POLYMARKET · PREDICTION MARKET · WHAT WILL GOLD (XAUUSD) HIT IN JUNE 2026?

Will Gold (XAUUSD) hit (LOW) $4,000 in June?

YES · live
11.1¢
NO · live
88.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-xauusd-dip-to-4000-in-june-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
67.62%
max drawdown
18.75%
sharpe
—
ulcer index
11.71%
RMS drawdown
pain index
8.67%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
18.75%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
6.8 bps
implied (price-only)
bars used
608
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-xauusd-dip-to-4000-in-june-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
11.1¢
NO · live
88.9¢
YES price · live 24h
n=25 · μ=0.2576 · σ=0.0767 · range [0.1105, 0.3195] · R²=0.646▼ FALLING -62.92%σ EXTREME 29.77%LAST 0.11050.31950.26720.21500.16280.1105μ = 0.2576max 0.3195min 0.1105dataMA(5)OLS R²=0.65μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 11.05¢
YES / NO split · live
YES 11.1%NO 88.9%NO88.9%88.95¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.501 / 1.00 bits (50%) · moderate uncertainty
YES
11.1%11.1¢9.05×▬ +0.00pp
NO
88.9%88.9¢1.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,315 · μ=96.5 · σ=136.0 · CV=1.41BURSTY · concentratedcumulative energy ↗ · 50% by h=180124247371495μ = 9649550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2315bp moved · peak 495bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
11.05¢ (11.05%)
▼NO mid
88.95¢ (88.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.1k
≋liquidity $
$14.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2576 · σ=0.0767 · range [0.1105, 0.3195] · R²=0.646▼ FALLING -62.92%σ EXTREME 29.77%LAST 0.11050.31950.26720.21500.16280.1105μ = 0.2576max 0.3195min 0.1105dataMA(5)OLS R²=0.65μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 11.05¢
NO price · CLOB mid
n=25 · μ=0.7424 · σ=0.0767 · range [0.6805, 0.8895] · R²=0.646▲ RISING +26.71%σ HIGH 10.33%LAST 0.88950.88950.83720.78500.73280.6805μ = 0.7424max 0.8895min 0.6805dataMA(5)OLS R²=0.65μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 88.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0075 · σ=0.0143 · skew=-1.27 (left-skewed) · kurt=0.50 (mesokurtic)1296301-4.65ppbin -4.65pp · n=1 · 8.3% peakbin -4.65pp · n=1 · 8.3% peak-4.06pp1-3.47ppbin -3.47pp · n=1 · 8.3% peakbin -3.47pp · n=1 · 8.3% peak2-2.88ppbin -2.88pp · n=2 · 16.7% peakbin -2.88pp · n=2 · 16.7% peak1-2.29ppbin -2.29pp · n=1 · 8.3% peakbin -2.29pp · n=1 · 8.3% peak1-1.70ppbin -1.70pp · n=1 · 8.3% peakbin -1.70pp · n=1 · 8.3% peak2-1.11ppbin -1.11pp · n=2 · 16.7% peakbin -1.11pp · n=2 · 16.7% peak1-0.52ppbin -0.52pp · n=1 · 8.3% peakbin -0.52pp · n=1 · 8.3% peak120.07ppbin 0.07pp · n=12 · 100.0% peakbin 0.07pp · n=12 · 100.0% peak30.66ppbin 0.66pp · n=3 · 25.0% peakbin 0.66pp · n=3 · 25.0% 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=-1.33 · kurt=0.94 · near 10 / mid 14 / far 0 · OLS slope=0.92 intercept=-0.00LEFT-SKEWED · HEAVY NEGATIVE TAILTHIN UPPER TAILMILDLY 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=25LEFT-SKEWED (G₁=-0.98)
μ MEAN25.76¢95% CI: [22.76¢, 28.77¢]
σ STD DEV7.67ppσ² = 58.815 · CV = 29.77%
med MEDIAN29.75¢Q₁ 22.05¢ · Q₃ 31.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 20.90pp · IQR 9.30pp (1.349σ→10.35pp)
min 11.05¢Q₁ 22.05¢med 29.75¢Q₃ 31.35¢max 31.95¢μ
SKEWNESS · G₁-0.976left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.810mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.52
σ × 1.349 ↔ IQRconsistent with normalratio = 1.11
range ↔ σconcentrated (range < 4σ)range / σ = 2.73
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+0.590positive · momentum
ρ(2) AUTOCORR+0.528lag-2 dependence detected
H · HURST EXPONENT0.925strongly persistent
OLS TREND · t-STAT-6.478significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.925
H = 0.925STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..52 SIGNIFICANT LAGS · k=1,2
k=1 ★+0.590k=2+0.528k=3+0.371k=4+0.218k=5+0.1430+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|=6.48)
−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|=6.48)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 ID2350552
SLUGwill-xauusd-dip-to-4000-in-june-2026
CATEGORYWhat will Gold (XAUUSD) hit in June 2026?
