POLYMARKET · PREDICTION MARKET · WILL THE US CONFIRM THAT ALIENS EXIST BY...?

Will the US confirm that aliens exist by June 30?

YES · live
0.9¢
NO · live
99.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-us-confirm-that-aliens-exist-by-june-30-333 · fresh · feed 0s old
24h sparkline · 60 pts▼ -10.53%
realized vol (ann.)
2.96%
max drawdown
10.53%
sharpe
—
ulcer index
4.75%
RMS drawdown
pain index
2.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.53%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-10.53%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -10.53%
Same bundle via M2M API: /api/m2m/pm-will-the-us-confirm-that-aliens-exist-by-june-30-333/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
99.2¢
YES price · live 24h
n=25 · μ=0.0092 · σ=0.0005 · range [0.0085, 0.0095] · R²=0.007▬ FLATσ NORMAL 4.97%LAST 0.00850.00950.00920.00900.00880.0085μ = 0.0092max 0.0095min 0.0085dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.85¢
YES / NO split · live
YES 0.9%NO 99.2%NO99.2%99.15¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.071 / 1.00 bits (7%) · informative — one side favoured
YES
0.9%0.9¢117.65×▬ +0.00pp
NO
99.2%99.2¢1.01×▬ +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=3.8 · CV=2.28BURSTY · concentratedcumulative energy ↗ · 50% by h=5025710μ = 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
4ms
▲YES mid
0.85¢ (0.85%)
▼NO mid
99.15¢ (99.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$144.2k
≋liquidity $
$1.1M
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0092 · σ=0.0005 · range [0.0085, 0.0095] · R²=0.007▬ FLATσ NORMAL 4.97%LAST 0.00850.00950.00920.00900.00880.0085μ = 0.0092max 0.0095min 0.0085dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.85¢
NO price · CLOB mid
n=25 · μ=0.9908 · σ=0.0005 · range [0.9905, 0.9915] · R²=0.007▬ FLATσ LOW 0.05%LAST 0.99150.99150.99130.99100.99080.9905μ = 0.9908max 0.9915min 0.9905dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0004 · skew=-0.67 (left-skewed) · kurt=3.18 (leptokurtic (fat tails))201510502-0.09ppbin -0.09pp · n=2 · 10.0% peakbin -0.09pp · n=2 · 10.0% peak-0.07pp-0.05pp-0.03pp-0.01pp200.01ppbin 0.01pp · n=20 · 100.0% peakbin 0.01pp · n=20 · 100.0% peak0.03pp0.05pp0.07pp20.09ppbin 0.09pp · n=2 · 10.0% peakbin 0.09pp · n=2 · 10.0% 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=0.00 · kurt=3.00 · near 6 / mid 14 / far 4 · OLS slope=0.77 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=25LEFT-SKEWED (G₁=-0.92)
μ MEAN0.92¢95% CI: [0.90¢, 0.94¢]
σ STD DEV0.05ppσ² = 21.000×10⁻⁴ · CV = 4.97%
med MEDIAN0.95¢Q₁ 0.85¢ · Q₃ 0.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.10pp · IQR 0.10pp (1.349σ→0.06pp)
min 0.85¢Q₁ 0.85¢med 0.95¢Q₃ 0.95¢max 0.95¢μ
SKEWNESS · G₁-0.922left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.193platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.61
σ × 1.349 ↔ IQRdiverges from normalratio = 0.62
range ↔ σconcentrated (range < 4σ)range / σ = 2.18
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) -0.25 + ADF rejected
ρ(1) AUTOCORR-0.250within white-noise band
ρ(2) AUTOCORR-0.250lag-2 not significant
H · HURST EXPONENT0.827strongly persistent
OLS TREND · t-STAT+0.416fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.827
H = 0.827STRONGLY 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=1-0.250k=2-0.250k=3+0.250k=4+0.000k=5+0.0000+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|=0.42)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.25 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.90very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.42)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 ID2034723
SLUGwill-the-us-confirm-that-aliens-exist-by-june-30-333
CATEGORYWill the US confirm that aliens exist by...?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.85¢implied prob 0.85% · decimal odds 117.65×
COUNTER · NO99.15¢implied prob 99.15% · decimal odds 1.01×
0.85¢
99.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME144.16k USD 24h
LIQUIDITY1.05M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.983 · entropy 0.071 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 0.9%NO 99.2%YES p̂0.9%H = 0.071 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES117.65×(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) = 0.071 bits (7% 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 2026-06-30 00:00 UTC
15days
07hrs
35min
15.32 days·θ = 0.224 pp/day
YES →$1.00(P = 0.9%)
NO →$0.00(P = 99.2%)
current: $0.0085 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.7dRESOLVESP projection · σ=0.05% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.224 pp/day
now15.32d left
0.224 pp/day×1.00
−25%11.49d left
0.259 pp/day×1.15
−50%7.66d left
0.317 pp/day×1.41
−75%3.83d left
0.449 pp/day×2.00
−90%1.53d left
0.710 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%MIXED · 2 UP / 2 DNBEST+0.10%3hWORST-0.10%5hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final +0.00%+0.10%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.10% · 3h0.10% · 3h0.10%3h★ BEST0.00% · 4h0.00% · 4h·4h-0.10% · 5h-0.10% · 5h-0.10%5h▼ WORST0.10% · 6h0.10% · 6h0.10%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 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·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.10% · 22h-0.10% · 22h-0.10%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH8% up · 8% down · 83% flat
2 up bars · 2 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 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.00%MAX DD-0.10%RECOVERYONGOING · 20 barsMAX RUN-UP+0.10%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0010 · range [1.0000, 1.0010]1.00101.0000break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.10% · shallow0%-0.10%▼ TROUGH -0.10%TOP DRAWDOWN PERIODS · 1 total#1 -0.10%bar 6-25 · 20 bars · ONGOINGDD SEVERITYshallow (max -0.10%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0000 (-0.00%) · max DD -0.10% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −3 (21% positive) · μ=-0.75 · σ=19.89UNPROFITABLE STRATEGYLAST -38.21 (-1.88σ vs μ)38.2119.100.00-19.10-38.21μ = -0.7520.7220.7220.7220.7220.7220.720.000.000.000.0038.2138.210.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-38.21, 38.21] · μ -0.750 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=2.5400 · σ=2.9328 · range [0.0000, 7.0456] · R²=0.282▼ FALLING -45.77%σ EXTREME 115.46%LAST 3.82107.04565.28423.52281.76140.0000μ = 2.5400max 7.0456min 0.0000dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
latest 3.82% · range [0.00%, 7.05%] · μ 2.54% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −9 (0% positive) · μ=-0.141 · σ=0.193MEAN-REVERSIONLAST -0.233 (-0.48σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.141-0.363-0.363-0.422-0.422-0.363-0.363-0.500-0.500-0.500-0.500-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
16.2608
p-VALUE (log scale)
0.0003
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
5.3255
p-VALUE (log scale)
0.3777
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
-2.5071
p-VALUE (log scale)
0.1185
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
1.2247
p-VALUE (log scale)
0.2207
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2118
p-VALUE (log scale)
0.3361
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
-1.4867
p-VALUE (log scale)
0.1371
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.548 ≈ 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=1.67e-7 · top T=3.43h (26.1%) · top-3 cover 56.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.2e-73.9e-72.6e-71.3e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.15e-8 · 3.6% energyperiod 24.0 · power 7.15e-8 · 3.6% energyperiod 12.0 · power 9.45e-8 · 4.7% energyperiod 12.0 · power 9.45e-8 · 4.7% energyperiod 8.0 · power 8.33e-8 · 4.2% energyperiod 8.0 · power 8.33e-8 · 4.2% energyperiod 6.0 · power 1.25e-7 · 6.2% energyperiod 6.0 · power 1.25e-7 · 6.2% energyperiod 4.8 · power 3.90e-8 · 2.0% energyperiod 4.8 · power 3.90e-8 · 2.0% energyperiod 4.0 · power 1.67e-7 · 8.3% energyperiod 4.0 · power 1.67e-7 · 8.3% energyperiod 3.4 · power 5.22e-7 · 26.1% energyperiod 3.4 · power 5.22e-7 · 26.1% energyperiod 3.0 · power 3.75e-7 · 18.8% energyperiod 3.0 · power 3.75e-7 · 18.8% energyperiod 2.7 · power 8.33e-8 · 4.2% energyperiod 2.7 · power 8.33e-8 · 4.2% energyperiod 2.4 · power 2.39e-7 · 11.9% energyperiod 2.4 · power 2.39e-7 · 11.9% energyperiod 2.2 · power 2.01e-7 · 10.0% energyperiod 2.2 · power 2.01e-7 · 10.0% energyperiod 2.0 · power 1.41e-37 · 0.0% energyperiod 2.0 · power 1.41e-37 · 0.0% energy50% by T=3.4h#1 dominantT=3.43h#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 ≈ 3.43h (freq 0.292) · concentrates 26.1% of total energy · Σ|X̂|²/n = 2.000e-6

