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
21.3¢
NO · live
78.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-wti-crude-oil-wti-hit-low-65-in-june-765-291-626-295 · fresh · feed 1s old
24h sparkline · 60 pts▲ 50.53%
realized vol (ann.)
127.61%
max drawdown
25.00%
sharpe
—
ulcer index
16.00%
RMS drawdown
pain index
12.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
24.85%
cond. drawdown
gain/pain
1.45
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.45
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
50.53%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +50.53%
Same bundle via M2M API: /api/m2m/pm-will-wti-crude-oil-wti-hit-low-65-in-june-765-291-626-295/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH590ms⏱--:--:-- 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
21.3¢
NO · live
78.7¢
YES price · live 24h
n=25 · μ=0.1802 · σ=0.0281 · range [0.1290, 0.2350] · R²=0.640▲ RISING +65.89%σ EXTREME 15.58%LAST 0.21400.23500.20850.18200.15550.1290μ = 0.1802max 0.2350min 0.1290dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 21.40¢
YES / NO split · live
YES 21.3%NO 78.7%NO78.7%78.70¢ · odds 1/1.27
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.747 / 1.00 bits (75%) · moderate uncertainty
YES
21.3%21.3¢4.69×▬ +0.00pp
NO
78.7%78.7¢1.27×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,140 · μ=89.2 · σ=98.9 · CV=1.11BURSTY · concentratedcumulative energy ↗ · 50% by h=15090180270360μ = 8936050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2140bp moved · peak 360bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
590ms
▲YES mid
21.30¢ (21.30%)
▼NO mid
78.70¢ (78.70%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$40.1k
≋liquidity $
$37.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1802 · σ=0.0281 · range [0.1290, 0.2350] · R²=0.640▲ RISING +65.89%σ EXTREME 15.58%LAST 0.21400.23500.20850.18200.15550.1290μ = 0.1802max 0.2350min 0.1290dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 21.40¢
NO price · CLOB mid
n=25 · μ=0.8198 · σ=0.0281 · range [0.7650, 0.8710] · R²=0.640▼ FALLING -9.76%σ NORMAL 3.42%LAST 0.78600.87100.84450.81800.79150.7650μ = 0.8198max 0.8710min 0.7650dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 78.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0037 · σ=0.0123 · skew=0.04 (symmetric) · kurt=0.31 (mesokurtic)975202-2.15ppbin -2.15pp · n=2 · 22.2% peakbin -2.15pp · n=2 · 22.2% peak-1.54pp2-0.94ppbin -0.94pp · n=2 · 22.2% peakbin -0.94pp · n=2 · 22.2% peak3-0.33ppbin -0.33pp · n=3 · 33.3% peakbin -0.33pp · n=3 · 33.3% peak90.27ppbin 0.27pp · n=9 · 100.0% peakbin 0.27pp · n=9 · 100.0% peak20.88ppbin 0.88pp · n=2 · 22.2% peakbin 0.88pp · n=2 · 22.2% peak31.48ppbin 1.48pp · n=3 · 33.3% peakbin 1.48pp · n=3 · 33.3% peak22.09ppbin 2.09pp · n=2 · 22.2% peakbin 2.09pp · n=2 · 22.2% peak2.69pp13.30ppbin 3.30pp · n=1 · 11.1% peakbin 3.30pp · n=1 · 11.1% 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=0.21 · kurt=0.84 · near 18 / mid 6 / far 0 · OLS slope=0.99 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN18.02¢95% CI: [16.92¢, 19.12¢]
σ STD DEV2.81ppσ² = 7.882 · CV = 15.58%
med MEDIAN17.85¢Q₁ 16.40¢ · Q₃ 19.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 10.60pp · IQR 2.95pp (1.349σ→3.79pp)
min 12.90¢Q₁ 16.40¢med 17.85¢Q₃ 19.35¢max 23.50¢μ
SKEWNESS · G₁0.059approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.509mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRdiverges from normalratio = 1.28
range ↔ σconcentrated (range < 4σ)range / σ = 3.78
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.359within white-noise band
ρ(2) AUTOCORR-0.204lag-2 not significant
H · HURST EXPONENT1.007strongly persistent
OLS TREND · t-STAT+6.398significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.007
H = 1.007STRONGLY 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+0.359k=2-0.204k=3 ★-0.413k=4-0.175k=5-0.2470+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|=6.40)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.40)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-o…-291-626-295
CATEGORYWhat will WTI Crude Oil (WTI) hit in June 2026?
