POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Seoul be 26°C on June 14?

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-seoul-on-june-14-2026-26c · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
277.23%
max drawdown
0.35%
sharpe
—
ulcer index
0.09%
RMS drawdown
pain index
0.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.28%
cond. drawdown
gain/pain
32.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
32.13
upside/downside
roll spread
2.3 bps
implied (price-only)
bars used
1101
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-seoul-on-june-14-2026-26c/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.4s⏱--:--:-- 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=0.5520 · σ=0.2907 · range [0.2250, 0.9995] · R²=0.718▲ RISING +217.30%σ EXTREME 52.65%LAST 0.99950.99950.80590.61220.41860.2250μ = 0.5520max 0.9995min 0.2250dataMA(5)OLS R²=0.72μ 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=15,445 · μ=643.5 · σ=1552.1 · CV=2.41BURSTY · concentratedcumulative energy ↗ · 50% by h=1801,8253,6505,4757,300μ = 6447,30050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 15445bp moved · peak 7300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.4s
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$37.6k
≋liquidity $
$4.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5520 · σ=0.2907 · range [0.2250, 0.9995] · R²=0.718▲ RISING +217.30%σ EXTREME 52.65%LAST 0.99950.99950.80590.61220.41860.2250μ = 0.5520max 0.9995min 0.2250dataMA(5)OLS R²=0.72μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.4478 · σ=0.2906 · range [0.0005, 0.7750] · R²=0.719▼ FALLING -99.93%σ EXTREME 64.90%LAST 0.00050.77500.58140.38770.19410.0005μ = 0.4478max 0.7750min 0.0005dataMA(5)OLS R²=0.72μ 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=0.0193 · σ=0.1550 · skew=2.92 (right-skewed) · kurt=11.02 (leptokurtic (fat tails))1186301-25.80ppbin -25.80pp · n=1 · 9.1% peakbin -25.80pp · n=1 · 9.1% peak-15.40pp11-5.00ppbin -5.00pp · n=11 · 100.0% peakbin -5.00pp · n=11 · 100.0% peak115.40ppbin 5.40pp · n=11 · 100.0% peakbin 5.40pp · n=11 · 100.0% peak15.80pp26.20pp36.60pp47.00pp57.40pp167.80ppbin 67.80pp · n=1 · 9.1% peakbin 67.80pp · n=1 · 9.1% 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=2.96 · kurt=12.25 · near 7 / mid 14 / far 3 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.28σsample ↓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=25RIGHT-SKEWED (G₁=0.73)
μ MEAN55.20¢95% CI: [43.81¢, 66.60¢]
σ STD DEV29.07ppσ² = 844.866 · CV = 52.65%
med MEDIAN40.50¢Q₁ 31.50¢ · Q₃ 95.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 77.45pp · IQR 64.00pp (1.349σ→39.21pp)
min 22.50¢Q₁ 31.50¢med 40.50¢Q₃ 95.50¢max 99.95¢μ
SKEWNESS · G₁0.727right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.291platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.51
σ × 1.349 ↔ IQRdiverges from normalratio = 0.61
range ↔ σconcentrated (range < 4σ)range / σ = 2.66
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 · ρ(1) -0.37 + ADF rejected
ρ(1) AUTOCORR-0.374within white-noise band
ρ(2) AUTOCORR+0.055lag-2 not significant
H · HURST EXPONENT0.916strongly persistent
OLS TREND · t-STAT+7.660significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.916
H = 0.916STRONGLY 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=1-0.374k=2+0.055k=3-0.152k=4+0.041k=5-0.0390+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|=7.66)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.37 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.66)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 ID2513873
SLUGhighest-temperature-in-seoul-on-june-14-2026-26c
