POLYMARKET · PREDICTION MARKET · TRUMP ANNOUNCES US BLOCKADE OF HORMUZ LIFTED BY...?

Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by July 31, 2026?

YES · live
81.5¢
NO · live
18.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-july-31-2026-495 · fresh · feed 6s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
112.73%
max drawdown
2.48%
sharpe
—
ulcer index
0.79%
RMS drawdown
pain index
0.51%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.17%
cond. drawdown
gain/pain
1.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.43
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-july-31-2026-495/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.4s⏱--:--:-- 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
81.5¢
NO · live
18.5¢
YES price · live 24h
n=25 · μ=0.8066 · σ=0.0258 · range [0.7650, 0.8900] · R²=0.033▲ RISING +6.54%σ NORMAL 3.20%LAST 0.81500.89000.85880.82750.79630.7650μ = 0.8066max 0.8900min 0.7650dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 81.50¢
YES / NO split · live
YES 81.5%NO 18.5%YES81.5%81.50¢ · odds 1/1.23
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.691 / 1.00 bits (69%) · moderate uncertainty
YES
81.5%81.5¢1.23×▬ +0.00pp
NO
18.5%18.5¢5.41×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,400 · μ=225.0 · σ=343.6 · CV=1.53BURSTY · concentratedcumulative energy ↗ · 50% by h=603136259381,250μ = 2251,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5400bp moved · peak 1250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.4s
▲YES mid
81.50¢ (81.50%)
▼NO mid
18.50¢ (18.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$247.0k
≋liquidity $
$104.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8066 · σ=0.0258 · range [0.7650, 0.8900] · R²=0.033▲ RISING +6.54%σ NORMAL 3.20%LAST 0.81500.89000.85880.82750.79630.7650μ = 0.8066max 0.8900min 0.7650dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 81.50¢
NO price · CLOB mid
n=25 · μ=0.1934 · σ=0.0258 · range [0.1100, 0.2350] · R²=0.033▼ FALLING -21.28%σ HIGH 13.37%LAST 0.18500.23500.20370.17250.14120.1100μ = 0.1934max 0.2350min 0.1100dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 18.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0030 · σ=0.0377 · skew=-0.17 (symmetric) · kurt=3.57 (leptokurtic (fat tails))14117401-11.30ppbin -11.30pp · n=1 · 7.1% peakbin -11.30pp · n=1 · 7.1% peak-8.90pp-6.50pp1-4.10ppbin -4.10pp · n=1 · 7.1% peakbin -4.10pp · n=1 · 7.1% peak5-1.70ppbin -1.70pp · n=5 · 35.7% peakbin -1.70pp · n=5 · 35.7% peak140.70ppbin 0.70pp · n=14 · 100.0% peakbin 0.70pp · n=14 · 100.0% peak13.10ppbin 3.10pp · n=1 · 7.1% peakbin 3.10pp · n=1 · 7.1% peak5.50pp17.90ppbin 7.90pp · n=1 · 7.1% peakbin 7.90pp · n=1 · 7.1% peak110.30ppbin 10.30pp · n=1 · 7.1% peakbin 10.30pp · n=1 · 7.1% 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=-0.10 · kurt=4.24 · near 8 / mid 15 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25LEPTOKURTIC · FAT TAILS (G₂=2.23)
μ MEAN80.66¢95% CI: [79.65¢, 81.67¢]
σ STD DEV2.58ppσ² = 6.682 · CV = 3.20%
med MEDIAN80.50¢Q₁ 79.50¢ · Q₃ 81.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 12.50pp · IQR 2.00pp (1.349σ→3.49pp)
min 76.50¢Q₁ 79.50¢med 80.50¢Q₃ 81.50¢max 89.00¢μ
SKEWNESS · G₁1.090right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.235leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRdiverges from normalratio = 1.74
range ↔ σwide tails (range > 4σ)range / σ = 4.84
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) -0.74 + ADF rejected
ρ(1) AUTOCORR-0.739negative · reversal
ρ(2) AUTOCORR+0.365lag-2 not significant
H · HURST EXPONENT0.947strongly persistent
OLS TREND · t-STAT+0.881fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.947
H = 0.947STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.739k=2+0.365k=3-0.115k=4+0.048k=5-0.0020+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|=0.88)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.74 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.88)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 ID2413557
SLUGwill-donald-trum…-31-2026-495
CATEGORYTrump announces US blockade of Hormuz lifted by...?
TWO-SIDED PRICINGFAVOURS YES (82¢)
PRIMARY · YES81.50¢implied prob 81.50% · decimal odds 1.23×
