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

Will WTI Crude Oil (WTI) hit (HIGH) $120 in June?

YES · live
1.6¢
NO · live
98.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-wti-reach-120-in-june-2026-243-162 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
12.81%
max drawdown
3.13%
sharpe
—
ulcer index
2.28%
RMS drawdown
pain index
1.67%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.13%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
4.0 bps
implied (price-only)
bars used
322
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-wti-reach-120-in-june-2026-243-162/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH10ms⏱--:--:-- 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
1.6¢
NO · live
98.5¢
YES price · live 24h
n=25 · μ=0.0243 · σ=0.0079 · range [0.0105, 0.0330] · R²=0.611▼ FALLING -42.59%σ EXTREME 32.62%LAST 0.01550.03300.02740.02180.01610.0105μ = 0.0243max 0.0330min 0.0105dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.55¢
YES / NO split · live
YES 1.6%NO 98.5%NO98.5%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
1.6%1.6¢64.52×▬ +0.00pp
NO
98.5%98.5¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=485 · μ=20.2 · σ=27.5 · CV=1.36BURSTY · concentratedcumulative energy ↗ · 50% by h=150285583110μ = 2011050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 485bp moved · peak 110bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10ms
▲YES mid
1.55¢ (1.55%)
▼NO mid
98.45¢ (98.45%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.0k
≋liquidity $
$123.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0243 · σ=0.0079 · range [0.0105, 0.0330] · R²=0.611▼ FALLING -42.59%σ EXTREME 32.62%LAST 0.01550.03300.02740.02180.01610.0105μ = 0.0243max 0.0330min 0.0105dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.55¢
NO price · CLOB mid
n=25 · μ=0.9757 · σ=0.0079 · range [0.9670, 0.9895] · R²=0.611▲ RISING +1.18%σ LOW 0.81%LAST 0.98450.98950.98390.97830.97260.9670μ = 0.9757max 0.9895min 0.9670dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0006 · σ=0.0032 · skew=-0.91 (left-skewed) · kurt=1.97 (leptokurtic (fat tails))13107301-1.02ppbin -1.02pp · n=1 · 7.7% peakbin -1.02pp · n=1 · 7.7% peak-0.85pp1-0.69ppbin -0.69pp · n=1 · 7.7% peakbin -0.69pp · n=1 · 7.7% peak-0.52pp2-0.36ppbin -0.36pp · n=2 · 15.4% peakbin -0.36pp · n=2 · 15.4% peak2-0.19ppbin -0.19pp · n=2 · 15.4% peakbin -0.19pp · n=2 · 15.4% peak13-0.03ppbin -0.03pp · n=13 · 100.0% peakbin -0.03pp · n=13 · 100.0% peak20.14ppbin 0.14pp · n=2 · 15.4% peakbin 0.14pp · n=2 · 15.4% peak0.30pp30.47ppbin 0.47pp · n=3 · 23.1% peakbin 0.47pp · n=3 · 23.1% 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=-1.08 · kurt=2.53 · near 12 / mid 11 / far 1 · OLS slope=0.95 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25PLATYKURTIC · THIN TAILS (G₂=-1.51)
μ MEAN2.43¢95% CI: [2.12¢, 2.74¢]
σ STD DEV0.79ppσ² = 0.626 · CV = 32.62%
med MEDIAN2.85¢Q₁ 1.55¢ · Q₃ 3.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.25pp · IQR 1.55pp (1.349σ→1.07pp)
min 1.05¢Q₁ 1.55¢med 2.85¢Q₃ 3.10¢max 3.30¢μ
SKEWNESS · G₁-0.484approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.512platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.54
σ × 1.349 ↔ IQRdiverges from normalratio = 0.69
range ↔ σconcentrated (range < 4σ)range / σ = 2.84
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-0.080within white-noise band
ρ(2) AUTOCORR+0.066lag-2 not significant
H · HURST EXPONENT0.700strongly persistent
OLS TREND · t-STAT-6.011significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.700
H = 0.700STRONGLY 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=1-0.080k=2+0.066k=3+0.066k=4-0.188k=5+0.1650+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|=6.01)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.48high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.01)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 ID2350571
SLUGwill-wti-reach-120-in-june-2026-243-162
CATEGORYWhat will WTI Crude Oil (WTI) hit in June 2026?
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES1.55¢implied prob 1.55% · decimal odds 64.52×
COUNTER · NO98.45¢implied prob 98.45% · decimal odds 1.02×
1.55¢
98.45¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME23.98k USD 24h
LIQUIDITY123.74k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (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 1.6%NO 98.5%YES p̂1.6%H = 0.115 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES64.52×(2¢)NO1.02×(98¢)
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 2026-07-01 03:59 UTC
15days
21hrs
57min
15.91 days·θ = 3.876 pp/day
YES →$1.00(P = 1.6%)
NO →$0.00(P = 98.5%)
current: $0.0155 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.0dRESOLVESP projection · σ=0.79% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.876 pp/day
now15.91d left
3.876 pp/day×1.00
−25%11.94d left
4.476 pp/day×1.15
−50%7.96d left
