POLYMARKET · PREDICTION MARKET · WTI CRUDE OIL (WTI) UP OR DOWN ON JUNE 18?

WTI Crude Oil (WTI) Up or Down on June 18?

YES · live
42.0¢
NO · live
58.0¢

▸ Advanced metrics · M2M bundle

polymarket · wti-up-or-down-on-june-18-2026 · fresh · feed 15s old
24h sparkline · 60 pts
realized vol (ann.)
761.04%
max drawdown
35.53%
sharpe
ulcer index
17.12%
RMS drawdown
pain index
13.43%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
32.39%
cond. drawdown
gain/pain
1.38
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.38
upside/downside
roll spread
10.0 bps
implied (price-only)
bars used
1098
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wti-up-or-down-on-june-18-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING15.0s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
42.0¢
NO · live
58.0¢
YES price · live 24h
n=22 · μ=0.4382 · σ=0.1064 · range [0.2600, 0.6500] · R²=0.441 FALLING -15.00%σ EXTREME 24.29%LAST 0.42500.65000.55250.45500.35750.2600μ = 0.4382max 0.6500min 0.2600dataMA(4)OLS R²=0.44μ lineμ ± σ bandmaxminlive endpoint
22 ticks · last 42.50¢
YES / NO split · live
YES 42.0%NO 58.0%NO58.0%58.00¢ · odds 1/1.72
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.981 / 1.00 bits (98%) · max uncertainty (~50/50)
YES
42.0%42.0¢2.38× +0.00pp
NO
58.0%58.0¢1.72× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=21 · Σ=10,250 · μ=488.1 · σ=602.3 · CV=1.23BURSTYcumulative energy ↗ · 50% by h=1004639251,3881,850μ = 4881,85050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 10250bp moved · peak 1850bp · n=21 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
15.0s
YES mid
42.00¢ (42.00%)
NO mid
58.00¢ (58.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$57.1k
liquidity $
$8.3k
history points
22 ticks (live)

