POLYMARKET · PREDICTION MARKET · NETANYAHU OUT BY...?

Netanyahu out by June 30?

YES · live
1.1¢
NO · live
98.9¢

▸ Advanced metrics · M2M bundle

polymarket · netanyahu-out-by-june-30-383-244-575 · fresh · feed 0s old
24h sparkline · 60 pts 0.00%
realized vol (ann.)
7.97%
max drawdown
11.54%
sharpe
ulcer index
5.31%
RMS drawdown
pain index
3.79%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
11.54%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
0.00%
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-netanyahu-out-by-june-30-383-244-575/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH19ms--:--:-- 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
1.1¢
NO · live
98.9¢
YES price · live 24h
n=25 · μ=0.0120 · σ=0.0004 · range [0.0115, 0.0130] · R²=0.242 FALLING -4.17%σ NORMAL 3.17%LAST 0.01150.01300.01260.01230.01190.0115μ = 0.0120max 0.0130min 0.0115dataMA(5)OLS R²=0.24μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.15¢
YES / NO split · live
YES 1.1%NO 98.9%NO98.9%98.85¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.091 / 1.00 bits (9%) · informative — one side favoured
YES
1.1%1.1¢86.96× +0.00pp
NO
98.9%98.9¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=85 · μ=3.5 · σ=3.8 · CV=1.06BURSTYcumulative energy ↗ · 50% by h=12035810μ = 41050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 85bp moved · peak 10bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
19ms
YES mid
1.15¢ (1.15%)
NO mid
98.85¢ (98.85%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$96.3k
liquidity $
$74.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0120 · σ=0.0004 · range [0.0115, 0.0130] · R²=0.242 FALLING -4.17%σ NORMAL 3.17%LAST 0.01150.01300.01260.01230.01190.0115μ = 0.0120max 0.0130min 0.0115dataMA(5)OLS R²=0.24μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.15¢
NO price · CLOB mid
n=25 · μ=0.9880 · σ=0.0004 · range [0.9870, 0.9885] · R²=0.242 FLATσ LOW 0.04%LAST 0.98850.98850.98810.98780.98740.9870μ = 0.9880max 0.9885min 0.9870dataMA(5)OLS R²=0.24μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0005 · skew=-0.20 (symmetric) · kurt=-0.52 (mesokurtic)1186302-0.09ppbin -0.09pp · n=2 · 18.2% peakbin -0.09pp · n=2 · 18.2% peak-0.07pp5-0.05ppbin -0.05pp · n=5 · 45.5% peakbin -0.05pp · n=5 · 45.5% peak-0.03pp-0.01pp110.01ppbin 0.01pp · n=11 · 100.0% peakbin 0.01pp · n=11 · 100.0% peak0.03pp40.05ppbin 0.05pp · n=4 · 36.4% peakbin 0.05pp · n=4 · 36.4% peak0.07pp20.09ppbin 0.09pp · n=2 · 18.2% peakbin 0.09pp · n=2 · 18.2% 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=0.08 · kurt=-0.18 · near 14 / mid 10 / far 0 · OLS slope=0.98 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25RIGHT-SKEWED (G₁=0.67)
μ MEAN1.20¢95% CI: [1.18¢, 1.21¢]
σ STD DEV0.04ppσ² = 14.417×10⁻⁴ · CV = 3.17%
med MEDIAN1.20¢Q₁ 1.15¢ · Q₃ 1.20¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.15¢Q₁ 1.15¢med 1.20¢Q₃ 1.20¢max 1.30¢μ
SKEWNESS · G₁0.670right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.346mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRconsistent with normalratio = 1.02
range ↔ σconcentrated (range < 4σ)range / σ = 3.95
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) -0.49 + ADF rejected
ρ(1) AUTOCORR-0.486negative · reversal
ρ(2) AUTOCORR+0.002lag-2 not significant
H · HURST EXPONENT0.511random-walk
OLS TREND · t-STAT-2.711significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.511RANDOM-WALK
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=1-0.486k=2+0.002k=3-0.122k=4+0.198k=5-0.2420+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) -0.49 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.51high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.71)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 ID1484987
SLUGnetanyahu-out-by-june-30-383-244-575
CATEGORYNetanyahu out by...?
TWO-SIDED PRICING
PRIMARY · YES1.15¢implied prob 1.15% · decimal odds 86.96×
COUNTER · NO98.85¢implied prob 98.85% · decimal odds 1.01×
1.15¢
98.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME96.31k USD 24h
LIQUIDITY74.05k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.977 · entropy 0.091 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 1.1%NO 98.9%YES1.1%H = 0.091 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES86.96×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.091 bits (9% 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 · DISTANTresolves 2026-06-30 00:00 UTC
15days
07hrs
45min
YES$1.00(P = 1.1%)
NO$0.00(P = 98.9%)
current: $0.0115 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.7dRESOLVESP projection · σ=0.04% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.186 pp/day
now15.32d left
0.186 pp/day×1.00
−25%11.49d left
