POLYMARKET · PREDICTION MARKET · CRYPTO

Ethereum Up or Down on June 14?

YES · live
39.5¢
NO · live
60.5¢

▸ Advanced metrics · M2M bundle

polymarket · ethereum-up-or-down-on-june-14-2026 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
874.05%
max drawdown
50.47%
sharpe
—
ulcer index
24.00%
RMS drawdown
pain index
21.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
43.99%
cond. drawdown
gain/pain
0.76
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.76
upside/downside
roll spread
4.6 bps
implied (price-only)
bars used
1445
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-up-or-down-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.3s⏱--:--:-- 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
39.5¢
NO · live
60.5¢
YES price · live 24h
n=25 · μ=0.4654 · σ=0.0788 · range [0.2750, 0.5850] · R²=0.330▼ FALLING -44.44%σ EXTREME 16.94%LAST 0.27500.58500.50750.43000.35250.2750μ = 0.4654max 0.5850min 0.2750dataMA(5)OLS R²=0.33μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 27.50¢
YES / NO split · live
YES 39.5%NO 60.5%NO60.5%60.50¢ · odds 1/1.65
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.968 / 1.00 bits (97%) · max uncertainty (~50/50)
YES
39.5%39.5¢2.53×▬ +0.00pp
NO
60.5%60.5¢1.65×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=10,900 · μ=454.2 · σ=488.3 · CV=1.08BURSTYcumulative energy ↗ · 50% by h=1104138251,2381,650μ = 4541,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 10900bp moved · peak 1650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.3s
▲YES mid
39.50¢ (39.50%)
▼NO mid
60.50¢ (60.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$36.8k
≋liquidity $
$23.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4654 · σ=0.0788 · range [0.2750, 0.5850] · R²=0.330▼ FALLING -44.44%σ EXTREME 16.94%LAST 0.27500.58500.50750.43000.35250.2750μ = 0.4654max 0.5850min 0.2750dataMA(5)OLS R²=0.33μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 27.50¢
NO price · CLOB mid
n=25 · μ=0.5350 · σ=0.0791 · range [0.4150, 0.7250] · R²=0.323▲ RISING +43.56%σ HIGH 14.78%LAST 0.72500.72500.64750.57000.49250.4150μ = 0.5350max 0.7250min 0.4150dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 72.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0088 · σ=0.0617 · skew=0.05 (symmetric) · kurt=0.48 (mesokurtic)754201-14.93ppbin -14.93pp · n=1 · 14.3% peakbin -14.93pp · n=1 · 14.3% peak1-11.78ppbin -11.78pp · n=1 · 14.3% peakbin -11.78pp · n=1 · 14.3% peak1-8.63ppbin -8.63pp · n=1 · 14.3% peakbin -8.63pp · n=1 · 14.3% peak3-5.48ppbin -5.48pp · n=3 · 42.9% peakbin -5.48pp · n=3 · 42.9% peak6-2.33ppbin -2.33pp · n=6 · 85.7% peakbin -2.33pp · n=6 · 85.7% peak70.82ppbin 0.82pp · n=7 · 100.0% peakbin 0.82pp · n=7 · 100.0% peak23.97ppbin 3.97pp · n=2 · 28.6% peakbin 3.97pp · n=2 · 28.6% peak17.12ppbin 7.12pp · n=1 · 14.3% peakbin 7.12pp · n=1 · 14.3% peak110.27ppbin 10.27pp · n=1 · 14.3% peakbin 10.27pp · n=1 · 14.3% peak113.42ppbin 13.42pp · n=1 · 14.3% peakbin 13.42pp · n=1 · 14.3% 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=0.01 · kurt=0.80 · 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=25LEFT-SKEWED (G₁=-0.74)
μ MEAN46.54¢95% CI: [43.45¢, 49.63¢]
σ STD DEV7.88ppσ² = 62.123 · CV = 16.94%
med MEDIAN47.50¢Q₁ 43.50¢ · Q₃ 51.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 31.00pp · IQR 8.00pp (1.349σ→10.63pp)
min 27.50¢Q₁ 43.50¢med 47.50¢Q₃ 51.50¢max 58.50¢μ
SKEWNESS · G₁-0.739left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.075mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRdiverges from normalratio = 1.33
range ↔ σconcentrated (range < 4σ)range / σ = 3.93
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) -0.39 + ADF rejected
ρ(1) AUTOCORR-0.395within white-noise band
ρ(2) AUTOCORR-0.032lag-2 not significant
H · HURST EXPONENT0.783strongly persistent
OLS TREND · t-STAT-3.367significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.783
H = 0.783STRONGLY 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=1-0.395k=2-0.032k=3+0.072k=4+0.124k=5-0.3520+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|=3.37)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.39 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.96very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.37)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 ID2518200
SLUGethereum-up-or-down-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (61¢)
PRIMARY · YES39.50¢implied prob 39.50% · decimal odds 2.53×
COUNTER · NO60.50¢implied prob 60.50% · decimal odds 1.65×
39.50¢
60.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME36.78k USD 24h
LIQUIDITY22.97k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (61¢)|primary − counter| = 0.210 · entropy 0.968 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 39.5%NO 60.5%YES p̂39.5%H = 0.968 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.53×(40¢)NO1.65×(61¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.968 bits (97% 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 · VERY HIGHresolves 2026-06-14 16:00 UTC
0days
04hrs
54min
4.9 hours·θ = 38.613 pp/day
YES →$1.00(P = 39.5%)
NO →$0.00(P = 60.5%)
