POLYMARKET · PREDICTION MARKET · WHAT WILL WTI CRUDE OIL (WTI) HIT IN JUNE 2026?

Will WTI Crude Oil (WTI) hit (LOW) $65 in June?

YES · live
7.8¢
NO · live
92.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-wti-crude-oil-wti-hit-low-65-in-june-765-291-626 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
41.38%
max drawdown
11.93%
sharpe
—
ulcer index
7.97%
RMS drawdown
pain index
6.57%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.93%
cond. drawdown
gain/pain
0.21
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.21
upside/downside
roll spread
3.8 bps
implied (price-only)
bars used
617
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-wti-crude-oil-wti-hit-low-65-in-june-765-291-626/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH117ms⏱--:--:-- 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
7.8¢
NO · live
92.3¢
YES price · live 24h
n=25 · μ=0.0840 · σ=0.0103 · range [0.0620, 0.0975] · R²=0.481▼ FALLING -21.54%σ HIGH 12.25%LAST 0.07650.09750.08860.07980.07090.0620μ = 0.0840max 0.0975min 0.0620dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 7.65¢
YES / NO split · live
YES 7.8%NO 92.3%NO92.3%92.25¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.393 / 1.00 bits (39%) · informative — one side favoured
YES
7.8%7.8¢12.90×▬ +0.00pp
NO
92.3%92.3¢1.08×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,100 · μ=45.8 · σ=67.7 · CV=1.48BURSTY · concentratedcumulative energy ↗ · 50% by h=17060120180240μ = 4624050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1100bp moved · peak 240bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
117ms
▲YES mid
7.75¢ (7.75%)
▼NO mid
92.25¢ (92.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$30.5k
≋liquidity $
$62.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0840 · σ=0.0103 · range [0.0620, 0.0975] · R²=0.481▼ FALLING -21.54%σ HIGH 12.25%LAST 0.07650.09750.08860.07980.07090.0620μ = 0.0840max 0.0975min 0.0620dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 7.65¢
NO price · CLOB mid
n=25 · μ=0.9160 · σ=0.0103 · range [0.9025, 0.9380] · R²=0.485▲ RISING +2.38%σ NORMAL 1.13%LAST 0.92400.93800.92910.92030.91140.9025μ = 0.9160max 0.9380min 0.9025dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 92.40¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0006 · σ=0.0078 · skew=-0.10 (symmetric) · kurt=2.36 (leptokurtic (fat tails))1296301-2.16ppbin -2.16pp · n=1 · 8.3% peakbin -2.16pp · n=1 · 8.3% peak-1.68pp2-1.20ppbin -1.20pp · n=2 · 16.7% peakbin -1.20pp · n=2 · 16.7% peak2-0.72ppbin -0.72pp · n=2 · 16.7% peakbin -0.72pp · n=2 · 16.7% peak5-0.24ppbin -0.24pp · n=5 · 41.7% peakbin -0.24pp · n=5 · 41.7% peak120.24ppbin 0.24pp · n=12 · 100.0% peakbin 0.24pp · n=12 · 100.0% peak10.72ppbin 0.72pp · n=1 · 8.3% peakbin 0.72pp · n=1 · 8.3% peak1.20pp1.68pp12.16ppbin 2.16pp · n=1 · 8.3% peakbin 2.16pp · n=1 · 8.3% 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=0.14 · kurt=4.00 · near 8 / mid 15 / far 1 · OLS slope=0.92 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=-0.61)
μ MEAN8.40¢95% CI: [8.00¢, 8.80¢]
σ STD DEV1.03ppσ² = 1.059 · CV = 12.25%
med MEDIAN8.60¢Q₁ 7.75¢ · Q₃ 9.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.55pp · IQR 1.50pp (1.349σ→1.39pp)
min 6.20¢Q₁ 7.75¢med 8.60¢Q₃ 9.25¢max 9.75¢μ
SKEWNESS · G₁-0.610left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.654mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRconsistent with normalratio = 0.93
range ↔ σconcentrated (range < 4σ)range / σ = 3.45
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-0.105within white-noise band
ρ(2) AUTOCORR-0.169lag-2 not significant
H · HURST EXPONENT0.931strongly persistent
OLS TREND · t-STAT-4.621significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.931
H = 0.931STRONGLY 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=3
k=1-0.105k=2-0.169k=3 ★-0.454k=4+0.081k=5+0.2220+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|=4.62)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.97very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.62)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 ID2423577
SLUGwill-wti-crude-oil-wti-hit-low-65-in-june-765-291-626
CATEGORYWhat will WTI Crude Oil (WTI) hit in June 2026?
TWO-SIDED PRICINGFAVOURS NO (92¢)
PRIMARY · YES7.75¢implied prob 7.75% · decimal odds 12.90×
COUNTER · NO92.25¢implied prob 92.25% · decimal odds 1.08×
7.75¢
92.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME30.50k USD 24h
LIQUIDITY62.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (92¢)|primary − counter| = 0.845 · entropy 0.393 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 7.8%NO 92.3%YES p̂7.8%H = 0.393 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES12.90×(8¢)NO1.08×(92¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.393 bits (39% 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 2026-07-01 03:59 UTC
15days
21hrs
52min
15.91 days·θ = 5.042 pp/day
YES →$1.00(P = 7.8%)
NO →$0.00(P = 92.3%)
current: $0.0775 · expected return per side: $0.92 on YES hit · $0.08 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.0dRESOLVESP projection · σ=1.03% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.042 pp/day
