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

Will WTI Crude Oil (WTI) hit (LOW) $70 in June?

YES · live
19.5¢
NO · live
80.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-wti-dip-to-70-in-june-2026-532-385-742-336-388 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
108.56%
max drawdown
4.88%
sharpe
—
ulcer index
0.96%
RMS drawdown
pain index
0.19%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.19%
cond. drawdown
gain/pain
2.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.50
upside/downside
roll spread
3.7 bps
implied (price-only)
bars used
410
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-wti-dip-to-70-in-june-2026-532-385-742-336-388/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH109ms⏱--:--:-- 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
19.5¢
NO · live
80.5¢
YES price · live 24h
n=25 · μ=0.1904 · σ=0.0227 · range [0.1650, 0.2550] · R²=0.022▲ RISING +11.43%σ HIGH 11.94%LAST 0.19500.25500.23250.21000.18750.1650μ = 0.1904max 0.2550min 0.1650dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 19.50¢
YES / NO split · live
YES 19.5%NO 80.5%NO80.5%80.50¢ · odds 1/1.24
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.712 / 1.00 bits (71%) · moderate uncertainty
YES
19.5%19.5¢5.13×▬ +0.00pp
NO
80.5%80.5¢1.24×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,800 · μ=158.3 · σ=231.1 · CV=1.46BURSTY · concentratedcumulative energy ↗ · 50% by h=150225450675900μ = 15890050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3800bp moved · peak 900bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
109ms
▲YES mid
19.50¢ (19.50%)
▼NO mid
80.50¢ (80.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$23.8k
≋liquidity $
$39.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1904 · σ=0.0227 · range [0.1650, 0.2550] · R²=0.022▲ RISING +11.43%σ HIGH 11.94%LAST 0.19500.25500.23250.21000.18750.1650μ = 0.1904max 0.2550min 0.1650dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 19.50¢
NO price · CLOB mid
n=25 · μ=0.8096 · σ=0.0227 · range [0.7450, 0.8350] · R²=0.022▼ FALLING -2.42%σ NORMAL 2.81%LAST 0.80500.83500.81250.79000.76750.7450μ = 0.8096max 0.8350min 0.7450dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 80.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0022 · σ=0.0253 · skew=0.32 (symmetric) · kurt=4.17 (leptokurtic (fat tails))13107301-7.15ppbin -7.15pp · n=1 · 7.7% peakbin -7.15pp · n=1 · 7.7% peak-5.45pp-3.75pp2-2.05ppbin -2.05pp · n=2 · 15.4% peakbin -2.05pp · n=2 · 15.4% peak13-0.35ppbin -0.35pp · n=13 · 100.0% peakbin -0.35pp · n=13 · 100.0% peak51.35ppbin 1.35pp · n=5 · 38.5% peakbin 1.35pp · n=5 · 38.5% peak23.05ppbin 3.05pp · n=2 · 15.4% peakbin 3.05pp · n=2 · 15.4% peak4.75pp6.45pp18.15ppbin 8.15pp · n=1 · 7.7% peakbin 8.15pp · n=1 · 7.7% 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=0.39 · kurt=4.74 · near 9 / mid 14 / far 1 · OLS slope=0.91 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=25STRONGLY RIGHT-SKEWED (G₁=1.01)
μ MEAN19.04¢95% CI: [18.15¢, 19.93¢]
σ STD DEV2.27ppσ² = 5.165 · CV = 11.94%
med MEDIAN18.50¢Q₁ 17.50¢ · Q₃ 20.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.00pp · IQR 2.50pp (1.349σ→3.07pp)
min 16.50¢Q₁ 17.50¢med 18.50¢Q₃ 20.00¢max 25.50¢μ
SKEWNESS · G₁1.011right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.477mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRdiverges from normalratio = 1.23
range ↔ σconcentrated (range < 4σ)range / σ = 3.96
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) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.280within white-noise band
ρ(2) AUTOCORR-0.112lag-2 not significant
H · HURST EXPONENT0.886strongly persistent
OLS TREND · t-STAT-0.725fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.886
H = 0.886STRONGLY 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=1-0.280k=2-0.112k=3-0.118k=4-0.054k=5+0.1660+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|=0.72)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.72)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 ID2350576
SLUGwill-wti-dip-to-70-in-june-2026-532-385-742-336-388
CATEGORYWhat will WTI Crude Oil (WTI) hit in June 2026?
TWO-SIDED PRICINGFAVOURS NO (81¢)
PRIMARY · YES19.50¢implied prob 19.50% · decimal odds 5.13×
COUNTER · NO80.50¢implied prob 80.50% · decimal odds 1.24×
19.50¢
80.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME23.81k USD 24h
LIQUIDITY39.35k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (81¢)|primary − counter| = 0.610 · entropy 0.712 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 19.5%NO 80.5%YES p̂19.5%H = 0.712 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES5.13×(20¢)NO1.24×(81¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.712 bits (71% 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 · DISTANTresolves 2026-07-01 03:59 UTC
15days
21hrs
53min
15.91 days·θ = 11.134 pp/day
YES →$1.00(P = 19.5%)
NO →$0.00(P = 80.5%)
current: $0.1950 · expected return per side: $0.80 on YES hit · $0.20 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.0dRESOLVESP projection · σ=2.27% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 11.134 pp/day
