POLYMARKET · PREDICTION MARKET · POLITICS

Will Wes Streeting be the next Prime Minister of the United Kingdom in 2026?

YES · live
1.2¢
NO · live
98.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-wes-streeting-be-the-next-prime-minister-of-the-united-kingdom-in-2026-137 · fresh · feed 5s old
24h sparkline · 60 pts
realized vol (ann.)
22.03%
max drawdown
42.31%
sharpe
ulcer index
26.92%
RMS drawdown
pain index
22.79%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
38.64%
cond. drawdown
gain/pain
0.88
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.88
upside/downside
roll spread
2.0 bps
implied (price-only)
bars used
994
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-wes-streeting-be-the-next-prime-minister-of-the-united-kingdom-in-2026-137/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH5.4s--:--:-- 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
1.2¢
NO · live
98.8¢
YES price · live 24h
n=25 · μ=0.0096 · σ=0.0016 · range [0.0060, 0.0135] · R²=0.233 RISING +100.00%σ EXTREME 16.91%LAST 0.01200.01350.01160.00970.00790.0060μ = 0.0096max 0.0135min 0.0060dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.20¢
YES / NO split · live
YES 1.2%NO 98.8%NO98.8%98.80¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.094 / 1.00 bits (9%) · informative — one side favoured
YES
1.2%1.2¢83.33× +0.00pp
NO
98.8%98.8¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=270 · μ=11.3 · σ=12.0 · CV=1.07BURSTYcumulative energy ↗ · 50% by h=15010203040μ = 114050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 270bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5.4s
YES mid
1.20¢ (1.20%)
NO mid
98.80¢ (98.80%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$19.1k
liquidity $
$54.3k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0096 · σ=0.0016 · range [0.0060, 0.0135] · R²=0.233 RISING +100.00%σ EXTREME 16.91%LAST 0.01200.01350.01160.00970.00790.0060μ = 0.0096max 0.0135min 0.0060dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.20¢
NO price · CLOB mid
n=25 · μ=0.9904 · σ=0.0016 · range [0.9865, 0.9940] · R²=0.233 FALLING -0.60%σ LOW 0.16%LAST 0.98800.99400.99210.99030.98840.9865μ = 0.9904max 0.9940min 0.9865dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0016 · skew=0.51 (right-skewed) · kurt=-0.32 (mesokurtic)864201-0.26ppbin -0.26pp · n=1 · 12.5% peakbin -0.26pp · n=1 · 12.5% peak1-0.19ppbin -0.19pp · n=1 · 12.5% peakbin -0.19pp · n=1 · 12.5% peak4-0.12ppbin -0.12pp · n=4 · 50.0% peakbin -0.12pp · n=4 · 50.0% peak3-0.05ppbin -0.05pp · n=3 · 37.5% peakbin -0.05pp · n=3 · 37.5% peak80.02ppbin 0.02pp · n=8 · 100.0% peakbin 0.02pp · n=8 · 100.0% peak20.09ppbin 0.09pp · n=2 · 25.0% peakbin 0.09pp · n=2 · 25.0% peak0.16pp20.23ppbin 0.23pp · n=2 · 25.0% peakbin 0.23pp · n=2 · 25.0% peak20.29ppbin 0.29pp · n=2 · 25.0% peakbin 0.29pp · n=2 · 25.0% peak10.36ppbin 0.36pp · n=1 · 12.5% peakbin 0.36pp · n=1 · 12.5% 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=0.57 · kurt=0.09 · near 16 / mid 8 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALMILDLY 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.96¢95% CI: [0.90¢, 1.03¢]
σ STD DEV0.16ppσ² = 0.027 · CV = 16.91%
med MEDIAN0.95¢Q₁ 0.90¢ · Q₃ 1.05¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.60¢Q₁ 0.90¢med 0.95¢Q₃ 1.05¢max 1.35¢μ
SKEWNESS · G₁0.100approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.070mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRdiverges from normalratio = 1.47
range ↔ σwide tails (range > 4σ)range / σ = 4.60
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.166within white-noise band
ρ(2) AUTOCORR+0.042lag-2 not significant
H · HURST EXPONENT0.763strongly persistent
OLS TREND · t-STAT+2.644significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.763STRONGLY 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=1-0.166k=2+0.042k=3-0.261k=4-0.054k=5-0.2430+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 CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.69very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.64)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 ID1343455