0.215 pp/day×1.15
−50%7.66d left
0.263 pp/day×1.41
−75%3.83d left
0.372 pp/day×2.00
−90%1.53d left
0.588 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 0.10% · worst -0.10% · typical |Δ| 0.04%MILD BEARISH -0.05%BEST+0.10%22hWORST-0.10%23hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE-0.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ -0.01% · Σ -0.05%CUMULATIVE Δ PATH · final -0.05%+0.10%-0.05%0.10% · 1h0.10% · 1h0.10%1h-0.10% · 2h-0.10% · 2h-0.10%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.05% · 7h0.05% · 7h0.05%7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.05% · 10h0.05% · 10h0.05%10h0.00% · 11h0.00% · 11h·11h0.05% · 12h0.05% · 12h0.05%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-0.05% · 17h-0.05% · 17h-0.05%17h0.05% · 18h0.05% · 18h0.05%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.10% · 22h0.10% · 22h0.10%22h★ BEST-0.10% · 23h-0.10% · 23h-0.10%23h▼ WORST0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH25% up · 29% down · 46% flat
6 up bars · 7 down · best 0.10% · worst -0.10% · typical |Δ| 0.035%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.05%MAX DD-0.15%RECOVERYONGOING · 23 barsMAX RUN-UP+0.10%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9995 · peak 1.0010 · range [0.9995, 1.0010]1.00100.9995break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.15% · shallow0%-0.15%▼ TROUGH -0.15%TOP DRAWDOWN PERIODS · 1 total#1 -0.15%bar 3-25 · 23 bars · ONGOINGDD SEVERITYshallow (max -0.15%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9995 (-0.05%) · max DD -0.15% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −9 (16% positive) · μ=-6.20 · σ=13.63UNPROFITABLE STRATEGYLAST -11.74 (-0.41σ vs μ)20.7210.360.00-10.36-20.72μ = -6.200.000.00-15.87-15.870.000.00-20.72-20.720.000.000.000.0015.8715.87-15.87-15.870.000.0020.7220.720.000.00-20.72-20.72-20.72-20.72-20.72-20.72-20.72-20.72-20.72-20.7213.3413.340.000.00-11.74-11.74v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -11.736 · range [-20.72, 20.72] · μ -6.204 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=4.2720 · σ=1.0845 · range [2.9597, 6.6182] · R²=0.047 RISING +5.08%σ EXTREME 25.39%LAST 6.22016.61825.70364.78893.87432.9597μ = 4.2720max 6.6182min 2.9597dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 6.22% · range [2.96%, 6.62%] · μ 4.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.400 · σ=0.223MEAN-REVERSIONLAST -0.456 (-0.25σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.400-0.500-0.500-0.006-0.006-0.500-0.500-0.010-0.010-0.250-0.250-0.250-0.250-0.178-0.178-0.178-0.178-0.500-0.500-0.363-0.363-0.500-0.500-0.422-0.422-0.422-0.422-0.716-0.716-0.775-0.775-0.775-0.775-0.297-0.297-0.500-0.500-0.456-0.456v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.456 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.0366
p-VALUE (log scale)
0.9819
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
10.0058
p-VALUE (log scale)
0.0742
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-4.2284
p-VALUE (log scale)
0.0009
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.4803
p-VALUE (log scale)
0.1388
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5686
p-VALUE (log scale)
0.0262
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.3927
p-VALUE (log scale)
0.0167
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.272 → mean-reverting
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=2.71e-7 · top T=3.00h (25.3%) · top-3 cover 64.1%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)8.2e-76.2e-74.1e-72.1e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.71e-10 · 0.0% energyperiod 24.0 · power 1.71e-10 · 0.0% energyperiod 12.0 · power 3.27e-8 · 1.0% energyperiod 12.0 · power 3.27e-8 · 1.0% energyperiod 8.0 · power 3.48e-8 · 1.1% energyperiod 8.0 · power 3.48e-8 · 1.1% energyperiod 6.0 · power 7.29e-8 · 2.2% energyperiod 6.0 · power 7.29e-8 · 2.2% energyperiod 4.8 · power 2.40e-7 · 7.4% energyperiod 4.8 · power 2.40e-7 · 7.4% energyperiod 4.0 · power 5.21e-8 · 1.6% energyperiod 4.0 · power 5.21e-8 · 1.6% energyperiod 3.4 · power 6.91e-7 · 21.3% energyperiod 3.4 · power 6.91e-7 · 21.3% energyperiod 3.0 · power 8.23e-7 · 25.3% energyperiod 3.0 · power 8.23e-7 · 25.3% energyperiod 2.7 · power 1.53e-7 · 4.7% energyperiod 2.7 · power 1.53e-7 · 4.7% energyperiod 2.4 · power 3.21e-7 · 9.9% energyperiod 2.4 · power 3.21e-7 · 9.9% energyperiod 2.2 · power 5.69e-7 · 17.5% energyperiod 2.2 · power 5.69e-7 · 17.5% energyperiod 2.0 · power 2.60e-7 · 8.0% energyperiod 2.0 · power 2.60e-7 · 8.0% energy50% by T=3.0h#1 dominantT=3.00h#2T=3.43h#3T=2.18hT=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 25.3% of total energy · Σ|X̂|²/n = 3.250e-6

