POLYMARKET · PREDICTION MARKET · WHO WILL TRUMP SPEAK TO IN JUNE?

Will Trump speak to Vladimir Putin in June?

YES · live
98.5¢
NO · live
1.6¢

▸ Advanced metrics · M2M bundle

polymarket · will-trump-speak-to-vladimir-putin-in-june · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
108.89%
max drawdown
2.35%
sharpe
ulcer index
0.79%
RMS drawdown
pain index
0.54%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.35%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
689
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-trump-speak-to-vladimir-putin-in-june/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH11ms--:--:-- 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
98.5¢
NO · live
1.6¢
YES price · live 24h
n=25 · μ=0.7055 · σ=0.2208 · range [0.5000, 0.9980] · R²=0.612 RISING +70.34%σ EXTREME 31.30%LAST 0.98800.99800.87350.74900.62450.5000μ = 0.7055max 0.9980min 0.5000dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 98.80¢
YES / NO split · live
YES 98.5%NO 1.6%YES98.5%98.45¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.115 / 1.00 bits (12%) · informative — one side favoured
YES
98.5%98.5¢1.02× +0.00pp
NO
1.6%1.6¢64.52× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,000 · μ=291.7 · σ=943.4 · CV=3.23BURSTY · concentratedcumulative energy ↗ · 50% by h=1601,1752,3503,5254,700μ = 2924,70050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7000bp moved · peak 4700bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
11ms
YES mid
98.45¢ (98.45%)
NO mid
1.55¢ (1.55%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$47.8k
liquidity $
$27.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7055 · σ=0.2208 · range [0.5000, 0.9980] · R²=0.612 RISING +70.34%σ EXTREME 31.30%LAST 0.98800.99800.87350.74900.62450.5000μ = 0.7055max 0.9980min 0.5000dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 98.80¢
NO price · CLOB mid
n=25 · μ=0.2945 · σ=0.2208 · range [0.0020, 0.5000] · R²=0.612 FALLING -97.14%σ EXTREME 74.99%LAST 0.01200.50000.37550.25100.12650.0020μ = 0.2945max 0.5000min 0.0020dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 1.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0137 · σ=0.0899 · skew=4.59 (right-skewed) · kurt=19.04 (leptokurtic (fat tails))2317126023-0.50ppbin -0.50pp · n=23 · 100.0% peakbin -0.50pp · n=23 · 100.0% peak4.50pp9.50pp14.50pp19.50pp24.50pp29.50pp34.50pp39.50pp144.50ppbin 44.50pp · n=1 · 4.3% peakbin 44.50pp · n=1 · 4.3% 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=4.45 · kurt=18.24 · near 6 / mid 12 / far 6 · OLS slope=0.57 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.54σΔ=-1.50σΔ=+2.71σsample ↓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=25RIGHT-SKEWED (G₁=0.52)
μ MEAN70.55¢95% CI: [61.90¢, 79.21¢]
σ STD DEV22.08ppσ² = 487.620 · CV = 31.30%
med MEDIAN57.50¢Q₁ 53.00¢ · Q₃ 99.30¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 50.00¢Q₁ 53.00¢med 57.50¢Q₃ 99.30¢max 99.80¢μ
SKEWNESS · G₁0.522right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.757platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.59
σ × 1.349 ↔ IQRdiverges from normalratio = 0.64
range ↔ σconcentrated (range < 4σ)range / σ = 2.26
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.011within white-noise band
ρ(2) AUTOCORR-0.040lag-2 not significant
H · HURST EXPONENT0.772strongly persistent
OLS TREND · t-STAT+6.019significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.772STRONGLY 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=1-0.011k=2-0.040k=3-0.002k=4-0.065k=5-0.0840+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.56high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.02)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 ID2363752
SLUGwill-trump-speak-to-vladimir-putin-in-june
CATEGORYWho will Trump speak to in June?
TWO-SIDED PRICING
PRIMARY · YES98.45¢implied prob 98.45% · decimal odds 1.02×
COUNTER · NO1.55¢implied prob 1.55% · decimal odds 64.52×
98.45¢
1.55¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME47.83k USD 24h
LIQUIDITY27.92k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (98¢)|primary − counter| = 0.969 · entropy 0.115 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 98.5%NO 1.6%YES98.5%H = 0.115 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.02×(98¢)NO64.52×(2¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.115 bits (12% 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
00hrs
44min
YES$1.00(P = 98.5%)
NO$0.00(P = 1.5%)
current: $0.9845 · expected return per side: $0.02 on YES hit · $0.98 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.5dRESOLVESP projection · σ=22.08% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 108.180 pp/day
now15.03d left
108.180 pp/day×1.00
−25%11.27d left
124.915 pp/day×1.15
−50%7.52d left
152.989 pp/day×1.41
−75%3.76d left
216.360 pp/day×2.00
−90%1.50d left