current: $0.3950 · expected return per side: $0.60 on YES hit · $0.40 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=7.88% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 38.613 pp/day
now4.90h left
38.613 pp/day×1.00
−25%3.68h left
44.586 pp/day×1.15
−50%2.45h left
54.607 pp/day×1.41
−75%1.23h left
77.226 pp/day×2.00
−90%0.49h left
122.105 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 15.00% · worst -16.50% · typical |Δ| 4.54%BEARISH SESSION -22.00%BEST+15.00%10hWORST-16.50%23hTYPICAL |Δ|4.54%mean absoluteCUMULATIVE-22.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ +0.69% · Σ +5.50%US · 16-24 UTCμ -3.00% · Σ -24.00%CUMULATIVE Δ PATH · final -22.00%+9.00%-22.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h8.50% · 4h8.50% · 4h8.50%4h-12.50% · 5h-12.50% · 5h-12.50%5h-3.00% · 6h-3.00% · 6h-3.00%6h5.00% · 7h5.00% · 7h5.00%7h0.00% · 8h0.00% · 8h·8h-4.00% · 9h-4.00% · 9h-4.00%9h15.00% · 10h15.00% · 10h15.00%10h★ BEST-7.00% · 11h-7.00% · 11h-7.00%11h-1.00% · 12h-1.00% · 12h-1.00%12h2.00% · 13h2.00% · 13h2.00%13h4.00% · 14h4.00% · 14h4.00%14h-3.50% · 15h-3.50% · 15h-3.50%15h0.00% · 16h0.00% · 16h·16h-8.50% · 17h-8.50% · 17h-8.50%17h0.00% · 18h0.00% · 18h·18h-5.00% · 19h-5.00% · 19h-5.00%19h-1.00% · 20h-1.00% · 20h-1.00%20h-2.00% · 21h-2.00% · 21h-2.00%21h9.00% · 22h9.00% · 22h9.00%22h-16.50% · 23h-16.50% · 23h-16.50%23h▼ WORST-1.50% · 24h-1.50% · 24h-1.50%24hTIME PATTERNEurope-led (+5.50%)RUNSup max 2 · down max 3BREADTH25% up · 50% down · 25% flat
6 up bars · 12 down · best 15.00% · worst -16.50% · typical |Δ| 4.542%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -23.93%FINAL-23.93%MAX DD-29.89%RECOVERYONGOING · 20 barsMAX RUN-UP+8.50%UNDERWATER20/25 (80%)STREAK↘ 2EQUITY CURVE · end 0.7607 · peak 1.0850 · range [0.7607, 1.0850]1.08500.7607break-even = 1★ PEAK 1.0850UNDERWATER DRAWDOWN · max -29.89% · severe0%-29.89%▼ TROUGH -29.89%TOP DRAWDOWN PERIODS · 1 total#1 -29.89%bar 6-25 · 20 bars · ONGOINGDD SEVERITYsevere (max -29.89%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.7607 (-23.93%) · max DD -29.89% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-16.62 · σ=29.01UNPROFITABLE STRATEGYLAST -32.29 (-0.54σ vs μ)83.5341.760.00-41.76-83.53μ = -16.62-16.12-16.12-4.31-4.31-4.31-4.31-12.68-12.680.840.8411.7411.7415.9715.9710.2310.2318.2018.2019.3819.38-21.83-21.83-24.75-24.75-21.09-21.09-45.96-45.96-83.53-83.53-76.31-76.31-19.84-19.84-29.18-29.18-32.29-32.29v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -32.285 · range [-83.53, 19.38] · μ -16.624 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=605.9598 · σ=175.5708 · range [314.6236, 869.1818] · R²=0.161▲ RISING +21.28%σ EXTREME 28.97%LAST 768.7704869.1818730.5422591.9027453.2631314.6236μ = 605.9598max 869.1818min 314.6236dataMA(3)OLS R²=0.16μ lineμ ± σ bandmaxmin
latest 768.77% · range [314.62%, 869.18%] · μ 605.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.387 · σ=0.224MEAN-REVERSIONLAST -0.511 (-0.55σ vs μ)0.7880.3940.000-0.394-0.788μ = -0.387-0.326-0.326-0.329-0.329-0.323-0.323-0.350-0.350-0.087-0.087-0.619-0.619-0.541-0.541-0.561-0.561-0.564-0.564-0.360-0.360-0.006-0.006-0.066-0.066-0.152-0.152-0.459-0.459-0.788-0.788-0.711-0.711-0.130-0.130-0.477-0.477-0.511-0.511v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.511 · |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
1.6669
p-VALUE (log scale)
0.4346
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.9726
p-VALUE (log scale)
0.1090
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
-1.5116
p-VALUE (log scale)
0.5278
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
0.5510
p-VALUE (log scale)
0.5817
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4991
p-VALUE (log scale)
0.0419
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
-1.9809
p-VALUE (log scale)
0.0476
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.397 → mean-reverting
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=5.43e-3 · top T=2.00h (43.0%) · top-3 cover 80.7%STRONG CYCLE @ T≈2.0cumulative energy ↗ (2 bins above 2× noise)2.8e-22.1e-21.4e-27.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.04e-3 · 3.1% energyperiod 24.0 · power 2.04e-3 · 3.1% energyperiod 12.0 · power 5.22e-4 · 0.8% energyperiod 12.0 · power 5.22e-4 · 0.8% energyperiod 8.0 · power 6.38e-4 · 1.0% energyperiod 8.0 · power 6.38e-4 · 1.0% energyperiod 6.0 · power 6.01e-3 · 9.2% energyperiod 6.0 · power 6.01e-3 · 9.2% energyperiod 4.8 · power 3.25e-4 · 0.5% energyperiod 4.8 · power 3.25e-4 · 0.5% energyperiod 4.0 · power 1.68e-3 · 2.6% energyperiod 4.0 · power 1.68e-3 · 2.6% energyperiod 3.4 · power 5.69e-3 · 8.7% energyperiod 3.4 · power 5.69e-3 · 8.7% energyperiod 3.0 · power 1.86e-2 · 28.5% energyperiod 3.0 · power 1.86e-2 · 28.5% energyperiod 2.7 · power 1.79e-4 · 0.3% energyperiod 2.7 · power 1.79e-4 · 0.3% energyperiod 2.4 · power 1.32e-3 · 2.0% energyperiod 2.4 · power 1.32e-3 · 2.0% energyperiod 2.2 · power 1.50e-4 · 0.2% energyperiod 2.2 · power 1.50e-4 · 0.2% energyperiod 2.0 · power 2.80e-2 · 43.0% energyperiod 2.0 · power 2.80e-2 · 43.0% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.00h#3T=6.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 43.0% of total energy · Σ|X̂|²/n = 6.517e-2

