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 18, 2026?

YES · live
45.0¢
NO · live
55.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-18-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
750.64%
max drawdown
46.46%
sharpe
ulcer index
22.99%
RMS drawdown
pain index
19.90%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
46.46%
cond. drawdown
gain/pain
0.93
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.93
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
958
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-18-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH60ms--:--:-- 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
45.0¢
NO · live
55.0¢
YES price · live 24h
n=21 · μ=0.4902 · σ=0.0883 · range [0.3000, 0.6650] · R²=0.259 FALLING -32.33%σ EXTREME 18.02%LAST 0.45000.66500.57370.48250.39120.3000μ = 0.4902max 0.6650min 0.3000dataMA(4)OLS R²=0.26μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 45.00¢
YES / NO split · live
YES 45.0%NO 55.0%NO55.0%55.00¢ · odds 1/1.82
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.993 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
45.0%45.0¢2.22× +0.00pp
NO
55.0%55.0¢1.82× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=8,850 · μ=442.5 · σ=542.5 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=1304889751,4631,950μ = 4431,95050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 8850bp moved · peak 1950bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
60ms
YES mid
45.00¢ (45.00%)
NO mid
55.00¢ (55.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$53.5k
liquidity $
$33.3k
history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.4902 · σ=0.0883 · range [0.3000, 0.6650] · R²=0.259 FALLING -32.33%σ EXTREME 18.02%LAST 0.45000.66500.57370.48250.39120.3000μ = 0.4902max 0.6650min 0.3000dataMA(4)OLS R²=0.26μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 45.00¢
NO price · CLOB mid
n=21 · μ=0.5098 · σ=0.0883 · range [0.3350, 0.7000] · R²=0.259 RISING +64.18%σ EXTREME 17.33%LAST 0.55000.70000.60880.51750.42630.3350μ = 0.5098max 0.7000min 0.3350dataMA(4)OLS R²=0.26μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 55.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=-0.0106 · σ=0.0668 · skew=-0.86 (left-skewed) · kurt=0.82 (mesokurtic)1085301-17.95ppbin -17.95pp · n=1 · 10.0% peakbin -17.95pp · n=1 · 10.0% peak1-14.85ppbin -14.85pp · n=1 · 10.0% peakbin -14.85pp · n=1 · 10.0% peak-11.75pp1-8.65ppbin -8.65pp · n=1 · 10.0% peakbin -8.65pp · n=1 · 10.0% peak2-5.55ppbin -5.55pp · n=2 · 20.0% peakbin -5.55pp · n=2 · 20.0% peak1-2.45ppbin -2.45pp · n=1 · 10.0% peakbin -2.45pp · n=1 · 10.0% peak100.65ppbin 0.65pp · n=10 · 100.0% peakbin 0.65pp · n=10 · 100.0% peak23.75ppbin 3.75pp · n=2 · 20.0% peakbin 3.75pp · n=2 · 20.0% peak6.85pp29.95ppbin 9.95pp · n=2 · 20.0% peakbin 9.95pp · n=2 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=20
Q-Q plot · standardised Δp vs N(0,1)
n=20 · skew=-0.91 · kurt=1.21 · near 11 / mid 9 / far 0 · OLS slope=0.97 intercept=0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=21APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN49.02¢95% CI: [45.25¢, 52.80¢]
σ STD DEV8.83ppσ² = 78.012 · CV = 18.02%
med MEDIAN47.50¢Q₁ 45.00¢ · Q₃ 54.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 30.00¢Q₁ 45.00¢med 47.50¢Q₃ 54.50¢max 66.50¢μ
SKEWNESS · G₁-0.011approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.449mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.17
σ × 1.349 ↔ IQRdiverges from normalratio = 1.25
range ↔ σwide tails (range > 4σ)range / σ = 4.13
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.104within white-noise band
ρ(2) AUTOCORR-0.287lag-2 not significant
H · HURST EXPONENT0.838strongly persistent
OLS TREND · t-STAT-2.575significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.838STRONGLY 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+0.104k=2-0.287k=3+0.100k=4-0.028k=5-0.3090+1−1+0.450.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.78very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.58)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 ID2535421
SLUGwill-donald-trum…june-18-2026
CATEGORYTrump announces US blockade of Hormuz lifted by...?
TWO-SIDED PRICING
PRIMARY · YES45.00¢implied prob 45.00% · decimal odds 2.22×
COUNTER · NO55.00¢implied prob 55.00% · decimal odds 1.82×
45.00¢
55.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME53.49k USD 24h
LIQUIDITY33.33k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (55¢)|primary − counter| = 0.100 · entropy 0.993 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 45.0%NO 55.0%YES45.0%H = 0.993 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.22×(45¢)NO1.82×(55¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.993 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 2026-06-18 00:00 UTC
3days
06hrs
55min
YES$1.00(P = 45.0%)
NO$0.00(P = 55.0%)
