POLYMARKET · PREDICTION MARKET · POLITICS

Will Benny Gantz be the next Prime Minister of Israel?

YES · live
0.4¢
NO · live
99.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-benny-gantz-be-the-next-prime-minister-of-israel · 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-benny-gantz-be-the-next-prime-minister-of-israel/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH334ms--:--:-- 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
0.4¢
NO · live
99.7¢
YES price · live 24h
n=25 · μ=0.0038 · σ=0.0003 · range [0.0035, 0.0045] · R²=0.569 FLATσ HIGH 8.69%LAST 0.00350.00450.00420.00400.00370.0035μ = 0.0038max 0.0045min 0.0035dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.35¢
YES / NO split · live
YES 0.4%NO 99.7%NO99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
0.4%0.4¢285.71× +0.00pp
NO
99.7%99.7¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=20 · μ=0.8 · σ=2.4 · CV=2.89BURSTY · concentratedcumulative energy ↗ · 50% by h=1025710μ = 11050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 20bp moved · peak 10bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
334ms
YES mid
0.35¢ (0.35%)
NO mid
99.65¢ (99.65%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$29.5k
liquidity $
$88.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0038 · σ=0.0003 · range [0.0035, 0.0045] · R²=0.569 FLATσ HIGH 8.69%LAST 0.00350.00450.00420.00400.00370.0035μ = 0.0038max 0.0045min 0.0035dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.35¢
NO price · CLOB mid
n=25 · μ=0.9962 · σ=0.0003 · range [0.9955, 0.9965] · R²=0.569 FLATσ LOW 0.03%LAST 0.99650.99650.99630.99600.99580.9955μ = 0.9962max 0.9965min 0.9955dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0002 · skew=2.00 (right-skewed) · kurt=9.00 (leptokurtic (fat tails))211611502-0.04ppbin -0.04pp · n=2 · 9.5% peakbin -0.04pp · n=2 · 9.5% peak-0.03pp-0.01pp210.00ppbin 0.00pp · n=21 · 100.0% peakbin 0.00pp · n=21 · 100.0% peak0.02pp0.03pp0.05pp0.06pp0.08pp10.09ppbin 0.09pp · n=1 · 4.8% peakbin 0.09pp · n=1 · 4.8% 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=2.00 · kurt=9.00 · near 7 / mid 11 / far 6 · OLS slope=0.67 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.53σΔ=+1.96σsample ↓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=0.79)
μ MEAN0.38¢95% CI: [0.36¢, 0.39¢]
σ STD DEV0.03ppσ² = 10.667×10⁻⁴ · CV = 8.69%
med MEDIAN0.35¢Q₁ 0.35¢ · Q₃ 0.40¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.35¢Q₁ 0.35¢med 0.35¢Q₃ 0.40¢max 0.45¢μ
SKEWNESS · G₁0.791right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.562mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.80
σ × 1.349 ↔ IQRconsistent with normalratio = 0.88
range ↔ σconcentrated (range < 4σ)range / σ = 3.06
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+0.000within white-noise band
ρ(2) AUTOCORR-0.333lag-2 not significant
H · HURST EXPONENT0.918strongly persistent
OLS TREND · t-STAT-5.506significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.918STRONGLY PERSISTENT
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+0.000k=2-0.333k=3+0.000k=4+0.000k=5+0.0000+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 · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.51)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 ID682709
SLUGwill-benny-gantz-be-the-next-prime-minister-of-israel
CATEGORYPolitics
TWO-SIDED PRICING
PRIMARY · YES0.35¢implied prob 0.35% · decimal odds 285.71×
COUNTER · NO99.65¢implied prob 99.65% · decimal odds 1.00×
0.35¢
99.65¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME29.48k USD 24h
LIQUIDITY88.80k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.993 · entropy 0.034 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 0.4%NO 99.7%YES0.4%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES285.71×(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) = 0.034 bits (3% 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 2026-12-31 00:00 UTC
199days
04hrs
48min
YES$1.00(P = 0.4%)
NO$0.00(P = 99.7%)
current: $0.0035 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+99.6dRESOLVESP projection · σ=0.03% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.160 pp/day
now199.20d left
0.160 pp/day×1.00
−25%149.40d left
0.185 pp/day×1.15
−50%99.60d left
0.226 pp/day×1.41
−75%49.80d left
0.320 pp/day×2.00
−90%19.92d left
0.506 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 -0.05% · typical |Δ| 0.01%MIXED · 1 UP / 2 DNBEST+0.10%1hWORST-0.05%12hTYPICAL |Δ|0.01%mean absoluteCUMULATIVE+0.00%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 +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +0.00%+0.10%0.00%0.10% · 1h0.10% · 1h0.10%1h★ BEST0.00% · 2h0.00% · 2h·2h-0.05% · 3h-0.05% · 3h-0.05%3h0.00% · 4h0.00% · 4h·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·11h-0.05% · 12h-0.05% · 12h-0.05%12h▼ WORST0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH4% up · 8% down · 88% flat
1 up bars · 2 down · best 0.10% · worst -0.05% · typical |Δ| 0.008%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.00%MAX DD-0.10%RECOVERYONGOING · 22 barsMAX RUN-UP+0.10%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0010 · range [1.0000, 1.0010]1.00101.0000break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.10% · shallow0%-0.10%▼ TROUGH -0.10%TOP DRAWDOWN PERIODS · 1 total#1 -0.10%bar 4-25 · 22 bars · ONGOINGDD SEVERITYshallow (max -0.10%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0000 (-0.00%) · max DD -0.10% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −8 (5% positive) · μ=-15.25 · σ=20.43UNPROFITABLE STRATEGYLAST 0.00 (+0.75σ vs μ)38.2119.100.00-19.10-38.21μ = -15.2515.8715.87-38.21-38.21-38.21-38.210.000.000.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.000.000.000.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-38.21, 15.87] · μ -15.253 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1.0466 · σ=1.2815 · range [0.0000, 4.6011] · R²=0.341 FALLING -100.00%σ EXTREME 122.44%LAST 0.00004.60113.45082.30051.15030.0000μ = 1.0466max 4.6011min 0.0000dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 4.60%] · μ 1.05% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −8 (5% positive) · μ=-0.065 · σ=0.104MEAN-REVERSIONLAST 0.000 (+0.62σ vs μ)0.2330.1170.000-0.117-0.233μ = -0.0650.0290.029-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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 5 REJECT · mixed evidence3 reject·2 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
150.4979
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
3.1515
p-VALUE (log scale)
0.6792
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
-1.9752
p-VALUE (log scale)
0.3070
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (1+/2-)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7184
p-VALUE (log scale)
0.0119
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
-2.2320
p-VALUE (log scale)
0.0256
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.321 → 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=6.42e-8 · top T=3.00h (16.2%) · top-3 cover 46.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.2e-79.4e-86.2e-83.1e-80.0e+0μ noise floorperiod 24.0 · power 5.19e-8 · 6.7% energyperiod 24.0 · power 5.19e-8 · 6.7% energyperiod 12.0 · power 5.58e-9 · 0.7% energyperiod 12.0 · power 5.58e-9 · 0.7% energyperiod 8.0 · power 1.07e-7 · 13.8% energyperiod 8.0 · power 1.07e-7 · 13.8% energyperiod 6.0 · power 4.17e-8 · 5.4% energyperiod 6.0 · power 4.17e-8 · 5.4% energyperiod 4.8 · power 1.24e-7 · 16.1% energyperiod 4.8 · power 1.24e-7 · 16.1% energyperiod 4.0 · power 1.04e-7 · 13.5% energyperiod 4.0 · power 1.04e-7 · 13.5% energyperiod 3.4 · power 7.31e-8 · 9.5% energyperiod 3.4 · power 7.31e-8 · 9.5% energyperiod 3.0 · power 1.25e-7 · 16.2% energyperiod 3.0 · power 1.25e-7 · 16.2% energyperiod 2.7 · power 1.83e-8 · 2.4% energyperiod 2.7 · power 1.83e-8 · 2.4% energyperiod 2.4 · power 7.78e-8 · 10.1% energyperiod 2.4 · power 7.78e-8 · 10.1% energyperiod 2.2 · power 9.00e-10 · 0.1% energyperiod 2.2 · power 9.00e-10 · 0.1% energyperiod 2.0 · power 4.17e-8 · 5.4% energyperiod 2.0 · power 4.17e-8 · 5.4% energy50% by T=4.0h#1 dominantT=3.00h#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 ≈ 3.00h (freq 0.333) · concentrates 16.2% of total energy · Σ|X̂|²/n = 7.708e-7

