POLYMARKET · PREDICTION MARKET · POLITICS

Will Alexandria Ocasio-Cortez win the 2028 US Presidential Election?

YES · live
5.7¢
NO · live
94.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-alexandria-ocasio-cortez-win-the-2028-us-presidential-election · fresh · feed 0s old
realized 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-will-alexandria-ocasio-cortez-win-the-2028-us-presidential-election/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH13ms⏱--:--:-- 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
5.7¢
NO · live
94.3¢
YES price · live 24h
n=25 · μ=0.0565 · σ=0.0009 · range [0.0535, 0.0575] · R²=0.045▲ RISING +5.61%σ NORMAL 1.51%LAST 0.05650.05750.05650.05550.05450.0535μ = 0.0565max 0.0575min 0.0535dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.65¢
YES / NO split · live
YES 5.7%NO 94.3%NO94.3%94.35¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.313 / 1.00 bits (31%) · informative — one side favoured
YES
5.7%5.7¢17.70×▬ +0.00pp
NO
94.3%94.3¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=70 · μ=2.9 · σ=8.3 · CV=2.86BURSTY · concentratedcumulative energy ↗ · 50% by h=1010203040μ = 34050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 70bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
13ms
▲YES mid
5.65¢ (5.65%)
▼NO mid
94.35¢ (94.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$39.1k
≋liquidity $
$397.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0565 · σ=0.0009 · range [0.0535, 0.0575] · R²=0.045▲ RISING +5.61%σ NORMAL 1.51%LAST 0.05650.05750.05650.05550.05450.0535μ = 0.0565max 0.0575min 0.0535dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.65¢
NO price · CLOB mid
n=25 · μ=0.9435 · σ=0.0009 · range [0.9425, 0.9465] · R²=0.045▼ FALLING -0.32%σ LOW 0.09%LAST 0.94350.94650.94550.94450.94350.9425μ = 0.9435max 0.9465min 0.9425dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0004 · σ=0.0008 · skew=3.51 (right-skewed) · kurt=13.53 (leptokurtic (fat tails))18149501-0.08ppbin -0.08pp · n=1 · 5.6% peakbin -0.08pp · n=1 · 5.6% peak2-0.03ppbin -0.03pp · n=2 · 11.1% peakbin -0.03pp · n=2 · 11.1% peak180.03ppbin 0.03pp · n=18 · 100.0% peakbin 0.03pp · n=18 · 100.0% peak20.08ppbin 0.08pp · n=2 · 11.1% peakbin 0.08pp · n=2 · 11.1% peak0.13pp0.18pp0.23pp0.28pp0.33pp10.38ppbin 0.38pp · n=1 · 5.6% peakbin 0.38pp · n=1 · 5.6% 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=3.73 · kurt=14.57 · near 5 / mid 15 / far 4 · OLS slope=0.67 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.48σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=3.54)
μ MEAN5.65¢95% CI: [5.62¢, 5.68¢]
σ STD DEV0.09ppσ² = 72.917×10⁻⁴ · CV = 1.51%
med MEDIAN5.65¢Q₁ 5.60¢ · Q₃ 5.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.40pp · IQR 0.10pp (1.349σ→0.12pp)
min 5.35¢Q₁ 5.60¢med 5.65¢Q₃ 5.70¢max 5.75¢μ
SKEWNESS · G₁-1.638left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.536leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRconsistent with normalratio = 1.15
range ↔ σwide tails (range > 4σ)range / σ = 4.68
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 · ADF rejects unit root
ρ(1) AUTOCORR+0.035within white-noise band
ρ(2) AUTOCORR-0.023lag-2 not significant
H · HURST EXPONENT0.863strongly persistent
OLS TREND · t-STAT-1.041fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.863
H = 0.863STRONGLY 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+0.035k=2-0.023k=3-0.123k=4+0.004k=5+0.0170+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]NOT SIGNIFICANT (|t|=1.04)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.04)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 ID561231
SLUGwill-alexandria-…ial-election
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES5.65¢implied prob 5.65% · decimal odds 17.70×
COUNTER · NO94.35¢implied prob 94.35% · decimal odds 1.06×
5.65¢
94.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME39.07k USD 24h
LIQUIDITY397.05k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.887 · entropy 0.313 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 5.7%NO 94.3%YES p̂5.7%H = 0.313 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES17.70×(6¢)NO1.06×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.313 bits (31% 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 2028-11-07 00:00 UTC
876days
04hrs
50min
876.20 days·θ = 0.418 pp/day
YES →$1.00(P = 5.7%)
NO →$0.00(P = 94.3%)
current: $0.0565 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
0%25%50%75%100%YES $1NO $0NOW+438.1dRESOLVESP projection · σ=0.09% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.418 pp/day