SLUGwill-wes-streeti…-in-2026-137
CATEGORYPolitics
TWO-SIDED PRICING
PRIMARY · YES1.20¢implied prob 1.20% · decimal odds 83.33×
COUNTER · NO98.80¢implied prob 98.80% · decimal odds 1.01×
1.20¢
98.80¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME19.08k USD 24h
LIQUIDITY54.27k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.976 · entropy 0.094 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 1.2%NO 98.8%YES1.2%H = 0.094 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES83.33×(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) = 0.094 bits (9% 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 2026-12-31 00:00 UTC
193days
11hrs
43min
YES$1.00(P = 1.2%)
NO$0.00(P = 98.8%)
current: $0.0120 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+96.7dRESOLVESP projection · σ=0.16% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.798 pp/day
now193.49d left
0.798 pp/day×1.00
−25%145.12d left
0.922 pp/day×1.15
−50%96.74d left
1.129 pp/day×1.41
−75%48.37d left
1.597 pp/day×2.00
−90%19.35d left
2.525 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 0.40% · worst -0.30% · typical |Δ| 0.11%MILD BULLISH +0.60%BEST+0.40%23hWORST-0.30%18hTYPICAL |Δ|0.11%mean absoluteCUMULATIVE+0.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.03% · Σ +0.20%EUROPE · 08-16 UTCμ +0.04% · Σ +0.30%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +0.60%+0.75%0.00%0.30% · 1h0.30% · 1h0.30%1h0.10% · 2h0.10% · 2h0.10%2h-0.10% · 3h-0.10% · 3h-0.10%3h0.05% · 4h0.05% · 4h0.05%4h-0.05% · 5h-0.05% · 5h-0.05%5h0.00% · 6h0.00% · 6h·6h-0.10% · 7h-0.10% · 7h-0.10%7h-0.10% · 8h-0.10% · 8h-0.10%8h0.30% · 9h0.30% · 9h0.30%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.20% · 15h0.20% · 15h0.20%15h0.00% · 16h0.00% · 16h·16h0.25% · 17h0.25% · 17h0.25%17h-0.30% · 18h-0.30% · 18h-0.30%18h▼ WORST0.05% · 19h0.05% · 19h0.05%19h-0.20% · 20h-0.20% · 20h-0.20%20h-0.10% · 21h-0.10% · 21h-0.10%21h0.00% · 22h0.00% · 22h·22h0.40% · 23h0.40% · 23h0.40%23h★ BEST0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 2BREADTH33% up · 38% down · 29% flat
8 up bars · 9 down · best 0.40% · worst -0.30% · typical |Δ| 0.112%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.60%FINAL+0.60%MAX DD-0.55%RECOVERYONGOING · 7 barsMAX RUN-UP+0.75%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0060 · peak 1.0075 · range [1.0000, 1.0075]1.00751.0000break-even = 1★ PEAK 1.0075UNDERWATER DRAWDOWN · max -0.55% · shallow0%-0.55%▼ TROUGH -0.55%TOP DRAWDOWN PERIODS · 2 total#1 -0.55%bar 19-25 · 7 bars · ONGOING#2 -0.30%bar 4-15 · 12 bars · recoveredDD SEVERITYshallow (max -0.55%)RECOVERYongoing · 7 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0060 (0.60%) · max DD -0.55% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −5 (68% positive) · μ=3.23 · σ=25.53PROFITABLE STRATEGYLAST 11.45 (+0.32σ vs μ)73.9937.000.00-37.00-73.99μ = 3.2333.0933.09-19.10-19.10-73.99-73.9910.3610.365.215.2110.6010.6010.6010.6016.6516.6523.4723.4716.7616.7616.7616.7641.3741.373.933.9311.8911.890.000.00-24.01-24.01-24.01-24.01-9.57-9.5711.4511.45v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 11.452 · range [-73.99, 41.37] · μ 3.234 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=14.4009 · σ=4.6331 · range [5.9195, 22.8782] · R²=0.541 RISING +44.48%σ EXTREME 32.17%LAST 19.124122.878218.638514.398810.15915.9195μ = 14.4009max 22.8782min 5.9195dataMA(3)OLS R²=0.54μ lineμ ± σ bandmaxmin
latest 19.12% · range [5.92%, 22.88%] · μ 14.40% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.257 · σ=0.211MEAN-REVERSIONLAST 0.033 (+1.37σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.2570.1000.100-0.583-0.583-0.250-0.250-0.164-0.164-0.186-0.186-0.203-0.203-0.218-0.218-0.386-0.3860.0350.035-0.141-0.141-0.218-0.218-0.192-0.192-0.436-0.436-0.539-0.539-0.426-0.426-0.487-0.487-0.579-0.579-0.040-0.0400.0330.033v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.033 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.6448
p-VALUE (log scale)
0.4394
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
4.8578
p-VALUE (log scale)
0.4343
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

