POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Miami be between 90-91°F on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-miami-on-june-14-2026-90-91f · 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
137
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-miami-on-june-14-2026-90-91f/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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=0.4385 · σ=0.2378 · range [0.0005, 0.6600] · R²=0.700 FALLING -99.92%σ EXTREME 54.23%LAST 0.00050.66000.49510.33020.16540.0005μ = 0.4385max 0.6600min 0.0005dataMA(5)OLS R²=0.70μ 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=8,645 · μ=360.2 · σ=685.3 · CV=1.90BURSTY · concentratedcumulative energy ↗ · 50% by h=1807881,5752,3633,150μ = 3603,15050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8645bp moved · peak 3150bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$30.8k
liquidity $
$22.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4385 · σ=0.2378 · range [0.0005, 0.6600] · R²=0.700 FALLING -99.92%σ EXTREME 54.23%LAST 0.00050.66000.49510.33020.16540.0005μ = 0.4385max 0.6600min 0.0005dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.5617 · σ=0.2376 · range [0.3450, 0.9995] · R²=0.700 RISING +153.04%σ EXTREME 42.30%LAST 0.99950.99950.83590.67230.50860.3450μ = 0.5617max 0.9995min 0.3450dataMA(5)OLS R²=0.70μ 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=-0.0255 · σ=0.0705 · skew=-2.55 (left-skewed) · kurt=6.62 (leptokurtic (fat tails))14117401-29.70ppbin -29.70pp · n=1 · 7.1% peakbin -29.70pp · n=1 · 7.1% peak-26.10pp-22.50pp-18.90pp-15.30pp3-11.70ppbin -11.70pp · n=3 · 21.4% peakbin -11.70pp · n=3 · 21.4% peak-8.10pp-4.50pp14-0.90ppbin -0.90pp · n=14 · 100.0% peakbin -0.90pp · n=14 · 100.0% peak62.70ppbin 2.70pp · n=6 · 42.9% peakbin 2.70pp · n=6 · 42.9% 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=-2.84 · kurt=8.32 · near 10 / mid 12 / far 2 · OLS slope=0.79 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.00σsample ↓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=25STRONGLY LEFT-SKEWED (G₁=-1.06)
μ MEAN43.85¢95% CI: [34.53¢, 53.17¢]
σ STD DEV23.78ppσ² = 565.431 · CV = 54.23%
med MEDIAN55.50¢Q₁ 33.50¢ · Q₃ 58.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 33.50¢med 55.50¢Q₃ 58.00¢max 66.00¢μ
SKEWNESS · G₁-1.060left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.569mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRdiverges from normalratio = 1.31
range ↔ σconcentrated (range < 4σ)range / σ = 2.77
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+0.055within white-noise band
ρ(2) AUTOCORR+0.139lag-2 not significant
H · HURST EXPONENT1.043strongly persistent
OLS TREND · t-STAT-7.324significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.043STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.055k=2+0.139k=3+0.173k=4-0.126k=5-0.1820+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−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|=7.32)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 ID2527022
SLUGhighest-temperature-in-miami-on-june-14-2026-90-91f
CATEGORYWeather & Climate
TWO-SIDED PRICING
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 TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME30.75k USD 24h
LIQUIDITY22.52k 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%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%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 4.50% · worst -31.50% · typical |Δ| 3.60%BEARISH SESSION -60.45%BEST+4.50%11hWORST-31.50%20hTYPICAL |Δ|3.60%mean absoluteCUMULATIVE-60.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.00% · Σ -7.00%EUROPE · 08-16 UTCμ +0.44% · Σ +3.50%US · 16-24 UTCμ -7.12% · Σ -56.95%CUMULATIVE Δ PATH · final -60.45%+5.50%-60.45%2.00% · 1h2.00% · 1h2.00%1h1.50% · 2h1.50% · 2h1.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h1.00% · 4h1.00% · 4h1.00%4h1.50% · 5h1.50% · 5h1.50%5h-10.50% · 6h-10.50% · 6h-10.50%6h-2.00% · 7h-2.00% · 7h-2.00%7h-1.50% · 8h-1.50% · 8h-1.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.50% · 10h0.50% · 10h0.50%10h4.50% · 11h4.50% · 11h4.50%11h★ BEST1.00% · 12h1.00% · 12h1.00%12h0.50% · 13h0.50% · 13h0.50%13h-1.50% · 14h-1.50% · 14h-1.50%14h0.50% · 15h0.50% · 15h0.50%15h-1.50% · 16h-1.50% · 16h-1.50%16h-12.00% · 17h-12.00% · 17h-12.00%17h-10.00% · 18h-10.00% · 18h-10.00%18h-1.50% · 19h-1.50% · 19h-1.50%19h-31.50% · 20h-31.50% · 20h-31.50%20h▼ WORST-0.45% · 21h-0.45% · 21h-0.45%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+3.50%)RUNSup max 4 · down max 6BREADTH38% up · 50% down · 13% flat