▸ Depth section using sovereign-store price series (3843 bars · effective 1752810 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 15.3 d · σ/bar 0.005pp · expected |Δp| over horizon 0.10ppterminal variance p(1−p) = 0.0114 · n = 3843n = 3843
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.005pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move15d
0.10pp
σ × √367.750185
Terminal variancebinary
0.0114
p(1−p) at resolution
Current pricep
1.1¢
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 0.00n = 3843
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
11.5pp
peak 1.3¢ → trough 1.1¢
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
1.1%
= price
Decimal oddsEU
86.957
total return per $1
AmericanUS
+8596
$100 wins $8596
FractionalUK
85.96 / 1
profit per $1 risked
Profit per $100stake
+$8595.65
clean dollar framing
-1000-5000+500+1000020406080100you · 1.1%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)
0.091 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.091 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.44 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
110540225177219524039862595475289990032643955968401089134377304882717624846278
NO token ID
54062452792656591940498333119952225497035882944827198088651910072416401737992
Snapshot fetched
2026-06-14 16:14:59 UTC
Snapshot age
19ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:14:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9df1956678521f4b0875a3a1a9e9328d8bfc9d252c35c0c529637c6a5704d784 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Netanyahu out by...?

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
0.011500
(best bid + best ask) / 2
Spread
869.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.685
ask-heavy
Imbalance (top-5)
+0.703
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-netanyahu-out-by-june-30-383-244-575/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.03579821128.28bp0.09800023FILLED
BUY$10.00K0.179585146160.96bp0.60000059FILLED
BUY$100.00K0.601702513219.41bp0.93000083FILLED
SELL$1.00K0.0022238067.10bp0.00100011PARTIAL
SELL$10.00K0.0022238067.10bp0.00100011PARTIAL
SELL$100.00K0.0022238067.10bp0.00100011PARTIAL

Risk metrics

sovereign store · 3,843 barsperiods/year ≈ 1.75M
Realized vol (annualised)
590.49%
σ per bar = 0.004460
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
11.54%
peak 0.01 → trough 0.01 over 200 bars

/api/asset/pm-netanyahu-out-by-june-30-383-244-575/risk · same metrics, JSON