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

STATISTIC
-3.3733
p-VALUE (log scale)
0.0127
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
0.7690
p-VALUE (log scale)
0.4419
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4247
p-VALUE (log scale)
0.0665
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
-1.0847
p-VALUE (log scale)
0.2781
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.670 ≈ 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=3.03e-6 · top T=2.00h (29.4%) · top-3 cover 62.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.1e-58.0e-65.3e-62.7e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.32e-7 · 1.2% energyperiod 24.0 · power 4.32e-7 · 1.2% energyperiod 12.0 · power 3.61e-6 · 9.9% energyperiod 12.0 · power 3.61e-6 · 9.9% energyperiod 8.0 · power 5.99e-6 · 16.5% energyperiod 8.0 · power 5.99e-6 · 16.5% energyperiod 6.0 · power 1.57e-6 · 4.3% energyperiod 6.0 · power 1.57e-6 · 4.3% energyperiod 4.8 · power 6.32e-7 · 1.7% energyperiod 4.8 · power 6.32e-7 · 1.7% energyperiod 4.0 · power 1.67e-7 · 0.5% energyperiod 4.0 · power 1.67e-7 · 0.5% energyperiod 3.4 · power 3.00e-6 · 8.3% energyperiod 3.4 · power 3.00e-6 · 8.3% energyperiod 3.0 · power 4.06e-7 · 1.1% energyperiod 3.0 · power 4.06e-7 · 1.1% energyperiod 2.7 · power 5.93e-6 · 16.3% energyperiod 2.7 · power 5.93e-6 · 16.3% energyperiod 2.4 · power 6.56e-7 · 1.8% energyperiod 2.4 · power 6.56e-7 · 1.8% energyperiod 2.2 · power 3.27e-6 · 9.0% energyperiod 2.2 · power 3.27e-6 · 9.0% energyperiod 2.0 · power 1.07e-5 · 29.4% energyperiod 2.0 · power 1.07e-5 · 29.4% energy50% by T=2.7h#1 dominantT=2.00h#2T=8.00h#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 29.4% of total energy · Σ|X̂|²/n = 3.633e-5

▸ Depth section using sovereign-store price series (994 bars · effective 1752713 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 193.5 d · σ/bar 0.017pp · expected |Δp| over horizon 1.13ppterminal variance p(1−p) = 0.0119 · n = 994n = 994
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.017pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move193d
1.13pp
σ × √4643.724699444445
Terminal variancebinary
0.0119
p(1−p) at resolution
Current pricep
1.2¢
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 994
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
42.3pp
peak 1.3¢ → trough 0.8¢
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
1.2%
= price
Decimal oddsEU
83.333
total return per $1
AmericanUS
+8233
$100 wins $8233
FractionalUK
82.33 / 1
profit per $1 risked
Profit per $100stake
+$8233.33
clean dollar framing
-1000-5000+500+1000020406080100you · 1.2%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)
0.094 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.094 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.38 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
99909543885098030069657768394753024719588666731789258782985921335621123240380
NO token ID
44307889234130932930858382978336600446477425865846911922926947607191769332811
Snapshot fetched
2026-06-20 12:16:25 UTC
Snapshot age
5.4s
History points
25 CLOB mids
Page rendered
2026-06-20 12:16:31 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7de2c25024b8c099f8641caff30277170af08daf5206f7d829f79e5583a35ef0 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Politics

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
0.012000
(best bid + best ask) / 2
Spread
5000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.096
bid-heavy
Imbalance (top-5)
+0.936
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-wes-streeting-be-the-next-prime-minister-of-the-united-kingdom-in-2026-137/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.04981031507.97bp0.06200025FILLED
BUY$10.00K0.175064135886.43bp0.60000058FILLED
BUY$100.00K0.633649518041.07bp0.98000086FILLED
SELL$1.00K0.0014358803.86bp0.0010009PARTIAL
SELL$10.00K0.0014358803.86bp0.0010009PARTIAL
SELL$100.00K0.0014358803.86bp0.0010009PARTIAL

Risk metrics

sovereign store · 994 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2143.20%
σ per bar = 0.016189
Mean return (annualised)
-14128.09%
μ per bar = -0.000081
Sharpe (rf=0)
-6.59
annualised; risk-free assumed zero
Max drawdown
42.31%
peak 0.01 → trough 0.01 over 529 bars

/api/asset/pm-will-wes-streeting-be-the-next-prime-minister-of-the-united-kingdom-in-2026-137/risk · same metrics, JSON