POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be between $1,400 and $1,500 on June 15?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-ethereum-be-between-1400-1500-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
16.28%
max drawdown
75.00%
sharpe
—
ulcer index
67.12%
RMS drawdown
pain index
64.26%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.00%
cond. drawdown
gain/pain
0.17
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.17
upside/downside
roll spread
78.7 bps
implied (price-only)
bars used
447
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-ethereum-be-between-1400-1500-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH24ms⏱--:--:-- 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
0.1¢
NO · live
99.9¢
YES price · live 24h
n=25 · μ=0.0049 · σ=0.0015 · range [0.0010, 0.0060] · R²=0.454▼ FALLING -72.73%σ EXTREME 29.84%LAST 0.00150.00600.00470.00350.00230.0010μ = 0.0049max 0.0060min 0.0010dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.15¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
0.1%0.1¢666.67×▬ +0.00pp
NO
99.9%99.9¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=80 · μ=3.3 · σ=7.8 · CV=2.33BURSTY · concentratedcumulative energy ↗ · 50% by h=2109172635μ = 33550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 80bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
24ms
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$23.4k
≋liquidity $
$14.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0049 · σ=0.0015 · range [0.0010, 0.0060] · R²=0.454▼ FALLING -72.73%σ EXTREME 29.84%LAST 0.00150.00600.00470.00350.00230.0010μ = 0.0049max 0.0060min 0.0010dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9951 · σ=0.0015 · range [0.9940, 0.9990] · R²=0.454▲ RISING +0.40%σ LOW 0.15%LAST 0.99850.99900.99780.99650.99520.9940μ = 0.9951max 0.9990min 0.9940dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0007 · skew=-3.25 (left-skewed) · kurt=10.74 (leptokurtic (fat tails))17139401-0.33ppbin -0.33pp · n=1 · 5.9% peakbin -0.33pp · n=1 · 5.9% peak-0.29pp-0.25pp-0.21pp-0.17pp1-0.13ppbin -0.13pp · n=1 · 5.9% peakbin -0.13pp · n=1 · 5.9% peak1-0.09ppbin -0.09pp · n=1 · 5.9% peakbin -0.09pp · n=1 · 5.9% peak-0.05pp17-0.01ppbin -0.01pp · n=17 · 100.0% peakbin -0.01pp · n=17 · 100.0% peak40.03ppbin 0.03pp · n=4 · 23.5% peakbin 0.03pp · n=4 · 23.5% 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=-3.01 · kurt=9.24 · near 9 / mid 11 / far 4 · OLS slope=0.74 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.07σsample ↓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=25STRONGLY LEFT-SKEWED (G₁=-1.68)
μ MEAN0.49¢95% CI: [0.44¢, 0.55¢]
σ STD DEV0.15ppσ² = 0.022 · CV = 29.84%
med MEDIAN0.55¢Q₁ 0.50¢ · Q₃ 0.60¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.50pp · IQR 0.10pp (1.349σ→0.20pp)
min 0.10¢Q₁ 0.50¢med 0.55¢Q₃ 0.60¢max 0.60¢μ
SKEWNESS · G₁-1.676left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.509leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRdiverges from normalratio = 1.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.39
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) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.265within white-noise band
ρ(2) AUTOCORR-0.161lag-2 not significant
H · HURST EXPONENT1.208strongly persistent
OLS TREND · t-STAT-4.375significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.208
H = 1.208STRONGLY 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=1-0.265k=2-0.161k=3+0.316k=4+0.040k=5-0.1350+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|=4.38)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.26 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.38)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 ID2471063
SLUGwill-the-price-o…june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.15¢implied prob 0.15% · decimal odds 666.67×
COUNTER · NO99.85¢implied prob 99.85% · decimal odds 1.00×
0.15¢
99.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME23.36k USD 24h
LIQUIDITY14.55k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.997 · entropy 0.016 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 0.1%NO 99.9%YES p̂0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES666.67×(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) = 0.016 bits (2% 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 · HIGHresolves 2026-06-15 16:00 UTC
0days
09hrs
14min
9.2 hours·θ = 0.722 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 99.9%)
current: $0.0015 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.6hRESOLVESP projection · σ=0.15% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.722 pp/day
now9.25h left
0.722 pp/day×1.00
−25%6.93h left
0.834 pp/day×1.15
−50%4.62h left
1.021 pp/day×1.41
−75%2.31h left
1.444 pp/day×2.00
−90%0.92h left
2.284 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 0.05% · worst -0.35% · typical |Δ| 0.03%MILD BEARISH -0.40%BEST+0.05%8hWORST-0.35%22hTYPICAL |Δ|0.03%mean absoluteCUMULATIVE-0.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ -0.04% · Σ -0.35%CUMULATIVE Δ PATH · final -0.40%+0.05%-0.45%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·7h0.05% · 8h0.05% · 8h0.05%8h★ BEST0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.10% · 15h-0.10% · 15h-0.10%15h0.00% · 16h0.00% · 16h·16h0.05% · 17h0.05% · 17h0.05%17h0.00% · 18h0.00% · 18h·18h-0.15% · 19h-0.15% · 19h-0.15%19h0.00% · 20h0.00% · 20h·20h0.05% · 21h0.05% · 21h0.05%21h-0.35% · 22h-0.35% · 22h-0.35%22h▼ WORST0.05% · 23h0.05% · 23h0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH17% up · 13% down · 71% flat
4 up bars · 3 down · best 0.05% · worst -0.35% · typical |Δ| 0.033%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.40%)FINAL-0.40%MAX DD-0.50%RECOVERYONGOING · 10 barsMAX RUN-UP+0.05%UNDERWATER10/25 (40%)STREAK▬ 0EQUITY CURVE · end 0.9960 · peak 1.0005 · range [0.9955, 1.0005]1.00050.9955break-even = 1★ PEAK 1.0005UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 1 total#1 -0.50%bar 16-25 · 10 bars · ONGOINGDD SEVERITYshallow (max -0.50%)RECOVERYongoing · 10 barsTIME UNDER WATER40% of session · 10/25 bars
final equity 0.9960 (-0.40%) · max DD -0.50% · time-under-water 10/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −10 (32% positive) · μ=-4.82 · σ=33.35UNPROFITABLE STRATEGYLAST -39.73 (-1.05σ vs μ)41.4420.720.00-20.72-41.44μ = -4.820.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.210.000.00-38.21-38.21-38.21-38.21-15.87-15.87-15.87-15.87-41.44-41.44-41.44-41.44-10.60-10.60-39.73-39.73-39.73-39.73-39.73-39.73v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -39.729 · range [-41.44, 38.21] · μ -4.819 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=4.9150 · σ=4.8843 · range [0.0000, 14.6997] · R²=0.765▬ FLATσ EXTREME 99.37%LAST 14.699714.699711.02477.34983.67490.0000μ = 4.9150max 14.6997min 0.0000dataMA(3)OLS R²=0.77μ lineμ ± σ bandmaxmin
latest 14.70% · range [0.00%, 14.70%] · μ 4.92% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −16 (0% positive) · μ=-0.154 · σ=0.158MEAN-REVERSIONLAST -0.455 (-1.91σ vs μ)0.5630.2820.000-0.282-0.563μ = -0.1540.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.075-0.075-0.040-0.040-0.098-0.098-0.157-0.157-0.033-0.033-0.232-0.232-0.563-0.563-0.455-0.455v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.455 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
180.7049
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
6.2562
p-VALUE (log scale)
0.2814
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
-0.3590
p-VALUE (log scale)
0.9109
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.1828
p-VALUE (log scale)
0.0290
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5631
p-VALUE (log scale)
0.0275
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
-1.4187
p-VALUE (log scale)
0.1560
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.568 ≈ 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=6.67e-7 · top T=3.43h (18.5%) · top-3 cover 48.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.5e-61.1e-67.4e-73.7e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.86e-7 · 8.6% energyperiod 24.0 · power 6.86e-7 · 8.6% energyperiod 12.0 · power 1.63e-7 · 2.0% energyperiod 12.0 · power 1.63e-7 · 2.0% energyperiod 8.0 · power 3.86e-7 · 4.8% energyperiod 8.0 · power 3.86e-7 · 4.8% energyperiod 6.0 · power 1.98e-7 · 2.5% energyperiod 6.0 · power 1.98e-7 · 2.5% energyperiod 4.8 · power 2.31e-8 · 0.3% energyperiod 4.8 · power 2.31e-8 · 0.3% energyperiod 4.0 · power 1.04e-6 · 13.0% energyperiod 4.0 · power 1.04e-6 · 13.0% energyperiod 3.4 · power 1.48e-6 · 18.5% energyperiod 3.4 · power 1.48e-6 · 18.5% energyperiod 3.0 · power 1.39e-6 · 17.3% energyperiod 3.0 · power 1.39e-6 · 17.3% energyperiod 2.7 · power 7.39e-7 · 9.2% energyperiod 2.7 · power 7.39e-7 · 9.2% energyperiod 2.4 · power 9.21e-7 · 11.5% energyperiod 2.4 · power 9.21e-7 · 11.5% energyperiod 2.2 · power 8.14e-7 · 10.2% energyperiod 2.2 · power 8.14e-7 · 10.2% energyperiod 2.0 · power 1.67e-7 · 2.1% energyperiod 2.0 · power 1.67e-7 · 2.1% energy50% by T=3.0h#1 dominantT=3.43h#2T=3.00h#3T=4.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 18.5% of total energy · Σ|X̂|²/n = 8.000e-6

▸ Depth section using sovereign-store price series (447 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 0.4 d · σ/bar 0.012pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0015 · n = 447✓ n = 447
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.012pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move0d
0.04pp
σ × √9.246312777777778
Terminal variancebinary
0.0015
p(1−p) at resolution
Current pricep
0.1¢
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 0.03pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.01✓ n = 447
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
75.0pp
peak 0.4¢ → trough 0.1¢
Median step
0.25pp
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
0.1%
= price
Decimal oddsEU
666.667
total return per $1
AmericanUS
+66567
$100 wins $66567
FractionalUK
665.67 / 1
profit per $1 risked
Profit per $100stake
+$66566.67
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.38 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
63321700520878926597454133959674357555421381925974410631176253787463008965152
NO token ID
113574945264686516868187948530225552628472052329749788299751384868545587748289
Snapshot fetched
2026-06-15 06:45:13 UTC
Snapshot age
24ms
History points
25 CLOB mids
Page rendered
2026-06-15 06:45:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
54e46ba33ee23ffcdafe1ced3bf8786961cc3550c29a1cde40a2ed3c9b178eb7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil93.4¢HL PREDSpain91.8¢HL PREDNorway78.8¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?85¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?94¢POLYMARKETWill Mexico win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$65,795.5HL PERPETH-USD perpetual$1,718.95HL PERPHYPE-USD perpetual$64.81

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
0.001500
(best bid + best ask) / 2
Spread
6666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.999
ask-heavy
Imbalance (top-5)
-0.982
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-the-price-of-ethereum-be-between-1400-1500-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.117321772141.73bp0.67900032FILLED
BUY$10.00K0.4872713238473.52bp0.84000036FILLED
BUY$100.00K0.8734125812748.11bp0.99900049PARTIAL
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 447 barsperiods/year ≈ 1.75M
Realized vol (annualised)
7125.36%
σ per bar = 0.053814
Mean return (annualised)
-385558.26%
μ per bar = -0.002199
Sharpe (rf=0)
-54.11
annualised; risk-free assumed zero
Max drawdown
75.00%
peak 0.00 → trough 0.00 over 84 bars

/api/asset/pm-will-the-price-of-ethereum-be-between-1400-1500-on-june-15-2026/risk · same metrics, JSON