now876.20d left
0.418 pp/day×1.00
−25%657.15d left
0.483 pp/day×1.15
−50%438.10d left
0.592 pp/day×1.41
−75%219.05d left
0.837 pp/day×2.00
−90%87.62d left
1.323 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 0.40% · worst -0.10% · typical |Δ| 0.03%MILD BULLISH +0.30%BEST+0.40%1hWORST-0.10%14hTYPICAL |Δ|0.03%mean absoluteCUMULATIVE+0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.05% · Σ +0.35%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +0.30%+0.40%0.00%0.40% · 1h0.40% · 1h0.40%1h★ BEST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.05% · 4h-0.05% · 4h-0.05%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.10% · 14h-0.10% · 14h-0.10%14h▼ WORST0.00% · 15h0.00% · 15h·15h0.05% · 16h0.05% · 16h0.05%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.05% · 21h0.05% · 21h0.05%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.35%)RUNSup max 1 · down max 2BREADTH13% up · 13% down · 75% flat
3 up bars · 3 down · best 0.40% · worst -0.10% · typical |Δ| 0.029%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.30%FINAL+0.30%MAX DD-0.20%RECOVERYONGOING · 21 barsMAX RUN-UP+0.40%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0030 · peak 1.0040 · range [1.0000, 1.0040]1.00401.0000break-even = 1★ PEAK 1.0040UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 1 total#1 -0.20%bar 5-25 · 21 bars · ONGOINGDD SEVERITYshallow (max -0.20%)RECOVERYongoing · 21 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0030 (0.30%) · max DD -0.20% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −10 (32% positive) · μ=-6.61 · σ=37.12UNPROFITABLE STRATEGYLAST 38.21 (+1.21σ vs μ)60.4230.210.00-30.21-60.42μ = -6.6132.3932.39-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.000.000.00-38.21-38.21-55.93-55.93-55.93-55.93-30.21-30.21-30.21-30.21-30.21-30.21-15.87-15.8738.2138.2160.4260.4238.2138.2138.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-55.93, 60.42] · μ -6.608 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=3.1795 · σ=3.4465 · range [0.0000, 15.7775] · R²=0.043▼ FALLING -87.89%σ EXTREME 108.40%LAST 1.910515.777511.83317.88883.94440.0000μ = 3.1795max 15.7775min 0.0000dataMA(3)OLS R²=0.04μ lineμ ± σ bandmaxmin
latest 1.91% · range [0.00%, 15.78%] · μ 3.18% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −10 (32% positive) · μ=-0.022 · σ=0.186MEAN-REVERSIONLAST -0.233 (-1.14σ vs μ)0.3570.1790.000-0.179-0.357μ = -0.022-0.003-0.003-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.0330.3570.3570.0710.0710.1670.1670.2290.2290.2920.2920.0290.029-0.233-0.233-0.083-0.083-0.233-0.233-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
403.2546
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
0.5084
p-VALUE (log scale)
0.9898
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
-5.6369
p-VALUE (log scale)
< 0.0001
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
-0.9129
p-VALUE (log scale)
0.3613
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (3 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2177
p-VALUE (log scale)
0.3259
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
-1.7238
p-VALUE (log scale)
0.0847
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.475 ≈ 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=7.78e-7 · top T=4.80h (16.6%) · top-3 cover 41.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.5e-61.2e-67.7e-73.9e-70.0e+0μ noise floorperiod 24.0 · power 1.08e-6 · 11.5% energyperiod 24.0 · power 1.08e-6 · 11.5% energyperiod 12.0 · power 2.73e-7 · 2.9% energyperiod 12.0 · power 2.73e-7 · 2.9% energyperiod 8.0 · power 1.22e-6 · 13.1% energyperiod 8.0 · power 1.22e-6 · 13.1% energyperiod 6.0 · power 3.23e-7 · 3.5% energyperiod 6.0 · power 3.23e-7 · 3.5% energyperiod 4.8 · power 1.55e-6 · 16.6% energyperiod 4.8 · power 1.55e-6 · 16.6% energyperiod 4.0 · power 7.08e-7 · 7.6% energyperiod 4.0 · power 7.08e-7 · 7.6% energyperiod 3.4 · power 6.61e-7 · 7.1% energyperiod 3.4 · power 6.61e-7 · 7.1% energyperiod 3.0 · power 6.56e-7 · 7.0% energyperiod 3.0 · power 6.56e-7 · 7.0% energyperiod 2.7 · power 2.79e-7 · 3.0% energyperiod 2.7 · power 2.79e-7 · 3.0% energyperiod 2.4 · power 7.06e-7 · 7.6% energyperiod 2.4 · power 7.06e-7 · 7.6% energyperiod 2.2 · power 8.40e-7 · 9.0% energyperiod 2.2 · power 8.40e-7 · 9.0% energyperiod 2.0 · power 1.04e-6 · 11.2% energyperiod 2.0 · power 1.04e-6 · 11.2% energy50% by T=4.0h#1 dominantT=4.80h#2T=8.00h#3T=24.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 16.6% of total energy · Σ|X̂|²/n = 9.333e-6

