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 June 15, 2026?

YES · live
34.0¢
NO · live
66.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-15-2026 · fresh · feed 6s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
291.23%
max drawdown
25.84%
sharpe
—
ulcer index
9.87%
RMS drawdown
pain index
7.34%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
23.15%
cond. drawdown
gain/pain
0.80
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.80
upside/downside
roll spread
1.2 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-june-15-2026/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
34.0¢
NO · live
66.0¢
YES price · live 24h
n=25 · μ=0.3732 · σ=0.0637 · range [0.2450, 0.5750] · R²=0.002▼ FALLING -4.62%σ EXTREME 17.07%LAST 0.31000.57500.49250.41000.32750.2450μ = 0.3732max 0.5750min 0.2450dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 31.00¢
YES / NO split · live
YES 34.0%NO 66.0%NO66.0%66.00¢ · odds 1/1.52
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.925 / 1.00 bits (92%) · high uncertainty
YES
34.0%34.0¢2.94×▬ +0.00pp
NO
66.0%66.0¢1.52×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=11,750 · μ=489.6 · σ=593.8 · CV=1.21BURSTY · concentratedcumulative energy ↗ · 50% by h=606501,3001,9502,600μ = 4902,60050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 11750bp moved · peak 2600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.4s
▲YES mid
34.00¢ (34.00%)
▼NO mid
66.00¢ (66.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$341.0k
≋liquidity $
$42.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3732 · σ=0.0637 · range [0.2450, 0.5750] · R²=0.002▼ FALLING -4.62%σ EXTREME 17.07%LAST 0.31000.57500.49250.41000.32750.2450μ = 0.3732max 0.5750min 0.2450dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 31.00¢
NO price · CLOB mid
n=25 · μ=0.6268 · σ=0.0637 · range [0.4250, 0.7550] · R²=0.002▲ RISING +2.22%σ HIGH 10.16%LAST 0.69000.75500.67250.59000.50750.4250μ = 0.6268max 0.7550min 0.4250dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 69.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0015 · σ=0.0705 · skew=1.17 (right-skewed) · kurt=3.71 (leptokurtic (fat tails))1085301-15.80ppbin -15.80pp · n=1 · 10.0% peakbin -15.80pp · n=1 · 10.0% peak-11.40pp2-7.00ppbin -7.00pp · n=2 · 20.0% peakbin -7.00pp · n=2 · 20.0% peak10-2.60ppbin -2.60pp · n=10 · 100.0% peakbin -2.60pp · n=10 · 100.0% peak71.80ppbin 1.80pp · n=7 · 70.0% peakbin 1.80pp · n=7 · 70.0% peak26.20ppbin 6.20pp · n=2 · 20.0% peakbin 6.20pp · n=2 · 20.0% peak110.60ppbin 10.60pp · n=1 · 10.0% peakbin 10.60pp · n=1 · 10.0% peak15.00pp19.40pp123.80ppbin 23.80pp · n=1 · 10.0% peakbin 23.80pp · n=1 · 10.0% 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=1.20 · kurt=4.29 · near 12 / mid 11 / far 1 · OLS slope=0.94 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=2.15)
μ MEAN37.32¢95% CI: [34.82¢, 39.82¢]
σ STD DEV6.37ppσ² = 40.581 · CV = 17.07%
med MEDIAN36.50¢Q₁ 34.00¢ · Q₃ 39.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 33.00pp · IQR 5.50pp (1.349σ→8.59pp)
min 24.50¢Q₁ 34.00¢med 36.50¢Q₃ 39.50¢max 57.50¢μ
SKEWNESS · G₁0.896right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.145leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.13
σ × 1.349 ↔ IQRdiverges from normalratio = 1.56
range ↔ σwide tails (range > 4σ)range / σ = 5.18
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) -0.53 + ADF rejected
ρ(1) AUTOCORR-0.534negative · reversal
ρ(2) AUTOCORR+0.359lag-2 not significant
H · HURST EXPONENT0.797strongly persistent
OLS TREND · t-STAT+0.205fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.797
H = 0.797STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..52 SIGNIFICANT LAGS · k=1,3
k=1 ★-0.534k=2+0.359k=3-0.423k=4+0.118k=5+0.0550+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|=0.20)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.53 + 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|=0.20)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 ID2354024
SLUGwill-donald-trum…june-15-2026
CATEGORYTrump announces US blockade of Hormuz lifted by...?
