POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Ethereum be above $1,700 on June 20?

YES · live
96.9¢
NO · live
3.1¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-above-1700-on-june-20-2026 · fresh · feed 16s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
205.98%
max drawdown
3.06%
sharpe
—
ulcer index
1.31%
RMS drawdown
pain index
0.99%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.69%
cond. drawdown
gain/pain
1.17
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.17
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
936
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-above-1700-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING15.7s⏱--:--:-- 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
96.9¢
NO · live
3.1¢
YES price · live 24h
n=25 · μ=0.7260 · σ=0.1860 · range [0.4550, 0.9825] · R²=0.867▲ RISING +113.41%σ EXTREME 25.62%LAST 0.97100.98250.85060.71880.58690.4550μ = 0.7260max 0.9825min 0.4550dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 97.10¢
YES / NO split · live
YES 96.9%NO 3.1%YES96.9%96.90¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.199 / 1.00 bits (20%) · informative — one side favoured
YES
96.9%96.9¢1.03×▬ +0.00pp
NO
3.1%3.1¢32.26×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=14,400 · μ=600.0 · σ=497.4 · CV=0.83BURSTYcumulative energy ↗ · 50% by h=1003507001,0501,400μ = 6001,40050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 14400bp moved · peak 1400bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
15.7s
▲YES mid
96.90¢ (96.90%)
▼NO mid
3.10¢ (3.10%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$18.4k
≋liquidity $
$15.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7260 · σ=0.1860 · range [0.4550, 0.9825] · R²=0.867▲ RISING +113.41%σ EXTREME 25.62%LAST 0.97100.98250.85060.71880.58690.4550μ = 0.7260max 0.9825min 0.4550dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 97.10¢
NO price · CLOB mid
n=25 · μ=0.2741 · σ=0.1861 · range [0.0175, 0.5450] · R²=0.867▼ FALLING -94.68%σ EXTREME 67.88%LAST 0.02900.54500.41310.28130.14940.0175μ = 0.2741max 0.5450min 0.0175dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 2.90¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0216 · σ=0.0714 · skew=-0.42 (symmetric) · kurt=-0.37 (mesokurtic)653202-12.62ppbin -12.62pp · n=2 · 33.3% peakbin -12.62pp · n=2 · 33.3% peak1-9.87ppbin -9.87pp · n=1 · 16.7% peakbin -9.87pp · n=1 · 16.7% peak-7.12pp-4.37pp6-1.62ppbin -1.62pp · n=6 · 100.0% peakbin -1.62pp · n=6 · 100.0% peak41.13ppbin 1.13pp · n=4 · 66.7% peakbin 1.13pp · n=4 · 66.7% peak33.88ppbin 3.88pp · n=3 · 50.0% peakbin 3.88pp · n=3 · 50.0% peak26.63ppbin 6.63pp · n=2 · 33.3% peakbin 6.63pp · n=2 · 33.3% peak29.38ppbin 9.38pp · n=2 · 33.3% peakbin 9.38pp · n=2 · 33.3% peak412.13ppbin 12.13pp · n=4 · 66.7% peakbin 12.13pp · n=4 · 66.7% 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=-0.31 · kurt=-0.35 · near 20 / mid 4 / far 0 · OLS slope=1.00 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=25PLATYKURTIC · THIN TAILS (G₂=-1.56)
μ MEAN72.60¢95% CI: [65.31¢, 79.89¢]
σ STD DEV18.60ppσ² = 345.999 · CV = 25.62%
med MEDIAN69.50¢Q₁ 57.00¢ · Q₃ 94.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 52.75pp · IQR 37.85pp (1.349σ→25.09pp)
min 45.50¢Q₁ 57.00¢med 69.50¢Q₃ 94.85¢max 98.25¢μ
SKEWNESS · G₁0.204approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.564platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.17
σ × 1.349 ↔ IQRdiverges from normalratio = 0.66
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: MEAN-REVERTING · ρ(1) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.295within white-noise band
ρ(2) AUTOCORR+0.008lag-2 not significant
H · HURST EXPONENT0.608persistent
OLS TREND · t-STAT+12.259significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.608
H = 0.608PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..52 SIGNIFICANT LAGS · k=4,5
k=1-0.295k=2+0.008k=3-0.033k=4 ★-0.432k=5+0.4110+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|=12.26)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.51high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=12.26)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 ID2532325
SLUGethereum-above-1700-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES96.90¢implied prob 96.90% · decimal odds 1.03×
COUNTER · NO3.10¢implied prob 3.10% · decimal odds 32.26×
96.90¢
3.10¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME18.42k USD 24h
LIQUIDITY15.78k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.938 · entropy 0.199 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 96.9%NO 3.1%YES p̂96.9%H = 0.199 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.03×(97¢)NO32.26×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.199 bits (20% 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 · VERY HIGHresolves 2026-06-20 16:00 UTC
0days
03hrs
06min
3.1 hours·θ = 91.126 pp/day
YES →$1.00(P = 96.9%)
NO →$0.00(P = 3.1%)
current: $0.9690 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6hRESOLVESP projection · σ=18.60% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 91.126 pp/day
now3.10h left
