POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Seoul be 31°C on June 15?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-seoul-on-june-15-2026-31c · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4.26%
max drawdown
25.00%
sharpe
—
ulcer index
22.27%
RMS drawdown
pain index
19.83%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
25.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
26.0 bps
implied (price-only)
bars used
242
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-seoul-on-june-15-2026-31c/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
99.9¢
YES price · live 24h
n=25 · μ=0.0255 · σ=0.0121 · range [0.0015, 0.0535] · R²=0.444▼ FALLING -97.20%σ EXTREME 47.37%LAST 0.00150.05350.04050.02750.01450.0015μ = 0.0255max 0.0535min 0.0015dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.15¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
0.1%0.1¢666.67×▬ +0.00pp
NO
99.9%99.9¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,450 · μ=60.4 · σ=60.5 · CV=1.00BURSTYcumulative energy ↗ · 50% by h=13051102154205μ = 6020550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1450bp moved · peak 205bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$28.5k
≋liquidity $
$5.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0255 · σ=0.0121 · range [0.0015, 0.0535] · R²=0.444▼ FALLING -97.20%σ EXTREME 47.37%LAST 0.00150.05350.04050.02750.01450.0015μ = 0.0255max 0.0535min 0.0015dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9745 · σ=0.0121 · range [0.9465, 0.9985] · R²=0.444▲ RISING +5.49%σ NORMAL 1.24%LAST 0.99850.99850.98550.97250.95950.9465μ = 0.9745max 0.9985min 0.9465dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0021 · σ=0.0081 · skew=0.03 (symmetric) · kurt=0.37 (mesokurtic)653203-1.65ppbin -1.65pp · n=3 · 50.0% peakbin -1.65pp · n=3 · 50.0% peak1-1.26ppbin -1.26pp · n=1 · 16.7% peakbin -1.26pp · n=1 · 16.7% peak1-0.88ppbin -0.88pp · n=1 · 16.7% peakbin -0.88pp · n=1 · 16.7% peak5-0.49ppbin -0.49pp · n=5 · 83.3% peakbin -0.49pp · n=5 · 83.3% peak5-0.10ppbin -0.10pp · n=5 · 83.3% peakbin -0.10pp · n=5 · 83.3% peak60.29ppbin 0.29pp · n=6 · 100.0% peakbin 0.29pp · n=6 · 100.0% peak20.68ppbin 0.68pp · n=2 · 33.3% peakbin 0.68pp · n=2 · 33.3% peak1.07pp1.46pp11.85ppbin 1.85pp · n=1 · 16.7% peakbin 1.85pp · n=1 · 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=0.18 · kurt=1.00 · near 19 / mid 5 / far 0 · OLS slope=0.99 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALMILDLY HEAVY LOWER-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 MEAN2.55¢95% CI: [2.08¢, 3.03¢]
σ STD DEV1.21ppσ² = 1.462 · CV = 47.37%
med MEDIAN2.55¢Q₁ 2.15¢ · Q₃ 3.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.20pp · IQR 0.95pp (1.349σ→1.63pp)
min 0.15¢Q₁ 2.15¢med 2.55¢Q₃ 3.10¢max 5.35¢μ
SKEWNESS · G₁-0.103approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.088mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRdiverges from normalratio = 1.72
range ↔ σwide tails (range > 4σ)range / σ = 4.30
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.023within white-noise band
ρ(2) AUTOCORR-0.007lag-2 not significant
H · HURST EXPONENT0.972strongly persistent
OLS TREND · t-STAT-4.283significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.972
H = 0.972STRONGLY 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=1-0.023k=2-0.007k=3-0.377k=4-0.058k=5+0.0540+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|=4.28)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.97very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.28)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 ID2528147
SLUGhighest-temperature-in-seoul-on-june-15-2026-31c
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.15¢implied prob 0.15% · decimal odds 666.67×
COUNTER · NO99.85¢implied prob 99.85% · decimal odds 1.00×
0.15¢
99.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME28.52k USD 24h
