POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Amsterdam be 16°C on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-amsterdam-on-june-14-2026-16c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
18.75%
max drawdown
85.71%
sharpe
—
ulcer index
69.00%
RMS drawdown
pain index
58.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
85.71%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
66.2 bps
implied (price-only)
bars used
363
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-amsterdam-on-june-14-2026-16c/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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.1254 · σ=0.0688 · range [0.0005, 0.2050] · R²=0.640▼ FALLING -99.74%σ EXTREME 54.87%LAST 0.00050.20500.15390.10270.05160.0005μ = 0.1254max 0.2050min 0.0005dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,645 · μ=235.2 · σ=391.1 · CV=1.66BURSTY · concentratedcumulative energy ↗ · 50% by h=1804589151,3731,830μ = 2351,83050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5645bp moved · peak 1830bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$28.9k
≋liquidity $
$11.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1254 · σ=0.0688 · range [0.0005, 0.2050] · R²=0.640▼ FALLING -99.74%σ EXTREME 54.87%LAST 0.00050.20500.15390.10270.05160.0005μ = 0.1254max 0.2050min 0.0005dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8746 · σ=0.0688 · range [0.7950, 0.9995] · R²=0.641▲ RISING +24.16%σ HIGH 7.87%LAST 0.99950.99950.94840.89730.84610.7950μ = 0.8746max 0.9995min 0.7950dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0077 · σ=0.0422 · skew=-2.10 (left-skewed) · kurt=6.80 (leptokurtic (fat tails))1296301-17.02ppbin -17.02pp · n=1 · 8.3% peakbin -17.02pp · n=1 · 8.3% peak-14.47pp-11.92pp-9.37pp-6.82pp3-4.27ppbin -4.27pp · n=3 · 25.0% peakbin -4.27pp · n=3 · 25.0% peak6-1.72ppbin -1.72pp · n=6 · 50.0% peakbin -1.72pp · n=6 · 50.0% peak120.83ppbin 0.83pp · n=12 · 100.0% peakbin 0.83pp · n=12 · 100.0% peak3.38pp25.93ppbin 5.93pp · n=2 · 16.7% peakbin 5.93pp · n=2 · 16.7% 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=-2.27 · kurt=7.85 · near 8 / mid 15 / far 1 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.92σsample ↓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=-0.73)
μ MEAN12.54¢95% CI: [9.84¢, 15.24¢]
σ STD DEV6.88ppσ² = 47.368 · CV = 54.87%
med MEDIAN14.00¢Q₁ 8.00¢ · Q₃ 18.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 20.45pp · IQR 10.00pp (1.349σ→9.28pp)
min 0.05¢Q₁ 8.00¢med 14.00¢Q₃ 18.00¢max 20.50¢μ
SKEWNESS · G₁-0.733left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.872mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRconsistent with normalratio = 0.93
range ↔ σconcentrated (range < 4σ)range / σ = 2.97
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-0.013within white-noise band
ρ(2) AUTOCORR-0.240lag-2 not significant
H · HURST EXPONENT0.969strongly persistent
OLS TREND · t-STAT-6.391significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.969
H = 0.969STRONGLY 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=1-0.013k=2-0.240k=3-0.405k=4+0.061k=5-0.0050+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|=6.39)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.95very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.39)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 ID2514107
SLUGhighest-temperature-in-amsterdam-on-june-14-2026-16c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME28.92k USD 24h
LIQUIDITY11.68k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 7.20% · worst -18.30% · typical |Δ| 2.35%BEARISH SESSION -19.45%BEST+7.20%18hWORST-18.30%21hTYPICAL |Δ|2.35%mean absoluteCUMULATIVE-19.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -1.38% · Σ -11.00%US · 16-24 UTCμ -0.99% · Σ -7.95%CUMULATIVE Δ PATH · final -19.45%+1.00%-19.45%1.00% · 1h1.00% · 1h1.00%1h0.00% · 2h0.00% · 2h·2h-4.00% · 3h-4.00% · 3h-4.00%3h0.50% · 4h0.50% · 4h0.50%4h-1.00% · 5h-1.00% · 5h-1.00%5h2.00% · 6h2.00% · 6h2.00%6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h-5.00% · 9h-5.00% · 9h-5.00%9h0.00% · 10h0.00% · 10h·10h0.50% · 11h0.50% · 11h0.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h-2.00% · 13h-2.00% · 13h-2.00%13h-0.50% · 14h-0.50% · 14h-0.50%14h-3.50% · 15h-3.50% · 15h-3.50%15h-1.00% · 16h-1.00% · 16h-1.00%16h-2.15% · 17h-2.15% · 17h-2.15%17h7.20% · 18h7.20% · 18h7.20%18h★ BEST5.05% · 19h5.05% · 19h5.05%19h1.25% · 20h1.25% · 20h1.25%20h-18.30% · 21h-18.30% · 21h-18.30%21h▼ WORST0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+-0.50%)RUNSup max 3 · down max 6BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 7.20% · worst -18.30% · typical |Δ| 2.352%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -19.83%FINAL-19.83%MAX DD-20.62%RECOVERYONGOING · 22 barsMAX RUN-UP+1.