POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in London be 21°C on June 14?

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-london-on-june-14-2026-21c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
5.15%
max drawdown
0.05%
sharpe
—
ulcer index
0.03%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.05%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
497
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-london-on-june-14-2026-21c/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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.6055 · σ=0.2898 · range [0.2000, 0.9995] · R²=0.632▲ RISING +135.18%σ EXTREME 47.87%LAST 0.99950.99950.79960.59980.39990.2000μ = 0.6055max 0.9995min 0.2000dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%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
100.0%100.0¢1.00×▬ +0.00pp
NO
0.1%0.1¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=14,645 · μ=610.2 · σ=912.8 · CV=1.50BURSTY · concentratedcumulative energy ↗ · 50% by h=1407881,5752,3633,150μ = 6103,15050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 14645bp moved · peak 3150bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.1k
≋liquidity $
$2.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6055 · σ=0.2898 · range [0.2000, 0.9995] · R²=0.632▲ RISING +135.18%σ EXTREME 47.87%LAST 0.99950.99950.79960.59980.39990.2000μ = 0.6055max 0.9995min 0.2000dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.3945 · σ=0.2898 · range [0.0005, 0.8000] · R²=0.632▼ FALLING -99.91%σ EXTREME 73.47%LAST 0.00050.80000.60010.40020.20040.0005μ = 0.3945max 0.8000min 0.0005dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0125 · σ=0.0995 · skew=0.35 (symmetric) · kurt=2.10 (leptokurtic (fat tails))14117401-25.50ppbin -25.50pp · n=1 · 7.1% peakbin -25.50pp · n=1 · 7.1% peak-19.50pp-13.50pp2-7.50ppbin -7.50pp · n=2 · 14.3% peakbin -7.50pp · n=2 · 14.3% peak14-1.50ppbin -1.50pp · n=14 · 100.0% peakbin -1.50pp · n=14 · 100.0% peak24.50ppbin 4.50pp · n=2 · 14.3% peakbin 4.50pp · n=2 · 14.3% peak210.50ppbin 10.50pp · n=2 · 14.3% peakbin 10.50pp · n=2 · 14.3% peak216.50ppbin 16.50pp · n=2 · 14.3% peakbin 16.50pp · n=2 · 14.3% peak22.50pp128.50ppbin 28.50pp · n=1 · 7.1% peakbin 28.50pp · n=1 · 7.1% 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=0.07 · kurt=2.96 · near 11 / mid 13 / far 0 · OLS slope=0.92 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=-1.62)
μ MEAN60.55¢95% CI: [49.19¢, 71.91¢]
σ STD DEV28.98ppσ² = 840.095 · CV = 47.87%
med MEDIAN48.00¢Q₁ 37.50¢ · Q₃ 99.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 79.95pp · IQR 62.35pp (1.349σ→39.10pp)
min 20.00¢Q₁ 37.50¢med 48.00¢Q₃ 99.85¢max 99.95¢μ
SKEWNESS · G₁0.468approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.623platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.43
σ × 1.349 ↔ IQRdiverges from normalratio = 0.63
range ↔ σconcentrated (range < 4σ)range / σ = 2.76
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+0.059within white-noise band
ρ(2) AUTOCORR+0.190lag-2 not significant
H · HURST EXPONENT0.608persistent
OLS TREND · t-STAT+6.288significant @ 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..5WHITE NOISE · no significant lags
k=1+0.059k=2+0.190k=3-0.211k=4-0.100k=5-0.0110+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|=6.29)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.28moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.29)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 ID2513848
SLUGhighest-temperature-in-london-on-june-14-2026-21c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.07k USD 24h
LIQUIDITY2.73k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (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 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
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 31.50% · worst -28.50% · typical |Δ| 6.10%MILD BULLISH +57.45%BEST+31.50%16hWORST-28.50%13hTYPICAL |Δ|6.10%mean absoluteCUMULATIVE+57.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.07% · Σ -7.50%EUROPE · 08-16 UTCμ +1.63% · Σ +13.00%US · 16-24 UTCμ +6.49% · Σ +51.95%CUMULATIVE Δ PATH · final +57.45%+57.45%-22.50%-0.50% · 1h-0.50% · 1h-0.50%1h1.00% · 2h1.00% · 2h1.00%2h5.50% · 3h5.50% · 3h5.50%3h0.00% · 4h0.00% · 4h·4h-7.00% · 5h-7.00% · 5h-7.00%5h-7.00% · 6h-7.00% · 6h-7.00%6h0.50% · 7h0.50% · 7h0.50%7h1.50% · 8h1.50% · 8h1.50%8h1.00% · 9h1.00% · 9h1.00%9h-1.50% · 10h-1.50% · 10h-1.50%10h1.50% · 11h1.50% · 11h1.50%11h11.00% · 12h11.00% · 12h11.00%12h-28.50% · 13h-28.50% · 13h-28.50%13h▼ WORST18.50% · 14h18.50% · 14h18.50%14h9.50% · 15h9.50% · 15h9.50%15h31.50% · 16h31.50% · 16h31.50%16h★ BEST17.50% · 17h17.50% · 17h17.50%17h2.85% · 18h2.85% · 18h2.85%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.10% · 22h0.10% · 22h0.10%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+51.95%)RUNSup max 5 · down max 2BREADTH54% up · 21% down · 25% flat
