POLYMARKET · PREDICTION MARKET · WILL __ SHIPS TRANSIT THE STRAIT OF HORMUZ ON ANY DAY BY JUNE 30?

Will 40 ships transit the Strait of Hormuz on any day by June 30, 2026?

YES · live
57.0¢
NO · live
43.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
267.67%
max drawdown
12.09%
sharpe
—
ulcer index
5.38%
RMS drawdown
pain index
4.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.09%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
1047
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5.4s⏱--:--:-- 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
57.0¢
NO · live
43.0¢
YES price · live 24h
n=25 · μ=0.4888 · σ=0.0557 · range [0.4000, 0.5700] · R²=0.114▲ RISING +25.27%σ HIGH 11.40%LAST 0.57000.57000.52750.48500.44250.4000μ = 0.4888max 0.5700min 0.4000dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 57.00¢
YES / NO split · live
YES 57.0%NO 43.0%YES57.0%57.00¢ · odds 1/1.75
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.986 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
57.0%57.0¢1.75×▬ +0.00pp
NO
43.0%43.0¢2.33×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,750 · μ=281.2 · σ=355.3 · CV=1.26BURSTY · concentratedcumulative energy ↗ · 50% by h=1003256509751,300μ = 2811,30050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6750bp moved · peak 1300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5.4s
▲YES mid
57.00¢ (57.00%)
▼NO mid
43.00¢ (43.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$20.2k
≋liquidity $
$30.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4888 · σ=0.0557 · range [0.4000, 0.5700] · R²=0.114▲ RISING +25.27%σ HIGH 11.40%LAST 0.57000.57000.52750.48500.44250.4000μ = 0.4888max 0.5700min 0.4000dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 57.00¢
NO price · CLOB mid
n=25 · μ=0.5112 · σ=0.0557 · range [0.4300, 0.6000] · R²=0.114▼ FALLING -21.10%σ HIGH 10.90%LAST 0.43000.60000.55750.51500.47250.4300μ = 0.5112max 0.6000min 0.4300dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 43.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0050 · σ=0.0441 · skew=1.20 (right-skewed) · kurt=1.49 (leptokurtic (fat tails))975202-6.00ppbin -6.00pp · n=2 · 22.2% peakbin -6.00pp · n=2 · 22.2% peak2-4.00ppbin -4.00pp · n=2 · 22.2% peakbin -4.00pp · n=2 · 22.2% peak4-2.00ppbin -2.00pp · n=4 · 44.4% peakbin -2.00pp · n=4 · 44.4% peak90.00ppbin 0.00pp · n=9 · 100.0% peakbin 0.00pp · n=9 · 100.0% peak32.00ppbin 2.00pp · n=3 · 33.3% peakbin 2.00pp · n=3 · 33.3% peak14.00ppbin 4.00pp · n=1 · 11.1% peakbin 4.00pp · n=1 · 11.1% peak16.00ppbin 6.00pp · n=1 · 11.1% peakbin 6.00pp · n=1 · 11.1% peak8.00pp10.00pp212.00ppbin 12.00pp · n=2 · 22.2% peakbin 12.00pp · n=2 · 22.2% 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=1.31 · kurt=1.85 · near 12 / mid 12 / far 0 · OLS slope=0.95 intercept=-0.00RIGHT-SKEWED · HEAVY POSITIVE TAILMILDLY HEAVY UPPERLOWER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.49)
μ MEAN48.88¢95% CI: [46.70¢, 51.06¢]
σ STD DEV5.57ppσ² = 31.068 · CV = 11.40%
med MEDIAN46.00¢Q₁ 44.50¢ · Q₃ 55.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 17.00pp · IQR 11.00pp (1.349σ→7.52pp)
min 40.00¢Q₁ 44.50¢med 46.00¢Q₃ 55.50¢max 57.00¢μ
SKEWNESS · G₁0.312approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.488platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.52
σ × 1.349 ↔ IQRdiverges from normalratio = 0.68
range ↔ σconcentrated (range < 4σ)range / σ = 3.05
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) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.299within white-noise band
ρ(2) AUTOCORR+0.230lag-2 not significant
H · HURST EXPONENT0.887strongly persistent
OLS TREND · t-STAT-1.721fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.887
H = 0.887STRONGLY 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=1-0.299k=2+0.230k=3-0.030k=4+0.056k=5+0.0480+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]MARGINAL @ 10% (|t|=1.72)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.72)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 ID2412402
SLUGwill-40-ships-tr…june-30-2026
CATEGORYWill __ ships tr… by June 30?
TWO-SIDED PRICINGFAVOURS YES (57¢)
PRIMARY · YES57.00¢implied prob 57.00% · decimal odds 1.75×
COUNTER · NO43.00¢implied prob 43.00% · decimal odds 2.33×
57.00¢
43.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME20.17k USD 24h
LIQUIDITY30.08k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (57¢)|primary − counter| = 0.140 · entropy 0.986 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 57.0%NO 43.0%YES p̂57.0%H = 0.986 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.75×(57¢)NO2.33×(43¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.986 bits (99% of max) · maximum uncertainty (~50/50)
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 · LOWresolves 2026-06-30 16:00 UTC
10days
02hrs
54min
10.12 days·θ = 27.306 pp/day
YES →$1.00(P = 57.0%)
NO →$0.00(P = 43.0%)
current: $0.5700 · expected return per side: $0.43 on YES hit · $0.57 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.1dRESOLVESP projection · σ=5.57% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 27.306 pp/day