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 VOLUME37.63k USD 24h
LIQUIDITY4.74k 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · CRITICALresolves 2026-06-14 12:00 UTC
0days
00hrs
52min
52 minutes·θ = 142.397 pp/day
YES →$1.00(P = 100.0%)
NO →$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.4hRESOLVESP projection · σ=29.07% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 142.397 pp/day
now0.87h left
142.397 pp/day×1.00
−25%0.65h left
164.425 pp/day×1.15
−50%0.43h left
201.379 pp/day×1.41
−75%0.22h left
284.793 pp/day×2.00
−90%0.09h left
450.297 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 73.00% · worst -31.00% · typical |Δ| 6.44%MILD BULLISH +68.45%BEST+73.00%18hWORST-31.00%17hTYPICAL |Δ|6.44%mean absoluteCUMULATIVE+68.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.57% · Σ +4.00%EUROPE · 08-16 UTCμ +1.56% · Σ +12.50%US · 16-24 UTCμ +6.49% · Σ +51.95%CUMULATIVE Δ PATH · final +68.45%+68.45%-9.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-2.50% · 4h-2.50% · 4h-2.50%4h2.00% · 5h2.00% · 5h2.00%5h2.50% · 6h2.50% · 6h2.50%6h2.00% · 7h2.00% · 7h2.00%7h4.00% · 8h4.00% · 8h4.00%8h1.00% · 9h1.00% · 9h1.00%9h-2.50% · 10h-2.50% · 10h-2.50%10h1.50% · 11h1.50% · 11h1.50%11h6.50% · 12h6.50% · 12h6.50%12h1.50% · 13h1.50% · 13h1.50%13h7.50% · 14h7.50% · 14h7.50%14h-7.00% · 15h-7.00% · 15h-7.00%15h5.50% · 16h5.50% · 16h5.50%16h-31.00% · 17h-31.00% · 17h-31.00%17h▼ WORST73.00% · 18h73.00% · 18h73.00%18h★ BEST4.30% · 19h4.30% · 19h4.30%19h0.15% · 20h0.15% · 20h0.15%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+51.95%)RUNSup max 5 · down max 1BREADTH54% up · 17% down · 29% flat
13 up bars · 4 down · best 73.00% · worst -31.00% · typical |Δ| 6.435%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +53.65%FINAL+53.65%MAX DD-32.30%RECOVERYFULLY RECOVEREDMAX RUN-UP+53.65%UNDERWATER7/25 (28%)STREAK▬ 0EQUITY CURVE · end 1.5365 · peak 1.5365 · range [0.8503, 1.5365]1.53650.8503break-even = 1★ PEAK 1.5365UNDERWATER DRAWDOWN · max -32.30% · severe0%-32.30%▼ TROUGH -32.30%TOP DRAWDOWN PERIODS · 3 total#1 -32.30%bar 16-18 · 3 bars · recovered#2 -2.50%bar 5-6 · 2 bars · recovered#3 -2.50%bar 11-12 · 2 bars · recoveredDD SEVERITYsevere (max -32.30%)RECOVERYfully recoveredTIME UNDER WATER28% of session · 7/25 bars
final equity 1.5365 (53.65%) · max DD -32.30% · time-under-water 7/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +18 / −1 (95% positive) · μ=38.18 · σ=22.75PROFITABLE STRATEGYLAST 39.80 (+0.07σ vs μ)64.5232.260.00-32.26-64.52μ = 38.1817.5317.5333.0433.0454.9054.9064.0864.0864.0864.0860.8960.8964.4964.4961.7161.7164.5264.5221.4421.4445.3445.34-17.94-17.9422.2522.2523.5723.5720.1620.1623.6123.6121.0121.0140.9740.9739.8039.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 39.797 · range [-17.94, 64.52] · μ 38.182 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1241.4335 · σ=1367.8564 · range [163.2531, 3255.9750] · R²=0.505▼ FALLING -1.98%σ EXTREME 110.18%LAST 163.25313255.97502482.79451709.6140936.4336163.2531μ = 1241.4335max 3255.9750min 163.2531dataMA(3)OLS R²=0.50μ lineμ ± σ bandmaxmin
latest 163.25% · range [163.25%, 3255.97%] · μ 1241.43% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.138 · σ=0.260CLOSE TO MARTINGALELAST -0.001 (+0.53σ vs μ)0.6250.3130.000-0.313-0.625μ = -0.1380.0040.0040.1810.1810.2280.228-0.042-0.0420.1250.1250.1000.1000.0620.0620.0050.005-0.004-0.004-0.325-0.325-0.625-0.625-0.208-0.208-0.395-0.395-0.441-0.441-0.430-0.430-0.441-0.441-0.438-0.4380.0210.021-0.001-0.001v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.001 · |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