▸ Depth section using sovereign-store price series (1445 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 0.660pp · expected |Δp| over horizon 1.62ppterminal variance p(1−p) = 0.2390 · n = 1445✓ n = 1445
μ per bar
-0.010pp
average Δp · drift
σ per bar
0.660pp
one-bar volatility · logit-free
Per-day movedaily
3.24pp
σ × √24
Per-horizon move0d
1.62pp
σ × √6
Terminal variancebinary
0.2390
p(1−p) at resolution
Current pricep
39.5¢
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 1.10pp · ES₉₅ 1.37pp · method parametric · drift-correcteddrift -0.010pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 1445
VaR 95%
1.10pp
1.645·σ (parametric) of Δp
ES 95%
1.37pp
mean of the tail
Max drawdown
50.5pp
peak 53.5¢ → trough 26.5¢
Median step
1.00pp
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
39.5%
= price
Decimal oddsEU
2.532
total return per $1
AmericanUS
+153
$100 wins $153
FractionalUK
1.53 / 1
profit per $1 risked
Profit per $100stake
+$153.16
clean dollar framing
-1000-5000+500+1000020406080100you · 39.5%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)
0.968 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.968 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.34 bit
self-information
Surprise · NO−log₂(1−p)
0.72 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
80690760712247895873764238991694059316364882446493130705757930294609992752806
NO token ID
60573312183461317429168263174511814810318841479826073363936508130093090576697
Snapshot fetched
2026-06-14 11:05:32 UTC
Snapshot age
17.3s
History points
25 CLOB mids
Page rendered
2026-06-14 11:05:49 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5373c0ad38479eddbed40d9fe401dddf79bc3d6e78048629201e0bb179707e46 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.3¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,447HL PERPETH-USD perpetual$1,672.3HL PERPHYPE-USD perpetual$60.84

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
0.285000
(best bid + best ask) / 2
Spread
350.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.394
ask-heavy
Imbalance (top-5)
+0.307
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-up-or-down-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.299566511.07bp0.3000002FILLED
BUY$10.00K0.4581316074.79bp0.79000021FILLED
BUY$100.00K0.86139620224.41bp0.99000029FILLED
SELL$1.00K0.270027525.37bp0.2700002FILLED
SELL$10.00K0.0987146536.34bp0.01000021PARTIAL
SELL$100.00K0.0987146536.34bp0.01000021PARTIAL

Risk metrics

▸ sovereign store · 1,445 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2312.70%
σ per bar = 0.017468
Mean return (annualised)
-36826.13%
μ per bar = -0.000210
Sharpe (rf=0)
-15.92
annualised; risk-free assumed zero
Max drawdown
50.47%
peak 0.54 → trough 0.27 over 1161 bars

/api/asset/pm-ethereum-up-or-down-on-june-14-2026/risk · same metrics, JSON