 6.7% peakbin 0.23pp · n=1 · 6.7% 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=0.65 · kurt=3.57 · near 9 / mid 14 / far 1 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-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=-1.04)
μ MEAN0.39¢95% CI: [0.33¢, 0.46¢]
σ STD DEV0.16ppσ² = 0.025 · CV = 40.18%
med MEDIAN0.40¢Q₁ 0.40¢ · Q₃ 0.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.50pp · IQR 0.10pp (1.349σ→0.21pp)
min 0.15¢Q₁ 0.40¢med 0.40¢Q₃ 0.50¢max 0.65¢μ
SKEWNESS · G₁-0.409approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.036platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRdiverges from normalratio = 2.14
range ↔ σconcentrated (range < 4σ)range / σ = 3.16
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-0.001within white-noise band
ρ(2) AUTOCORR+0.188lag-2 not significant
H · HURST EXPONENT1.227strongly persistent
OLS TREND · t-STAT+2.721significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.227
H = 1.227STRONGLY 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=1-0.001k=2+0.188k=3-0.262k=4+0.065k=5-0.0560+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]SIGNIFICANT @ 1% (|t|=2.72)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.72)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 ID656311
SLUGwill-openai-ipo-by-june-30-2026
CATEGORYTech & Business
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.40¢implied prob 0.40% · decimal odds 250.00×
COUNTER · NO99.60¢implied prob 99.60% · decimal odds 1.00×
0.40¢
99.60¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME52.41k USD 24h
LIQUIDITY73.64k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.992 · entropy 0.038 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 0.4%NO 99.6%YES p̂0.4%H = 0.038 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES250.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.038 bits (4% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 0.25% · worst -0.20% · typical |Δ| 0.04%MILD BULLISH +0.25%BEST+0.25%6hWORST-0.20%16hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE+0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.05% · Σ +0.35%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final +0.25%+0.50%0.00%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·5h0.25% · 6h0.25% · 6h0.25%6h★ BEST0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h0.05% · 9h0.05% · 9h0.05%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.05% · 11h0.05% · 11h0.05%11h-0.05% · 12h-0.05% · 12h-0.05%12h0.15% · 13h0.15% · 13h0.15%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.00% · 15h0.00% · 15h·15h-0.20% · 16h-0.20% · 16h-0.20%16h▼ WORST0.00% · 17h0.00% · 17h·17h0.00% · 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·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.35%)RUNSup max 2 · down max 1BREADTH21% up · 17% down · 63% flat
5 up bars · 4 down · best 0.25% · worst -0.20% · typical |Δ| 0.040%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.25%FINAL+0.25%MAX DD-0.25%RECOVERYONGOING · 11 barsMAX RUN-UP+0.50%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 1.0025 · peak 1.0050 · range [1.0000, 1.0050]1.00501.0000break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -0.25% · shallow0%-0.25%▼ TROUGH -0.25%TOP DRAWDOWN PERIODS · 2 total#1 -0.25%bar 15-25 · 11 bars · ONGOING#2 -0.05%bar 11-13 · 3 bars · recoveredDD SEVERITYshallow (max -0.25%)RECOVERYongoing · 11 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.0025 (0.25%) · max DD -0.25% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −6 (53% positive) · μ=12.24 · σ=35.58MIXED EDGELAST 0.00 (-0.34σ vs μ)63.4631.730.00-31.73-63.46μ = 12.2438.2138.2153.4953.4953.4953.4963.4663.4651.1051.1060.4260.4225.7625.7630.8630.8619.1019.109.749.74-13.34-13.34-20.72-20.72-13.86-13.86-48.68-48.68-38.21-38.21-38.21-38.210.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-48.68, 63.46] · μ 12.242 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.3819 · σ=3.5669 · range [0.0000, 10.9417] · R²=0.420▼ FALLING -100.00%σ EXTREME 48.32%LAST 0.000010.94178.20625.47082.73540.0000μ = 7.3819max 10.9417min 0.0000dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 10.94%] · μ 7.38% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −13 (16% positive) · μ=-0.186 · σ=0.259MEAN-REVERSIONLAST 0.000 (+0.72σ vs μ)0.7330.3670.000-0.367-0.733μ = -0.186-0.033-0.0330.1350.1350.0230.023-0.057-0.057-0.074-0.0740.1670.167-0.470-0.470-0.543-0.543-0.733-0.733-0.652-0.652-0.248-0.248-0.284-0.284-0.189-0.189-0.314-0.314-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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
24.3709
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
3.2710
p-VALUE (log scale)
0.6609
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
-1.7545
p-VALUE (log scale)
0.4121
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
0.4016
p-VALUE (log scale)
0.6880
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3820
p-VALUE (log scale)
0.0849
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.7456
p-VALUE (log scale)
0.4559
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.227 ≈ 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=6.39e-7 · top T=2.18h (18.6%) · top-3 cover 51.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.4e-61.1e-67.1e-73.6e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.17e-6 · 15.2% energyperiod 24.0 · power 1.17e-6 · 15.2% energyperiod 12.0 · power 3.19e-7 · 4.2% energyperiod 12.0 · power 3.19e-7 · 4.2% energyperiod 8.0 · power 6.71e-7 · 8.8% energyperiod 8.0 · power 6.71e-7 · 8.8% energyperiod 6.0 · power 1.34e-6 · 17.5% energyperiod 6.0 · power 1.34e-6 · 17.5% energyperiod 4.8 · power 1.38e-8 · 0.2% energyperiod 4.8 · power 1.38e-8 · 0.2% energyperiod 4.0 · power 6.77e-7 · 8.8% energyperiod 4.0 · power 6.77e-7 · 8.8% energyperiod 3.4 · power 2.69e-7 · 3.5% energyperiod 3.4 · power 2.69e-7 · 3.5% energyperiod 3.0 · power 2.60e-7 · 3.4% energyperiod 3.0 · power 2.60e-7 · 3.4% energyperiod 2.7 · power 1.41e-7 · 1.8% energyperiod 2.7 · power 1.41e-7 · 1.8% energyperiod 2.4 · power 5.35e-7 · 7.0% energyperiod 2.4 · power 5.35e-7 · 7.0% energyperiod 2.2 · power 1.42e-6 · 18.6% energyperiod 2.2 · power 1.42e-6 · 18.6% energyperiod 2.0 · power 8.44e-7 · 11.0% energyperiod 2.0 · power 8.44e-7 · 11.0% energy50% by T=4.0h#1 dominantT=2.18h#2T=6.00h#3T=24.00hT=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 18.6% of total energy · Σ|X̂|²/n = 7.667e-6