TWO-SIDED PRICINGFAVOURS NO (66¢)
PRIMARY · YES34.00¢implied prob 34.00% · decimal odds 2.94×
COUNTER · NO66.00¢implied prob 66.00% · decimal odds 1.52×
34.00¢
66.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME341.00k USD 24h
LIQUIDITY42.84k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (66¢)|primary − counter| = 0.320 · entropy 0.925 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 34.0%NO 66.0%YES p̂34.0%H = 0.925 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.94×(34¢)NO1.52×(66¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.925 bits (92% of max) · high 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 · HIGHresolves 2026-06-15 00:00 UTC
0days
12hrs
50min
12.8 hours·θ = 31.208 pp/day
YES →$1.00(P = 34.0%)
NO →$0.00(P = 66.0%)
current: $0.3400 · expected return per side: $0.66 on YES hit · $0.34 on NO hit
0%25%50%75%100%YES $1NO $0NOW+6.4hRESOLVESP projection · σ=6.37% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 31.208 pp/day
now12.84h left
31.208 pp/day×1.00
−25%9.63h left
36.036 pp/day×1.15
−50%6.42h left
44.135 pp/day×1.41
−75%3.21h left
62.416 pp/day×2.00
−90%1.28h left
98.688 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 26.00% · worst -18.00% · typical |Δ| 4.90%MILD BEARISH -1.50%BEST+26.00%5hWORST-18.00%6hTYPICAL |Δ|4.90%mean absoluteCUMULATIVE-1.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +1.50% · Σ +10.50%EUROPE · 08-16 UTCμ -0.81% · Σ -6.50%US · 16-24 UTCμ -0.37% · Σ -3.00%CUMULATIVE Δ PATH · final -1.50%+25.00%-8.00%-4.50% · 1h-4.50% · 1h-4.50%1h-3.50% · 2h-3.50% · 2h-3.50%2h9.50% · 3h9.50% · 3h9.50%3h-2.50% · 4h-2.50% · 4h-2.50%4h26.00% · 5h26.00% · 5h26.00%5h★ BEST-18.00% · 6h-18.00% · 6h-18.00%6h▼ WORST3.50% · 7h3.50% · 7h3.50%7h-7.50% · 8h-7.50% · 8h-7.50%8h8.00% · 9h8.00% · 9h8.00%9h2.00% · 10h2.00% · 10h2.00%10h-4.00% · 11h-4.00% · 11h-4.00%11h-3.50% · 12h-3.50% · 12h-3.50%12h0.50% · 13h0.50% · 13h0.50%13h-2.00% · 14h-2.00% · 14h-2.00%14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h1.50% · 17h1.50% · 17h1.50%17h0.50% · 18h0.50% · 18h0.50%18h-1.00% · 19h-1.00% · 19h-1.00%19h5.50% · 20h5.50% · 20h5.50%20h-5.50% · 21h-5.50% · 21h-5.50%21h1.00% · 22h1.00% · 22h1.00%22h-4.00% · 23h-4.00% · 23h-4.00%23h-2.50% · 24h-2.50% · 24h-2.50%24hTIME PATTERNAsia-led (+10.50%)RUNSup max 2 · down max 2BREADTH42% up · 54% down · 4% flat
10 up bars · 13 down · best 26.00% · worst -18.00% · typical |Δ| 4.896%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -7.82%FINAL-7.82%MAX DD-25.65%RECOVERYONGOING · 19 barsMAX RUN-UP+23.97%UNDERWATER22/25 (88%)STREAK↘ 2EQUITY CURVE · end 0.9218 · peak 1.2397 · range [0.9216, 1.2397]1.23970.9216break-even = 1★ PEAK 1.2397UNDERWATER DRAWDOWN · max -25.65% · severe0%-25.65%▼ TROUGH -25.65%TOP DRAWDOWN PERIODS · 3 total#1 -25.65%bar 7-25 · 19 bars · ONGOING#2 -7.84%bar 2-3 · 2 bars · recovered#3 -2.50%bar 5-5 · 1 bars · recoveredDD SEVERITYsevere (max -25.65%)RECOVERYongoing · 19 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9218 (-7.82%) · max DD -25.65% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=-9.36 · σ=27.55MIXED EDGELAST -25.72 (-0.59σ vs μ)85.0242.510.00-42.51-85.02μ = -9.367.297.2915.9015.9011.3411.349.899.8914.7014.70-26.79-26.79-4.08-4.08-12.84-12.843.483.48-45.87-45.87-85.02-85.02-38.79-38.79-6.28-6.28-24.93-24.9335.2035.200.000.008.708.70-13.94-13.94-25.72-25.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -25.720 · range [-85.02, 35.20] · μ -9.356 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=619.0842 · σ=508.7093 · range [116.2110, 1416.2443] · R²=0.676▼ FALLING -73.67%σ EXTREME 82.17%LAST 368.97831416.24431091.2360766.2277441.2193116.2110μ = 619.0842max 1416.2443min 116.2110dataMA(3)OLS R²=0.68μ lineμ ± σ bandmaxmin
latest 368.98% · range [116.21%, 1416.24%] · μ 619.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.385 · σ=0.234MEAN-REVERSIONLAST -0.511 (-0.54σ vs μ)0.6430.3220.000-0.322-0.643μ = -0.385-0.544-0.544-0.643-0.643-0.582-0.582-0.615-0.615-0.520-0.520-0.305-0.305-0.394-0.394-0.257-0.2570.2000.200-0.304-0.3040.0080.008-0.408-0.408-0.244-0.244-0.131-0.131-0.255-0.255-0.569-0.569-0.636-0.636-0.601-0.601-0.511-0.511v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.511 · |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
38.4073
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
17.2419
p-VALUE (log scale)