LIQUIDITY5.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%YES p̂0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES666.67×(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) = 0.016 bits (2% 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
05hrs
00min
5.0 hours·θ = 5.923 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 99.9%)
current: $0.0015 · 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=1.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.923 pp/day
now5.01h left
5.923 pp/day×1.00
−25%3.76h left
6.839 pp/day×1.15
−50%2.50h left
8.376 pp/day×1.41
−75%1.25h left
11.845 pp/day×2.00
−90%0.50h left
18.729 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 2.05% · worst -1.85% · typical |Δ| 0.60%MILD BEARISH -5.20%BEST+2.05%13hWORST-1.85%16hTYPICAL |Δ|0.60%mean absoluteCUMULATIVE-5.20%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.32% · Σ -2.25%EUROPE · 08-16 UTCμ +0.08% · Σ +0.65%US · 16-24 UTCμ -0.45% · Σ -3.60%CUMULATIVE Δ PATH · final -5.20%+0.00%-5.20%-1.60% · 1h-1.60% · 1h-1.60%1h-1.20% · 2h-1.20% · 2h-1.20%2h0.15% · 3h0.15% · 3h0.15%3h0.50% · 4h0.50% · 4h0.50%4h-0.65% · 5h-0.65% · 5h-0.65%5h0.55% · 6h0.55% · 6h0.55%6h0.00% · 7h0.00% · 7h·7h-0.65% · 8h-0.65% · 8h-0.65%8h0.15% · 9h0.15% · 9h0.15%9h-0.45% · 10h-0.45% · 10h-0.45%10h0.30% · 11h0.30% · 11h0.30%11h-0.15% · 12h-0.15% · 12h-0.15%12h2.05% · 13h2.05% · 13h2.05%13h★ BEST-0.50% · 14h-0.50% · 14h-0.50%14h-0.10% · 15h-0.10% · 15h-0.10%15h-1.85% · 16h-1.85% · 16h-1.85%16h▼ WORST0.05% · 17h0.05% · 17h0.05%17h0.40% · 18h0.40% · 18h0.40%18h0.10% · 19h0.10% · 19h0.10%19h0.40% · 20h0.40% · 20h0.40%20h-1.60% · 21h-1.60% · 21h-1.60%21h-0.70% · 22h-0.70% · 22h-0.70%22h-0.40% · 23h-0.40% · 23h-0.40%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.65%)RUNSup max 4 · down max 3BREADTH42% up · 50% down · 8% flat
10 up bars · 12 down · best 2.05% · worst -1.85% · typical |Δ| 0.604%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.15%FINAL-5.15%MAX DD-5.15%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9485 · peak 1.0000 · range [0.9485, 1.0000]1.00000.9485break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -5.15% · significant0%-5.15%▼ TROUGH -5.15%TOP DRAWDOWN PERIODS · 1 total#1 -5.15%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsignificant (max -5.15%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9485 (-5.15%) · max DD -5.15% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-14.81 · σ=21.95UNPROFITABLE STRATEGYLAST -47.84 (-1.50σ vs μ)47.8423.920.00-23.92-47.84μ = -14.81-38.51-38.51-14.74-14.74-2.93-2.93-2.93-2.93-33.59-33.59-3.42-3.42-34.52-34.5220.1120.1123.1123.1118.7918.79-3.09-3.09-6.22-6.220.610.61-36.74-36.74-18.39-18.39-37.97-37.97-26.84-26.84-36.25-36.25-47.84-47.84v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -47.837 · range [-47.84, 23.11] · μ -14.808 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=76.7692 · σ=25.5870 · range [33.8325, 118.7371] · R²=0.144▼ FALLING -21.29%σ EXTREME 33.33%LAST 67.1452118.737197.510976.284855.058733.8325μ = 76.7692max 118.7371min 33.8325dataMA(3)OLS R²=0.14μ lineμ ± σ bandmaxmin
latest 67.15% · range [33.83%, 118.74%] · μ 76.77% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.216 · σ=0.234MEAN-REVERSIONLAST -0.069 (+0.63σ vs μ)0.6880.3440.000-0.344-0.688μ = -0.2160.1300.130-0.312-0.312-0.424-0.424-0.559-0.559-0.458-0.458-0.304-0.304-0.688-0.688-0.141-0.141-0.458-0.458-0.400-0.400-0.136-0.136-0.156-0.156-0.105-0.105-0.115-0.115-0.014-0.014-0.078-0.0780.1210.1210.0700.070-0.069-0.069v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.069 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.5086
p-VALUE (log scale)
0.2853
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
4.4397
p-VALUE (log scale)
0.4894
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
-2.1787
p-VALUE (log scale)
0.2214
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)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5533
p-VALUE (log scale)
