POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Seoul be 27°C on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-seoul-on-june-14-2026-27c · fresh · feed 3s old
24h sparkline · 60 pts
realized vol (ann.)
1632.06%
max drawdown
99.90%
sharpe
ulcer index
96.27%
RMS drawdown
pain index
94.05%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
99.90%
cond. drawdown
gain/pain
0.01
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.01
upside/downside
roll spread
296.5 bps
implied (price-only)
bars used
1135
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-seoul-on-june-14-2026-27c/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH2.9s--:--:-- 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=0.2716 · σ=0.1933 · range [0.0005, 0.7700] · R²=0.433 FALLING -99.86%σ EXTREME 71.17%LAST 0.00050.77000.57760.38520.19290.0005μ = 0.2716max 0.7700min 0.0005dataMA(5)OLS R²=0.43μ 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=15,795 · μ=658.1 · σ=1662.9 · CV=2.53BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,8633,7255,5887,450μ = 6587,45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 15795bp moved · peak 7450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2.9s
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$42.8k
liquidity $
$5.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2716 · σ=0.1933 · range [0.0005, 0.7700] · R²=0.433 FALLING -99.86%σ EXTREME 71.17%LAST 0.00050.77000.57760.38520.19290.0005μ = 0.2716max 0.7700min 0.0005dataMA(5)OLS R²=0.43μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.7284 · σ=0.1933 · range [0.2300, 0.9995] · R²=0.433 RISING +56.17%σ EXTREME 26.53%LAST 0.99950.99950.80710.61480.42240.2300μ = 0.7284max 0.9995min 0.2300dataMA(5)OLS R²=0.43μ 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=-0.0119 · σ=0.1603 · skew=-2.64 (left-skewed) · kurt=11.23 (leptokurtic (fat tails))201510501-68.75ppbin -68.75pp · n=1 · 5.0% peakbin -68.75pp · n=1 · 5.0% peak-57.25pp-45.75pp-34.25pp-22.75pp1-11.25ppbin -11.25pp · n=1 · 5.0% peakbin -11.25pp · n=1 · 5.0% peak200.25ppbin 0.25pp · n=20 · 100.0% peakbin 0.25pp · n=20 · 100.0% peak111.75ppbin 11.75pp · n=1 · 5.0% peakbin 11.75pp · n=1 · 5.0% peak23.25pp134.75ppbin 34.75pp · n=1 · 5.0% peakbin 34.75pp · n=1 · 5.0% 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=-2.44 · kurt=11.02 · near 6 / mid 15 / far 3 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.14σsample ↓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 MEAN27.16¢95% CI: [19.58¢, 34.73¢]
σ STD DEV19.33ppσ² = 373.545 · CV = 71.17%
med MEDIAN34.50¢Q₁ 2.50¢ · Q₃ 37.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 2.50¢med 34.50¢Q₃ 37.50¢max 77.00¢μ
SKEWNESS · G₁0.039approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.134mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 3.98
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) -0.35 + ADF rejected
ρ(1) AUTOCORR-0.351within white-noise band
ρ(2) AUTOCORR-0.113lag-2 not significant
H · HURST EXPONENT0.880strongly persistent
OLS TREND · t-STAT-4.193significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.880STRONGLY 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=1-0.351k=2-0.113k=3-0.002k=4+0.010k=5-0.0480+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 · ρ(1) -0.35 + 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|=4.19)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 ID2513874
SLUGhighest-temperature-in-seoul-on-june-14-2026-27c