TWO-SIDED PRICINGFAVOURS NO (79¢)
PRIMARY · YES21.30¢implied prob 21.30% · decimal odds 4.69×
COUNTER · NO78.70¢implied prob 78.70% · decimal odds 1.27×
21.30¢
78.70¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME40.07k USD 24h
LIQUIDITY37.69k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (79¢)|primary − counter| = 0.574 · entropy 0.747 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 21.3%NO 78.7%YES p̂21.3%H = 0.747 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.69×(21¢)NO1.27×(79¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.747 bits (75% of max) · moderate uncertainty
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 · LOWresolves 2026-07-01 03:59 UTC
12days
13hrs
25min
12.56 days·θ = 13.754 pp/day
YES →$1.00(P = 21.3%)
NO →$0.00(P = 78.7%)
current: $0.2130 · expected return per side: $0.79 on YES hit · $0.21 on NO hit
0%25%50%75%100%YES $1NO $0NOW+6.3dRESOLVESP projection · σ=2.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 13.754 pp/day
now12.56d left
13.754 pp/day×1.00
−25%9.42d left
15.882 pp/day×1.15
−50%6.28d left
19.451 pp/day×1.41
−75%3.14d left
27.508 pp/day×2.00
−90%1.26d left
43.494 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 3.60% · worst -2.45% · typical |Δ| 0.89%MILD BULLISH +8.50%BEST+3.60%15hWORST-2.45%18hTYPICAL |Δ|0.89%mean absoluteCUMULATIVE+8.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.47% · Σ +3.30%EUROPE · 08-16 UTCμ +0.87% · Σ +6.95%US · 16-24 UTCμ -0.20% · Σ -1.60%CUMULATIVE Δ PATH · final +8.50%+10.60%0.00%0.05% · 1h0.05% · 1h0.05%1h0.65% · 2h0.65% · 2h0.65%2h1.35% · 3h1.35% · 3h1.35%3h2.10% · 4h2.10% · 4h2.10%4h-0.65% · 5h-0.65% · 5h-0.65%5h-0.20% · 6h-0.20% · 6h-0.20%6h0.00% · 7h0.00% · 7h·7h1.25% · 8h1.25% · 8h1.25%8h0.20% · 9h0.20% · 9h0.20%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.20% · 12h0.20% · 12h0.20%12h0.00% · 13h0.00% · 13h·13h1.70% · 14h1.70% · 14h1.70%14h3.60% · 15h3.60% · 15h3.60%15h★ BEST0.35% · 16h0.35% · 16h0.35%16h-2.10% · 17h-2.10% · 17h-2.10%17h-2.45% · 18h-2.45% · 18h-2.45%18h▼ WORST-0.20% · 19h-0.20% · 19h-0.20%19h-0.70% · 20h-0.70% · 20h-0.70%20h0.35% · 21h0.35% · 21h0.35%21h0.95% · 22h0.95% · 22h0.95%22h2.20% · 23h2.20% · 23h2.20%23h-0.15% · 24h-0.15% · 24h-0.15%24hTIME PATTERNEurope-led (+6.95%)RUNSup max 4 · down max 4BREADTH54% up · 29% down · 17% flat
13 up bars · 7 down · best 3.60% · worst -2.45% · typical |Δ| 0.892%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +8.65%FINAL+8.65%MAX DD-5.36%RECOVERYONGOING · 8 barsMAX RUN-UP+11.05%UNDERWATER11/25 (44%)STREAK↘ 1EQUITY CURVE · end 1.0865 · peak 1.1105 · range [1.0000, 1.1105]1.11051.0000break-even = 1★ PEAK 1.1105UNDERWATER DRAWDOWN · max -5.36% · significant0%-5.36%▼ TROUGH -5.36%TOP DRAWDOWN PERIODS · 2 total#1 -5.36%bar 18-25 · 8 bars · ONGOING#2 -0.85%bar 6-8 · 3 bars · recoveredDD SEVERITYsignificant (max -5.36%)RECOVERYongoing · 8 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 1.0865 (8.65%) · max DD -5.36% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=25.64 · σ=35.52PROFITABLE STRATEGYLAST 36.72 (+0.31σ vs μ)63.5531.780.00-31.78-63.55μ = 25.6449.9849.9848.9848.9855.8255.8241.0641.0614.7814.7837.0937.0952.7952.7952.7952.7949.0049.0058.2558.2563.5563.5530.7630.767.507.506.126.12-10.76-10.76-60.80-60.80-47.99-47.991.491.4936.7236.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 36.717 · range [-60.80, 63.55] · μ 25.638 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=116.8407 · σ=55.2422 · range [45.6365, 214.6161] · R²=0.273▲ RISING +1.05%σ EXTREME 47.28%LAST 97.4204214.6161172.3712130.126387.881445.6365μ = 116.8407max 214.6161min 45.6365dataMA(3)OLS R²=0.27μ lineμ ± σ bandmaxmin
latest 97.42% · range [45.64%, 214.62%] · μ 116.84% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +14 / −5 (74% positive) · μ=0.117 · σ=0.195MOMENTUM / PERSISTENCELAST 0.125 (+0.04σ vs μ)0.4700.2350.000-0.235-0.470μ = 0.1170.0580.0580.1450.1450.0670.067-0.260-0.2600.1220.122-0.069-0.069-0.189-0.1890.0540.054-0.086-0.0860.3260.3260.1030.1030.1510.1510.4240.4240.4700.4700.2170.217-0.020-0.0200.3640.3640.2260.2260.1250.125v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.125 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.0056
p-VALUE (log scale)
0.3669
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