0.0297
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
-0.4208
p-VALUE (log scale)
0.6739
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.872 ≈ 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=6.77e-5 · top T=2.18h (22.0%) · top-3 cover 52.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.8e-41.3e-48.9e-54.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.39e-5 · 10.3% energyperiod 24.0 · power 8.39e-5 · 10.3% energyperiod 12.0 · power 4.07e-6 · 0.5% energyperiod 12.0 · power 4.07e-6 · 0.5% energyperiod 8.0 · power 9.97e-5 · 12.3% energyperiod 8.0 · power 9.97e-5 · 12.3% energyperiod 6.0 · power 8.90e-5 · 11.0% energyperiod 6.0 · power 8.90e-5 · 11.0% energyperiod 4.8 · power 1.51e-4 · 18.6% energyperiod 4.8 · power 1.51e-4 · 18.6% energyperiod 4.0 · power 1.14e-5 · 1.4% energyperiod 4.0 · power 1.14e-5 · 1.4% energyperiod 3.4 · power 9.04e-5 · 11.1% energyperiod 3.4 · power 9.04e-5 · 11.1% energyperiod 3.0 · power 1.36e-5 · 1.7% energyperiod 3.0 · power 1.36e-5 · 1.7% energyperiod 2.7 · power 1.25e-5 · 1.5% energyperiod 2.7 · power 1.25e-5 · 1.5% energyperiod 2.4 · power 5.92e-5 · 7.3% energyperiod 2.4 · power 5.92e-5 · 7.3% energyperiod 2.2 · power 1.79e-4 · 22.0% energyperiod 2.2 · power 1.79e-4 · 22.0% energyperiod 2.0 · power 1.84e-5 · 2.3% energyperiod 2.0 · power 1.84e-5 · 2.3% energy50% by T=4.8h#1 dominantT=2.18h#2T=4.80h#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 ≈ 2.18h (freq 0.458) · concentrates 22.0% of total energy · Σ|X̂|²/n = 8.121e-4

▸ Depth section using sovereign-store price series (242 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 0.003pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0015 · n = 242✓ n = 242
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move0d
0.01pp
σ × √6
Terminal variancebinary
0.0015
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 0.05pp · unique ratio 0.01✓ n = 242
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
25.0pp
peak 0.2¢ → trough 0.1¢
Median step
0.05pp
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
666.667
total return per $1
AmericanUS
+66567
$100 wins $66567
FractionalUK
665.67 / 1
profit per $1 risked
Profit per $100stake
+$66566.67
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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.38 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
49320991022416319565655139568384260528691751921395095917810905831840675304162
NO token ID
48977884227155395370835157060839523861300726969271148284541418820533693264620
Snapshot fetched
2026-06-15 06:59:29 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 06:59:29 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ef2af6b0f91a855b4b0472da857d5e6d7bcc303fe10f7ca7c649bdb97d36e76e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil93.4¢HL PREDSpain91.9¢HL PREDNorway78.9¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?86¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?93¢POLYMARKETWill Mexico win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$65,800HL PERPETH-USD perpetual$1,719.9HL PERPHYPE-USD perpetual$65.2

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
0.001500
(best bid + best ask) / 2
Spread
6666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.942
ask-heavy
Imbalance (top-5)
+0.044
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-15-2026-31c/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2420891603929.98bp0.73900049FILLED
BUY$10.00K0.6687414448276.10bp0.97800069FILLED
BUY$100.00K0.8432595611724.66bp0.99900076PARTIAL
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 242 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2453.62%
σ per bar = 0.018531
Mean return (annualised)
-209268.13%
μ per bar = -0.001194
Sharpe (rf=0)
-85.29
annualised; risk-free assumed zero
Max drawdown
25.00%
peak 0.00 → trough 0.00 over 50 bars

/api/asset/pm-highest-temperature-in-seoul-on-june-15-2026-31c/risk · same metrics, JSON