9 up bars · 12 down · best 4.50% · worst -31.50% · typical |Δ| 3.602%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -49.80%FINAL-49.80%MAX DD-52.47%RECOVERYONGOING · 19 barsMAX RUN-UP+5.60%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.5020 · peak 1.0560 · range [0.5020, 1.0560]1.05600.5020break-even = 1★ PEAK 1.0560UNDERWATER DRAWDOWN · max -52.47% · severe0%-52.47%▼ TROUGH -52.47%TOP DRAWDOWN PERIODS · 2 total#1 -52.47%bar 7-25 · 19 bars · ONGOING#2 -0.50%bar 4-4 · 1 bars · recoveredDD SEVERITYsevere (max -52.47%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.5020 (-49.80%) · max DD -52.47% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-29.34 · σ=40.44UNPROFITABLE STRATEGYLAST -41.04 (-0.29σ vs μ)77.1138.550.00-38.55-77.11μ = -29.34-16.20-16.20-30.42-30.42-42.72-42.72-42.72-42.72-45.16-45.16-29.97-29.9713.3413.3434.3534.3534.3534.3543.7743.7724.8124.81-41.08-41.08-67.68-67.68-77.11-77.11-72.88-72.88-75.06-75.06-71.77-71.77-54.26-54.26-41.04-41.04v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.041 · range [-77.11, 43.77] · μ -29.339 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=565.7283 · σ=371.4862 · range [183.4475, 1189.9577] · R²=0.512 RISING +164.15%σ EXTREME 65.67%LAST 1189.95771189.9577938.3301686.7026435.0751183.4475μ = 565.7283max 1189.9577min 183.4475dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 1189.96% · range [183.45%, 1189.96%] · μ 565.73% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.047 · σ=0.250CLOSE TO MARTINGALELAST -0.183 (-0.54σ vs μ)0.5680.2840.000-0.284-0.568μ = -0.047-0.089-0.089-0.089-0.089-0.154-0.154-0.193-0.193-0.277-0.2770.1530.1530.3340.3340.1470.1470.0390.0390.0410.0410.0870.0870.0590.0590.4040.4040.2390.239-0.168-0.168-0.568-0.568-0.400-0.400-0.280-0.280-0.183-0.183v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.183 · |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
150.4237
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
3.1042
p-VALUE (log scale)
0.6865
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
0.2915
p-VALUE (log scale)
0.9775
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
-1.5036
p-VALUE (log scale)
0.1327
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
0.6982
p-VALUE (log scale)
0.0137
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
0.7700
p-VALUE (log scale)
0.4413
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.234 ≈ 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=5.51e-3 · top T=12.00h (23.9%) · top-3 cover 50.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.6e-21.2e-27.9e-34.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.27e-3 · 12.5% energyperiod 24.0 · power 8.27e-3 · 12.5% energyperiod 12.0 · power 1.58e-2 · 23.9% energyperiod 12.0 · power 1.58e-2 · 23.9% energyperiod 8.0 · power 9.68e-4 · 1.5% energyperiod 8.0 · power 9.68e-4 · 1.5% energyperiod 6.0 · power 2.58e-3 · 3.9% energyperiod 6.0 · power 2.58e-3 · 3.9% energyperiod 4.8 · power 1.25e-3 · 1.9% energyperiod 4.8 · power 1.25e-3 · 1.9% energyperiod 4.0 · power 1.06e-3 · 1.6% energyperiod 4.0 · power 1.06e-3 · 1.6% energyperiod 3.4 · power 9.48e-3 · 14.3% energyperiod 3.4 · power 9.48e-3 · 14.3% energyperiod 3.0 · power 4.51e-3 · 6.8% energyperiod 3.0 · power 4.51e-3 · 6.8% energyperiod 2.7 · power 6.36e-3 · 9.6% energyperiod 2.7 · power 6.36e-3 · 9.6% energyperiod 2.4 · power 5.79e-3 · 8.8% energyperiod 2.4 · power 5.79e-3 · 8.8% energyperiod 2.2 · power 1.74e-3 · 2.6% energyperiod 2.2 · power 1.74e-3 · 2.6% energyperiod 2.0 · power 8.27e-3 · 12.5% energyperiod 2.0 · power 8.27e-3 · 12.5% energy50% by T=3.4h#1 dominantT=12.00h#2T=3.43h#3T=24.00hT=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 23.9% of total energy · Σ|X̂|²/n = 6.611e-2

▸ Depth section using sovereign-store price series (137 bars · effective 1753297 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 = 137n = 137
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 0.01low confidence · n < 200
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
111366260356008074075342111763900489457923451076507898164305342087546222267618
NO token ID
64166301107495176073814553354878078023490806424154244303695838246530782791597
Snapshot fetched
2026-06-14 20:28:58 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 20:28:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
356127fae8932f315b0ab0b8f558c57ae2b98deae95fd1978e008182425c2569 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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-miami-on-june-14-2026-90-91f/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 137 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-miami-on-june-14-2026-90-91f/risk · same metrics, JSON