current: $0.4500 · expected return per side: $0.55 on YES hit · $0.45 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6dRESOLVESP projection · σ=8.83% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 43.270 pp/day
now3.29d left
43.270 pp/day×1.00
−25%2.47d left
49.964 pp/day×1.15
−50%1.64d left
61.193 pp/day×1.41
−75%19.73h left
86.540 pp/day×2.00
−90%7.89h left
136.831 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=20 bars · best 11.50% · worst -19.50% · typical |Δ| 4.42%MILD BEARISH -21.50%BEST+11.50%10hWORST-19.50%15hTYPICAL |Δ|4.42%mean absoluteCUMULATIVE-21.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -2.79% · Σ -19.50%EUROPE · 08-16 UTCμ -1.31% · Σ -10.50%US · 16-24 UTCμ +1.70% · Σ +8.50%CUMULATIVE Δ PATH · final -21.50%+0.00%-36.50%-5.50% · 1h-5.50% · 1h-5.50%1h-14.00% · 2h-14.00% · 2h-14.00%2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h3.00% · 8h3.00% · 8h3.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h11.50% · 10h11.50% · 10h11.50%10h★ BEST-1.00% · 11h-1.00% · 11h-1.00%11h-7.50% · 12h-7.50% · 12h-7.50%12h2.00% · 13h2.00% · 13h2.00%13h1.50% · 14h1.50% · 14h1.50%14h-19.50% · 15h-19.50% · 15h-19.50%15h▼ WORST-6.50% · 16h-6.50% · 16h-6.50%16h8.50% · 17h8.50% · 17h8.50%17h2.00% · 18h2.00% · 18h2.00%18h4.50% · 19h4.50% · 19h4.50%19h0.00% · 20h0.00% · 20h·20hTIME PATTERNUS-led (+8.50%)RUNSup max 3 · down max 2BREADTH40% up · 40% down · 20% flat
8 up bars · 8 down · best 11.50% · worst -19.50% · typical |Δ| 4.425%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsSEVERE DRAWDOWN -23.36%FINAL-23.36%MAX DD-33.73%RECOVERYONGOING · 20 barsMAX RUN-UP+0.00%UNDERWATER20/21 (95%)STREAK▬ 0EQUITY CURVE · end 0.7664 · peak 1.0000 · range [0.6627, 1.0000]1.00000.6627break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -33.73% · severe0%-33.73%▼ TROUGH -33.73%TOP DRAWDOWN PERIODS · 1 total#1 -33.73%bar 2-21 · 20 bars · ONGOINGDD SEVERITYsevere (max -33.73%)RECOVERYongoing · 20 barsTIME UNDER WATER95% of session · 20/21 bars
final equity 0.7664 (-23.36%) · max DD -33.73% · time-under-water 20/21 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +8 / −7 (50% positive) · μ=-3.34 · σ=37.84MIXED EDGELAST 28.54 (+0.84σ vs μ)64.3132.160.00-32.16-64.31μ = -3.34-59.47-59.47-41.79-41.790.000.0033.0933.0925.3925.3951.8251.8246.6846.6814.8314.8312.2312.2317.7817.78-50.98-50.98-64.31-64.31-24.39-24.39-24.39-24.39-18.51-18.5128.5428.54v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 28.543 · range [-64.31, 51.82] · μ -3.342 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=599.6271 · σ=308.1607 · range [33.0908, 1040.9669] · R²=0.487 FALLING -9.18%σ EXTREME 51.39%LAST 521.74421040.9669788.9978537.0288285.059833.0908μ = 599.6271max 1040.9669min 33.0908dataMA(3)OLS R²=0.49μ lineμ ± σ bandmaxmin
latest 521.74% · range [33.09%, 1040.97%] · μ 599.63% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +3 / −11 (19% positive) · μ=-0.139 · σ=0.193MEAN-REVERSIONLAST -0.464 (-1.68σ vs μ)0.5700.2850.000-0.285-0.570μ = -0.1390.0140.014-0.094-0.0940.0000.0000.0000.000-0.329-0.329-0.216-0.216-0.570-0.570-0.122-0.122-0.149-0.149-0.049-0.049-0.239-0.239-0.152-0.152-0.068-0.0680.0050.0050.2050.205-0.464-0.464v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.464 · |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
6.3761
p-VALUE (log scale)
0.0413
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
5.3447
p-VALUE (log scale)
0.3755
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
-2.5460
p-VALUE (log scale)
0.1071
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
0.5175
p-VALUE (log scale)
0.6048
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3124
p-VALUE (log scale)
0.1605
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.6860
p-VALUE (log scale)
0.4927
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.153 ≈ 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=10 bins · noise floor μ=4.64e-3 · top T=3.33h (33.3%) · top-3 cover 67.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-21.2e-27.7e-33.9e-30.0e+0μ noise floor2× noise (significance)period 20.0 · power 1.64e-3 · 3.5% energyperiod 20.0 · power 1.64e-3 · 3.5% energyperiod 10.0 · power 8.37e-3 · 18.1% energyperiod 10.0 · power 8.37e-3 · 18.1% energyperiod 6.7 · power 7.61e-3 · 16.4% energyperiod 6.7 · power 7.61e-3 · 16.4% energyperiod 5.0 · power 4.60e-3 · 9.9% energyperiod 5.0 · power 4.60e-3 · 9.9% energyperiod 4.0 · power 2.62e-3 · 5.7% energyperiod 4.0 · power 2.62e-3 · 5.7% energyperiod 3.3 · power 1.54e-2 · 33.3% energyperiod 3.3 · power 1.54e-2 · 33.3% energyperiod 2.9 · power 2.40e-3 · 5.2% energyperiod 2.9 · power 2.40e-3 · 5.2% energyperiod 2.5 · power 4.57e-4 · 1.0% energyperiod 2.5 · power 4.57e-4 · 1.0% energyperiod 2.2 · power 3.24e-3 · 7.0% energyperiod 2.2 · power 3.24e-3 · 7.0% energyperiod 2.0 · power 1.13e-5 · 0.0% energyperiod 2.0 · power 1.13e-5 · 0.0% energy50% by T=4.0h#1 dominantT=3.33h#2T=10.00h#3T=6.67hT=2hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 3.33h (freq 0.300) · concentrates 33.3% of total energy · Σ|X̂|²/n = 4.639e-2

