POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Sao Paulo be 18°C on June 15?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-sao-paulo-on-june-15-2026-18c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
33.30%
max drawdown
91.67%
sharpe
—
ulcer index
80.10%
RMS drawdown
pain index
70.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
91.67%
cond. drawdown
gain/pain
0.18
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.18
upside/downside
roll spread
103.5 bps
implied (price-only)
bars used
495
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-sao-paulo-on-june-15-2026-18c/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=0.3841 · σ=0.1807 · range [0.0005, 0.6500] · R²=0.166▼ FALLING -99.88%σ EXTREME 47.06%LAST 0.00050.65000.48760.32520.16290.0005μ = 0.3841max 0.6500min 0.0005dataMA(5)OLS R²=0.17μ 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=10,895 · μ=454.0 · σ=1311.0 · CV=2.89BURSTY · concentratedcumulative energy ↗ · 50% by h=2101,6133,2254,8386,450μ = 4546,45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 10895bp moved · peak 6450bp · 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 $
$30.0k
≋liquidity $
$22.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3841 · σ=0.1807 · range [0.0005, 0.6500] · R²=0.166▼ FALLING -99.88%σ EXTREME 47.06%LAST 0.00050.65000.48760.32520.16290.0005μ = 0.3841max 0.6500min 0.0005dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.6325 · σ=0.1962 · range [0.3500, 0.9995] · R²=0.245▲ RISING +73.83%σ EXTREME 31.02%LAST 0.99950.99950.83710.67470.51240.3500μ = 0.6325max 0.9995min 0.3500dataMA(5)OLS R²=0.24μ 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=-0.0212 · σ=0.1269 · skew=-4.04 (left-skewed) · kurt=15.95 (leptokurtic (fat tails))18149501-60.70ppbin -60.70pp · n=1 · 5.6% peakbin -60.70pp · n=1 · 5.6% peak-53.10pp-45.50pp-37.90pp-30.30pp-22.70pp-15.10pp2-7.50ppbin -7.50pp · n=2 · 11.1% peakbin -7.50pp · n=2 · 11.1% peak180.10ppbin 0.10pp · n=18 · 100.0% peakbin 0.10pp · n=18 · 100.0% peak37.70ppbin 7.70pp · n=3 · 16.7% peakbin 7.70pp · n=3 · 16.7% 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=-4.12 · kurt=16.51 · near 7 / mid 12 / far 5 · OLS slope=0.63 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.61σsample ↓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=-1.28)
μ MEAN38.41¢95% CI: [31.32¢, 45.49¢]
σ STD DEV18.07ppσ² = 326.687 · CV = 47.06%
med MEDIAN42.50¢Q₁ 39.50¢ · Q₃ 49.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 64.95pp · IQR 9.50pp (1.349σ→24.38pp)
min 0.05¢Q₁ 39.50¢med 42.50¢Q₃ 49.00¢max 65.00¢μ
SKEWNESS · G₁-1.284left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.473mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 2.57
range ↔ σconcentrated (range < 4σ)range / σ = 3.59
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.127within white-noise band
ρ(2) AUTOCORR-0.119lag-2 not significant
H · HURST EXPONENT1.080strongly persistent
OLS TREND · t-STAT-2.143significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.080
H = 1.080STRONGLY 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=1-0.127k=2-0.119k=3-0.031k=4+0.014k=5-0.0100+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 @ 5% (|t|=2.14)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.14)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 ID2537813
SLUGhighest-temperature-in-sao-paulo-on-june-15-2026-18c
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 VOLUME29.99k USD 24h