5.482 pp/day×1.41
−75%3.98d left
7.753 pp/day×2.00
−90%1.59d left
12.258 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 0.55% · worst -1.10% · typical |Δ| 0.20%BEARISH SESSION -1.15%BEST+0.55%2hWORST-1.10%15hTYPICAL |Δ|0.20%mean absoluteCUMULATIVE-1.15%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.06% · Σ +0.40%EUROPE · 08-16 UTCμ -0.12% · Σ -0.95%US · 16-24 UTCμ -0.07% · Σ -0.60%CUMULATIVE Δ PATH · final -1.15%+0.60%-1.65%-0.20% · 1h-0.20% · 1h-0.20%1h0.55% · 2h0.55% · 2h0.55%2h★ BEST0.00% · 3h0.00% · 3h·3h0.05% · 4h0.05% · 4h0.05%4h-0.05% · 5h-0.05% · 5h-0.05%5h0.10% · 6h0.10% · 6h0.10%6h-0.05% · 7h-0.05% · 7h-0.05%7h0.00% · 8h0.00% · 8h·8h0.05% · 9h0.05% · 9h0.05%9h-0.30% · 10h-0.30% · 10h-0.30%10h0.20% · 11h0.20% · 11h0.20%11h-0.15% · 12h-0.15% · 12h-0.15%12h0.40% · 13h0.40% · 13h0.40%13h-0.05% · 14h-0.05% · 14h-0.05%14h-1.10% · 15h-1.10% · 15h-1.10%15h▼ WORST-0.05% · 16h-0.05% · 16h-0.05%16h-0.65% · 17h-0.65% · 17h-0.65%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.40% · 20h-0.40% · 20h-0.40%20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.40%)RUNSup max 1 · down max 4BREADTH29% up · 42% down · 29% flat
7 up bars · 10 down · best 0.55% · worst -1.10% · typical |Δ| 0.202%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.16%)FINAL-1.16%MAX DD-2.23%RECOVERYONGOING · 11 barsMAX RUN-UP+0.60%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 0.9884 · peak 1.0060 · range [0.9835, 1.0060]1.00600.9835break-even = 1★ PEAK 1.0060UNDERWATER DRAWDOWN · max -2.23% · moderate0%-2.23%▼ TROUGH -2.23%TOP DRAWDOWN PERIODS · 4 total#1 -2.23%bar 15-25 · 11 bars · ONGOING#2 -0.30%bar 8-13 · 6 bars · recovered#3 -0.20%bar 2-2 · 1 bars · recoveredDD SEVERITYmoderate (max -2.23%)RECOVERYongoing · 11 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9884 (-1.16%) · max DD -2.23% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=-14.49 · σ=33.73MIXED EDGELAST 5.46 (+0.59σ vs μ)77.1938.590.00-38.59-77.19μ = -14.4927.5927.5941.0441.0413.3413.3425.7625.76-27.99-27.990.000.00-22.74-22.7412.5612.569.349.34-29.93-29.93-22.57-22.57-47.28-47.28-42.04-42.04-62.47-62.47-77.19-77.19-61.97-61.97-21.69-21.695.465.465.465.46v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 5.459 · range [-77.19, 41.04] · μ -14.490 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=28.7556 · σ=14.7757 · range [5.4708, 50.3517] · R²=0.318▲ RISING +12.31%σ EXTREME 51.38%LAST 26.747050.351739.131527.911216.69105.4708μ = 28.7556max 50.3517min 5.4708dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 26.75% · range [5.47%, 50.35%] · μ 28.76% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.351 · σ=0.261MEAN-REVERSIONLAST -0.005 (+1.33σ vs μ)0.7600.3800.000-0.380-0.760μ = -0.351-0.508-0.508-0.125-0.125-0.760-0.760-0.697-0.697-0.232-0.232-0.552-0.552-0.740-0.740-0.517-0.517-0.604-0.604-0.056-0.056-0.095-0.095-0.159-0.159-0.265-0.265-0.476-0.476-0.307-0.307-0.505-0.505-0.058-0.058-0.005-0.005-0.005-0.005v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.005 · |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
17.1745
p-VALUE (log scale)
0.0002
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
2.4254
p-VALUE (log scale)
0.7898
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
-0.7504
p-VALUE (log scale)
0.8278
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
1.4327
p-VALUE (log scale)
0.1520
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6709
p-VALUE (log scale)
0.0162
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
-0.0204
p-VALUE (log scale)
0.9837
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.994 ≈ 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=1.16e-5 · top T=2.67h (15.3%) · top-3 cover 43.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.1e-51.6e-51.1e-55.3e-60.0e+0μ noise floorperiod 24.0 · power 1.93e-5 · 13.9% energyperiod 24.0 · power 1.93e-5 · 13.9% energyperiod 12.0 · power 1.01e-5 · 7.3% energyperiod 12.0 · power 1.01e-5 · 7.3% energyperiod 8.0 · power 7.34e-6 · 5.3% energyperiod 8.0 · power 7.34e-6 · 5.3% energyperiod 6.0 · power 2.84e-6 · 2.0% energyperiod 6.0 · power 2.84e-6 · 2.0% energyperiod 4.8 · power 1.91e-5 · 13.7% energyperiod 4.8 · power 1.91e-5 · 13.7% energyperiod 4.0 · power 8.64e-6 · 6.2% energyperiod 4.0 · power 8.64e-6 · 6.2% energyperiod 3.4 · power 4.93e-6 · 3.5% energyperiod 3.4 · power 4.93e-6 · 3.5% energyperiod 3.0 · power 6.57e-6 · 4.7% energyperiod 3.0 · power 6.57e-6 · 4.7% energyperiod 2.7 · power 2.13e-5 · 15.3% energyperiod 2.7 · power 2.13e-5 · 15.3% energyperiod 2.4 · power 2.01e-5 · 14.4% energyperiod 2.4 · power 2.01e-5 · 14.4% energyperiod 2.2 · power 7.53e-6 · 5.4% energyperiod 2.2 · power 7.53e-6 · 5.4% energyperiod 2.0 · power 1.13e-5 · 8.2% energyperiod 2.0 · power 1.13e-5 · 8.2% energy50% by T=3.4h#1 dominantT=2.67h#2T=2.40h#3T=24.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 15.3% of total energy · Σ|X̂|²/n = 1.390e-4

