POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Paris be 24°C on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-paris-on-june-14-2026-24c · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
6.25%
max drawdown
66.67%
sharpe
ulcer index
64.18%
RMS drawdown
pain index
61.78%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
66.67%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
78.0 bps
implied (price-only)
bars used
450
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-paris-on-june-14-2026-24c/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=0.0420 · σ=0.0232 · range [0.0005, 0.0885] · R²=0.148 FALLING -99.00%σ EXTREME 55.19%LAST 0.00050.08850.06650.04450.02250.0005μ = 0.0420max 0.0885min 0.0005dataMA(5)OLS R²=0.15μ 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=3,505 · μ=146.0 · σ=145.2 · CV=0.99BURSTYcumulative energy ↗ · 50% by h=160136272409545μ = 14654550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3505bp moved · peak 545bp · 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 $
$33.5k
liquidity $
$15.3k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0420 · σ=0.0232 · range [0.0005, 0.0885] · R²=0.148 FALLING -99.00%σ EXTREME 55.19%LAST 0.00050.08850.06650.04450.02250.0005μ = 0.0420max 0.0885min 0.0005dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9579 · σ=0.0232 · range [0.9110, 0.9995] · R²=0.146 RISING +5.21%σ NORMAL 2.43%LAST 0.99950.99950.97740.95530.93310.9110μ = 0.9579max 0.9995min 0.9110dataMA(5)OLS R²=0.15μ 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=-0.0021 · σ=0.0197 · skew=-0.04 (symmetric) · kurt=1.03 (leptokurtic (fat tails))864201-4.91ppbin -4.91pp · n=1 · 12.5% peakbin -4.91pp · n=1 · 12.5% peak1-3.82ppbin -3.82pp · n=1 · 12.5% peakbin -3.82pp · n=1 · 12.5% peak1-2.74ppbin -2.74pp · n=1 · 12.5% peakbin -2.74pp · n=1 · 12.5% peak3-1.65ppbin -1.65pp · n=3 · 37.5% peakbin -1.65pp · n=3 · 37.5% peak6-0.57ppbin -0.57pp · n=6 · 75.0% peakbin -0.57pp · n=6 · 75.0% peak80.52ppbin 0.52pp · n=8 · 100.0% peakbin 0.52pp · n=8 · 100.0% peak21.60ppbin 1.60pp · n=2 · 25.0% peakbin 1.60pp · n=2 · 25.0% peak12.69ppbin 2.69pp · n=1 · 12.5% peakbin 2.69pp · n=1 · 12.5% peak3.77pp14.86ppbin 4.86pp · n=1 · 12.5% peakbin 4.86pp · n=1 · 12.5% 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=1.79 · near 19 / mid 5 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN4.20¢95% CI: [3.29¢, 5.11¢]
σ STD DEV2.32ppσ² = 5.383 · CV = 55.19%
med MEDIAN4.05¢Q₁ 3.45¢ · Q₃ 5.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 3.45¢med 4.05¢Q₃ 5.00¢max 8.85¢μ
SKEWNESS · G₁0.040approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.261mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRdiverges from normalratio = 2.02
range ↔ σconcentrated (range < 4σ)range / σ = 3.79
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.125within white-noise band
ρ(2) AUTOCORR-0.173lag-2 not significant
H · HURST EXPONENT0.935strongly persistent
OLS TREND · t-STAT-1.995significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.935STRONGLY 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=1-0.125k=2-0.173k=3+0.108k=4-0.246k=5-0.1220+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 CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=1.99)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 ID2513859
SLUGhighest-temperature-in-paris-on-june-14-2026-24c
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 VOLUME33.54k USD 24h
LIQUIDITY15.30k 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 5.40% · worst -5.45% · typical |Δ| 1.46%MILD BEARISH -4.95%BEST+5.40%20hWORST-5.45%21hTYPICAL |Δ|1.46%mean absoluteCUMULATIVE-4.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.06% · Σ +0.45%EUROPE · 08-16 UTCμ -0.32% · Σ -2.55%US · 16-24 UTCμ -0.36% · Σ -2.85%CUMULATIVE Δ PATH · final -4.95%+3.85%-4.95%-1.50% · 1h-1.50% · 1h-1.50%1h1.00% · 2h1.00% · 2h1.00%2h-0.50% · 3h-0.50% · 3h-0.50%3h0.50% · 4h0.50% · 4h0.50%4h-1.00% · 5h-1.00% · 5h-1.00%5h0.90% · 6h0.90% · 6h0.90%6h1.05% · 7h1.05% · 7h1.05%7h-0.50% · 8h-0.50% · 8h-0.50%8h0.90% · 9h0.90% · 9h0.90%9h1.65% · 10h1.65% · 10h1.65%10h1.10% · 11h1.10% · 11h1.10%11h-1.55% · 12h-1.55% · 12h-1.55%12h-2.50% · 13h-2.50% · 13h-2.50%13h-0.95% · 14h-0.95% · 14h-0.95%14h-0.70% · 15h-0.70% · 15h-0.70%15h-1.40% · 16h-1.40% · 16h-1.40%16h2.35% · 17h2.35% · 17h2.35%17h0.20% · 18h0.20% · 18h0.20%18h-0.60% · 19h-0.60% · 19h-0.60%19h5.40% · 20h5.40% · 20h5.40%20h★ BEST-5.45% · 21h-5.45% · 21h-5.45%21h▼ WORST-3.35% · 22h-3.35% · 22h-3.35%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.45%)RUNSup max 3 · down max 5BREADTH42% up · 50% down · 8% flat