§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 199.2 d · σ/bar 0.026pp · expected |Δp| over horizon 1.77ppterminal variance p(1−p) = 0.0035 · n = 25low confidence · n < 100
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.026pp
one-bar volatility · logit-free
Per-day movedaily
0.13pp
σ × √24
Per-horizon move199d
1.77pp
σ × √4780.801837222222
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
0.4¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.12disabled · n < 30
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
22.2pp
peak 0.4¢ → trough 0.4¢
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
0.4%
= price
Decimal oddsEU
285.714
total return per $1
AmericanUS
+28471
$100 wins $28471
FractionalUK
284.71 / 1
profit per $1 risked
Profit per $100stake
+$28471.43
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.16 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
105121209501718913679835702557350272753628810249278953188501220308690716470697
NO token ID
13959230589715260225761337964789667577085343879718375941468121776869827848866
Snapshot fetched
2026-06-14 19:11:52 UTC
Snapshot age
334ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:11:53 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4fc7ae087b79ae4801aa72f2bc1d3bb1cfc969d5fb2f5ea93a06387c6a0005ed · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.003500
(best bid + best ask) / 2
Spread
2857.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.612
bid-heavy
Imbalance (top-5)
+0.989
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-benny-gantz-be-the-next-prime-minister-of-israel/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.01915044714.44bp0.09700037FILLED
BUY$10.00K0.133716372044.44bp0.77000077FILLED
BUY$100.00K0.5634571599877.73bp0.95000094FILLED
SELL$1.00K0.0014935734.59bp0.0010003FILLED
SELL$10.00K0.0011246787.91bp0.0010003PARTIAL
SELL$100.00K0.0011246787.91bp0.0010003PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.064222
Mean return (annualised)
μ per bar = 0.000000
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
22.22%
peak 0.00 → trough 0.00 over 11 bars

/api/asset/pm-will-benny-gantz-be-the-next-prime-minister-of-israel/risk · same metrics, JSON