COUNTER · NO18.50¢implied prob 18.50% · decimal odds 5.41×
81.50¢
18.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME246.99k USD 24h
LIQUIDITY104.26k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (82¢)|primary − counter| = 0.630 · entropy 0.691 bits
LIQUIDITY DEPTHDEEP100k+ 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 81.5%NO 18.5%YES p̂81.5%H = 0.691 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.23×(82¢)NO5.41×(19¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.691 bits (69% of max) · moderate uncertainty
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 2026-07-31 00:00 UTC
46days
12hrs
50min
46.53 days·θ = 12.663 pp/day
YES →$1.00(P = 81.5%)
NO →$0.00(P = 18.5%)
current: $0.8150 · expected return per side: $0.19 on YES hit · $0.81 on NO hit
0%25%50%75%100%YES $1NO $0NOW+23.3dRESOLVESP projection · σ=2.58% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 12.663 pp/day
now46.53d left
12.663 pp/day×1.00
−25%34.90d left
14.622 pp/day×1.15
−50%23.27d left
17.909 pp/day×1.41
−75%11.63d left
25.327 pp/day×2.00
−90%4.65d left
40.045 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 11.50% · worst -12.50% · typical |Δ| 2.25%MILD BULLISH +5.00%BEST+11.50%5hWORST-12.50%6hTYPICAL |Δ|2.25%mean absoluteCUMULATIVE+5.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.14% · Σ +8.00%EUROPE · 08-16 UTCμ -0.62% · Σ -5.00%US · 16-24 UTCμ +0.25% · Σ +2.00%CUMULATIVE Δ PATH · final +5.00%+12.50%0.00%3.50% · 1h3.50% · 1h3.50%1h-0.50% · 2h-0.50% · 2h-0.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h-1.50% · 4h-1.50% · 4h-1.50%4h11.50% · 5h11.50% · 5h11.50%5h★ BEST-12.50% · 6h-12.50% · 6h-12.50%6h▼ WORST8.00% · 7h8.00% · 7h8.00%7h-3.00% · 8h-3.00% · 8h-3.00%8h0.50% · 9h0.50% · 9h0.50%9h1.00% · 10h1.00% · 10h1.00%10h-2.50% · 11h-2.50% · 11h-2.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h0.50% · 14h0.50% · 14h0.50%14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h1.50% · 17h1.50% · 17h1.50%17h-1.00% · 18h-1.00% · 18h-1.00%18h1.00% · 19h1.00% · 19h1.00%19h1.00% · 20h1.00% · 20h1.00%20h1.00% · 21h1.00% · 21h1.00%21h0.00% · 22h0.00% · 22h·22h-1.00% · 23h-1.00% · 23h-1.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+8.00%)RUNSup max 3 · down max 3BREADTH42% up · 46% down · 13% flat
10 up bars · 11 down · best 11.50% · worst -12.50% · typical |Δ| 2.250%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +3.07%FINAL+3.07%MAX DD-12.50%RECOVERYONGOING · 19 barsMAX RUN-UP+12.54%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 1.0307 · peak 1.1254 · range [0.9847, 1.1254]1.12540.9847break-even = 1★ PEAK 1.1254UNDERWATER DRAWDOWN · max -12.50% · significant0%-12.50%▼ TROUGH -12.50%TOP DRAWDOWN PERIODS · 2 total#1 -12.50%bar 7-25 · 19 bars · ONGOING#2 -2.48%bar 3-5 · 3 bars · recoveredDD SEVERITYsignificant (max -12.50%)RECOVERYongoing · 19 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0307 (3.07%) · max DD -12.50% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −6 (58% positive) · μ=3.21 · σ=31.50MIXED EDGELAST 38.21 (+1.11σ vs μ)60.4230.210.00-30.21-60.42μ = 3.210.000.008.378.373.663.665.505.5010.1410.14-19.78-19.7813.7613.76-53.82-53.82-24.17-24.17-31.41-31.41-60.42-60.420.000.00-8.04-8.0425.0125.0131.7331.7346.8046.8059.5159.5115.8715.8738.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-60.42, 59.51] · μ 3.207 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=320.2376 · σ=311.9137 · range [76.4199, 797.8471] · R²=0.745▼ FALLING -89.52%σ EXTREME 97.40%LAST 76.4199797.8471617.4903437.1335256.776776.4199μ = 320.2376max 797.8471min 76.4199dataMA(3)OLS R²=0.75μ lineμ ± σ bandmaxmin
latest 76.42% · range [76.42%, 797.85%] · μ 320.24% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.412 · σ=0.337MEAN-REVERSIONLAST 0.467 (+2.61σ vs μ)0.7970.3980.000-0.398-0.797μ = -0.412-0.533-0.533-0.734-0.734-0.788-0.788-0.797-0.797-0.736-0.736-0.535-0.535-0.308-0.308-0.312-0.312-0.223-0.223-0.374-0.3740.0260.026-0.187-0.187-0.559-0.559-0.757-0.757-0.557-0.557-0.550-0.550-0.477-0.4770.0980.0980.4670.467v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.467 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
31.0889
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)

