POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Hong Kong be 29°C on June 14?

YES · live
96.9¢
NO · live
3.1¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-hong-kong-on-june-14-2026-29c · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1143.46%
max drawdown
26.36%
sharpe
—
ulcer index
7.11%
RMS drawdown
pain index
3.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
21.32%
cond. drawdown
gain/pain
1.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.90
upside/downside
roll spread
5.3 bps
implied (price-only)
bars used
1452
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-hong-kong-on-june-14-2026-29c/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.1s⏱--:--:-- 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
96.9¢
NO · live
3.1¢
YES price · live 24h
n=25 · μ=0.6042 · σ=0.2420 · range [0.2400, 0.9880] · R²=0.455▲ RISING +131.43%σ EXTREME 40.05%LAST 0.97200.98800.80100.61400.42700.2400μ = 0.6042max 0.9880min 0.2400dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 97.20¢
YES / NO split · live
YES 96.9%NO 3.1%YES96.9%96.85¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.202 / 1.00 bits (20%) · informative — one side favoured
YES
96.9%96.9¢1.03×▬ +0.00pp
NO
3.1%3.1¢31.75×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=14,360 · μ=598.3 · σ=759.5 · CV=1.27BURSTY · concentratedcumulative energy ↗ · 50% by h=1606381,2751,9132,550μ = 5982,55050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 14360bp moved · peak 2550bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.1s
▲YES mid
96.85¢ (96.85%)
▼NO mid
3.15¢ (3.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$33.8k
≋liquidity $
$3.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6042 · σ=0.2420 · range [0.2400, 0.9880] · R²=0.455▲ RISING +131.43%σ EXTREME 40.05%LAST 0.97200.98800.80100.61400.42700.2400μ = 0.6042max 0.9880min 0.2400dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 97.20¢
NO price · CLOB mid
n=25 · μ=0.3958 · σ=0.2420 · range [0.0120, 0.7600] · R²=0.455▼ FALLING -95.17%σ EXTREME 61.14%LAST 0.02800.76000.57300.38600.19900.0120μ = 0.3958max 0.7600min 0.0120dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 2.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0259 · σ=0.0880 · skew=-0.35 (symmetric) · kurt=1.54 (leptokurtic (fat tails))1296301-23.08ppbin -23.08pp · n=1 · 8.3% peakbin -23.08pp · n=1 · 8.3% peak-18.22pp-13.38pp1-8.52ppbin -8.52pp · n=1 · 8.3% peakbin -8.52pp · n=1 · 8.3% peak3-3.68ppbin -3.68pp · n=3 · 25.0% peakbin -3.68pp · n=3 · 25.0% peak121.17ppbin 1.17pp · n=12 · 100.0% peakbin 1.17pp · n=12 · 100.0% peak26.03ppbin 6.03pp · n=2 · 16.7% peakbin 6.03pp · n=2 · 16.7% peak110.88ppbin 10.88pp · n=1 · 8.3% peakbin 10.88pp · n=1 · 8.3% peak315.72ppbin 15.72pp · n=3 · 25.0% peakbin 15.72pp · n=3 · 25.0% peak120.57ppbin 20.57pp · n=1 · 8.3% peakbin 20.57pp · n=1 · 8.3% 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=-0.34 · kurt=2.08 · near 13 / mid 11 / far 0 · OLS slope=0.96 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=-1.14)
μ MEAN60.42¢95% CI: [50.93¢, 69.91¢]
σ STD DEV24.20ppσ² = 585.692 · CV = 40.05%
med MEDIAN54.50¢Q₁ 47.50¢ · Q₃ 84.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 74.80pp · IQR 36.50pp (1.349σ→32.65pp)
min 24.00¢Q₁ 47.50¢med 54.50¢Q₃ 84.00¢max 98.80¢μ
SKEWNESS · G₁0.479approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.138platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRconsistent with normalratio = 0.89
range ↔ σconcentrated (range < 4σ)range / σ = 3.09
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.294within white-noise band
ρ(2) AUTOCORR+0.164lag-2 not significant
H · HURST EXPONENT0.968strongly persistent
OLS TREND · t-STAT+4.381significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.968
H = 0.968STRONGLY 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+0.294k=2+0.164k=3+0.111k=4-0.198k=5-0.2410+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|=4.38)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.38)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 ID2513938
SLUGhighest-temperature-in-hong-kong-on-june-14-2026-29c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES96.85¢implied prob 96.85% · decimal odds 1.03×
COUNTER · NO3.15¢implied prob 3.15% · decimal odds 31.75×
96.85¢
3.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME33.82k USD 24h
LIQUIDITY3.25k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.937 · entropy 0.202 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 = 0.202 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.03×(97¢)NO31.75×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.202 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 · CRITICALresolves 2026-06-14 12:00 UTC
0days
00hrs
51min
51 minutes·θ = 118.561 pp/day
YES →$1.00(P = 96.9%)
NO →$0.00(P = 3.1%)
current: $0.9685 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.4hRESOLVESP projection · σ=24.20% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 118.561 pp/day
now0.86h left
118.561 pp/day×1.00
−25%0.64h left
136.902 pp/day×1.15