TWO-SIDED PRICINGFAVOURS NO (89¢)
PRIMARY · YES11.05¢implied prob 11.05% · decimal odds 9.05×
COUNTER · NO88.95¢implied prob 88.95% · decimal odds 1.12×
11.05¢
88.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.10k USD 24h
LIQUIDITY14.82k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (89¢)|primary − counter| = 0.779 · entropy 0.501 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 11.1%NO 88.9%YES p̂11.1%H = 0.501 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.05×(11¢)NO1.12×(89¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.501 bits (50% 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
20hrs
36min
15.86 days·θ = 37.571 pp/day
YES →$1.00(P = 11.1%)
NO →$0.00(P = 88.9%)
current: $0.1105 · expected return per side: $0.89 on YES hit · $0.11 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.9dRESOLVESP projection · σ=7.67% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 37.571 pp/day
now15.86d left
37.571 pp/day×1.00
−25%11.89d left
43.383 pp/day×1.15
−50%7.93d left
53.133 pp/day×1.41
−75%3.96d left
75.141 pp/day×2.00
−90%1.59d left
118.809 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 0.95% · worst -4.95% · typical |Δ| 0.96%BEARISH SESSION -18.75%BEST+0.95%5hWORST-4.95%19hTYPICAL |Δ|0.96%mean absoluteCUMULATIVE-18.75%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.22% · Σ +1.55%EUROPE · 08-16 UTCμ -0.41% · Σ -3.30%US · 16-24 UTCμ -2.13% · Σ -17.00%CUMULATIVE Δ PATH · final -18.75%+2.15%-18.75%0.00% · 1h0.00% · 1h·1h-0.05% · 2h-0.05% · 2h-0.05%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.95% · 5h0.95% · 5h0.95%5h★ BEST0.10% · 6h0.10% · 6h0.10%6h0.55% · 7h0.55% · 7h0.55%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.60% · 10h0.60% · 10h0.60%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h-1.50% · 14h-1.50% · 14h-1.50%14h-2.40% · 15h-2.40% · 15h-2.40%15h0.00% · 16h0.00% · 16h·16h-3.40% · 17h-3.40% · 17h-3.40%17h-2.60% · 18h-2.60% · 18h-2.60%18h-4.95% · 19h-4.95% · 19h-4.95%19h▼ WORST-3.05% · 20h-3.05% · 20h-3.05%20h-0.70% · 21h-0.70% · 21h-0.70%21h-1.30% · 22h-1.30% · 22h-1.30%22h-1.00% · 23h-1.00% · 23h-1.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.55%)RUNSup max 3 · down max 7BREADTH17% up · 42% down · 42% flat
4 up bars · 10 down · best 0.95% · worst -4.95% · typical |Δ| 0.965%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -17.37%FINAL-17.37%MAX DD-19.12%RECOVERYONGOING · 11 barsMAX RUN-UP+2.17%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 0.8263 · peak 1.0217 · range [0.8263, 1.0217]1.02170.8263break-even = 1★ PEAK 1.0217UNDERWATER DRAWDOWN · max -19.12% · severe0%-19.12%▼ TROUGH -19.12%TOP DRAWDOWN PERIODS · 2 total#1 -19.12%bar 15-25 · 11 bars · ONGOING#2 -0.05%bar 3-5 · 3 bars · recoveredDD SEVERITYsevere (max -19.12%)RECOVERYongoing · 11 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.8263 (-17.37%) · max DD -19.12% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=-33.77 · σ=89.91MIXED EDGELAST -93.56 (-0.67σ vs μ)163.5981.800.00-81.80-163.59μ = -33.7740.3240.3259.8159.8162.8662.8662.8662.8687.5587.5567.9267.9260.3360.3338.2138.21-19.95-19.95-44.96-44.96-58.14-58.14-77.88-77.88-109.23-109.23-138.05-138.05-158.30-158.30-125.85-125.85-163.59-163.59-131.98-131.98-93.56-93.56v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -93.559 · range [-163.59, 87.55] · μ -33.771 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=91.9240 · σ=57.2951 · range [22.9260, 171.6558] · R²=0.842▲ RISING +374.07%σ EXTREME 62.33%LAST 171.6558171.6558134.473497.290960.108422.9260μ = 91.9240max 171.6558min 22.9260dataMA(3)OLS R²=0.84μ lineμ ± σ bandmaxmin
latest 171.66% · range [22.93%, 171.66%] · μ 91.92% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.104 · σ=0.275MEAN-REVERSIONLAST 0.297 (+1.45σ vs μ)0.5530.2770.000-0.277-0.553μ = -0.104-0.111-0.111-0.230-0.230-0.441-0.441-0.441-0.441-0.290-0.290-0.553-0.553-0.343-0.343-0.233-0.2330.0270.0270.3770.3770.1170.117-0.246-0.246-0.233-0.233-0.114-0.114-0.045-0.045-0.082-0.0820.2240.2240.3490.3490.2970.297v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.297 · |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
5 of 6 REJECT · mixed evidence5 reject·1 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀**