▸ Depth section using sovereign-store price series (958 bars · effective 1753005 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 3.3 d · σ/bar 0.567pp · expected |Δp| over horizon 5.04ppterminal variance p(1−p) = 0.2475 · n = 958n = 958
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.567pp
one-bar volatility · logit-free
Per-day movedaily
2.78pp
σ × √24
Per-horizon move3d
5.04pp
σ × √78.92665333333333
Terminal variancebinary
0.2475
p(1−p) at resolution
Current pricep
45.0¢
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 0.94pp · ES₉₅ 1.17pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.01n = 958
VaR 95%
0.94pp
1.645·σ (parametric) of Δp
ES 95%
1.17pp
mean of the tail
Max drawdown
46.5pp
peak 49.5¢ → trough 26.5¢
Median step
1.50pp
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
45.0%
= price
Decimal oddsEU
2.222
total return per $1
AmericanUS
+122
$100 wins $122
FractionalUK
1.22 / 1
profit per $1 risked
Profit per $100stake
+$122.22
clean dollar framing
-1000-5000+500+1000020406080100you · 45.0%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)
0.993 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.993 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.15 bit
self-information
Surprise · NO−log₂(1−p)
0.86 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
5459477365887049018147117834716401153055918564380617118914415697056707827683
NO token ID
44585649043959486173884103733978661761474120169179346689962519171160496278538
Snapshot fetched
2026-06-14 17:04:24 UTC
Snapshot age
60ms
History points
21 CLOB mids
Page rendered
2026-06-14 17:04:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
08df9acd49019dab4a25201dd0648c1b74a2e5a55ad34dc70a6c53bc2cefefd9 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.450000
(best bid + best ask) / 2
Spread
444.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.384
bid-heavy
Imbalance (top-5)
+0.613
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-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5141171424.83bp0.6200008FILLED
BUY$10.00K0.6850575223.49bp0.78000022FILLED
BUY$100.00K0.8746419436.46bp0.99000042PARTIAL
SELL$1.00K0.428388480.28bp0.4200003FILLED
SELL$10.00K0.1746686118.49bp0.09000028FILLED
SELL$100.00K0.0682408483.55bp0.01000036PARTIAL

Risk metrics

sovereign store · 958 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2143.74%
σ per bar = 0.016191
Mean return (annualised)
-7965.48%
μ per bar = -0.000045
Sharpe (rf=0)
-3.72
annualised; risk-free assumed zero
Max drawdown
46.46%
peak 0.49 → trough 0.27 over 329 bars

/api/asset/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-18-2026/risk · same metrics, JSON