91.126 pp/day×1.00
−25%2.33h left
105.223 pp/day×1.15
−50%1.55h left
128.872 pp/day×1.41
−75%0.78h left
182.252 pp/day×2.00
−90%0.31h left
288.166 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 13.50% · worst -14.00% · typical |Δ| 6.00%BULLISH SESSION +51.60%BEST+13.50%8hWORST-14.00%4hTYPICAL |Δ|6.00%mean absoluteCUMULATIVE+51.60%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.93% · Σ +6.50%EUROPE · 08-16 UTCμ +2.19% · Σ +17.50%US · 16-24 UTCμ +3.48% · Σ +27.85%CUMULATIVE Δ PATH · final +51.60%+52.75%0.00%8.00% · 1h8.00% · 1h8.00%1h4.00% · 2h4.00% · 2h4.00%2h3.00% · 3h3.00% · 3h3.00%3h-14.00% · 4h-14.00% · 4h-14.00%4h▼ WORST10.50% · 5h10.50% · 5h10.50%5h-2.50% · 6h-2.50% · 6h-2.50%6h-2.50% · 7h-2.50% · 7h-2.50%7h13.50% · 8h13.50% · 8h13.50%8h★ BEST-11.50% · 9h-11.50% · 9h-11.50%9h13.50% · 10h13.50% · 10h13.50%10h5.50% · 11h5.50% · 11h5.50%11h-2.50% · 12h-2.50% · 12h-2.50%12h2.50% · 13h2.50% · 13h2.50%13h-10.50% · 14h-10.50% · 14h-10.50%14h7.00% · 15h7.00% · 15h7.00%15h12.00% · 16h12.00% · 16h12.00%16h13.00% · 17h13.00% · 17h13.00%17h1.90% · 18h1.90% · 18h1.90%18h-1.55% · 19h-1.55% · 19h-1.55%19h0.20% · 20h0.20% · 20h0.20%20h2.45% · 21h2.45% · 21h2.45%21h0.75% · 22h0.75% · 22h0.75%22h-0.90% · 23h-0.90% · 23h-0.90%23h-0.25% · 24h-0.25% · 24h-0.25%24hTIME PATTERNUS-led (+27.85%)RUNSup max 4 · down max 2BREADTH63% up · 38% down
15 up bars · 9 down · best 13.50% · worst -14.00% · typical |Δ| 6.000%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +56.17%FINAL+56.17%MAX DD-14.00%RECOVERYONGOING · 4 barsMAX RUN-UP+57.98%UNDERWATER13/25 (52%)STREAK↘ 2EQUITY CURVE · end 1.5617 · peak 1.5798 · range [0.9949, 1.5798]1.57980.9949break-even = 1★ PEAK 1.5798UNDERWATER DRAWDOWN · max -14.00% · significant0%-14.00%▼ TROUGH -14.00%TOP DRAWDOWN PERIODS · 5 total#1 -14.00%bar 5-8 · 4 bars · recovered#2 -11.50%bar 10-10 · 1 bars · recovered#3 -10.56%bar 13-16 · 4 bars · recoveredDD SEVERITYsignificant (max -14.00%)RECOVERYongoing · 21 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 1.5617 (56.17%) · max DD -14.00% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=28.68 · σ=23.56PROFITABLE STRATEGYLAST 7.80 (-0.89σ vs μ)82.0541.030.00-41.03-82.05μ = 28.6815.9415.94-2.82-2.8212.4912.49-9.06-9.0631.3531.3525.0425.0425.0425.0433.9333.93-4.85-4.8529.1429.1427.5927.5937.1437.1446.9546.9538.1738.1782.0582.0570.0570.0550.3150.3128.6128.617.807.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 7.800 · range [-9.06, 82.05] · μ 28.677 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=745.4319 · σ=257.1413 · range [131.0217, 1047.4335] · R²=0.605▼ FALLING -84.11%σ EXTREME 34.50%LAST 131.02171047.4335818.3306589.2276360.1246131.0217μ = 745.4319max 1047.4335min 131.0217dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
latest 131.02% · range [131.02%, 1047.43%] · μ 745.43% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.195 · σ=0.389CLOSE TO MARTINGALELAST 0.129 (+0.83σ vs μ)0.6980.3490.000-0.349-0.698μ = -0.195-0.461-0.461-0.576-0.576-0.467-0.467-0.538-0.538-0.670-0.670-0.615-0.615-0.698-0.698-0.614-0.614-0.253-0.253-0.114-0.114-0.105-0.1050.2000.2000.1440.1440.1290.1290.4940.4940.4780.4780.0560.056-0.224-0.2240.1290.129v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.129 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.4688
p-VALUE (log scale)
0.7911
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
13.7741
p-VALUE (log scale)
0.0171
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
-1.1055
p-VALUE (log scale)
0.7128
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
0.7816
p-VALUE (log scale)
0.4345
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8701
p-VALUE (log scale)
0.0048
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
-1.2021
p-VALUE (log scale)
0.2293
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.634 ≈ 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=5.57e-3 · top T=2.40h (28.3%) · top-3 cover 66.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-21.4e-29.4e-34.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.33e-3 · 2.0% energyperiod 24.0 · power 1.33e-3 · 2.0% energyperiod 12.0 · power 3.33e-4 · 0.5% energyperiod 12.0 · power 3.33e-4 · 0.5% energyperiod 8.0 · power 8.80e-3 · 13.2% energyperiod 8.0 · power 8.80e-3 · 13.2% energyperiod 6.0 · power 2.27e-3 · 3.4% energyperiod 6.0 · power 2.27e-3 · 3.4% energyperiod 4.8 · power 1.11e-2 · 16.6% energyperiod 4.8 · power 1.11e-2 · 16.6% energyperiod 4.0 · power 8.78e-4 · 1.3% energyperiod 4.0 · power 8.78e-4 · 1.3% energyperiod 3.4 · power 4.69e-4 · 0.7% energyperiod 3.4 · power 4.69e-4 · 0.7% energyperiod 3.0 · power 4.46e-3 · 6.7% energyperiod 3.0 · power 4.46e-3 · 6.7% energyperiod 2.7 · power 1.43e-2 · 21.4% energyperiod 2.7 · power 1.43e-2 · 21.4% energyperiod 2.4 · power 1.89e-2 · 28.3% energyperiod 2.4 · power 1.89e-2 · 28.3% energyperiod 2.2 · power 2.47e-3 · 3.7% energyperiod 2.2 · power 2.47e-3 · 3.7% energyperiod 2.0 · power 1.57e-3 · 2.3% energyperiod 2.0 · power 1.57e-3 · 2.3% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#3T=4.80hT=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 28.3% of total energy · Σ|X̂|²/n = 6.689e-2