now10.12d left
27.306 pp/day×1.00
−25%7.59d left
31.531 pp/day×1.15
−50%5.06d left
38.617 pp/day×1.41
−75%2.53d left
54.613 pp/day×2.00
−90%1.01d left
86.350 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 13.00% · worst -7.00% · typical |Δ| 2.81%MILD BULLISH +11.50%BEST+13.00%23hWORST-7.00%3hTYPICAL |Δ|2.81%mean absoluteCUMULATIVE+11.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.43% · Σ +10.00%EUROPE · 08-16 UTCμ -1.25% · Σ -10.00%US · 16-24 UTCμ +1.44% · Σ +11.50%CUMULATIVE Δ PATH · final +11.50%+11.50%-5.50%0.00% · 1h0.00% · 1h·1h11.50% · 2h11.50% · 2h11.50%2h-7.00% · 3h-7.00% · 3h-7.00%3h▼ WORST6.50% · 4h6.50% · 4h6.50%4h0.00% · 5h0.00% · 5h·5h-0.50% · 6h-0.50% · 6h-0.50%6h-0.50% · 7h-0.50% · 7h-0.50%7h-5.00% · 8h-5.00% · 8h-5.00%8h2.00% · 9h2.00% · 9h2.00%9h-2.00% · 10h-2.00% · 10h-2.00%10h-2.00% · 11h-2.00% · 11h-2.00%11h-4.00% · 12h-4.00% · 12h-4.00%12h0.00% · 13h0.00% · 13h·13h1.50% · 14h1.50% · 14h1.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h0.00% · 16h0.00% · 16h·16h-2.00% · 17h-2.00% · 17h-2.00%17h-3.50% · 18h-3.50% · 18h-3.50%18h3.50% · 19h3.50% · 19h3.50%19h-1.00% · 20h-1.00% · 20h-1.00%20h1.50% · 21h1.50% · 21h1.50%21h0.00% · 22h0.00% · 22h·22h13.00% · 23h13.00% · 23h13.00%23h★ BEST0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+11.50%)RUNSup max 1 · down max 3BREADTH29% up · 46% down · 25% flat
7 up bars · 11 down · best 13.00% · worst -7.00% · typical |Δ| 2.812%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +9.64%FINAL+9.64%MAX DD-16.33%RECOVERYONGOING · 22 barsMAX RUN-UP+11.50%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 1.0964 · peak 1.1150 · range [0.9329, 1.1150]1.11500.9329break-even = 1★ PEAK 1.1150UNDERWATER DRAWDOWN · max -16.33% · severe0%-16.33%▼ TROUGH -16.33%TOP DRAWDOWN PERIODS · 1 total#1 -16.33%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsevere (max -16.33%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0964 (9.64%) · max DD -16.33% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-19.14 · σ=35.54UNPROFITABLE STRATEGYLAST 50.78 (+1.97σ vs μ)71.8035.900.00-35.90-71.80μ = -19.1425.5625.5624.2224.22-21.65-21.6510.3710.37-39.91-39.91-53.87-53.87-71.80-71.80-66.96-66.96-30.28-30.28-57.02-57.02-40.73-40.73-40.73-40.73-40.03-40.03-6.28-6.28-23.19-23.19-9.34-9.34-9.34-9.3436.5136.5150.7850.78v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 50.785 · range [-71.80, 50.78] · μ -19.142 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=303.7890 · σ=150.2425 · range [164.1250, 602.7006] · R²=0.067▼ FALLING -18.52%σ EXTREME 49.46%LAST 488.7290602.7006493.0567383.4128273.7689164.1250μ = 303.7890max 602.7006min 164.1250dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 488.73% · range [164.12%, 602.70%] · μ 303.79% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.263 · σ=0.314MEAN-REVERSIONLAST -0.376 (-0.36σ vs μ)0.7220.3610.000-0.361-0.722μ = -0.263-0.722-0.722-0.612-0.612-0.346-0.346-0.070-0.070-0.591-0.591-0.610-0.610-0.532-0.532-0.498-0.4980.0530.0530.2530.2530.2210.221-0.033-0.0330.3210.321-0.228-0.228-0.370-0.370-0.353-0.353-0.325-0.325-0.188-0.188-0.376-0.376v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.376 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
14.5842
p-VALUE (log scale)
0.0007
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
4.1206
p-VALUE (log scale)
0.5340
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
-1.8600
p-VALUE (log scale)
0.3619
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
0.7407
p-VALUE (log scale)
0.4588
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2965
p-VALUE (log scale)
0.1882
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.2735
p-VALUE (log scale)
0.2028
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.612 ≈ 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=1.98e-3 · top T=2.40h (32.3%) · top-3 cover 60.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.7e-35.8e-33.8e-31.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.94e-3 · 16.6% energyperiod 24.0 · power 3.94e-3 · 16.6% energyperiod 12.0 · power 9.03e-4 · 3.8% energyperiod 12.0 · power 9.03e-4 · 3.8% energyperiod 8.0 · power 3.93e-4 · 1.7% energyperiod 8.0 · power 3.93e-4 · 1.7% energyperiod 6.0 · power 9.69e-5 · 0.4% energyperiod 6.0 · power 9.69e-5 · 0.4% energyperiod 4.8 · power 9.04e-4 · 3.8% energyperiod 4.8 · power 9.04e-4 · 3.8% energyperiod 4.0 · power 5.64e-4 · 2.4% energyperiod 4.0 · power 5.64e-4 · 2.4% energyperiod 3.4 · power 2.05e-3 · 8.6% energyperiod 3.4 · power 2.05e-3 · 8.6% energyperiod 3.0 · power 2.58e-3 · 10.8% energyperiod 3.0 · power 2.58e-3 · 10.8% energyperiod 2.7 · power 2.74e-3 · 11.5% energyperiod 2.7 · power 2.74e-3 · 11.5% energyperiod 2.4 · power 7.69e-3 · 32.3% energyperiod 2.4 · power 7.69e-3 · 32.3% energyperiod 2.2 · power 1.84e-3 · 7.8% energyperiod 2.2 · power 1.84e-3 · 7.8% energyperiod 2.0 · power 8.44e-5 · 0.4% energyperiod 2.0 · power 8.44e-5 · 0.4% energy50% by T=2.7h#1 dominantT=2.40h#2T=24.00h#3T=2.67hT=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 ≈ 2.40h (freq 0.417) · concentrates 32.3% of total energy · Σ|X̂|²/n = 2.378e-2