now15.91d left
11.134 pp/day×1.00
−25%11.93d left
12.856 pp/day×1.15
−50%7.96d left
15.745 pp/day×1.41
−75%3.98d left
22.267 pp/day×2.00
−90%1.59d left
35.208 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 9.00% · worst -8.00% · typical |Δ| 1.58%MILD BULLISH +2.00%BEST+9.00%15hWORST-8.00%16hTYPICAL |Δ|1.58%mean absoluteCUMULATIVE+2.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +1.00% · Σ +8.00%US · 16-24 UTCμ -0.75% · Σ -6.00%CUMULATIVE Δ PATH · final +2.00%+8.00%-1.00%3.00% · 1h3.00% · 1h3.00%1h2.00% · 2h2.00% · 2h2.00%2h0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h-2.00% · 5h-2.00% · 5h-2.00%5h-2.50% · 6h-2.50% · 6h-2.50%6h0.00% · 7h0.00% · 7h·7h0.50% · 8h0.50% · 8h0.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h1.00% · 10h1.00% · 10h1.00%10h0.00% · 11h0.00% · 11h·11h-1.00% · 12h-1.00% · 12h-1.00%12h-1.00% · 13h-1.00% · 13h-1.00%13h0.00% · 14h0.00% · 14h·14h9.00% · 15h9.00% · 15h9.00%15h★ BEST-8.00% · 16h-8.00% · 16h-8.00%16h▼ WORST-1.00% · 17h-1.00% · 17h-1.00%17h0.00% · 18h0.00% · 18h·18h1.50% · 19h1.50% · 19h1.50%19h2.50% · 20h2.50% · 20h2.50%20h-1.00% · 21h-1.00% · 21h-1.00%21h0.50% · 22h0.50% · 22h0.50%22h-0.50% · 23h-0.50% · 23h-0.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+8.00%)RUNSup max 2 · down max 3BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 9.00% · worst -8.00% · typical |Δ| 1.583%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.10%FINAL+1.10%MAX DD-8.92%RECOVERYONGOING · 9 barsMAX RUN-UP+7.77%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0110 · peak 1.0777 · range [0.9816, 1.0777]1.07770.9816break-even = 1★ PEAK 1.0777UNDERWATER DRAWDOWN · max -8.92% · significant0%-8.92%▼ TROUGH -8.92%TOP DRAWDOWN PERIODS · 2 total#1 -8.92%bar 17-25 · 9 bars · ONGOING#2 -5.89%bar 5-15 · 11 bars · recoveredDD SEVERITYsignificant (max -8.92%)RECOVERYongoing · 9 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0110 (1.10%) · max DD -8.92% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −11 (32% positive) · μ=-7.93 · σ=29.74UNPROFITABLE STRATEGYLAST 35.89 (+1.47σ vs μ)66.7233.360.00-33.36-66.72μ = -7.930.000.00-29.02-29.02-57.80-57.80-66.72-66.72-39.18-39.18-19.27-19.270.000.00-19.10-19.10-30.86-30.8632.5932.59-2.88-2.88-5.75-5.75-2.88-2.884.304.3011.3211.32-25.29-25.2927.9927.9935.8935.8935.8935.89v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 35.892 · range [-66.72, 35.89] · μ -7.935 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=245.3237 · σ=180.0529 · range [66.1816, 515.7635] · R²=0.135▼ FALLING -39.86%σ EXTREME 73.39%LAST 122.0328515.7635403.3680290.9725178.577166.1816μ = 245.3237max 515.7635min 66.1816dataMA(3)OLS R²=0.14μ lineμ ± σ bandmaxmin
latest 122.03% · range [66.18%, 515.76%] · μ 245.32% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.054 · σ=0.292CLOSE TO MARTINGALELAST -0.059 (-0.02σ vs μ)0.5110.2550.000-0.255-0.511μ = -0.0540.5110.5110.2500.2500.2290.2290.2520.2520.2530.253-0.076-0.076-0.300-0.3000.0420.0420.0650.0650.0260.026-0.476-0.476-0.428-0.428-0.436-0.436-0.433-0.433-0.367-0.3670.1640.164-0.069-0.069-0.176-0.176-0.059-0.059v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.059 · |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
39.1681
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
3.8940
p-VALUE (log scale)
0.5669
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
-3.6607
p-VALUE (log scale)
0.0051
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
1.0395
p-VALUE (log scale)
0.2986
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1457
p-VALUE (log scale)
0.4517
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
-1.5267
p-VALUE (log scale)
0.1268
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.535 ≈ 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=7.91e-4 · top T=2.40h (16.4%) · top-3 cover 47.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.6e-31.2e-37.8e-43.9e-40.0e+0μ noise floorperiod 24.0 · power 1.20e-4 · 1.3% energyperiod 24.0 · power 1.20e-4 · 1.3% energyperiod 12.0 · power 3.08e-4 · 3.2% energyperiod 12.0 · power 3.08e-4 · 3.2% energyperiod 8.0 · power 6.51e-5 · 0.7% energyperiod 8.0 · power 6.51e-5 · 0.7% energyperiod 6.0 · power 1.54e-3 · 16.3% energyperiod 6.0 · power 1.54e-3 · 16.3% energyperiod 4.8 · power 7.14e-4 · 7.5% energyperiod 4.8 · power 7.14e-4 · 7.5% energyperiod 4.0 · power 8.85e-4 · 9.3% energyperiod 4.0 · power 8.85e-4 · 9.3% energyperiod 3.4 · power 1.09e-3 · 11.4% energyperiod 3.4 · power 1.09e-3 · 11.4% energyperiod 3.0 · power 1.82e-4 · 1.9% energyperiod 3.0 · power 1.82e-4 · 1.9% energyperiod 2.7 · power 1.41e-3 · 14.8% energyperiod 2.7 · power 1.41e-3 · 14.8% energyperiod 2.4 · power 1.56e-3 · 16.4% energyperiod 2.4 · power 1.56e-3 · 16.4% energyperiod 2.2 · power 9.22e-4 · 9.7% energyperiod 2.2 · power 9.22e-4 · 9.7% energyperiod 2.0 · power 7.04e-4 · 7.4% energyperiod 2.0 · power 7.04e-4 · 7.4% energy50% by T=3.0h#1 dominantT=2.40h#2T=6.00h#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 ≈ 2.40h (freq 0.417) · concentrates 16.4% of total energy · Σ|X̂|²/n = 9.494e-3