10 up bars · 12 down · best 5.40% · worst -5.45% · typical |Δ| 1.460%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.30%FINAL-5.30%MAX DD-8.62%RECOVERYONGOING · 4 barsMAX RUN-UP+3.63%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 0.9470 · peak 1.0363 · range [0.9470, 1.0363]1.03630.9470break-even = 1★ PEAK 1.0363UNDERWATER DRAWDOWN · max -8.62% · significant0%-8.62%▼ TROUGH -8.62%TOP DRAWDOWN PERIODS · 4 total#1 -8.62%bar 22-25 · 4 bars · ONGOING#2 -6.91%bar 13-20 · 8 bars · recovered#3 -1.51%bar 2-7 · 6 bars · recoveredDD SEVERITYsignificant (max -8.62%)RECOVERYongoing · 4 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9470 (-5.30%) · max DD -8.62% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=2.13 · σ=40.63MIXED EDGELAST -16.95 (-0.47σ vs μ)110.9755.480.00-55.48-110.97μ = 2.13-8.92-8.9234.9934.998.248.2433.7733.7745.9145.91110.97110.9734.1534.15-8.54-8.54-12.59-12.59-29.07-29.07-77.91-77.91-44.65-44.65-28.31-28.31-12.74-12.7431.9131.912.142.14-5.81-5.81-16.06-16.06-16.95-16.95v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -16.947 · range [-77.91, 110.97] · μ 2.132 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=171.4892 · σ=102.3526 · range [67.1017, 364.0758] · R²=0.743 RISING +251.05%σ EXTREME 59.68%LAST 344.5978364.0758289.8323215.5888141.345267.1017μ = 171.4892max 364.0758min 67.1017dataMA(3)OLS R²=0.74μ lineμ ± σ bandmaxmin
latest 344.60% · range [67.10%, 364.08%] · μ 171.49% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.130 · σ=0.311MEAN-REVERSIONLAST -0.253 (-0.39σ vs μ)0.6650.3330.000-0.333-0.665μ = -0.130-0.665-0.665-0.338-0.338-0.370-0.370-0.456-0.456-0.167-0.167-0.034-0.034-0.132-0.1320.3930.3930.5360.5360.3880.388-0.071-0.071-0.030-0.0300.0440.044-0.137-0.137-0.196-0.196-0.543-0.543-0.188-0.188-0.257-0.257-0.253-0.253v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.253 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
6.4258
p-VALUE (log scale)
0.0402
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
3.9827
p-VALUE (log scale)
0.5539
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
-1.9759
p-VALUE (log scale)
0.3067
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
0.4808
p-VALUE (log scale)
0.6306
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2882
p-VALUE (log scale)
0.2027
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.7227
p-VALUE (log scale)
0.4699
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.780 ≈ 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=4.24e-4 · top T=2.67h (16.3%) · top-3 cover 46.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)8.3e-46.2e-44.1e-42.1e-40.0e+0μ noise floorperiod 24.0 · power 1.11e-4 · 2.2% energyperiod 24.0 · power 1.11e-4 · 2.2% energyperiod 12.0 · power 4.01e-4 · 7.9% energyperiod 12.0 · power 4.01e-4 · 7.9% energyperiod 8.0 · power 7.77e-4 · 15.3% energyperiod 8.0 · power 7.77e-4 · 15.3% energyperiod 6.0 · power 6.08e-5 · 1.2% energyperiod 6.0 · power 6.08e-5 · 1.2% energyperiod 4.8 · power 3.28e-4 · 6.4% energyperiod 4.8 · power 3.28e-4 · 6.4% energyperiod 4.0 · power 2.75e-4 · 5.4% energyperiod 4.0 · power 2.75e-4 · 5.4% energyperiod 3.4 · power 7.83e-4 · 15.4% energyperiod 3.4 · power 7.83e-4 · 15.4% energyperiod 3.0 · power 7.68e-4 · 15.1% energyperiod 3.0 · power 7.68e-4 · 15.1% energyperiod 2.7 · power 8.29e-4 · 16.3% energyperiod 2.7 · power 8.29e-4 · 16.3% energyperiod 2.4 · power 1.03e-4 · 2.0% energyperiod 2.4 · power 1.03e-4 · 2.0% energyperiod 2.2 · power 3.38e-4 · 6.6% energyperiod 2.2 · power 3.38e-4 · 6.6% energyperiod 2.0 · power 3.19e-4 · 6.3% energyperiod 2.0 · power 3.19e-4 · 6.3% energy50% by T=3.4h#1 dominantT=2.67h#2T=3.43h#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 ≈ 2.67h (freq 0.375) · concentrates 16.3% of total energy · Σ|X̂|²/n = 5.092e-3

▸ Depth section using sovereign-store price series (450 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 0.005pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0005 · n = 450n = 450
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.005pp
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
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00n = 450
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
66.7pp
peak 0.1¢ → 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
105185102188392798842708771298529651705201666332989517160917248151650253397712
NO token ID
93205062422833856439936706772940329227736783502280629386123401717683268609456
Snapshot fetched
2026-06-14 16:56:40 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:56:40 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a2c12df88fe35561a50d4ab7058bbfdd93e16e66556daaa44197b22824a71455 · 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-paris-on-june-14-2026-24c/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 · 450 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6864.75%
σ per bar = 0.051847
Mean return (annualised)
-428948.79%
μ per bar = -0.002447
Sharpe (rf=0)
-62.49
annualised; risk-free assumed zero
Max drawdown
66.67%
peak 0.00 → trough 0.00 over 33 bars

/api/asset/pm-highest-temperature-in-paris-on-june-14-2026-24c/risk · same metrics, JSON