342.095 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 47.00% · worst -3.00% · typical |Δ| 2.92%MILD BULLISH +40.80%BEST+47.00%16hWORST-3.00%8hTYPICAL |Δ|2.92%mean absoluteCUMULATIVE+40.80%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.44% · Σ -3.50%US · 16-24 UTCμ +5.65% · Σ +45.20%CUMULATIVE Δ PATH · final +40.80%+41.80%-8.00%-0.50% · 1h-0.50% · 1h-0.50%1h-1.00% · 2h-1.00% · 2h-1.00%2h1.00% · 3h1.00% · 3h1.00%3h-3.00% · 4h-3.00% · 4h-3.00%4h2.00% · 5h2.00% · 5h2.00%5h1.50% · 6h1.50% · 6h1.50%6h-2.00% · 7h-2.00% · 7h-2.00%7h-3.00% · 8h-3.00% · 8h-3.00%8h▼ WORST0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-1.50% · 11h-1.50% · 11h-1.50%11h-1.50% · 12h-1.50% · 12h-1.50%12h1.50% · 13h1.50% · 13h1.50%13h0.00% · 14h0.00% · 14h·14h1.00% · 15h1.00% · 15h1.00%15h47.00% · 16h47.00% · 16h47.00%16h★ BEST0.10% · 17h0.10% · 17h0.10%17h0.00% · 18h0.00% · 18h·18h0.05% · 19h0.05% · 19h0.05%19h0.15% · 20h0.15% · 20h0.15%20h-0.40% · 21h-0.40% · 21h-0.40%21h-0.10% · 22h-0.10% · 22h-0.10%22h-1.60% · 23h-1.60% · 23h-1.60%23h1.10% · 24h1.10% · 24h1.10%24hTIME PATTERNUS-led (+45.20%)RUNSup max 3 · down max 3BREADTH42% up · 42% down · 17% flat
10 up bars · 10 down · best 47.00% · worst -3.00% · typical |Δ| 2.917%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +37.87%FINAL+37.87%MAX DD-7.85%RECOVERYONGOING · 15 barsMAX RUN-UP+39.28%UNDERWATER19/25 (76%)STREAK↗ 1EQUITY CURVE · end 1.3787 · peak 1.3928 · range [0.9215, 1.3928]1.39280.9215break-even = 1★ PEAK 1.3928UNDERWATER DRAWDOWN · max -7.85% · significant0%-7.85%▼ TROUGH -7.85%TOP DRAWDOWN PERIODS · 2 total#1 -7.85%bar 2-16 · 15 bars · recovered#2 -2.09%bar 22-25 · 4 bars · ONGOINGDD SEVERITYsignificant (max -7.85%)RECOVERYongoing · 24 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.3787 (37.87%) · max DD -7.85% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-7.63 · σ=39.80UNPROFITABLE STRATEGYLAST -14.21 (-0.17σ vs μ)106.7553.370.00-53.37-106.75μ = -7.630.000.00-11.45-11.45-23.40-23.40-31.47-31.47-12.04-12.04-47.76-47.76-106.75-106.75-44.62-44.62-20.72-20.72-6.28-6.2837.6437.6439.2339.2340.7540.7539.3339.3339.4839.4838.1138.11-15.66-15.66-45.16-45.16-14.21-14.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -14.206 · range [-106.75, 40.75] · μ -7.631 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=658.4115 · σ=791.4685 · range [18.6408, 1803.4326] · R²=0.148 FALLING -53.05%σ EXTREME 120.21%LAST 82.21801803.43261357.2346911.0367464.838818.6408μ = 658.4115max 1803.4326min 18.6408dataMA(3)OLS R²=0.15μ lineμ ± σ bandmaxmin
latest 82.22% · range [18.64%, 1803.43%] · μ 658.41% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.143 · σ=0.182MEAN-REVERSIONLAST -0.490 (-1.91σ vs μ)0.4900.2450.000-0.245-0.490μ = -0.143-0.371-0.371-0.464-0.464-0.155-0.155-0.068-0.0680.2680.268-0.140-0.1400.0690.069-0.227-0.227-0.069-0.069-0.017-0.017-0.011-0.011-0.225-0.225-0.230-0.230-0.219-0.219-0.216-0.216-0.032-0.032-0.102-0.102-0.022-0.022-0.490-0.490v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.490 · |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 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
619.1331
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
0.4096
p-VALUE (log scale)
0.9933
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
-0.7385
p-VALUE (log scale)
0.8306
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
-1.3784
p-VALUE (log scale)
0.1681
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6685
p-VALUE (log scale)
0.0164
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
0.1351
p-VALUE (log scale)
0.8925
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.041 ≈ 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=9.39e-3 · top T=3.43h (11.0%) · top-3 cover 31.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.2e-29.3e-36.2e-33.1e-30.0e+0μ noise floorperiod 24.0 · power 1.08e-2 · 9.6% energyperiod 24.0 · power 1.08e-2 · 9.6% energyperiod 12.0 · power 1.15e-2 · 10.2% energyperiod 12.0 · power 1.15e-2 · 10.2% energyperiod 8.0 · power 8.66e-3 · 7.7% energyperiod 8.0 · power 8.66e-3 · 7.7% energyperiod 6.0 · power 9.04e-3 · 8.0% energyperiod 6.0 · power 9.04e-3 · 8.0% energyperiod 4.8 · power 9.52e-3 · 8.4% energyperiod 4.8 · power 9.52e-3 · 8.4% energyperiod 4.0 · power 6.92e-3 · 6.1% energyperiod 4.0 · power 6.92e-3 · 6.1% energyperiod 3.4 · power 1.24e-2 · 11.0% energyperiod 3.4 · power 1.24e-2 · 11.0% energyperiod 3.0 · power 8.25e-3 · 7.3% energyperiod 3.0 · power 8.25e-3 · 7.3% energyperiod 2.7 · power 1.19e-2 · 10.6% energyperiod 2.7 · power 1.19e-2 · 10.6% energyperiod 2.4 · power 6.48e-3 · 5.7% energyperiod 2.4 · power 6.48e-3 · 5.7% energyperiod 2.2 · power 1.00e-2 · 8.9% energyperiod 2.2 · power 1.00e-2 · 8.9% energyperiod 2.0 · power 7.18e-3 · 6.4% energyperiod 2.0 · power 7.18e-3 · 6.4% energy50% by T=4.0h#1 dominantT=3.43h#2T=2.67h#3T=12.00hT=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 11.0% of total energy · Σ|X̂|²/n = 1.127e-1

