POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Denver be between 66-67°F on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-denver-on-june-14-2026-66-67f · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
437
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-denver-on-june-14-2026-66-67f/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH26ms⏱--:--:-- 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=0.0319 · σ=0.0266 · range [0.0005, 0.0900] · R²=0.788▼ FALLING -99.44%σ EXTREME 83.18%LAST 0.00050.09000.06760.04520.02290.0005μ = 0.0319max 0.0900min 0.0005dataMA(5)OLS R²=0.79μ 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=3,015 · μ=125.6 · σ=102.7 · CV=0.82BURSTYcumulative energy ↗ · 50% by h=120100200300400μ = 12640050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3015bp moved · peak 400bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
26ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.2k
≋liquidity $
$12.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0319 · σ=0.0266 · range [0.0005, 0.0900] · R²=0.788▼ FALLING -99.44%σ EXTREME 83.18%LAST 0.00050.09000.06760.04520.02290.0005μ = 0.0319max 0.0900min 0.0005dataMA(5)OLS R²=0.79μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9681 · σ=0.0266 · range [0.9100, 0.9995] · R²=0.788▲ RISING +9.84%σ NORMAL 2.74%LAST 0.99950.99950.97710.95470.93240.9100μ = 0.9681max 0.9995min 0.9100dataMA(5)OLS R²=0.79μ 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=-0.0029 · σ=0.0147 · skew=-0.17 (symmetric) · kurt=-0.47 (mesokurtic)543101-3.67ppbin -3.67pp · n=1 · 20.0% peakbin -3.67pp · n=1 · 20.0% peak-3.02pp1-2.37ppbin -2.37pp · n=1 · 20.0% peakbin -2.37pp · n=1 · 20.0% peak5-1.72ppbin -1.72pp · n=5 · 100.0% peakbin -1.72pp · n=5 · 100.0% peak1-1.07ppbin -1.07pp · n=1 · 20.0% peakbin -1.07pp · n=1 · 20.0% peak5-0.43ppbin -0.43pp · n=5 · 100.0% peakbin -0.43pp · n=5 · 100.0% peak50.23ppbin 0.23pp · n=5 · 100.0% peakbin 0.23pp · n=5 · 100.0% peak10.87ppbin 0.87pp · n=1 · 20.0% peakbin 0.87pp · n=1 · 20.0% peak31.52ppbin 1.52pp · n=3 · 60.0% peakbin 1.52pp · n=3 · 60.0% peak22.17ppbin 2.17pp · n=2 · 40.0% peakbin 2.17pp · n=2 · 40.0% 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=-0.08 · kurt=-0.31 · near 24 / mid 0 / far 0 · OLS slope=1.01 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=25RIGHT-SKEWED (G₁=0.63)
μ MEAN3.19¢95% CI: [2.15¢, 4.23¢]
σ STD DEV2.66ppσ² = 7.050 · CV = 83.18%
med MEDIAN2.95¢Q₁ 1.40¢ · Q₃ 4.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 8.95pp · IQR 3.10pp (1.349σ→3.58pp)
min 0.05¢Q₁ 1.40¢med 2.95¢Q₃ 4.50¢max 9.00¢μ
SKEWNESS · G₁0.631right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.593mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRconsistent with normalratio = 1.16
range ↔ σconcentrated (range < 4σ)range / σ = 3.37
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) -0.49 + ADF rejected
ρ(1) AUTOCORR-0.487negative · reversal
ρ(2) AUTOCORR+0.260lag-2 not significant
H · HURST EXPONENT0.854strongly persistent
OLS TREND · t-STAT-9.244significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.854
H = 0.854STRONGLY 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=1,3
k=1 ★-0.487k=2+0.260k=3-0.417k=4+0.092k=5+0.1900+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|=9.24)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.49 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.24)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 ID2527051
SLUGhighest-temperature-in-denver-on-june-14-2026-66-67f
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 VOLUME24.18k USD 24h
LIQUIDITY12.29k 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 2.50% · worst -4.00% · typical |Δ| 1.26%BEARISH SESSION -8.95%BEST+2.50%6hWORST-4.00%7hTYPICAL |Δ|1.26%mean absoluteCUMULATIVE-8.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.79% · Σ -5.50%EUROPE · 08-16 UTCμ -0.07% · Σ -0.55%US · 16-24 UTCμ -0.36% · Σ -2.90%CUMULATIVE Δ PATH · final -8.95%+0.00%-8.95%-0.50% · 1h-0.50% · 1h-0.50%1h-2.00% · 2h-2.00% · 2h-2.00%2h-2.00% · 3h-2.00% · 3h-2.00%3h1.00% · 4h1.00% · 4h1.00%4h-0.50% · 5h-0.50% · 5h-0.50%5h2.50% · 6h2.50% · 6h2.50%6h★ BEST-4.00% · 7h-4.00% · 7h-4.00%7h▼ WORST-0.50% · 8h-0.50% · 8h-0.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.20% · 10h0.20% · 10h0.20%10h1.35% · 11h1.35% · 11h1.35%11h-2.55% · 12h-2.55% · 12h-2.55%12h1.65% · 13h1.65% · 13h1.65%13h-1.75% · 14h-1.75% · 14h-1.75%14h1.55% · 15h1.55% · 15h1.55%15h-1.50% · 16h-1.50% · 16h-1.50%16h2.35% · 17h2.35% · 17h2.35%17h-1.40% · 18h-1.40% · 18h-1.40%18h-1.85% · 19h-1.85% · 19h-1.85%19h-0.40% · 20h-0.40% · 20h-0.40%20h-0.10% · 21h-0.10% · 21h-0.10%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+-0.55%)RUNSup max 2 · down max 4BREADTH29% up · 58% down · 13% flat