now15.91d left
5.042 pp/day×1.00
−25%11.93d left
5.822 pp/day×1.15
−50%7.96d left
7.131 pp/day×1.41
−75%3.98d left
10.085 pp/day×2.00
−90%1.59d left
15.945 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 2.40% · worst -2.40% · typical |Δ| 0.46%BEARISH SESSION -2.10%BEST+2.40%20hWORST-2.40%17hTYPICAL |Δ|0.46%mean absoluteCUMULATIVE-2.10%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ -0.09% · Σ -0.65%EUROPE · 08-16 UTCμ -0.12% · Σ -0.95%US · 16-24 UTCμ -0.05% · Σ -0.40%CUMULATIVE Δ PATH · final -2.10%+0.00%-3.55%0.00% · 1h0.00% · 1h·1h-1.00% · 2h-1.00% · 2h-1.00%2h0.00% · 3h0.00% · 3h·3h0.70% · 4h0.70% · 4h0.70%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-0.35% · 7h-0.35% · 7h-0.35%7h0.15% · 8h0.15% · 8h0.15%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-1.05% · 11h-1.05% · 11h-1.05%11h-0.50% · 12h-0.50% · 12h-0.50%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.15% · 14h0.15% · 14h0.15%14h0.35% · 15h0.35% · 15h0.35%15h0.45% · 16h0.45% · 16h0.45%16h-2.40% · 17h-2.40% · 17h-2.40%17h▼ WORST0.25% · 18h0.25% · 18h0.25%18h0.00% · 19h0.00% · 19h·19h2.40% · 20h2.40% · 20h2.40%20h★ BEST-0.30% · 21h-0.30% · 21h-0.30%21h-0.75% · 22h-0.75% · 22h-0.75%22h-0.05% · 23h-0.05% · 23h-0.05%23h-0.10% · 24h-0.10% · 24h-0.10%24hTIME PATTERNUS-led (+-0.40%)RUNSup max 3 · down max 4BREADTH29% up · 42% down · 29% flat
7 up bars · 10 down · best 2.40% · worst -2.40% · typical |Δ| 0.458%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.15%)FINAL-2.15%MAX DD-3.53%RECOVERYONGOING · 23 barsMAX RUN-UP+0.00%UNDERWATER23/25 (92%)STREAK↘ 4EQUITY CURVE · end 0.9785 · peak 1.0000 · range [0.9647, 1.0000]1.00000.9647break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -3.53% · moderate0%-3.53%▼ TROUGH -3.53%TOP DRAWDOWN PERIODS · 1 total#1 -3.53%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -3.53%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9785 (-2.15%) · max DD -3.53% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-14.51 · σ=26.19UNPROFITABLE STRATEGYLAST 16.83 (+1.20σ vs μ)61.4430.720.00-30.72-61.44μ = -14.51-8.62-8.62-18.26-18.2622.6422.6422.6422.64-18.76-18.76-43.89-43.89-61.44-61.44-49.91-49.91-49.91-49.91-33.67-33.67-17.75-17.75-29.24-29.24-17.93-17.93-17.19-17.1910.7010.704.054.05-8.01-8.0121.9321.9316.8316.83v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 16.831 · range [-61.44, 22.64] · μ -14.514 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=73.4771 · σ=42.1457 · range [15.5679, 145.7698] · R²=0.688▲ RISING +104.77%σ EXTREME 57.36%LAST 104.0967145.7698113.219380.668948.118415.5679μ = 73.4771max 145.7698min 15.5679dataMA(3)OLS R²=0.69μ lineμ ± σ bandmaxmin
latest 104.10% · range [15.57%, 145.77%] · μ 73.48% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.059 · σ=0.205MEAN-REVERSIONLAST -0.122 (-0.31σ vs μ)0.4510.2250.000-0.225-0.451μ = -0.059-0.012-0.0120.0420.042-0.149-0.149-0.072-0.072-0.436-0.436-0.139-0.1390.1270.1270.1140.1140.0950.0950.2280.2280.4510.451-0.117-0.117-0.308-0.308-0.300-0.300-0.107-0.107-0.204-0.204-0.066-0.066-0.144-0.144-0.122-0.122v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.122 · |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
27.9505
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
9.0720
p-VALUE (log scale)
0.1051
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
-2.2166
p-VALUE (log scale)
0.2056
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
-0.1219
p-VALUE (log scale)
0.9030
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
0.6548
p-VALUE (log scale)
0.0177
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
-0.6522
p-VALUE (log scale)
0.5142
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.802 ≈ 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=6.96e-5 · top T=4.80h (22.7%) · top-3 cover 51.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.9e-41.4e-49.5e-54.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.70e-6 · 0.9% energyperiod 24.0 · power 7.70e-6 · 0.9% energyperiod 12.0 · power 2.41e-5 · 2.9% energyperiod 12.0 · power 2.41e-5 · 2.9% energyperiod 8.0 · power 5.58e-5 · 6.7% energyperiod 8.0 · power 5.58e-5 · 6.7% energyperiod 6.0 · power 1.09e-4 · 13.0% energyperiod 6.0 · power 1.09e-4 · 13.0% energyperiod 4.8 · power 1.90e-4 · 22.7% energyperiod 4.8 · power 1.90e-4 · 22.7% energyperiod 4.0 · power 9.39e-5 · 11.2% energyperiod 4.0 · power 9.39e-5 · 11.2% energyperiod 3.4 · power 1.12e-5 · 1.3% energyperiod 3.4 · power 1.12e-5 · 1.3% energyperiod 3.0 · power 1.16e-5 · 1.4% energyperiod 3.0 · power 1.16e-5 · 1.4% energyperiod 2.7 · power 2.45e-5 · 2.9% energyperiod 2.7 · power 2.45e-5 · 2.9% energyperiod 2.4 · power 1.08e-4 · 13.0% energyperiod 2.4 · power 1.08e-4 · 13.0% energyperiod 2.2 · power 6.94e-5 · 8.3% energyperiod 2.2 · power 6.94e-5 · 8.3% energyperiod 2.0 · power 1.31e-4 · 15.6% energyperiod 2.0 · power 1.31e-4 · 15.6% energy50% by T=4.0h#1 dominantT=4.80h#2T=2.00h#3T=6.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 22.7% of total energy · Σ|X̂|²/n = 8.354e-4