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

YES price · CLOB mid
n=22 · μ=0.4382 · σ=0.1064 · range [0.2600, 0.6500] · R²=0.441 FALLING -15.00%σ EXTREME 24.29%LAST 0.42500.65000.55250.45500.35750.2600μ = 0.4382max 0.6500min 0.2600dataMA(4)OLS R²=0.44μ lineμ ± σ bandmaxmin
22 YES observations from clob.polymarket.com · last 42.50¢
NO price · CLOB mid
n=22 · μ=0.5618 · σ=0.1064 · range [0.3500, 0.7400] · R²=0.441 RISING +15.00%σ EXTREME 18.94%LAST 0.57500.74000.64250.54500.44750.3500μ = 0.5618max 0.7400min 0.3500dataMA(4)OLS R²=0.44μ lineμ ± σ bandmaxmin
22 NO observations from clob.polymarket.com · last 57.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=21 · 10 bins · μ=-0.0040 · σ=0.0726 · skew=0.77 (right-skewed) · kurt=0.89 (mesokurtic)1085301-13.33ppbin -13.33pp · n=1 · 10.0% peakbin -13.33pp · n=1 · 10.0% peak2-9.98ppbin -9.98pp · n=2 · 20.0% peakbin -9.98pp · n=2 · 20.0% peak2-6.63ppbin -6.63pp · n=2 · 20.0% peakbin -6.63pp · n=2 · 20.0% peak2-3.28ppbin -3.28pp · n=2 · 20.0% peakbin -3.28pp · n=2 · 20.0% peak100.07ppbin 0.07pp · n=10 · 100.0% peakbin 0.07pp · n=10 · 100.0% peak13.43ppbin 3.43pp · n=1 · 10.0% peakbin 3.43pp · n=1 · 10.0% peak16.77ppbin 6.77pp · n=1 · 10.0% peakbin 6.77pp · n=1 · 10.0% peak10.13pp13.47pp216.83ppbin 16.83pp · n=2 · 20.0% peakbin 16.83pp · n=2 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=0.98 · kurt=1.43 · near 13 / mid 7 / far 1 · OLS slope=0.95 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSMILDLY HEAVY UPPERLOWER 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=22APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN43.82¢95% CI: [39.37¢, 48.27¢]
σ STD DEV10.64ppσ² = 113.275 · CV = 24.29%
med MEDIAN45.50¢Q₁ 34.13¢ · Q₃ 50.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 26.00¢Q₁ 34.13¢med 45.50¢Q₃ 50.00¢max 65.00¢μ
SKEWNESS · G₁-0.155approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.958mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.16
σ × 1.349 ↔ IQRconsistent with normalratio = 0.90
range ↔ σconcentrated (range < 4σ)range / σ = 3.66
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) -0.27 + ADF rejected
ρ(1) AUTOCORR-0.271within white-noise band
ρ(2) AUTOCORR-0.016lag-2 not significant
H · HURST EXPONENT0.705strongly persistent
OLS TREND · t-STAT-3.970significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.705STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.271k=2-0.016k=3-0.065k=4+0.200k=5-0.0660+1−1+0.440.44+ momentum (ρ > +0.44)− reversal (ρ < −0.44)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.27 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.68very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.97)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 ID2581286
SLUGwti-up-or-down-on-june-18-2026
CATEGORYWTI Crude Oil (WTI) Up or Down on June 18?
TWO-SIDED PRICING
PRIMARY · YES42.00¢implied prob 42.00% · decimal odds 2.38×
COUNTER · NO58.00¢implied prob 58.00% · decimal odds 1.72×
42.00¢
58.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME57.07k USD 24h
LIQUIDITY8.35k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (58¢)|primary − counter| = 0.160 · entropy 0.981 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 42.0%NO 58.0%YES42.0%H = 0.981 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.38×(42¢)NO1.72×(58¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.981 bits (98% of max) · maximum uncertainty (~50/50)
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 · HIGHresolves 2026-06-18 21:00 UTC
0days
08hrs
49min
YES$1.00(P = 42.0%)
NO$0.00(P = 58.0%)
current: $0.4200 · expected return per side: $0.58 on YES hit · $0.42 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.4hRESOLVESP projection · σ=10.64% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 52.140 pp/day
now8.82h left
52.140 pp/day×1.00
−25%6.61h left
60.206 pp/day×1.15
−50%4.41h left
73.737 pp/day×1.41
−75%2.20h left
104.280 pp/day×2.00
−90%0.88h left