−50%0.43h left
167.670 pp/day×1.41
−75%0.21h left
237.121 pp/day×2.00
−90%0.09h left
374.921 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 23.00% · worst -25.50% · typical |Δ| 5.98%MILD BULLISH +55.20%BEST+23.00%18hWORST-25.50%12hTYPICAL |Δ|5.98%mean absoluteCUMULATIVE+55.20%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +1.93% · Σ +13.50%EUROPE · 08-16 UTCμ -3.25% · Σ -26.00%US · 16-24 UTCμ +8.42% · Σ +67.35%CUMULATIVE Δ PATH · final +55.20%+56.80%-18.00%2.50% · 1h2.50% · 1h2.50%1h5.00% · 2h5.00% · 2h5.00%2h-1.00% · 3h-1.00% · 3h-1.00%3h0.50% · 4h0.50% · 4h0.50%4h5.50% · 5h5.50% · 5h5.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h2.00% · 7h2.00% · 7h2.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-3.00% · 11h-3.00% · 11h-3.00%11h-25.50% · 12h-25.50% · 12h-25.50%12h▼ WORST-3.00% · 13h-3.00% · 13h-3.00%13h13.50% · 14h13.50% · 14h13.50%14h-8.00% · 15h-8.00% · 15h-8.00%15h18.00% · 16h18.00% · 16h18.00%16h13.50% · 17h13.50% · 17h13.50%17h23.00% · 18h23.00% · 18h23.00%18h★ BEST12.50% · 19h12.50% · 19h12.50%19h2.30% · 20h2.30% · 20h2.30%20h-0.25% · 21h-0.25% · 21h-0.25%21h-2.45% · 22h-2.45% · 22h-2.45%22h0.75% · 23h0.75% · 23h0.75%23h0.35% · 24h0.35% · 24h0.35%24hTIME PATTERNUS-led (+67.35%)RUNSup max 5 · down max 3BREADTH54% up · 33% down · 13% flat
13 up bars · 8 down · best 23.00% · worst -25.50% · typical |Δ| 5.983%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +55.74%FINAL+55.74%MAX DD-29.90%RECOVERYONGOING · 7 barsMAX RUN-UP+58.31%UNDERWATER14/25 (56%)STREAK↗ 2EQUITY CURVE · end 1.5574 · peak 1.5831 · range [0.7997, 1.5831]1.58310.7997break-even = 1★ PEAK 1.5831UNDERWATER DRAWDOWN · max -29.90% · severe0%-29.90%▼ TROUGH -29.90%TOP DRAWDOWN PERIODS · 4 total#1 -29.90%bar 12-18 · 7 bars · recovered#2 -2.69%bar 22-25 · 4 bars · ONGOING#3 -1.00%bar 7-7 · 1 bars · recoveredDD SEVERITYsevere (max -29.90%)RECOVERYongoing · 14 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.5574 (55.74%) · max DD -29.90% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=33.91 · σ=50.53PROFITABLE STRATEGYLAST 39.02 (+0.10σ vs μ)120.1060.050.00-60.05-120.10μ = 33.9162.1162.1159.6859.6837.9037.9046.7046.7042.6942.69-19.10-19.10-39.55-39.55-49.00-49.00-22.25-22.25-32.03-32.03-7.96-7.967.927.9272.6572.65106.70106.7084.8884.88120.10120.1076.9676.9656.9056.9039.0239.02v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 39.018 · range [-49.00, 120.10] · μ 33.912 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=791.9888 · σ=453.1679 · range [152.8398, 1565.9786] · R²=0.305▲ RISING +82.72%σ EXTREME 57.22%LAST 493.92911565.97861212.6939859.4092506.1245152.8398μ = 791.9888max 1565.9786min 152.8398dataMA(3)OLS R²=0.30μ lineμ ± σ bandmaxmin
latest 493.93% · range [152.84%, 1565.98%] · μ 791.99% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.086 · σ=0.304MEAN-REVERSIONLAST 0.155 (+0.79σ vs μ)0.5300.2650.000-0.265-0.530μ = -0.086-0.446-0.446-0.507-0.507-0.434-0.434-0.501-0.501-0.346-0.346-0.108-0.1080.0800.080-0.048-0.0480.0110.011-0.115-0.115-0.140-0.140-0.003-0.003-0.241-0.241-0.212-0.212-0.100-0.1000.3640.3640.5300.5300.4270.4270.1550.155v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.155 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
8.8865
p-VALUE (log scale)
0.0118
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
6.6061
p-VALUE (log scale)
0.2507
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
-0.4633
p-VALUE (log scale)
0.8946
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
0.0454
p-VALUE (log scale)
0.9638
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5057
p-VALUE (log scale)
0.0404
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
2.1020
p-VALUE (log scale)
0.0356
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.640 → trending
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=8.60e-3 · top T=12.00h (29.3%) · top-3 cover 56.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-22.3e-21.5e-27.6e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.55e-2 · 15.0% energyperiod 24.0 · power 1.55e-2 · 15.0% energyperiod 12.0 · power 3.02e-2 · 29.3% energyperiod 12.0 · power 3.02e-2 · 29.3% energyperiod 8.0 · power 1.28e-2 · 12.4% energyperiod 8.0 · power 1.28e-2 · 12.4% energyperiod 6.0 · power 5.13e-5 · 0.0% energyperiod 6.0 · power 5.13e-5 · 0.0% energyperiod 4.8 · power 4.58e-3 · 4.4% energyperiod 4.8 · power 4.58e-3 · 4.4% energyperiod 4.0 · power 8.43e-3 · 8.2% energyperiod 4.0 · power 8.43e-3 · 8.2% energyperiod 3.4 · power 3.21e-3 · 3.1% energyperiod 3.4 · power 3.21e-3 · 3.1% energyperiod 3.0 · power 9.07e-3 · 8.8% energyperiod 3.0 · power 9.07e-3 · 8.8% energyperiod 2.7 · power 7.03e-3 · 6.8% energyperiod 2.7 · power 7.03e-3 · 6.8% energyperiod 2.4 · power 7.32e-3 · 7.1% energyperiod 2.4 · power 7.32e-3 · 7.1% energyperiod 2.2 · power 4.37e-3 · 4.2% energyperiod 2.2 · power 4.37e-3 · 4.2% energyperiod 2.0 · power 6.20e-4 · 0.6% energyperiod 2.0 · power 6.20e-4 · 0.6% energy50% by T=8.0h#1 dominantT=12.00h#2T=24.00h#3T=8.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 29.3% of total energy · Σ|X̂|²/n = 1.033e-1