▸ Depth section using sovereign-store price series (617 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 15.9 d · σ/bar 0.031pp · expected |Δp| over horizon 0.61ppterminal variance p(1−p) = 0.0715 · n = 617✓ n = 617
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.031pp
one-bar volatility · logit-free
Per-day movedaily
0.15pp
σ × √24
Per-horizon move16d
0.61pp
σ × √381.8758897222222
Terminal variancebinary
0.0715
p(1−p) at resolution
Current pricep
7.8¢
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 0.05pp · ES₉₅ 0.07pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 617
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.07pp
mean of the tail
Max drawdown
11.9pp
peak 8.8¢ → trough 7.8¢
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
7.8%
= price
Decimal oddsEU
12.903
total return per $1
AmericanUS
+1190
$100 wins $1190
FractionalUK
11.90 / 1
profit per $1 risked
Profit per $100stake
+$1190.32
clean dollar framing
-1000-5000+500+1000020406080100you · 7.8%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)
0.393 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.393 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.69 bit
self-information
Surprise · NO−log₂(1−p)
0.12 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
100234080537358341700285335101835218477024695600752799145333632877450090384825
NO token ID
8986031998837895816366606896272700041392554385729126413066704602458040305581
Snapshot fetched
2026-06-15 06:07:26 UTC
Snapshot age
117ms
History points
25 CLOB mids
Page rendered
2026-06-15 06:07:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d0e40612b49d55832952ef6561085b19b0b5914c1acbfbd7d2ba61ff3c4e96f3 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain91.9¢HL PREDNorway83.2¢HL PREDPortugal77.3¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?85¢POLYMARKETWill Sweden win on 2026-06-14?100¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,865.5HL PERPETH-USD perpetual$1,721.65HL PERPHYPE-USD perpetual$64.8

Also see: /arb opportunities · RSS feed · more in What will WTI Crude Oil (WTI) hit in June 2026?

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
0.076000
(best bid + best ask) / 2
Spread
1578.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.255
ask-heavy
Imbalance (top-5)
-0.957
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-wti-crude-oil-wti-hit-low-65-in-june-765-291-626/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0851121198.98bp0.0890008FILLED
BUY$10.00K0.1439518940.93bp0.63000026FILLED
BUY$100.00K0.61580071026.35bp0.99500043FILLED
SELL$1.00K0.0631101696.11bp0.05700013FILLED
SELL$10.00K0.0270286443.64bp0.00100032PARTIAL
SELL$100.00K0.0270286443.64bp0.00100032PARTIAL

Risk metrics

▸ sovereign store · 617 barsperiods/year ≈ 1.75M
Realized vol (annualised)
503.42%
σ per bar = 0.003802
Mean return (annualised)
-32909.55%
μ per bar = -0.000188
Sharpe (rf=0)
-65.37
annualised; risk-free assumed zero
Max drawdown
11.93%
peak 0.09 → trough 0.08 over 366 bars

/api/asset/pm-will-wti-crude-oil-wti-hit-low-65-in-june-765-291-626/risk · same metrics, JSON