▸ Depth section using sovereign-store price series (410 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 0.082pp · expected |Δp| over horizon 1.60ppterminal variance p(1−p) = 0.1570 · n = 410✓ n = 410
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.082pp
one-bar volatility · logit-free
Per-day movedaily
0.40pp
σ × √24
Per-horizon move16d
1.60pp
σ × √381.89902777777775
Terminal variancebinary
0.1570
p(1−p) at resolution
Current pricep
19.5¢
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 0.13pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 410
VaR 95%
0.13pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
4.9pp
peak 20.5¢ → trough 19.5¢
Median step
0.50pp
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
19.5%
= price
Decimal oddsEU
5.128
total return per $1
AmericanUS
+413
$100 wins $413
FractionalUK
4.13 / 1
profit per $1 risked
Profit per $100stake
+$412.82
clean dollar framing
-1000-5000+500+1000020406080100you · 19.5%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)
0.712 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.712 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.36 bit
self-information
Surprise · NO−log₂(1−p)
0.31 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
21529844811694103634769529261708925614995182440663576847381881001309676507633
NO token ID
106387691924927322950684339920778501751044503989975509518741646367600816465977
Snapshot fetched
2026-06-15 06:06:03 UTC
Snapshot age
109ms
History points
25 CLOB mids
Page rendered
2026-06-15 06:06:03 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f6985888356f9df4193d42a77ced0d668499189c3988e08b641c9bc16ea742d2 · 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$65,846.5HL PERPETH-USD perpetual$1,721.55HL PERPHYPE-USD perpetual$64.78

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
0.195000
(best bid + best ask) / 2
Spread
512.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.083
bid-heavy
Imbalance (top-5)
+0.407
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-wti-dip-to-70-in-june-2026-532-385-742-336-388/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.209866762.34bp0.2400005FILLED
BUY$10.00K0.2905324899.07bp0.50000021FILLED
BUY$100.00K0.56674019063.57bp0.99000042PARTIAL
SELL$1.00K0.185963463.46bp0.1700003FILLED
SELL$10.00K0.0594586950.88bp0.01000019PARTIAL
SELL$100.00K0.0594586950.88bp0.01000019PARTIAL

Risk metrics

▸ sovereign store · 410 barsperiods/year ≈ 1.75M
Realized vol (annualised)
561.38%
σ per bar = 0.004240
Mean return (annualised)
34310.73%
μ per bar = 0.000196
Sharpe (rf=0)
61.12
annualised; risk-free assumed zero
Max drawdown
4.88%
peak 0.20 → trough 0.20 over 150 bars

/api/asset/pm-will-wti-dip-to-70-in-june-2026-532-385-742-336-388/risk · same metrics, JSON