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
10.2382
p-VALUE (log scale)
0.0060
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

REJECT H₀***

H₀: No serial autocorrelation up to lag 5

STATISTIC
23.5952
p-VALUE (log scale)
0.0003
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
1.6078
p-VALUE (log scale)
0.9990
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
-2.5802
p-VALUE (log scale)
0.0099
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (3 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6764
p-VALUE (log scale)
0.0157
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀***

H₀: Δp is a random walk · VR = 1

STATISTIC
4.3054
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 2.310 → trending
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=2.11e-4 · top T=24.00h (59.9%) · top-3 cover 77.3%STRONG CYCLE @ T≈24.0cumulative energy ↗ (1 bin above 2× noise)1.5e-31.1e-37.6e-43.8e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.52e-3 · 59.9% energyperiod 24.0 · power 1.52e-3 · 59.9% energyperiod 12.0 · power 2.76e-4 · 10.9% energyperiod 12.0 · power 2.76e-4 · 10.9% energyperiod 8.0 · power 6.45e-5 · 2.5% energyperiod 8.0 · power 6.45e-5 · 2.5% energyperiod 6.0 · power 7.54e-5 · 3.0% energyperiod 6.0 · power 7.54e-5 · 3.0% energyperiod 4.8 · power 9.62e-5 · 3.8% energyperiod 4.8 · power 9.62e-5 · 3.8% energyperiod 4.0 · power 1.02e-4 · 4.0% energyperiod 4.0 · power 1.02e-4 · 4.0% energyperiod 3.4 · power 9.30e-6 · 0.4% energyperiod 3.4 · power 9.30e-6 · 0.4% energyperiod 3.0 · power 3.12e-5 · 1.2% energyperiod 3.0 · power 3.12e-5 · 1.2% energyperiod 2.7 · power 1.64e-4 · 6.5% energyperiod 2.7 · power 1.64e-4 · 6.5% energyperiod 2.4 · power 3.85e-5 · 1.5% energyperiod 2.4 · power 3.85e-5 · 1.5% energyperiod 2.2 · power 1.16e-4 · 4.6% energyperiod 2.2 · power 1.16e-4 · 4.6% energyperiod 2.0 · power 4.13e-5 · 1.6% energyperiod 2.0 · power 4.13e-5 · 1.6% energy50% by T=24.0h#1 dominantT=24.00h#2T=12.00h#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 ≈ 24.00h (freq 0.042) · concentrates 59.9% of total energy · Σ|X̂|²/n = 2.533e-3

▸ Depth section using sovereign-store price series (608 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 0.051pp · expected |Δp| over horizon 1.00ppterminal variance p(1−p) = 0.0983 · n = 608✓ n = 608
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.051pp
one-bar volatility · logit-free
Per-day movedaily
0.25pp
σ × √24
Per-horizon move16d
1.00pp
σ × √380.6067894444445
Terminal variancebinary
0.0983
p(1−p) at resolution
Current pricep
11.1¢
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 0.09pp · ES₉₅ 0.11pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.01✓ n = 608
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.11pp
mean of the tail
Max drawdown
18.8pp
peak 13.6¢ → trough 11.1¢
Median step
0.25pp
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
11.1%
= price
Decimal oddsEU
9.050
total return per $1
AmericanUS
+805
$100 wins $805
FractionalUK
8.05 / 1
profit per $1 risked
Profit per $100stake
+$804.98
clean dollar framing
-1000-5000+500+1000020406080100you · 11.1%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)
0.501 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.501 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.18 bit
self-information
Surprise · NO−log₂(1−p)
0.17 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
37990501174735137591517735526095322438389460857906592211963839262045167211887
NO token ID
5458771613119161542191212663605935535600513492046118324709745933755441774276
Snapshot fetched
2026-06-15 07:23:35 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 07:23:35 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4b4e98db46959c8895f5261a331a5f1c0fa74de55870dafd311a65fbc2391c1b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil93.4¢HL PREDSpain92.0¢HL PREDNorway78.9¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?86¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?93¢POLYMARKETWill Mexico win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$65,860HL PERPETH-USD perpetual$1,721HL PERPHYPE-USD perpetual$65.78

Also see: /arb opportunities · RSS feed · more in What will Gold (XAUUSD) 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
$207
bid $199 · ask $8
Mid price
0.110500
(best bid + best ask) / 2
Spread
90.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.372
ask-heavy
Imbalance (top-5)
+0.717
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-xauusd-dip-to-4000-in-june-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1719995565.51bp0.22400027FILLED
BUY$10.00K0.45056730775.33bp0.75800053FILLED
BUY$100.00K0.79048061536.64bp0.99900071PARTIAL
SELL$1.00K0.0174358422.22bp0.00100033PARTIAL
SELL$10.00K0.0174358422.22bp0.00100033PARTIAL
SELL$100.00K0.0174358422.22bp0.00100033PARTIAL

Risk metrics

▸ sovereign store · 608 barsperiods/year ≈ 1.75M
Realized vol (annualised)
552.74%
σ per bar = 0.004175
Mean return (annualised)
-59972.54%
μ per bar = -0.000342
Sharpe (rf=0)
-108.50
annualised; risk-free assumed zero
Max drawdown
18.75%
peak 0.14 → trough 0.11 over 417 bars

/api/asset/pm-will-xauusd-dip-to-4000-in-june-2026/risk · same metrics, JSON