0.0042
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
-3.5363
p-VALUE (log scale)
0.0073
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0407
p-VALUE (log scale)
0.0413
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (17 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1296
p-VALUE (log scale)
0.4797
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
-1.5186
p-VALUE (log scale)
0.1289
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.538 ≈ 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=6.43e-3 · top T=2.18h (30.1%) · top-3 cover 68.5%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)2.3e-21.7e-21.2e-25.8e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.86e-4 · 0.8% energyperiod 24.0 · power 5.86e-4 · 0.8% energyperiod 12.0 · power 2.96e-3 · 3.8% energyperiod 12.0 · power 2.96e-3 · 3.8% energyperiod 8.0 · power 3.11e-3 · 4.0% energyperiod 8.0 · power 3.11e-3 · 4.0% energyperiod 6.0 · power 4.56e-3 · 5.9% energyperiod 6.0 · power 4.56e-3 · 5.9% energyperiod 4.8 · power 5.32e-3 · 6.9% energyperiod 4.8 · power 5.32e-3 · 6.9% energyperiod 4.0 · power 2.32e-3 · 3.0% energyperiod 4.0 · power 2.32e-3 · 3.0% energyperiod 3.4 · power 8.22e-4 · 1.1% energyperiod 3.4 · power 8.22e-4 · 1.1% energyperiod 3.0 · power 1.75e-3 · 2.3% energyperiod 3.0 · power 1.75e-3 · 2.3% energyperiod 2.7 · power 2.85e-3 · 3.7% energyperiod 2.7 · power 2.85e-3 · 3.7% energyperiod 2.4 · power 1.39e-2 · 18.1% energyperiod 2.4 · power 1.39e-2 · 18.1% energyperiod 2.2 · power 2.32e-2 · 30.1% energyperiod 2.2 · power 2.32e-2 · 30.1% energyperiod 2.0 · power 1.58e-2 · 20.4% energyperiod 2.0 · power 1.58e-2 · 20.4% energy50% by T=2.2h#1 dominantT=2.18h#2T=2.00h#3T=2.40hT=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 ≈ 2.18h (freq 0.458) · concentrates 30.1% of total energy · Σ|X̂|²/n = 7.719e-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 0.5 d · σ/bar 0.305pp · expected |Δp| over horizon 1.09ppterminal variance p(1−p) = 0.2244 · n = 2833✓ n = 2833
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.305pp
one-bar volatility · logit-free
Per-day movedaily
1.49pp
σ × √24
Per-horizon move1d
1.09pp
σ × √12.835808055555557
Terminal variancebinary
0.2244
p(1−p) at resolution
Current pricep
34.0¢
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 0.50pp · ES₉₅ 0.63pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2833
VaR 95%
0.50pp
1.645·σ (parametric) of Δp
ES 95%
0.63pp
mean of the tail
Max drawdown
36.5pp
peak 52.0¢ → trough 33.0¢
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
34.0%
= price
Decimal oddsEU
2.941
total return per $1
AmericanUS
+194
$100 wins $194
FractionalUK
1.94 / 1
profit per $1 risked
Profit per $100stake
+$194.12
clean dollar framing
-1000-5000+500+1000020406080100you · 34.0%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)
0.925 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.925 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.56 bit
self-information
Surprise · NO−log₂(1−p)
0.60 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
2573721445147198402794802928157427663327297748733430491619487131647218857169
NO token ID
70659432139994542069434772104144657639869399273651484864261399963742293385083
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
6.4s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5b50e7487807c8875293f554ae24d1d29498d32ef231ee7ff167880ad2182962 · 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
0.310000
(best bid + best ask) / 2
Spread
645.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.400
bid-heavy
Imbalance (top-5)
+0.166
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-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.3463301171.92bp0.3700005FILLED
BUY$10.00K0.4715905212.60bp0.66000019FILLED
BUY$100.00K0.81554416307.87bp0.97000046FILLED
SELL$1.00K0.280049966.16bp0.2600005FILLED
SELL$10.00K0.1367935587.31bp0.07000024FILLED
SELL$100.00K0.0532888281.04bp0.01000030PARTIAL

Risk metrics

▸ sovereign store · 2,833 barsperiods/year ≈ 1.75M
Realized vol (annualised)
964.89%
σ per bar = 0.007288
Mean return (annualised)
-4391.42%
μ per bar = -0.000025
Sharpe (rf=0)
-4.55
annualised; risk-free assumed zero
Max drawdown
36.54%
peak 0.52 → trough 0.33 over 2631 bars

/api/asset/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-15-2026/risk · same metrics, JSON