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 VOLUME42.79k USD 24h
LIQUIDITY5.76k 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · CRITICALresolves 2026-06-14 12:00 UTC
0days
00hrs
52min
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+0.4hRESOLVESP projection · σ=19.33% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 94.684 pp/day
now0.87h left
94.684 pp/day×1.00
−25%0.65h left
109.332 pp/day×1.15
−50%0.43h left
133.904 pp/day×1.41
−75%0.22h left
189.368 pp/day×2.00
−90%0.09h left
299.417 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 40.50% · worst -74.50% · typical |Δ| 6.58%BEARISH SESSION -35.95%BEST+40.50%17hWORST-74.50%18hTYPICAL |Δ|6.58%mean absoluteCUMULATIVE-35.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -1.00% · Σ -8.00%US · 16-24 UTCμ -3.56% · Σ -28.45%CUMULATIVE Δ PATH · final -35.95%+41.00%-35.95%1.00% · 1h1.00% · 1h1.00%1h1.50% · 2h1.50% · 2h1.50%2h0.00% · 3h0.00% · 3h·3h3.50% · 4h3.50% · 4h3.50%4h2.00% · 5h2.00% · 5h2.00%5h-8.50% · 6h-8.50% · 6h-8.50%6h1.00% · 7h1.00% · 7h1.00%7h1.00% · 8h1.00% · 8h1.00%8h0.00% · 9h0.00% · 9h·9h-3.00% · 10h-3.00% · 10h-3.00%10h-5.00% · 11h-5.00% · 11h-5.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h2.50% · 13h2.50% · 13h2.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h-1.00% · 15h-1.00% · 15h-1.00%15h8.00% · 16h8.00% · 16h8.00%16h40.50% · 17h40.50% · 17h40.50%17h★ BEST-74.50% · 18h-74.50% · 18h-74.50%18h▼ WORST-2.35% · 19h-2.35% · 19h-2.35%19h-0.10% · 20h-0.10% · 20h-0.10%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.50%)RUNSup max 2 · down max 3BREADTH38% up · 38% down · 25% flat
9 up bars · 9 down · best 40.50% · worst -74.50% · typical |Δ| 6.581%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -65.23%FINAL-65.23%MAX DD-75.12%RECOVERYONGOING · 7 barsMAX RUN-UP+39.76%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.3477 · peak 1.3976 · range [0.3477, 1.3976]1.39760.3477break-even = 1★ PEAK 1.3976UNDERWATER DRAWDOWN · max -75.12% · severe0%-75.12%▼ TROUGH -75.12%TOP DRAWDOWN PERIODS · 2 total#1 -75.12%bar 19-25 · 7 bars · ONGOING#2 -15.71%bar 7-17 · 11 bars · recoveredDD SEVERITYsevere (max -75.12%)RECOVERYongoing · 7 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.3477 (-65.23%) · max DD -75.12% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-20.04 · σ=26.05UNPROFITABLE STRATEGYLAST -40.14 (-0.77σ vs μ)59.1129.560.00-29.56-59.11μ = -20.04-1.82-1.82-1.82-1.82-3.67-3.67-3.67-3.67-29.64-29.64-59.11-59.11-51.52-51.52-36.68-36.68-47.97-47.97-55.49-55.496.986.9845.2745.27-10.31-10.31-12.35-12.35-12.18-12.18-11.76-11.76-15.22-15.22-39.71-39.71-40.14-40.14v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -40.142 · range [-59.11, 45.27] · μ -20.043 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1357.3852 · σ=1468.8710 · range [89.1079, 3541.2602] · R²=0.436 FALLING -77.77%σ EXTREME 108.21%LAST 89.10793541.26022678.22211815.1840952.145989.1079μ = 1357.3852max 3541.2602min 89.1079dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 89.11% · range [89.11%, 3541.26%] · μ 1357.39% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.094 · σ=0.278MEAN-REVERSIONLAST 0.006 (+0.36σ vs μ)0.5080.2540.000-0.254-0.508μ = -0.094-0.086-0.086-0.205-0.205-0.198-0.198-0.202-0.202-0.439-0.439-0.010-0.0100.5080.5080.2090.2090.2060.2060.2970.297-0.035-0.0350.1320.132-0.353-0.353-0.377-0.377-0.378-0.378-0.381-0.381-0.480-0.480-0.005-0.0050.0060.006v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.006 · |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