LIQUIDITY22.70k 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-15 12:00 UTC
0days
04hrs
59min
5.0 hours·θ = 88.547 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=18.07% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 88.547 pp/day
now5.00h left
88.547 pp/day×1.00
−25%3.75h left
102.245 pp/day×1.15
−50%2.50h left
125.224 pp/day×1.41
−75%1.25h left
177.093 pp/day×2.00
−90%0.50h left
280.009 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 11.50% · worst -64.50% · typical |Δ| 4.54%MILD BEARISH -41.95%BEST+11.50%12hWORST-64.50%21hTYPICAL |Δ|4.54%mean absoluteCUMULATIVE-41.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.21% · Σ -1.50%EUROPE · 08-16 UTCμ +1.00% · Σ +8.00%US · 16-24 UTCμ -6.06% · Σ -48.45%CUMULATIVE Δ PATH · final -41.95%+23.00%-41.95%0.50% · 1h0.50% · 1h0.50%1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%3h2.00% · 4h2.00% · 4h2.00%4h0.00% · 5h0.00% · 5h·5h-4.00% · 6h-4.00% · 6h-4.00%6h1.00% · 7h1.00% · 7h1.00%7h0.50% · 8h0.50% · 8h0.50%8h1.00% · 9h1.00% · 9h1.00%9h-4.50% · 10h-4.50% · 10h-4.50%10h0.00% · 11h0.00% · 11h·11h11.50% · 12h11.50% · 12h11.50%12h★ BEST-0.50% · 13h-0.50% · 13h-0.50%13h0.50% · 14h0.50% · 14h0.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h1.00% · 16h1.00% · 16h1.00%16h0.00% · 17h0.00% · 17h·17h1.00% · 18h1.00% · 18h1.00%18h6.00% · 19h6.00% · 19h6.00%19h8.50% · 20h8.50% · 20h8.50%20h-64.50% · 21h-64.50% · 21h-64.50%21h▼ WORST-0.45% · 22h-0.45% · 22h-0.45%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+8.00%)RUNSup max 3 · down max 2BREADTH46% up · 29% down · 25% flat
11 up bars · 7 down · best 11.50% · worst -64.50% · typical |Δ| 4.540%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -56.12%FINAL-56.12%MAX DD-64.66%RECOVERYONGOING · 4 barsMAX RUN-UP+24.15%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 0.4388 · peak 1.2415 · range [0.4388, 1.2415]1.24150.4388break-even = 1★ PEAK 1.2415UNDERWATER DRAWDOWN · max -64.66% · severe0%-64.66%▼ TROUGH -64.66%TOP DRAWDOWN PERIODS · 4 total#1 -64.66%bar 22-25 · 4 bars · ONGOING#2 -6.01%bar 7-12 · 6 bars · recovered#3 -1.00%bar 4-4 · 1 bars · recoveredDD SEVERITYsevere (max -64.66%)RECOVERYongoing · 4 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.4388 (-56.12%) · max DD -64.66% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=5.35 · σ=33.26MIXED EDGELAST -28.38 (-1.01σ vs μ)67.7633.880.00-33.88-67.76μ = 5.35-19.40-19.40-15.10-15.10-11.19-11.193.703.70-36.71-36.71-36.71-36.7128.0328.0323.3123.3123.3123.3118.7518.7539.9139.9139.9139.9133.9533.9552.8952.8967.7667.76-26.86-26.86-27.75-27.75-27.75-27.75-28.38-28.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -28.381 · range [-36.71, 67.76] · μ 5.351 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=798.4288 · σ=965.7951 · range [64.5058, 2609.4344] · R²=0.530▲ RISING +1279.29%σ EXTREME 120.96%LAST 2595.29722609.43441973.20231336.9701700.738064.5058μ = 798.4288max 2609.4344min 64.5058dataMA(3)OLS R²=0.53μ lineμ ± σ bandmaxmin
latest 2595.30% · range [64.51%, 2609.43%] · μ 798.43% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.171 · σ=0.196MEAN-REVERSIONLAST -0.264 (-0.47σ vs μ)0.5530.2760.000-0.276-0.553μ = -0.171-0.087-0.087-0.333-0.333-0.266-0.266-0.126-0.126-0.308-0.308-0.323-0.323-0.009-0.009-0.155-0.155-0.146-0.146-0.136-0.136-0.298-0.298-0.107-0.107-0.553-0.5530.0530.0530.4140.414-0.111-0.111-0.242-0.242-0.245-0.245-0.264-0.264v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.264 · |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