12.7006
p-VALUE (log scale)
0.0262
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-1.6172
p-VALUE (log scale)
0.4775
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-2.0816
p-VALUE (log scale)
0.0374
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7034
p-VALUE (log scale)
0.0132
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
1.4815
p-VALUE (log scale)
0.1385
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.451 ≈ 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=1.61e-4 · top T=6.00h (29.0%) · top-3 cover 65.2%BROADBAND · 4 CYCLEScumulative energy ↗ (4 bins above 2× noise)5.6e-44.2e-42.8e-41.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.09e-5 · 3.2% energyperiod 24.0 · power 6.09e-5 · 3.2% energyperiod 12.0 · power 3.26e-4 · 16.9% energyperiod 12.0 · power 3.26e-4 · 16.9% energyperiod 8.0 · power 3.28e-4 · 17.0% energyperiod 8.0 · power 3.28e-4 · 17.0% energyperiod 6.0 · power 5.61e-4 · 29.0% energyperiod 6.0 · power 5.61e-4 · 29.0% energyperiod 4.8 · power 5.05e-5 · 2.6% energyperiod 4.8 · power 5.05e-5 · 2.6% energyperiod 4.0 · power 3.69e-4 · 19.1% energyperiod 4.0 · power 3.69e-4 · 19.1% energyperiod 3.4 · power 7.18e-5 · 3.7% energyperiod 3.4 · power 7.18e-5 · 3.7% energyperiod 3.0 · power 2.57e-6 · 0.1% energyperiod 3.0 · power 2.57e-6 · 0.1% energyperiod 2.7 · power 2.29e-5 · 1.2% energyperiod 2.7 · power 2.29e-5 · 1.2% energyperiod 2.4 · power 1.41e-5 · 0.7% energyperiod 2.4 · power 1.41e-5 · 0.7% energyperiod 2.2 · power 1.19e-4 · 6.2% energyperiod 2.2 · power 1.19e-4 · 6.2% energyperiod 2.0 · power 5.04e-6 · 0.3% energyperiod 2.0 · power 5.04e-6 · 0.3% energy50% by T=6.0h#1 dominantT=6.00h#2T=4.00h#3T=8.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 29.0% of total energy · Σ|X̂|²/n = 1.930e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752518 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 12.6 d · σ/bar 0.078pp · expected |Δp| over horizon 1.35ppterminal variance p(1−p) = 0.1676 · n = 5000✓ n = 5000
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.078pp
one-bar volatility · logit-free
Per-day movedaily
0.38pp
σ × √24
Per-horizon move13d
1.35pp
σ × √301.41680444444444
Terminal variancebinary
0.1676
p(1−p) at resolution
Current pricep
21.3¢
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 0.13pp · ES₉₅ 0.16pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 5000
VaR 95%
0.13pp
1.645·σ (parametric) of Δp
ES 95%
0.16pp
mean of the tail
Max drawdown
28.2pp
peak 17.5¢ → trough 12.6¢
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
21.3%
= price
Decimal oddsEU
4.695
total return per $1
AmericanUS
+369
$100 wins $369
FractionalUK
3.69 / 1
profit per $1 risked
Profit per $100stake
+$369.48
clean dollar framing
-1000-5000+500+1000020406080100you · 21.3%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)
0.747 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.747 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.23 bit
self-information
Surprise · NO−log₂(1−p)
0.35 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
2026-06-18 14:34:58 UTC
Snapshot age
590ms
History points
25 CLOB mids
Page rendered
2026-06-18 14:34:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5418aaf341068eae647ed2e9d4dd7bea183619eb9e1932c5e712e7f05ca21b67 · 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 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
0.214500
(best bid + best ask) / 2
Spread
139.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.223
bid-heavy
Imbalance (top-5)
-0.840
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-765-291-626-295/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.231063772.15bp0.25200018FILLED
BUY$10.00K0.2937143692.95bp0.32800031FILLED
BUY$100.00K0.59924817936.97bp0.99900063PARTIAL
SELL$1.00K0.1342293742.23bp0.09700025FILLED
SELL$10.00K0.0260828784.08bp0.00100046PARTIAL
SELL$100.00K0.0260828784.08bp0.00100046PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
577.79%
σ per bar = 0.004365
Mean return (annualised)
6788.97%
μ per bar = 0.000039
Sharpe (rf=0)
11.75
annualised; risk-free assumed zero
Max drawdown
28.21%
peak 0.18 → trough 0.13 over 346 bars

/api/asset/pm-will-wti-crude-oil-wti-hit-low-65-in-june-765-291-626-295/risk · same metrics, JSON