7 up bars · 14 down · best 2.50% · worst -4.00% · typical |Δ| 1.256%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.85%FINAL-8.85%MAX DD-8.85%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9115 · peak 1.0000 · range [0.9115, 1.0000]1.00000.9115break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -8.85% · significant0%-8.85%▼ TROUGH -8.85%TOP DRAWDOWN PERIODS · 1 total#1 -8.85%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsignificant (max -8.85%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9115 (-8.85%) · max DD -8.85% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-20.02 · σ=20.00UNPROFITABLE STRATEGYLAST -50.15 (-1.51σ vs μ)73.0236.510.00-36.51-73.02μ = -20.02-13.34-13.34-33.36-33.36-24.08-24.08-14.44-14.44-20.95-20.95-6.70-6.70-48.18-48.18-3.59-3.59-14.93-14.933.863.86-10.14-10.14-1.84-1.847.447.44-21.68-21.68-11.09-11.09-29.29-29.29-14.90-14.90-73.02-73.02-50.15-50.15v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -50.145 · range [-73.02, 7.44] · μ -20.020 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=166.8398 · σ=40.9668 · range [68.4214, 218.8333] · R²=0.538▼ FALLING -58.31%σ EXTREME 24.55%LAST 68.4214218.8333181.2303143.6273106.024468.4214μ = 166.8398max 218.8333min 68.4214dataMA(3)OLS R²=0.54μ lineμ ± σ bandmaxmin
latest 68.42% · range [68.42%, 218.83%] · μ 166.84% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.392 · σ=0.357MEAN-REVERSIONLAST 0.161 (+1.55σ vs μ)0.8570.4280.000-0.428-0.857μ = -0.3920.0200.020-0.352-0.352-0.493-0.493-0.448-0.448-0.482-0.482-0.342-0.342-0.078-0.078-0.633-0.633-0.735-0.735-0.780-0.780-0.857-0.857-0.698-0.698-0.836-0.836-0.515-0.515-0.411-0.411-0.361-0.361-0.079-0.0790.4710.4710.1610.161v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.161 · |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
0.0402
p-VALUE (log scale)
0.9801
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
14.9855
p-VALUE (log scale)
0.0105
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
-2.2512
p-VALUE (log scale)
0.1938
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
1.3522
p-VALUE (log scale)
0.1763
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8462
p-VALUE (log scale)
0.0055
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
-1.4786
p-VALUE (log scale)
0.1393
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.550 ≈ 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=2.48e-4 · top T=2.18h (38.6%) · top-3 cover 76.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.1e-38.6e-45.7e-42.9e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.73e-5 · 1.3% energyperiod 24.0 · power 3.73e-5 · 1.3% energyperiod 12.0 · power 6.25e-6 · 0.2% energyperiod 12.0 · power 6.25e-6 · 0.2% energyperiod 8.0 · power 5.95e-5 · 2.0% energyperiod 8.0 · power 5.95e-5 · 2.0% energyperiod 6.0 · power 4.76e-4 · 16.0% energyperiod 6.0 · power 4.76e-4 · 16.0% energyperiod 4.8 · power 1.26e-4 · 4.2% energyperiod 4.8 · power 1.26e-4 · 4.2% energyperiod 4.0 · power 2.34e-4 · 7.9% energyperiod 4.0 · power 2.34e-4 · 7.9% energyperiod 3.4 · power 5.86e-5 · 2.0% energyperiod 3.4 · power 5.86e-5 · 2.0% energyperiod 3.0 · power 4.16e-5 · 1.4% energyperiod 3.0 · power 4.16e-5 · 1.4% energyperiod 2.7 · power 7.13e-5 · 2.4% energyperiod 2.7 · power 7.13e-5 · 2.4% energyperiod 2.4 · power 6.49e-4 · 21.9% energyperiod 2.4 · power 6.49e-4 · 21.9% energyperiod 2.2 · power 1.15e-3 · 38.6% energyperiod 2.2 · power 1.15e-3 · 38.6% energyperiod 2.0 · power 6.18e-5 · 2.1% energyperiod 2.0 · power 6.18e-5 · 2.1% energy50% by T=2.4h#1 dominantT=2.18h#2T=2.40h#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 ≈ 2.18h (freq 0.458) · concentrates 38.6% of total energy · Σ|X̂|²/n = 2.970e-3

▸ Depth section using sovereign-store price series (437 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 0.3 d · σ/bar 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.0005 · n = 437✓ n = 437
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move0d
0.00pp
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00✓ n = 437
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 0.1¢ → trough 0.1¢
Median step
0.00pp
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
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
66188314578369435858308625935803619456817090414297326696109386931435053632055
NO token ID
13285668752403705086128306887193069769158844471276301809432054426439934504839
Snapshot fetched
2026-06-15 01:58:32 UTC
Snapshot age
26ms
History points
25 CLOB mids
Page rendered
2026-06-15 01:58:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6947119834d77b14db21fd39e03af21719c7185d0d284f099f96dc944180311a · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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-denver-on-june-14-2026-66-67f/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 · 437 barsperiods/year ≈ 1.75M
Realized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars

/api/asset/pm-highest-temperature-in-denver-on-june-14-2026-66-67f/risk · same metrics, JSON