§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 876.2 d · σ/bar 0.088pp · expected |Δp| over horizon 12.69ppterminal variance p(1−p) = 0.0533 · n = 25⚠ low confidence · n < 100
μ per bar
+0.013pp
average Δp · drift
σ per bar
0.088pp
one-bar volatility · logit-free
Per-day movedaily
0.43pp
σ × √24
Per-horizon move876d
12.69pp
σ × √21028.842804166667
Terminal variancebinary
0.0533
p(1−p) at resolution
Current pricep
5.7¢
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 0.13pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift +0.013pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.24⊘ disabled · n < 30
VaR 95%
0.13pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
3.5pp
peak 5.8¢ → trough 5.5¢
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
5.7%
= price
Decimal oddsEU
17.699
total return per $1
AmericanUS
+1670
$100 wins $1670
FractionalUK
16.70 / 1
profit per $1 risked
Profit per $100stake
+$1669.91
clean dollar framing
-1000-5000+500+1000020406080100you · 5.7%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)
0.313 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.313 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.15 bit
self-information
Surprise · NO−log₂(1−p)
0.08 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
8113830512143065501177519557124858581375945005490796772950589720955457782465
NO token ID
11493926619286817179231142642565394485790380952577225820901334479399429951651
Snapshot fetched
2026-06-14 19:09:25 UTC
Snapshot age
13ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:09:25 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
033b250b780837b3b5fcad6ac5a480a0e153a7b505cd06c6473e989f5234e1cb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Politics

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
0.056500
(best bid + best ask) / 2
Spread
177.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.565
ask-heavy
Imbalance (top-5)
+0.545
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-will-alexandria-ocasio-cortez-win-the-2028-us-presidential-election/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.058380332.70bp0.0590003FILLED
BUY$10.00K0.0803834227.03bp0.11000026FILLED
BUY$100.00K0.30083143244.45bp0.61000073FILLED
SELL$1.00K0.055054255.84bp0.0550002FILLED
SELL$10.00K0.0282205005.38bp0.01000038FILLED
SELL$100.00K0.0046149183.42bp0.00100044PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.015752
Mean return (annualised)
—
μ per bar = 0.002273
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
3.48%
peak 0.06 → trough 0.06 over 13 bars

/api/asset/pm-will-alexandria-ocasio-cortez-win-the-2028-us-presidential-election/risk · same metrics, JSON