13 up bars · 5 down · best 31.50% · worst -28.50% · typical |Δ| 6.102%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +54.73%FINAL+54.73%MAX DD-29.29%RECOVERYFULLY RECOVEREDMAX RUN-UP+54.73%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 1.5473 · peak 1.5473 · range [0.7496, 1.5473]1.54730.7496break-even = 1★ PEAK 1.5473UNDERWATER DRAWDOWN · max -29.29% · severe0%-29.29%▼ TROUGH -29.29%TOP DRAWDOWN PERIODS · 2 total#1 -29.29%bar 6-16 · 11 bars · recovered#2 -0.50%bar 2-2 · 1 bars · recoveredDD SEVERITYsevere (max -29.29%)RECOVERYfully recoveredTIME UNDER WATER48% of session · 12/25 bars
final equity 1.5473 (54.73%) · max DD -29.29% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=18.57 · σ=43.19MIXED EDGELAST 38.21 (+0.45σ vs μ)107.0953.540.00-53.54-107.09μ = 18.57-25.60-25.60-22.17-22.17-20.38-20.38-42.54-42.54-49.46-49.46-18.93-18.9349.7549.75-17.41-17.411.951.959.969.9633.5533.5545.5745.5738.9838.98107.09107.0977.1477.1461.7261.7245.6045.6039.8139.8138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-49.46, 107.09] · μ 18.571 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=900.4850 · σ=639.5654 · range [3.8210, 1923.5520] · R²=0.039▼ FALLING -99.16%σ EXTREME 71.02%LAST 3.82101923.55201443.6193963.6865483.75383.8210μ = 900.4850max 1923.5520min 3.8210dataMA(3)OLS R²=0.04μ lineμ ± σ bandmaxmin
latest 3.82% · range [3.82%, 1923.55%] · μ 900.48% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=0.028 · σ=0.316CLOSE TO MARTINGALELAST -0.233 (-0.83σ vs μ)0.6420.3210.000-0.321-0.642μ = 0.0280.4340.4340.3270.3270.2460.2460.2750.2750.4320.432-0.082-0.0820.0390.039-0.305-0.305-0.642-0.642-0.487-0.487-0.234-0.234-0.106-0.106-0.087-0.0870.1220.1220.3450.3450.4080.4080.1170.117-0.044-0.044-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
15.8432
p-VALUE (log scale)
0.0004
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
2.7540
p-VALUE (log scale)
0.7403
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
-0.4669
p-VALUE (log scale)
0.8937
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
-0.1367
p-VALUE (log scale)
0.8913
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6783
p-VALUE (log scale)
0.0155
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
1.0218
p-VALUE (log scale)
0.3069
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.311 ≈ 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=1.17e-2 · top T=24.00h (13.7%) · top-3 cover 39.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.9e-21.4e-29.7e-34.8e-30.0e+0μ noise floorperiod 24.0 · power 1.93e-2 · 13.7% energyperiod 24.0 · power 1.93e-2 · 13.7% energyperiod 12.0 · power 1.23e-2 · 8.7% energyperiod 12.0 · power 1.23e-2 · 8.7% energyperiod 8.0 · power 1.89e-2 · 13.4% energyperiod 8.0 · power 1.89e-2 · 13.4% energyperiod 6.0 · power 1.54e-2 · 10.9% energyperiod 6.0 · power 1.54e-2 · 10.9% energyperiod 4.8 · power 7.15e-3 · 5.1% energyperiod 4.8 · power 7.15e-3 · 5.1% energyperiod 4.0 · power 8.72e-3 · 6.2% energyperiod 4.0 · power 8.72e-3 · 6.2% energyperiod 3.4 · power 1.32e-3 · 0.9% energyperiod 3.4 · power 1.32e-3 · 0.9% energyperiod 3.0 · power 3.21e-3 · 2.3% energyperiod 3.0 · power 3.21e-3 · 2.3% energyperiod 2.7 · power 9.76e-3 · 6.9% energyperiod 2.7 · power 9.76e-3 · 6.9% energyperiod 2.4 · power 1.38e-2 · 9.8% energyperiod 2.4 · power 1.38e-2 · 9.8% energyperiod 2.2 · power 1.67e-2 · 11.8% energyperiod 2.2 · power 1.67e-2 · 11.8% energyperiod 2.0 · power 1.42e-2 · 10.1% energyperiod 2.0 · power 1.42e-2 · 10.1% energy50% by T=4.8h#1 dominantT=24.00h#2T=8.00h#3T=2.18hT=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 ≈ 24.00h (freq 0.042) · concentrates 13.7% of total energy · Σ|X̂|²/n = 1.407e-1

▸ Depth section using sovereign-store price series (497 bars · effective 1753103 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 0.004pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0005 · n = 497✓ n = 497
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.004pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move0d
0.01pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 497
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
0.1pp
peak 99.9¢ → trough 99.9¢
Median step
0.05pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
99802367517608927378481884067453722131582430643659291038656158997133588129831
NO token ID
76216048482535991194158413125682976661141033661394876661840145535663260400968
Snapshot fetched
2026-06-14 23:08:19 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:08:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0ef8535eb65102d80c03ed9980c12746e2da012582a6f8a308b4d88dcffe62a3 · 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
bid-heavy
Imbalance (top-5)
+1.000
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-highest-temperature-in-london-on-june-14-2026-21c/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 · 497 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5.16%
σ per bar = 0.000039
Mean return (annualised)
176.86%
μ per bar = 0.000001
Sharpe (rf=0)
34.29
annualised; risk-free assumed zero
Max drawdown
0.05%
peak 1.00 → trough 1.00 over 3 bars

/api/asset/pm-highest-temperature-in-london-on-june-14-2026-21c/risk · same metrics, JSON