▸ Depth section using sovereign-store price series (936 bars · effective 1752810 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 0.3 d · σ/bar 0.156pp · expected |Δp| over horizon 0.38ppterminal variance p(1−p) = 0.0215 · n = 936✓ n = 936
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.156pp
one-bar volatility · logit-free
Per-day movedaily
0.76pp
σ × √24
Per-horizon move0d
0.38pp
σ × √6
Terminal variancebinary
0.0215
p(1−p) at resolution
Current pricep
97.8¢
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 0.25pp · ES₉₅ 0.32pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.04✓ n = 936
VaR 95%
0.25pp
1.645·σ (parametric) of Δp
ES 95%
0.32pp
mean of the tail
Max drawdown
3.1pp
peak 96.4¢ → trough 93.5¢
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
96.9%
= price
Decimal oddsEU
1.032
total return per $1
AmericanUS
-3126
risk $3126 to win $100
FractionalUK
0.03 / 1
profit per $1 risked
Profit per $100stake
+$3.20
clean dollar framing
-1000-5000+500+1000020406080100you · 96.9%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)
0.199 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.199 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.05 bit
self-information
Surprise · NO−log₂(1−p)
5.01 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
16386930303856799695363465788163914586693118973404003030584235203787483516642
NO token ID
14463846180189590627389684860744434958165102102026637691954993858921066889498
Snapshot fetched
2026-06-20 12:53:38 UTC
Snapshot age
15.7s
History points
25 CLOB mids
Page rendered
2026-06-20 12:53:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a657cd421233edb86f71ac8e0a34a60f8a1a7ec9d72a9e8556466e416ffc8c55 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDPortugal86.5¢HL PREDEcuador86.3¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢HL PERPBTC-USD perpetual$63,541HL PERPHYPE-USD perpetual$70.72HL PERPETH-USD perpetual$1,725.1

Also see: /arb opportunities · RSS feed · more in Crypto

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
0.971000
(best bid + best ask) / 2
Spread
226.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.713
bid-heavy
Imbalance (top-5)
+0.713
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-ethereum-above-1700-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.985778152.19bp0.9900006FILLED
BUY$10.00K0.993428230.98bp0.99800010FILLED
BUY$100.00K0.995360250.88bp0.99900011PARTIAL
SELL$1.00K0.941053308.41bp0.9390005FILLED
SELL$10.00K0.3565486328.04bp0.10000031FILLED
SELL$100.00K0.1276118685.78bp0.00100043PARTIAL

Risk metrics

▸ sovereign store · 936 barsperiods/year ≈ 1.75M
Realized vol (annualised)
214.98%
σ per bar = 0.001624
Mean return (annualised)
3775.59%
μ per bar = 0.000022
Sharpe (rf=0)
17.56
annualised; risk-free assumed zero
Max drawdown
3.06%
peak 0.96 → trough 0.93 over 116 bars

/api/asset/pm-ethereum-above-1700-on-june-20-2026/risk · same metrics, JSON