▸ Depth section using sovereign-store price series (3874 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 15.3 d · σ/bar 0.002pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0084 · n = 3874✓ n = 3874
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.002pp
one-bar volatility · logit-free
Per-day movedaily
0.01pp
σ × √24
Per-horizon move15d
0.03pp
σ × √367.595235
Terminal variancebinary
0.0084
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00✓ n = 3874
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
10.5pp
peak 0.9¢ → trough 0.9¢
Median step
0.10pp
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
117.647
total return per $1
AmericanUS
+11665
$100 wins $11665
FractionalUK
116.65 / 1
profit per $1 risked
Profit per $100stake
+$11664.71
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)
0.071 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.071 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.88 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
46812900989504880098357062882629805283165626694938174242352493727380998246351
NO token ID
79271461689096588046442244003517649721120722929791668509110271864004020573472
Snapshot fetched
2026-06-14 16:24:17 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:24:17 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6577edc0c9d5a435d44b18ac8c1aa3b76cbd9b262924da2f932c45a78c70caf8 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Will the US confirm that aliens exist by...?

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
0.008500
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.742
ask-heavy
Imbalance (top-5)
-0.897
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-us-confirm-that-aliens-exist-by-june-30-333/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0097081420.98bp0.0100002FILLED
BUY$10.00K0.0105802446.86bp0.0260008FILLED
BUY$100.00K0.08793993457.50bp0.86000065FILLED
SELL$1.00K0.0021397483.01bp0.0010008FILLED
SELL$10.00K0.0018497824.61bp0.0010008PARTIAL
SELL$100.00K0.0018497824.61bp0.0010008PARTIAL

Risk metrics

▸ sovereign store · 3,874 barsperiods/year ≈ 1.75M
Realized vol (annualised)
236.63%
σ per bar = 0.001787
Mean return (annualised)
-5034.04%
μ per bar = -0.000029
Sharpe (rf=0)
-21.27
annualised; risk-free assumed zero
Max drawdown
10.53%
peak 0.01 → trough 0.01 over 3466 bars

/api/asset/pm-will-the-us-confirm-that-aliens-exist-by-june-30-333/risk · same metrics, JSON