511.8192
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
0.8757
p-VALUE (log scale)
0.9699
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
-1.3246
p-VALUE (log scale)
0.6161
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
1.2536
p-VALUE (log scale)
0.2100
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2755
p-VALUE (log scale)
0.2249
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
-0.5928
p-VALUE (log scale)
0.5533
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.820 ≈ 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=1.92e-2 · top T=2.67h (12.0%) · top-3 cover 32.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.8e-22.1e-21.4e-26.9e-30.0e+0μ noise floorperiod 24.0 · power 1.30e-2 · 5.7% energyperiod 24.0 · power 1.30e-2 · 5.7% energyperiod 12.0 · power 1.40e-2 · 6.1% energyperiod 12.0 · power 1.40e-2 · 6.1% energyperiod 8.0 · power 1.30e-2 · 5.6% energyperiod 8.0 · power 1.30e-2 · 5.6% energyperiod 6.0 · power 2.34e-2 · 10.2% energyperiod 6.0 · power 2.34e-2 · 10.2% energyperiod 4.8 · power 1.66e-2 · 7.2% energyperiod 4.8 · power 1.66e-2 · 7.2% energyperiod 4.0 · power 2.38e-2 · 10.4% energyperiod 4.0 · power 2.38e-2 · 10.4% energyperiod 3.4 · power 2.44e-2 · 10.6% energyperiod 3.4 · power 2.44e-2 · 10.6% energyperiod 3.0 · power 1.70e-2 · 7.4% energyperiod 3.0 · power 1.70e-2 · 7.4% energyperiod 2.7 · power 2.76e-2 · 12.0% energyperiod 2.7 · power 2.76e-2 · 12.0% energyperiod 2.4 · power 1.51e-2 · 6.6% energyperiod 2.4 · power 1.51e-2 · 6.6% energyperiod 2.2 · power 1.93e-2 · 8.4% energyperiod 2.2 · power 1.93e-2 · 8.4% energyperiod 2.0 · power 2.28e-2 · 9.9% energyperiod 2.0 · power 2.28e-2 · 9.9% energy50% by T=3.4h#1 dominantT=2.67h#2T=3.43h#3T=4.00hT=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 12.0% of total energy · Σ|X̂|²/n = 2.301e-1

▸ Depth section using sovereign-store price series (495 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 0.025pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.0005 · n = 495✓ n = 495
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.025pp
one-bar volatility · logit-free
Per-day movedaily
0.12pp
σ × √24
Per-horizon move0d
0.06pp
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.45pp · unique ratio 0.01✓ n = 495
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
91.7pp
peak 0.6¢ → trough 0.1¢
Median step
0.45pp
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
41546144605920377592073437760837619642028360180337442831937603849069280998335
NO token ID
36931589051077665402261325788930754507048332509338443977933570227584465532787
Snapshot fetched
2026-06-15 07:00:13 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 07:00:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f578af33aa61d4c1bd3f406be2b219dde9449bf36864a27c5ca1cf2b1749e219 · 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
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-sao-paulo-on-june-15-2026-18c/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 · 495 barsperiods/year ≈ 1.75M
Realized vol (annualised)
14845.42%
σ per bar = 0.112118
Mean return (annualised)
-817184.65%
μ per bar = -0.004661
Sharpe (rf=0)
-55.05
annualised; risk-free assumed zero
Max drawdown
91.67%
peak 0.01 → trough 0.00 over 100 bars

/api/asset/pm-highest-temperature-in-sao-paulo-on-june-15-2026-18c/risk · same metrics, JSON