223.7495
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
3.7894
p-VALUE (log scale)
0.5823
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
-2.2287
p-VALUE (log scale)
0.2005
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
-0.9718
p-VALUE (log scale)
0.3311
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
0.5929
p-VALUE (log scale)
0.0233
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
-1.6537
p-VALUE (log scale)
0.0982
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.497 ≈ 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=3.28e-2 · top T=3.00h (13.7%) · top-3 cover 40.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.4e-24.0e-22.7e-21.3e-20.0e+0μ noise floorperiod 24.0 · power 3.22e-3 · 0.8% energyperiod 24.0 · power 3.22e-3 · 0.8% energyperiod 12.0 · power 1.16e-2 · 2.9% energyperiod 12.0 · power 1.16e-2 · 2.9% energyperiod 8.0 · power 1.52e-2 · 3.8% energyperiod 8.0 · power 1.52e-2 · 3.8% energyperiod 6.0 · power 2.56e-2 · 6.5% energyperiod 6.0 · power 2.56e-2 · 6.5% energyperiod 4.8 · power 2.00e-2 · 5.1% energyperiod 4.8 · power 2.00e-2 · 5.1% energyperiod 4.0 · power 4.98e-2 · 12.6% energyperiod 4.0 · power 4.98e-2 · 12.6% energyperiod 3.4 · power 3.49e-2 · 8.9% energyperiod 3.4 · power 3.49e-2 · 8.9% energyperiod 3.0 · power 5.39e-2 · 13.7% energyperiod 3.0 · power 5.39e-2 · 13.7% energyperiod 2.7 · power 3.46e-2 · 8.8% energyperiod 2.7 · power 3.46e-2 · 8.8% energyperiod 2.4 · power 5.17e-2 · 13.1% energyperiod 2.4 · power 5.17e-2 · 13.1% energyperiod 2.2 · power 4.00e-2 · 10.2% energyperiod 2.2 · power 4.00e-2 · 10.2% energyperiod 2.0 · power 5.34e-2 · 13.6% energyperiod 2.0 · power 5.34e-2 · 13.6% energy50% by T=3.0h#1 dominantT=3.00h#2T=2.00h#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 ≈ 3.00h (freq 0.333) · concentrates 13.7% of total energy · Σ|X̂|²/n = 3.940e-1

▸ Depth section using sovereign-store price series (1135 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 1.233pp · expected |Δp| over horizon 3.02ppterminal variance p(1−p) = 0.0005 · n = 1135n = 1135
μ per bar
-0.045pp
average Δp · drift
σ per bar
1.233pp
one-bar volatility · logit-free
Per-day movedaily
6.04pp
σ × √24
Per-horizon move0d
3.02pp
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 2.07pp · ES₉₅ 2.59pp · method parametric · drift-correcteddrift -0.045pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.01n = 1135
VaR 95%
2.07pp
1.645·σ (parametric) of Δp
ES 95%
2.59pp
mean of the tail
Max drawdown
99.9pp
peak 51.5¢ → trough 0.1¢
Median step
0.20pp
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
23986140102632731875101086988971813720673976113227871167636818442181613441722
NO token ID
71990386759083344411442034056351480355095879464455488016385828031748198891355
Snapshot fetched
2026-06-14 11:07:56 UTC
Snapshot age
2.9s
History points
25 CLOB mids
Page rendered
2026-06-14 11:07:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b36fd08337561e054f60935f1b03a4ee80659e5022e8e9a959c5c94edeee2cbe · 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-seoul-on-june-14-2026-27c/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 · 1,135 barsperiods/year ≈ 1.75M
Realized vol (annualised)
16444.27%
σ per bar = 0.124211
Mean return (annualised)
-1072232.94%
μ per bar = -0.006118
Sharpe (rf=0)
-65.20
annualised; risk-free assumed zero
Max drawdown
99.90%
peak 0.52 → trough 0.00 over 512 bars

/api/asset/pm-highest-temperature-in-seoul-on-june-14-2026-27c/risk · same metrics, JSON