REJECT H₀**

H₀: No serial autocorrelation up to lag 5

STATISTIC
19.0556
p-VALUE (log scale)
0.0020
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

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

STATISTIC
-6.6717
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
1.1328
p-VALUE (log scale)
0.2573
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1471
p-VALUE (log scale)
0.4492
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.4196
p-VALUE (log scale)
0.0155
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.264 → 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=1.90e-3 · top T=2.00h (27.8%) · top-3 cover 70.9%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)6.3e-34.8e-33.2e-31.6e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.97e-4 · 0.9% energyperiod 24.0 · power 1.97e-4 · 0.9% energyperiod 12.0 · power 1.00e-4 · 0.4% energyperiod 12.0 · power 1.00e-4 · 0.4% energyperiod 8.0 · power 3.92e-6 · 0.0% energyperiod 8.0 · power 3.92e-6 · 0.0% energyperiod 6.0 · power 4.06e-5 · 0.2% energyperiod 6.0 · power 4.06e-5 · 0.2% energyperiod 4.8 · power 2.82e-4 · 1.2% energyperiod 4.8 · power 2.82e-4 · 1.2% energyperiod 4.0 · power 8.67e-4 · 3.8% energyperiod 4.0 · power 8.67e-4 · 3.8% energyperiod 3.4 · power 9.62e-4 · 4.2% energyperiod 3.4 · power 9.62e-4 · 4.2% energyperiod 3.0 · power 2.04e-3 · 9.0% energyperiod 3.0 · power 2.04e-3 · 9.0% energyperiod 2.7 · power 2.13e-3 · 9.3% energyperiod 2.7 · power 2.13e-3 · 9.3% energyperiod 2.4 · power 5.29e-3 · 23.2% energyperiod 2.4 · power 5.29e-3 · 23.2% energyperiod 2.2 · power 4.52e-3 · 19.8% energyperiod 2.2 · power 4.52e-3 · 19.8% energyperiod 2.0 · power 6.34e-3 · 27.8% energyperiod 2.0 · power 6.34e-3 · 27.8% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.40h#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 ≈ 2.00h (freq 0.500) · concentrates 27.8% of total energy · Σ|X̂|²/n = 2.277e-2

▸ Depth section using sovereign-store price series (2833 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 46.5 d · σ/bar 0.108pp · expected |Δp| over horizon 3.62ppterminal variance p(1−p) = 0.1508 · n = 2833✓ n = 2833
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.108pp
one-bar volatility · logit-free
Per-day movedaily
0.53pp
σ × √24
Per-horizon move47d
3.62pp
σ × √1116.8358669444444
Terminal variancebinary
0.1508
p(1−p) at resolution
Current pricep
81.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.18pp · ES₉₅ 0.22pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2833
VaR 95%
0.18pp
1.645·σ (parametric) of Δp
ES 95%
0.22pp
mean of the tail
Max drawdown
6.0pp
peak 83.5¢ → trough 78.5¢
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
81.5%
= price
Decimal oddsEU
1.227
total return per $1
AmericanUS
-441
risk $441 to win $100
FractionalUK
0.23 / 1
profit per $1 risked
Profit per $100stake
+$22.70
clean dollar framing
-1000-5000+500+1000020406080100you · 81.5%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)
0.691 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.691 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.30 bit
self-information
Surprise · NO−log₂(1−p)
2.43 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
73718070647381132043249171708911337226293678692518862245888633826169897341471
NO token ID
7576530274483608144815659194323217456995341009532725681726903278820233372872
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
6.4s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:50 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d60262248564eaadfcd0310237d3f6fb66410ea55cbb5c127399f929335b1bd1 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,489HL PERPETH-USD perpetual$1,673HL PERPHYPE-USD perpetual$60.73

Also see: /arb opportunities · RSS feed · more in Trump announces US blockade of Hormuz lifted 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
0.815000
(best bid + best ask) / 2
Spread
122.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.937
bid-heavy
Imbalance (top-5)
+0.632
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-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-july-31-2026-495/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.82179983.42bp0.8300002FILLED
BUY$10.00K0.883673842.61bp0.94000011FILLED
BUY$100.00K0.9481841634.16bp0.99000016PARTIAL
SELL$1.00K0.81000061.35bp0.8100001FILLED
SELL$10.00K0.791372289.91bp0.7800004FILLED
SELL$100.00K0.0804849012.47bp0.01000067PARTIAL

Risk metrics

▸ sovereign store · 2,833 barsperiods/year ≈ 1.75M
Realized vol (annualised)
177.99%
σ per bar = 0.001344
Mean return (annualised)
1928.29%
μ per bar = 0.000011
Sharpe (rf=0)
10.83
annualised; risk-free assumed zero
Max drawdown
5.99%
peak 0.83 → trough 0.79 over 661 bars

/api/asset/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-july-31-2026-495/risk · same metrics, JSON