▸ Depth section using sovereign-store price series (1452 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 0.864pp · expected |Δp| over horizon 2.12ppterminal variance p(1−p) = 0.0305 · n = 1452✓ n = 1452
μ per bar
+0.022pp
average Δp · drift
σ per bar
0.864pp
one-bar volatility · logit-free
Per-day movedaily
4.23pp
σ × √24
Per-horizon move0d
2.12pp
σ × √6
Terminal variancebinary
0.0305
p(1−p) at resolution
Current pricep
96.9¢
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 1.40pp · ES₉₅ 1.76pp · method parametric · drift-correcteddrift +0.022pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 1452
VaR 95%
1.40pp
1.645·σ (parametric) of Δp
ES 95%
1.76pp
mean of the tail
Max drawdown
26.4pp
peak 64.5¢ → trough 47.5¢
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
96.9%
= price
Decimal oddsEU
1.033
total return per $1
AmericanUS
-3075
risk $3075 to win $100
FractionalUK
0.03 / 1
profit per $1 risked
Profit per $100stake
+$3.25
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)
0.202 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.202 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.05 bit
self-information
Surprise · NO−log₂(1−p)
4.99 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
45816201155303460511198551299637330937120737935130523848500947160602145899097
NO token ID
31694295333772022873835889646469058773332400318113080429609970331462263045839
Snapshot fetched
2026-06-14 11:08:32 UTC
Snapshot age
7.1s
History points
25 CLOB mids
Page rendered
2026-06-14 11:08:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
36b71ea7be07362626028e5857c6ee02d79b3bd3740e00c0c2684eed28c9ba27 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢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$64,474HL PERPETH-USD perpetual$1,672.8HL PERPHYPE-USD perpetual$60.7

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
$222
bid $114 · ask $108
Mid price
0.974000
(best bid + best ask) / 2
Spread
82.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.206
bid-heavy
Imbalance (top-5)
-0.005
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-hong-kong-on-june-14-2026-29c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.990862173.12bp0.9980008FILLED
BUY$10.00K0.996922235.34bp0.9990009PARTIAL
BUY$100.00K0.996922235.34bp0.9990009PARTIAL
SELL$1.00K0.939757351.57bp0.82000011FILLED
SELL$10.00K0.2705377222.42bp0.00100030PARTIAL
SELL$100.00K0.2705377222.42bp0.00100030PARTIAL

Risk metrics

▸ sovereign store · 1,452 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1707.20%
σ per bar = 0.012895
Mean return (annualised)
49105.05%
μ per bar = 0.000280
Sharpe (rf=0)
28.76
annualised; risk-free assumed zero
Max drawdown
26.36%
peak 0.65 → trough 0.47 over 52 bars

/api/asset/pm-highest-temperature-in-hong-kong-on-june-14-2026-29c/risk · same metrics, JSON