POLYMARKET · PREDICTION MARKET · CRYPTO

Will Ethereum reach $1,750 on June 14?

YES · live
34.5¢
NO · live
65.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-ethereum-reach-1750-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
844.13%
max drawdown
38.11%
sharpe
—
ulcer index
20.57%
RMS drawdown
pain index
16.93%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
38.11%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
4.2 bps
implied (price-only)
bars used
379
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-ethereum-reach-1750-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6ms⏱--:--:-- 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
34.5¢
NO · live
65.5¢
YES price · live 24h
n=21 · μ=0.0847 · σ=0.1245 · range [0.0200, 0.4465] · R²=0.408▲ RISING +1435.00%σ EXTREME 146.99%LAST 0.30700.44650.33990.23330.12660.0200μ = 0.0847max 0.4465min 0.0200dataMA(4)OLS R²=0.41μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 30.70¢
YES / NO split · live
YES 34.5%NO 65.5%NO65.5%65.45¢ · odds 1/1.53
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.930 / 1.00 bits (93%) · high uncertainty
YES
34.5%34.5¢2.89×▬ +0.00pp
NO
65.5%65.5¢1.53×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=7,560 · μ=378.0 · σ=962.8 · CV=2.55BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,0532,1053,1584,210μ = 3784,21050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 7560bp moved · peak 4210bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
34.55¢ (34.55%)
▼NO mid
65.45¢ (65.45%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.8k
≋liquidity $
$4.4k
◳history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.0847 · σ=0.1245 · range [0.0200, 0.4465] · R²=0.408▲ RISING +1435.00%σ EXTREME 146.99%LAST 0.30700.44650.33990.23330.12660.0200μ = 0.0847max 0.4465min 0.0200dataMA(4)OLS R²=0.41μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 30.70¢
NO price · CLOB mid
n=21 · μ=0.9148 · σ=0.1261 · range [0.5425, 0.9800] · R²=0.403▼ FALLING -29.29%σ HIGH 13.79%LAST 0.69300.98000.87060.76120.65190.5425μ = 0.9148max 0.9800min 0.5425dataMA(4)OLS R²=0.40μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 69.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=0.0085 · σ=0.0933 · skew=3.34 (right-skewed) · kurt=11.57 (leptokurtic (fat tails))16128401-11.96ppbin -11.96pp · n=1 · 6.3% peakbin -11.96pp · n=1 · 6.3% peak1-6.27ppbin -6.27pp · n=1 · 6.3% peakbin -6.27pp · n=1 · 6.3% peak16-0.58ppbin -0.58pp · n=16 · 100.0% peakbin -0.58pp · n=16 · 100.0% peak15.11ppbin 5.11pp · n=1 · 6.3% peakbin 5.11pp · n=1 · 6.3% peak10.80pp16.49pp22.18pp27.87pp33.56pp139.25ppbin 39.25pp · n=1 · 6.3% peakbin 39.25pp · n=1 · 6.3% 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=3.12 · kurt=10.95 · near 5 / mid 12 / far 3 · OLS slope=0.71 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.10σsample ↓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=21STRONGLY RIGHT-SKEWED (G₁=1.72)
μ MEAN8.47¢95% CI: [3.15¢, 13.80¢]
σ STD DEV12.45ppσ² = 155.050 · CV = 146.99%
med MEDIAN2.85¢Q₁ 2.50¢ · Q₃ 3.65¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 42.65pp · IQR 1.15pp (1.349σ→16.80pp)
min 2.00¢Q₁ 2.50¢med 2.85¢Q₃ 3.65¢max 44.65¢μ
SKEWNESS · G₁1.721right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.490leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.45
σ × 1.349 ↔ IQRdiverges from normalratio = 14.61
range ↔ σconcentrated (range < 4σ)range / σ = 3.43
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) -0.31 + ADF rejected
ρ(1) AUTOCORR-0.305within white-noise band
ρ(2) AUTOCORR-0.159lag-2 not significant
H · HURST EXPONENT0.757strongly persistent
OLS TREND · t-STAT+3.615significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.757
H = 0.757STRONGLY 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=1-0.305k=2-0.159k=3+0.056k=4+0.040k=5-0.0240+1−1+0.45−0.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.62)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.31 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.62)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 ID2538800
SLUGwill-ethereum-reach-1750-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (65¢)
PRIMARY · YES34.55¢implied prob 34.55% · decimal odds 2.89×
COUNTER · NO65.45¢implied prob 65.45% · decimal odds 1.53×
34.55¢
65.45¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.82k USD 24h
LIQUIDITY4.38k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (65¢)|primary − counter| = 0.309 · entropy 0.930 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 34.5%NO 65.5%YES p̂34.5%H = 0.930 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.89×(35¢)NO1.53×(65¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.930 bits (93% 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 · VERY HIGHresolves 2026-06-15 04:00 UTC
0days
03hrs
33min
3.6 hours·θ = 61.002 pp/day
YES →$1.00(P = 34.5%)
NO →$0.00(P = 65.5%)
current: $0.3455 · expected return per side: $0.65 on YES hit · $0.35 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.8hRESOLVESP projection · σ=12.45% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 61.002 pp/day
now3.57h left
61.002 pp/day×1.00
−25%2.67h left
70.439 pp/day×1.15
−50%1.78h left
86.269 pp/day×1.41
−75%0.89h left
122.003 pp/day×2.00
−90%0.36h left
192.904 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 42.10% · worst -14.80% · typical |Δ| 3.78%MILD BULLISH +28.70%BEST+42.10%17hWORST-14.80%18hTYPICAL |Δ|3.78%mean absoluteCUMULATIVE+28.70%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.21% · