POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be between $1,500 and $1,600 on June 18?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-ethereum-be-between-1500-1600-on-june-18-2026 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
7.62%
max drawdown
40.00%
sharpe
—
ulcer index
19.12%
RMS drawdown
pain index
14.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
40.00%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
13.5 bps
implied (price-only)
bars used
379
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-1500-1600-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5.1s⏱--:--:-- 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=0.0063 · σ=0.0049 · range [0.0015, 0.0230] · R²=0.310▼ FALLING -76.92%σ EXTREME 77.02%LAST 0.00150.02300.01760.01230.00690.0015μ = 0.0063max 0.0230min 0.0015dataMA(5)OLS R²=0.31μ 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=660 · μ=27.5 · σ=48.0 · CV=1.75BURSTY · concentratedcumulative energy ↗ · 50% by h=704080120160μ = 2816050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 660bp moved · peak 160bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5.1s
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$127.9k
≋liquidity $
$8.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0063 · σ=0.0049 · range [0.0015, 0.0230] · R²=0.310▼ FALLING -76.92%σ EXTREME 77.02%LAST 0.00150.02300.01760.01230.00690.0015μ = 0.0063max 0.0230min 0.0015dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9937 · σ=0.0049 · range [0.9770, 0.9985] · R²=0.310▲ RISING +0.50%σ LOW 0.49%LAST 0.99850.99850.99310.98780.98240.9770μ = 0.9937max 0.9985min 0.9770dataMA(5)OLS R²=0.31μ 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=-0.0006 · σ=0.0053 · skew=0.27 (symmetric) · kurt=2.12 (leptokurtic (fat tails))17139401-1.30ppbin -1.30pp · n=1 · 5.9% peakbin -1.30pp · n=1 · 5.9% peak2-0.99ppbin -0.99pp · n=2 · 11.8% peakbin -0.99pp · n=2 · 11.8% peak-0.69pp-0.38pp17-0.08ppbin -0.08pp · n=17 · 100.0% peakbin -0.08pp · n=17 · 100.0% peak10.23ppbin 0.23pp · n=1 · 5.9% peakbin 0.23pp · n=1 · 5.9% peak10.53ppbin 0.53pp · n=1 · 5.9% peakbin 0.53pp · n=1 · 5.9% peak10.84ppbin 0.84pp · n=1 · 5.9% peakbin 0.84pp · n=1 · 5.9% peak1.14pp11.45ppbin 1.45pp · n=1 · 5.9% peakbin 1.45pp · n=1 · 5.9% 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=0.20 · kurt=3.02 · near 8 / mid 16 / far 0 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=25LEPTOKURTIC · FAT TAILS (G₂=3.62)
μ MEAN0.63¢95% CI: [0.44¢, 0.82¢]
σ STD DEV0.49ppσ² = 0.235 · CV = 77.02%
med MEDIAN0.60¢Q₁ 0.25¢ · Q₃ 0.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.15pp · IQR 0.45pp (1.349σ→0.65pp)
min 0.15¢Q₁ 0.25¢med 0.60¢Q₃ 0.70¢max 2.30¢μ
SKEWNESS · G₁1.826right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.620leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRdiverges from normalratio = 1.45
range ↔ σwide tails (range > 4σ)range / σ = 4.43
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) -0.62 + ADF rejected
ρ(1) AUTOCORR-0.624negative · reversal
ρ(2) AUTOCORR+0.328lag-2 not significant
H · HURST EXPONENT0.957strongly persistent
OLS TREND · t-STAT-3.213significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.957
H = 0.957STRONGLY PERSISTENT
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 ★-0.624k=2+0.328k=3-0.159k=4-0.065k=5+0.0630+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|=3.21)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.62 + 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|=3.21)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 ID2506685
SLUGwill-the-price-o…june-18-2026
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 · LIQUIDITYDEEP
24H VOLUME127.86k USD 24h
LIQUIDITY8.48k 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 DEPTHDEEP100k+ 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 · VERY HIGHresolves 2026-06-18 16:00 UTC
0days
01hrs
34min
1.6 hours·θ = 2.377 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+0.8hRESOLVESP projection · σ=0.49% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.377 pp/day
now1.58h left
2.377 pp/day×1.00
−25%1.18h left
2.745 pp/day×1.15
−50%0.79h left
3.362 pp/day×1.41
−75%0.39h left
4.754 pp/day×2.00
−90%0.16h left
7.517 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 1.60% · worst -1.45% · typical |Δ| 0.28%MILD BEARISH -0.50%BEST+1.60%5hWORST-1.45%6hTYPICAL |Δ|0.28%mean absoluteCUMULATIVE-0.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ -0.07% · Σ -0.55%US · 16-24 UTCμ -0.11% · Σ -0.90%CUMULATIVE Δ PATH · final -0.50%+1.65%-0.50%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.10% · 4h0.10% · 4h0.10%4h1.60% · 5h1.60% · 5h1.60%5h★ BEST-1.45% · 6h-1.45% · 6h-1.45%6h▼ WORST0.80% · 7h0.80% · 7h0.80%7h-0.90% · 8h-0.90% · 8h-0.90%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.05% · 10h0.05% · 10h0.05%10h-0.10% · 11h-0.10% · 11h-0.10%11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.50% · 15h0.50% · 15h0.50%15h-0.85% · 16h-0.85% · 16h-0.85%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.05% · 21h-0.05% · 21h-0.05%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNAsia-led (+1.00%)RUNSup max 2 · down max 2BREADTH21% up · 38% down · 42% flat
5 up bars · 9 down · best 1.60% · worst -1.45% · typical |Δ| 0.275%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.53%)FINAL-0.53%MAX DD-2.15%RECOVERYONGOING · 19 barsMAX RUN-UP+1.65%UNDERWATER22/25 (88%)STREAK↘ 1EQUITY CURVE · end 0.9947 · peak 1.0165 · range [0.9947, 1.0165]1.01650.9947break-even = 1★ PEAK 1.0165UNDERWATER DRAWDOWN · max -2.15% · moderate0%-2.15%▼ TROUGH -2.15%TOP DRAWDOWN PERIODS · 2 total#1 -2.15%bar 7-25 · 19 bars · ONGOING#2 -0.05%bar 2-4 · 3 bars · recoveredDD SEVERITYmoderate (max -2.15%)RECOVERYongoing · 19 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9947 (-0.53%) · max DD -2.15% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-17.15 · σ=23.53UNPROFITABLE STRATEGYLAST -60.42 (-1.84σ vs μ)60.4230.210.00-30.21-60.42μ = -17.153.233.2316.1716.172.122.121.411.410.710.71-32.62-32.62-5.78-5.78-45.65-45.65-44.62-44.6228.5828.58-17.96-17.96-14.33-14.33-14.33-14.33-12.51-12.51-12.51-12.51-40.87-40.87-38.21-38.21-38.21-38.21-60.42-60.42v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -60.415 · range [-60.42, 28.58] · μ -17.147 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=48.4973 · σ=36.1942 · range [1.9105, 103.5764] · R²=0.715▼ FALLING -97.33%σ EXTREME 74.63%LAST 2.4166103.576478.160052.743527.32701.9105μ = 48.4973max 103.5764min 1.9105dataMA(3)OLS R²=0.71μ lineμ ± σ bandmaxmin
latest 2.42% · range [1.91%, 103.58%] · μ 48.50% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.433 · σ=0.235MEAN-REVERSIONLAST -0.333 (+0.42σ vs μ)0.7730.3860.000-0.386-0.773μ = -0.433-0.475-0.475-0.662-0.662-0.665-0.665-0.653-0.653-0.677-0.677-0.625-0.625-0.492-0.492-0.017-0.017-0.773-0.7730.0020.002-0.418-0.418-0.481-0.481-0.477-0.477-0.471-0.471-0.502-0.502-0.038-0.038-0.233-0.233-0.233-0.233-0.333-0.333v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.333 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
16.6156
p-VALUE (log scale)
0.0002
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
14.6220
p-VALUE (log scale)
0.0122
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

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

STATISTIC
-3.1202
p-VALUE (log scale)
0.0250
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
0.9591
p-VALUE (log scale)
0.3375
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5360
p-VALUE (log scale)
0.0336
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
-1.8953
p-VALUE (log scale)
0.0581
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.423 ≈ 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=3.53e-5 · top T=2.00h (32.0%) · top-3 cover 68.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.4e-41.0e-46.8e-53.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.84e-6 · 0.9% energyperiod 24.0 · power 3.84e-6 · 0.9% energyperiod 12.0 · power 4.92e-6 · 1.2% energyperiod 12.0 · power 4.92e-6 · 1.2% energyperiod 8.0 · power 1.90e-5 · 4.5% energyperiod 8.0 · power 1.90e-5 · 4.5% energyperiod 6.0 · power 3.13e-6 · 0.7% energyperiod 6.0 · power 3.13e-6 · 0.7% energyperiod 4.8 · power 1.93e-5 · 4.6% energyperiod 4.8 · power 1.93e-5 · 4.6% energyperiod 4.0 · power 5.42e-7 · 0.1% energyperiod 4.0 · power 5.42e-7 · 0.1% energyperiod 3.4 · power 2.32e-5 · 5.5% energyperiod 3.4 · power 2.32e-5 · 5.5% energyperiod 3.0 · power 9.29e-6 · 2.2% energyperiod 3.0 · power 9.29e-6 · 2.2% energyperiod 2.7 · power 6.75e-5 · 16.0% energyperiod 2.7 · power 6.75e-5 · 16.0% energyperiod 2.4 · power 8.79e-5 · 20.8% energyperiod 2.4 · power 8.79e-5 · 20.8% energyperiod 2.2 · power 4.92e-5 · 11.6% energyperiod 2.2 · power 4.92e-5 · 11.6% energyperiod 2.0 · power 1.35e-4 · 32.0% energyperiod 2.0 · power 1.35e-4 · 32.0% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.40h#3T=2.67hT=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 ≈ 2.00h (freq 0.500) · concentrates 32.0% of total energy · Σ|X̂|²/n = 4.232e-4

▸ Depth section using sovereign-store price series (379 bars · effective 1752810 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 0.006pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0015 · n = 379✓ n = 379
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 move0d
0.01pp
σ × √6
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 379
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
40.0pp
peak 0.3¢ → trough 0.1¢
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
0.1%
= 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
46442705929605058909732419956816286006845166908523259102661152198038093410551
NO token ID
73455488428254738936784138507511179481975747604809372038745401961833960115825
Snapshot fetched
2026-06-18 14:25:22 UTC
Snapshot age
5.1s
History points
25 CLOB mids
Page rendered
2026-06-18 14:25:27 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e72a9f882f3834ee5dbe8cad0b7b610cc5cc868b73a5af6cd0fac043ea57bc82 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain91.1¢HL PREDBrazil88.1¢HL PREDEcuador87.1¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Czechia win on 2026-06-18?54¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢HL PERPBTC-USD perpetual$63,993HL PERPHYPE-USD perpetual$70.44HL PERPETH-USD perpetual$1,739.2

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-1500-1600-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 379 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4020.39%
σ per bar = 0.030367
Mean return (annualised)
-133400.04%
μ per bar = -0.000761
Sharpe (rf=0)
-33.18
annualised; risk-free assumed zero
Max drawdown
40.00%
peak 0.00 → trough 0.00 over 217 bars

/api/asset/pm-will-the-price-of-ethereum-be-between-1500-1600-on-june-18-2026/risk · same metrics, JSON