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.8017 · peak 1.0100 · range [0.8017, 1.0100]1.01000.8017break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -20.62% · severe0%-20.62%▼ TROUGH -20.62%TOP DRAWDOWN PERIODS · 1 total#1 -20.62%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsevere (max -20.62%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.8017 (-19.83%) · max DD -20.62% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-26.73 · σ=35.77UNPROFITABLE STRATEGYLAST -22.77 (+0.11σ vs μ)128.5964.290.00-64.29-128.59μ = -26.73-11.19-11.19-11.19-11.19-11.19-11.19-15.87-15.87-19.27-19.27-9.57-9.57-28.58-28.58-52.86-52.86-57.96-57.96-63.10-63.10-77.86-77.86-128.59-128.59-7.94-7.9418.6318.6325.3325.33-13.71-13.71-11.97-11.97-8.27-8.27-22.77-22.77v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -22.769 · range [-128.59, 25.33] · μ -26.732 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=352.8311 · σ=264.5335 · range [109.5666, 847.9169] · R²=0.579▲ RISING +293.06%σ EXTREME 74.97%LAST 769.4785847.9169663.3294478.7418294.1542109.5666μ = 352.8311max 847.9169min 109.5666dataMA(3)OLS R²=0.58μ lineμ ± σ bandmaxmin
latest 769.48% · range [109.57%, 847.92%] · μ 352.83% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.085 · σ=0.203MEAN-REVERSIONLAST -0.162 (-0.38σ vs μ)0.6490.3240.000-0.324-0.649μ = -0.085-0.260-0.260-0.146-0.146-0.089-0.0890.0050.005-0.042-0.0420.0310.031-0.155-0.155-0.302-0.302-0.113-0.113-0.000-0.000-0.198-0.198-0.649-0.649-0.130-0.1300.2970.2970.2380.2380.0480.048-0.006-0.0060.0230.023-0.162-0.162v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.162 · |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
125.0881
p-VALUE (log scale)
< 0.0001
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
6.6335
p-VALUE (log scale)
0.2484
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
-1.2835
p-VALUE (log scale)
0.6348
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
0.0547
p-VALUE (log scale)
0.9564
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
0.7273
p-VALUE (log scale)
0.0111
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
-0.3671
p-VALUE (log scale)
0.7136
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.888 ≈ 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=2.20e-3 · top T=6.00h (27.0%) · top-3 cover 61.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.1e-35.3e-33.6e-31.8e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.12e-5 · 0.3% energyperiod 24.0 · power 8.12e-5 · 0.3% energyperiod 12.0 · power 1.03e-3 · 3.9% energyperiod 12.0 · power 1.03e-3 · 3.9% energyperiod 8.0 · power 1.68e-3 · 6.4% energyperiod 8.0 · power 1.68e-3 · 6.4% energyperiod 6.0 · power 7.11e-3 · 27.0% energyperiod 6.0 · power 7.11e-3 · 27.0% energyperiod 4.8 · power 1.75e-3 · 6.6% energyperiod 4.8 · power 1.75e-3 · 6.6% energyperiod 4.0 · power 3.22e-3 · 12.2% energyperiod 4.0 · power 3.22e-3 · 12.2% energyperiod 3.4 · power 8.22e-4 · 3.1% energyperiod 3.4 · power 8.22e-4 · 3.1% energyperiod 3.0 · power 2.42e-3 · 9.2% energyperiod 3.0 · power 2.42e-3 · 9.2% energyperiod 2.7 · power 6.83e-4 · 2.6% energyperiod 2.7 · power 6.83e-4 · 2.6% energyperiod 2.4 · power 8.67e-4 · 3.3% energyperiod 2.4 · power 8.67e-4 · 3.3% energyperiod 2.2 · power 8.76e-4 · 3.3% energyperiod 2.2 · power 8.76e-4 · 3.3% energyperiod 2.0 · power 5.81e-3 · 22.1% energyperiod 2.0 · power 5.81e-3 · 22.1% energy50% by T=4.0h#1 dominantT=6.00h#2T=2.00h#3T=4.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 27.0% of total energy · Σ|X̂|²/n = 2.635e-2

▸ Depth section using sovereign-store price series (363 bars · effective 1753005 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 0.014pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0005 · n = 363✓ n = 363
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.014pp
one-bar volatility · logit-free
Per-day movedaily
0.07pp
σ × √24
Per-horizon move0d
0.03pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 363
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
85.7pp
peak 0.4¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
104629588554432182834618805247660931027208414550344261074352655266135379998984
NO token ID
112591727187842533663269552591994150144755904638226856153763155755437420619155
Snapshot fetched
2026-06-14 16:09:41 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:09:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7ab66d33a9cedb7886b15c44949ab8fcc2195c87ea8e485801368ff23f99df05 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Weather & Climate

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-highest-temperature-in-amsterdam-on-june-14-2026-16c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 363 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10412.51%
σ per bar = 0.078644
Mean return (annualised)
-671320.79%
μ per bar = -0.003830
Sharpe (rf=0)
-64.47
annualised; risk-free assumed zero
Max drawdown
85.71%
peak 0.00 → trough 0.00 over 100 bars

/api/asset/pm-highest-temperature-in-amsterdam-on-june-14-2026-16c/risk · same metrics, JSON