▸ Depth section using sovereign-store price series (3817 bars · effective 1752908 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 7.0 d · σ/bar 0.006pp · expected |Δp| over horizon 0.08ppterminal variance p(1−p) = 0.0040 · n = 3817✓ n = 3817
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.006pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move7d
0.08pp
σ × √168
Terminal variancebinary
0.0040
p(1−p) at resolution
Current pricep
0.4¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3817
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
38.5pp
peak 0.7¢ → trough 0.4¢
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
0.4%
= price
Decimal oddsEU
250.000
total return per $1
AmericanUS
+24900
$100 wins $24900
FractionalUK
249.00 / 1
profit per $1 risked
Profit per $100stake
+$24900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.038 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.038 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.97 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
110342741119425103389095666418410051781241046310665764076090083260836459860856
NO token ID
35922669791796711966528124729517498456973364720735377527982461642886162753037
Snapshot fetched
2026-06-14 16:06:26 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:06:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
75e1cdb5c1a03ab85a681f68ee41536395a13279b8268098776debd85b0d27cd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.004000
(best bid + best ask) / 2
Spread
5000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.524
ask-heavy
Imbalance (top-5)
+0.832
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-openai-ipo-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02200044999.27bp0.09600022FILLED
BUY$10.00K0.132192320479.07bp0.79900049FILLED
BUY$100.00K0.5833061448264.38bp0.99400068FILLED
SELL$1.00K0.0013996503.02bp0.0010003PARTIAL
SELL$10.00K0.0013996503.02bp0.0010003PARTIAL
SELL$100.00K0.0013996503.02bp0.0010003PARTIAL

Risk metrics

▸ sovereign store · 3,817 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2266.36%
σ per bar = 0.017118
Mean return (annualised)
45055.12%
μ per bar = 0.000257
Sharpe (rf=0)
19.88
annualised; risk-free assumed zero
Max drawdown
38.46%
peak 0.01 → trough 0.00 over 664 bars

/api/asset/pm-will-openai-ipo-by-june-30-2026/risk · same metrics, JSON