POLYMARKET · PREDICTION MARKET · STRAIT OF HORMUZ TRAFFIC RETURNS TO NORMAL BY JULY 15?
Strait of Hormuz traffic returns to normal by July 15?
36.5¢
63.5¢
▸ Advanced metrics · M2M bundle
polymarket · strait-of-hormuz-traffic-returns-to-normal-by-july-15 · fresh · feed 0s oldrealized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-strait-of-hormuz-traffic-returns-to-normal-by-july-15/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
36.5¢
NO · live
63.5¢
22 ticks · last 37.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.947 / 1.00 bits (95%) · high uncertainty
YES36.5%36.5¢2.74×▬ +0.00pp
NO63.5%63.5¢1.57×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 3300bp moved · peak 700bp · n=21 ticks
6ms
36.50¢ (36.50%)
63.50¢ (63.50%)
100.00%
0.000pp
$83.3k
$64.4k
22 ticks (live)
§1 · 24h price history (YES + NO tokens)
22 YES observations from clob.polymarket.com · last 37.50¢
22 NO observations from clob.polymarket.com · last 62.50¢
§2 · Distribution of Δp
n=21
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=22LEFT-SKEWED (G₁=-0.98)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.980left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.084mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.31 + ADF rejected
HURST EXPONENT [0, 1]
H = 1.025STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
36.50¢
63.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2.74×(37¢)NO1.57×(64¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.947 bits (95% of max) · high uncertainty
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
⏱ URGENCY · DISTANTresolves 2026-07-15 00:00 UTC
30days
04hrs
51min
YES →$1.00
NO →$0.00
current: $0.3650 · expected return per side: $0.64 on YES hit · $0.36 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 21.519 pp/day
now30.20d left21.519 pp/day×1.00
−25%22.65d left24.848 pp/day×1.15
−50%15.10d left30.433 pp/day×1.41
−75%7.55d left43.038 pp/day×2.00
−90%3.02d left68.050 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
8 up bars · 7 down · best 7.00% · worst -6.00% · typical |Δ| 1.571%
§10 · Equity curve & underwater drawdown
final equity 0.9449 (-5.51%) · max DD -15.54% · time-under-water 15/22 bars
§11 · Rolling-window statistics (w = 5 bars)
latest -1.875 · range [-76.42, 89.49] · μ -13.354 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 467.27% · range [39.15%, 485.66%] · μ 175.01% · σ̂ scaled to annualised (×√8760)
latest -0.527 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀*H₀: Δp ~ Normal(μ, σ²)
STATISTIC
8.6253
p-VALUE (log scale)
0.0134
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
4.2370
p-VALUE (log scale)
0.5175
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.1413
p-VALUE (log scale)
0.6994
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.7898
p-VALUE (log scale)
0.4297
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5427
p-VALUE (log scale)
0.0320
Variance ratio q=2
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.2571
p-VALUE (log scale)
0.2087
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)
dominant period ≈ 2.33h (freq 0.429) · concentrates 32.0% of total energy · Σ|X̂|²/n = 6.590e-3
§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
Horizon 30.2 d · σ/bar 2.567pp · expected |Δp| over horizon 69.12ppterminal variance p(1−p) = 0.2344 · n = 22⊘ disabled · n < 25
μ per bar
-0.238pp
average Δp · drift
σ per bar
2.567pp
one-bar volatility · logit-free
Per-day movedaily
12.58pp
σ × √24
Per-horizon move30d
69.12pp
σ × √724.8549155555556
Terminal variancebinary
0.2344
p(1−p) at resolution
Current pricep
37.5¢
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
VaR₉₅ 4.46pp · ES₉₅ 5.53pp · method parametric · drift-correcteddrift -0.238pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.64⊘ disabled · n < 30
VaR 95%
4.46pp
1.645·σ (parametric) of Δp
ES 95%
5.53pp
mean of the tail
Max drawdown
35.5pp
peak 46.5¢ → trough 30.0¢
Median step
1.00pp
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
Implied probabilityP
36.5%
= price
Decimal oddsEU
2.740
total return per $1
AmericanUS
+174
$100 wins $174
FractionalUK
1.74 / 1
profit per $1 risked
Profit per $100stake
+$173.97
clean dollar framing
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
Market entropyH(p)
0.947 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.947 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.45 bit
self-information
Surprise · NO−log₂(1−p)
0.66 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
89075579425844467185868633488322759623361856543369509366205030098390192743019- NO token ID
71279521496039829536704041318414999273049358723733201938586896590878069795154- Snapshot fetched
- 2026-06-14 19:08:42 UTC
- Snapshot age
- 6ms
- History points
- 22 CLOB mids
- Page rendered
- 2026-06-14 19:08:42 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
2c14c52776529c6b55239d9a78ff5f01495e820375b1d15076cb88dbbe4ff28f· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Strait of Hormuz traffic returns to normal by July 15?
Market depth
▸ live order book · Polymarket YESDepth 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
0.370000
(best bid + best ask) / 2
Spread
540.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.104
bid-heavy
Imbalance (top-5)
-0.465
ask-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-strait-of-hormuz-traffic-returns-to-normal-by-july-15/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.382558 | 339.39bp | 0.390000 | 2 | FILLED |
| BUY | $10.00K | 0.425320 | 1495.14bp | 0.460000 | 9 | FILLED |
| BUY | $100.00K | 0.701429 | 8957.53bp | 0.890000 | 38 | FILLED |
| SELL | $1.00K | 0.346816 | 626.60bp | 0.340000 | 3 | FILLED |
| SELL | $10.00K | 0.145338 | 6071.95bp | 0.080000 | 23 | FILLED |
| SELL | $100.00K | 0.053860 | 8544.33bp | 0.010000 | 30 | PARTIAL |
Risk metrics
▸ upstream candles · 22 barsRealized vol (annualised)
—
σ per bar = 0.072927
Mean return (annualised)
—
μ per bar = -0.005960
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
35.48%
peak 0.47 → trough 0.30 over 10 bars
/api/asset/pm-strait-of-hormuz-traffic-returns-to-normal-by-july-15/risk · same metrics, JSON