164.882 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=21 bars · best 18.50% · worst -15.00% · typical |Δ| 4.88%BEARISH SESSION -7.50%BEST+18.50%3hWORST-15.00%4hTYPICAL |Δ|4.88%mean absoluteCUMULATIVE-7.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +1.07% · Σ +7.50%EUROPE · 08-16 UTCμ -3.37% · Σ -27.00%US · 16-24 UTCμ +2.00% · Σ +12.00%CUMULATIVE Δ PATH · final -7.50%+15.00%-24.00%0.00% · 1h0.00% · 1h·1h-3.50% · 2h-3.50% · 2h-3.50%2h18.50% · 3h18.50% · 3h18.50%3h★ BEST-15.00% · 4h-15.00% · 4h-15.00%4h▼ WORST-0.50% · 5h-0.50% · 5h-0.50%5h0.50% · 6h0.50% · 6h0.50%6h7.50% · 7h7.50% · 7h7.50%7h-3.00% · 8h-3.00% · 8h-3.00%8h0.00% · 9h0.00% · 9h·9h-9.00% · 10h-9.00% · 10h-9.00%10h0.00% · 11h0.00% · 11h·11h-6.50% · 12h-6.50% · 12h-6.50%12h-8.50% · 13h-8.50% · 13h-8.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h0.50% · 15h0.50% · 15h0.50%15h2.00% · 16h2.00% · 16h2.00%16h-6.00% · 17h-6.00% · 17h-6.00%17h-0.50% · 18h-0.50% · 18h-0.50%18h18.50% · 19h18.50% · 19h18.50%19h-1.00% · 20h-1.00% · 20h-1.00%20h-1.00% · 21h-1.00% · 21h-1.00%21hTIME PATTERNUS-led (+12.00%)RUNSup max 2 · down max 3BREADTH29% up · 57% down · 14% flat
6 up bars · 12 down · best 18.50% · worst -15.00% · typical |Δ| 4.881%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsSEVERE DRAWDOWN -12.57%FINAL-12.57%MAX DD-34.17%RECOVERYONGOING · 18 barsMAX RUN-UP+14.35%UNDERWATER19/22 (86%)STREAK↘ 2EQUITY CURVE · end 0.8743 · peak 1.1435 · range [0.7527, 1.1435]1.14350.7527break-even = 1★ PEAK 1.1435UNDERWATER DRAWDOWN · max -34.17% · severe0%-34.17%▼ TROUGH -34.17%TOP DRAWDOWN PERIODS · 2 total#1 -34.17%bar 5-22 · 18 bars · ONGOING#2 -3.50%bar 3-3 · 1 bars · recoveredDD SEVERITYsevere (max -34.17%)RECOVERYongoing · 18 barsTIME UNDER WATER86% of session · 19/22 bars
final equity 0.8743 (-12.57%) · max DD -34.17% · time-under-water 19/22 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +5 / −11 (29% positive) · μ=-25.29 · σ=44.84UNPROFITABLE STRATEGYLAST 19.72 (+1.00σ vs μ)105.4252.710.00-52.71-105.42μ = -25.29-0.78-0.780.000.0016.8216.82-23.98-23.9821.4521.45-12.51-12.51-14.13-14.13-86.71-86.71-100.27-100.27-105.42-105.42-67.12-67.12-52.73-52.73-51.84-51.84-27.81-27.8129.4129.4126.0326.0319.7219.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 19.718 · range [-105.42, 29.41] · μ -25.287 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=647.6505 · σ=301.3547 · range [283.5013, 1146.1073] · R²=0.115 FALLING -21.14%σ EXTREME 46.53%LAST 888.53531146.1073930.4558714.8043499.1528283.5013μ = 647.6505max 1146.1073min 283.5013dataMA(3)OLS R²=0.11μ lineμ ± σ bandmaxmin
latest 888.54% · range [283.50%, 1146.11%] · μ 647.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +2 / −15 (12% positive) · μ=-0.264 · σ=0.282MEAN-REVERSIONLAST -0.171 (+0.33σ vs μ)0.7370.3680.000-0.368-0.737μ = -0.264-0.577-0.577-0.578-0.578-0.397-0.397-0.001-0.001-0.394-0.394-0.110-0.110-0.240-0.240-0.737-0.737-0.525-0.525-0.502-0.5020.0540.0540.3680.368-0.101-0.101-0.333-0.333-0.037-0.037-0.214-0.214-0.171-0.171v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.171 · |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
8.0692
p-VALUE (log scale)
0.0177
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
3.1573
p-VALUE (log scale)
0.6783
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
-1.7353
p-VALUE (log scale)
0.4213
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
0.0000
p-VALUE (log scale)
1.0000
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
0.5236
p-VALUE (log scale)
0.0363
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.0681
p-VALUE (log scale)
0.2855
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.767 ≈ 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=10 bins · noise floor μ=6.12e-3 · top T=4.20h (27.8%) · top-3 cover 63.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-21.3e-28.5e-34.3e-30.0e+0μ noise floor2× noise (significance)period 21.0 · power 5.44e-3 · 8.9% energyperiod 21.0 · power 5.44e-3 · 8.9% energyperiod 10.5 · power 2.55e-3 · 4.2% energyperiod 10.5 · power 2.55e-3 · 4.2% energyperiod 7.0 · power 2.64e-4 · 0.4% energyperiod 7.0 · power 2.64e-4 · 0.4% energyperiod 5.3 · power 3.56e-3 · 5.8% energyperiod 5.3 · power 3.56e-3 · 5.8% energyperiod 4.2 · power 1.70e-2 · 27.8% energyperiod 4.2 · power 1.70e-2 · 27.8% energyperiod 3.5 · power 3.39e-4 · 0.6% energyperiod 3.5 · power 3.39e-4 · 0.6% energyperiod 3.0 · power 2.46e-3 · 4.0% energyperiod 3.0 · power 2.46e-3 · 4.0% energyperiod 2.6 · power 1.24e-2 · 20.3% energyperiod 2.6 · power 1.24e-2 · 20.3% energyperiod 2.3 · power 7.77e-3 · 12.7% energyperiod 2.3 · power 7.77e-3 · 12.7% energyperiod 2.1 · power 9.34e-3 · 15.3% energyperiod 2.1 · power 9.34e-3 · 15.3% energy50% by T=3.0h#1 dominantT=4.20h#2T=2.63h#3T=2.10hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 4.20h (freq 0.238) · concentrates 27.8% of total energy · Σ|X̂|²/n = 6.115e-2