281.7408
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
4.6708
p-VALUE (log scale)
0.4585
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
-1.0846
p-VALUE (log scale)
0.7205
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
0.6308
p-VALUE (log scale)
0.5282
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
0.7650
p-VALUE (log scale)
0.0087
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
-1.3675
p-VALUE (log scale)
0.1715
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.584 ≈ 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=2.89e-2 · top T=2.00h (17.3%) · top-3 cover 45.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.0e-24.5e-23.0e-21.5e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.15e-3 · 2.3% energyperiod 24.0 · power 8.15e-3 · 2.3% energyperiod 12.0 · power 1.09e-2 · 3.1% energyperiod 12.0 · power 1.09e-2 · 3.1% energyperiod 8.0 · power 1.10e-2 · 3.2% energyperiod 8.0 · power 1.10e-2 · 3.2% energyperiod 6.0 · power 2.84e-2 · 8.2% energyperiod 6.0 · power 2.84e-2 · 8.2% energyperiod 4.8 · power 2.20e-2 · 6.4% energyperiod 4.8 · power 2.20e-2 · 6.4% energyperiod 4.0 · power 2.17e-2 · 6.3% energyperiod 4.0 · power 2.17e-2 · 6.3% energyperiod 3.4 · power 2.87e-2 · 8.3% energyperiod 3.4 · power 2.87e-2 · 8.3% energyperiod 3.0 · power 2.83e-2 · 8.2% energyperiod 3.0 · power 2.83e-2 · 8.2% energyperiod 2.7 · power 3.00e-2 · 8.7% energyperiod 2.7 · power 3.00e-2 · 8.7% energyperiod 2.4 · power 4.01e-2 · 11.6% energyperiod 2.4 · power 4.01e-2 · 11.6% energyperiod 2.2 · power 5.76e-2 · 16.6% energyperiod 2.2 · power 5.76e-2 · 16.6% energyperiod 2.0 · power 5.99e-2 · 17.3% energyperiod 2.0 · power 5.99e-2 · 17.3% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.18h#3T=2.40hT=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 ≈ 2.00h (freq 0.500) · concentrates 17.3% of total energy · Σ|X̂|²/n = 3.469e-1

▸ Depth section using sovereign-store price series (1101 bars · effective 1752713 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 0.209pp · expected |Δp| over horizon 0.51ppterminal variance p(1−p) = 0.0005 · n = 1101✓ n = 1101
μ per bar
+0.011pp
average Δp · drift
σ per bar
0.209pp
one-bar volatility · logit-free
Per-day movedaily
1.03pp
σ × √24
Per-horizon move0d
0.51pp
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 0.33pp · ES₉₅ 0.42pp · method parametric · drift-correcteddrift +0.011pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.01✓ n = 1101
VaR 95%
0.33pp
1.645·σ (parametric) of Δp
ES 95%
0.42pp
mean of the tail
Max drawdown
0.4pp
peak 99.8¢ → trough 99.5¢
Median step
0.15pp
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
103961548944693833281581533852350656014538825793307905895423468382069688637467
NO token ID
91974847979740808602209718586453916001805117903491741520391196028375372058476
Snapshot fetched
2026-06-14 11:07:56 UTC
Snapshot age
2.4s
History points
25 CLOB mids
Page rendered
2026-06-14 11:07:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
42f9c51cbfe271d21345019b9d00c50d23dc76e5de44c0af8db7593fe796be5e · 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$1,672.9HL PERPHYPE-USD perpetual$60.75

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-seoul-on-june-14-2026-26c/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 · 1,101 barsperiods/year ≈ 1.75M
Realized vol (annualised)
297.05%
σ per bar = 0.002244
Mean return (annualised)
21196.88%
μ per bar = 0.000121
Sharpe (rf=0)
71.36
annualised; risk-free assumed zero
Max drawdown
0.35%
peak 1.00 → trough 0.99 over 97 bars

/api/asset/pm-highest-temperature-in-seoul-on-june-14-2026-26c/risk · same metrics, JSON