▸ Depth section using sovereign-store price series (1047 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 10.1 d · σ/bar 0.202pp · expected |Δp| over horizon 3.15ppterminal variance p(1−p) = 0.2464 · n = 1047✓ n = 1047
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.202pp
one-bar volatility · logit-free
Per-day movedaily
0.99pp
σ × √24
Per-horizon move10d
3.15pp
σ × √242.9159075
Terminal variancebinary
0.2464
p(1−p) at resolution
Current pricep
44.0¢
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 -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 1047
VaR 95%
0.33pp
1.645·σ (parametric) of Δp
ES 95%
0.42pp
mean of the tail
Max drawdown
12.1pp
peak 45.5¢ → trough 40.0¢
Median step
0.50pp
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
57.0%
= price
Decimal oddsEU
1.754
total return per $1
AmericanUS
-133
risk $133 to win $100
FractionalUK
0.75 / 1
profit per $1 risked
Profit per $100stake
+$75.44
clean dollar framing
-1000-5000+500+1000020406080100you · 57.0%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)
0.986 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.986 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.81 bit
self-information
Surprise · NO−log₂(1−p)
1.22 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
61717892394083219836689400209424109532469408967849095309345995471739434690672
NO token ID
83371658757791431239827279690165304003578573180917687868974732637469816146522
Snapshot fetched
2026-06-20 13:04:57 UTC
Snapshot age
5.4s
History points
25 CLOB mids
Page rendered
2026-06-20 13:05:02 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
eb29acc1c2fc0db85a825a6ea40a1db284a25b40a6bb1b8ad864246bff145c0e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.4¢HL PREDPortugal85.0¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢HL PERPBTC-USD perpetual$63,594HL PERPHYPE-USD perpetual$70.64HL PERPETH-USD perpetual$1,725.5

Also see: /arb opportunities · RSS feed · more in Will __ ships transit the Strait of Hormuz on any day by June 30?

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
0.570000
(best bid + best ask) / 2
Spread
350.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.185
ask-heavy
Imbalance (top-5)
-0.475
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-will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.6527991452.61bp0.7400008FILLED
BUY$10.00K0.7790453667.46bp0.82000016FILLED
BUY$100.00K0.8974605744.92bp0.96000030FILLED
SELL$1.00K0.4525572060.41bp0.4300009FILLED
SELL$10.00K0.2932404855.43bp0.17000028FILLED
SELL$100.00K0.1103158064.65bp0.01000042PARTIAL

Risk metrics

▸ sovereign store · 1,047 barsperiods/year ≈ 1.75M
Realized vol (annualised)
627.37%
σ per bar = 0.004739
Mean return (annualised)
-5617.18%
μ per bar = -0.000032
Sharpe (rf=0)
-8.95
annualised; risk-free assumed zero
Max drawdown
12.09%
peak 0.46 → trough 0.40 over 159 bars

/api/asset/pm-will-40-ships-transit-the-strait-of-hormuz-on-any-day-by-june-30-2026/risk · same metrics, JSON