▸ Depth section using sovereign-store price series (1098 bars · effective 1752616 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 0.4 d · σ/bar 0.575pp · expected |Δp| over horizon 1.71ppterminal variance p(1−p) = 0.2436 · n = 1098n = 1098
μ per bar
+0.017pp
average Δp · drift
σ per bar
0.575pp
one-bar volatility · logit-free
Per-day movedaily
2.82pp
σ × √24
Per-horizon move0d
1.71pp
σ × √8.81908
Terminal variancebinary
0.2436
p(1−p) at resolution
Current pricep
42.0¢
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 0.93pp · ES₉₅ 1.17pp · method parametric · drift-correcteddrift +0.017pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.03n = 1098
VaR 95%
0.93pp
1.645·σ (parametric) of Δp
ES 95%
1.17pp
mean of the tail
Max drawdown
35.5pp
peak 38.0¢ → trough 24.5¢
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
42.0%
= price
Decimal oddsEU
2.381
total return per $1
AmericanUS
+138
$100 wins $138
FractionalUK
1.38 / 1
profit per $1 risked
Profit per $100stake
+$138.10
clean dollar framing
-1000-5000+500+1000020406080100you · 42.0%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)
0.981 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.981 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.25 bit
self-information
Surprise · NO−log₂(1−p)
0.79 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
113496259156932546441374929086940904032718868628573925314714950332607832956435
NO token ID
4110415949046416547924485468407771858312645857081373396453876868562603026755
Snapshot fetched
2026-06-18 12:10:36 UTC
Snapshot age
15.0s
History points
22 CLOB mids
Page rendered
2026-06-18 12:10:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cbfbe7a142ad64b5cf299212a7bf50f77f82d55a07bab737f224dd2b1c07c79f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in WTI Crude Oil (WTI) Up or Down on June 18?

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
0.425000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.043
ask-heavy
Imbalance (top-5)
-0.212
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-wti-up-or-down-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5021381815.00bp0.7300006FILLED
BUY$10.00K0.8172579229.58bp0.9400008FILLED
BUY$100.00K0.94807812307.71bp0.99000011PARTIAL
SELL$1.00K0.3171042538.73bp0.2700009FILLED
SELL$10.00K0.0492028842.30bp0.01000021PARTIAL
SELL$100.00K0.0492028842.30bp0.01000021PARTIAL

Risk metrics

sovereign store · 1,098 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2350.89%
σ per bar = 0.017758
Mean return (annualised)
92770.28%
μ per bar = 0.000529
Sharpe (rf=0)
39.46
annualised; risk-free assumed zero
Max drawdown
35.53%
peak 0.38 → trough 0.24 over 531 bars

/api/asset/pm-wti-up-or-down-on-june-18-2026/risk · same metrics, JSON