▸ Depth section using sovereign-store price series (689 bars · effective 1753103 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 15.0 d · σ/bar 0.082pp · expected |Δp| over horizon 1.56ppterminal variance p(1−p) = 0.0153 · n = 689n = 689
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.082pp
one-bar volatility · logit-free
Per-day movedaily
0.40pp
σ × √24
Per-horizon move15d
1.56pp
σ × √360.74095055555557
Terminal variancebinary
0.0153
p(1−p) at resolution
Current pricep
98.5¢
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 0.14pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.01n = 689
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
2.4pp
peak 99.8¢ → trough 97.5¢
Median step
0.15pp
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
98.5%
= price
Decimal oddsEU
1.016
total return per $1
AmericanUS
-6352
risk $6352 to win $100
FractionalUK
0.02 / 1
profit per $1 risked
Profit per $100stake
+$1.57
clean dollar framing
-1000-5000+500+1000020406080100you · 98.5%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)
0.115 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.115 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.02 bit
self-information
Surprise · NO−log₂(1−p)
6.01 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
6362919518349770317773098077652206496526514027339114596453066668953793524099
NO token ID
6767690201771225248191319071850355544257630209290046823658343019834260399760
Snapshot fetched
2026-06-14 23:15:32 UTC
Snapshot age
11ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:15:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4917c307edc67138176edd369a1d7d12428b120606e9ae4ff191a7e026e09397 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Who will Trump speak to in June?

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
$556
bid $168 · ask $388
Mid price
0.988500
(best bid + best ask) / 2
Spread
30.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.969
bid-heavy
Imbalance (top-5)
-0.895
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-trump-speak-to-vladimir-putin-in-june/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99375753.19bp0.9960004FILLED
BUY$10.00K0.99772693.33bp0.9990005PARTIAL
BUY$100.00K0.99772693.33bp0.9990005PARTIAL
SELL$1.00K0.952375365.45bp0.9210007FILLED
SELL$10.00K0.6843813076.57bp0.36000028FILLED
SELL$100.00K0.0639499353.07bp0.00100068PARTIAL

Risk metrics

sovereign store · 689 barsperiods/year ≈ 1.75M
Realized vol (annualised)
110.78%
σ per bar = 0.000837
Mean return (annualised)
-3470.37%
μ per bar = -0.000020
Sharpe (rf=0)
-31.33
annualised; risk-free assumed zero
Max drawdown
2.35%
peak 1.00 → trough 0.97 over 623 bars

/api/asset/pm-will-trump-speak-to-vladimir-putin-in-june/risk · same metrics, JSON