▸ Depth section using sovereign-store price series (322 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 0.010pp · expected |Δp| over horizon 0.19ppterminal variance p(1−p) = 0.0153 · n = 322✓ n = 322
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.010pp
one-bar volatility · logit-free
Per-day movedaily
0.05pp
σ × √24
Per-horizon move16d
0.19pp
σ × √381.9508486111111
Terminal variancebinary
0.0153
p(1−p) at resolution
Current pricep
1.6¢
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 322
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
3.1pp
peak 1.6¢ → trough 1.6¢
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
1.6%
= price
Decimal oddsEU
64.516
total return per $1
AmericanUS
+6352
$100 wins $6352
FractionalUK
63.52 / 1
profit per $1 risked
Profit per $100stake
+$6351.61
clean dollar framing
-1000-5000+500+1000020406080100you · 1.6%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
6.01 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
51938455095215010031649332758421750754290933965545187783739953592893200027087
NO token ID
80394150013232363193063174294372315206660827371284588730854229540630475376233
Snapshot fetched
2026-06-15 06:02:56 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-15 06:02:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
faf5f326b922607ae1fe724bfb22054f7ddfaf24cb3938405ef04e5b44326fc9 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain91.8¢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$65,795.5HL PERPETH-USD perpetual$1,719.45HL PERPHYPE-USD perpetual$64.81

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
0.015500
(best bid + best ask) / 2
Spread
1935.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.193
bid-heavy
Imbalance (top-5)
-0.893
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-reach-120-in-june-2026-243-162/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0238005355.09bp0.03500015FILLED
BUY$10.00K0.08139242510.65bp0.38900046FILLED
BUY$100.00K0.447480278697.08bp0.98000069FILLED
SELL$1.00K0.0010949293.90bp0.00100014PARTIAL
SELL$10.00K0.0010949293.90bp0.00100014PARTIAL
SELL$100.00K0.0010949293.90bp0.00100014PARTIAL

Risk metrics

▸ sovereign store · 322 barsperiods/year ≈ 1.75M
Realized vol (annualised)
834.16%
σ per bar = 0.006300
Mean return (annualised)
36424.71%
μ per bar = 0.000208
Sharpe (rf=0)
43.67
annualised; risk-free assumed zero
Max drawdown
3.13%
peak 0.02 → trough 0.02 over 50 bars

/api/asset/pm-will-wti-reach-120-in-june-2026-243-162/risk · same metrics, JSON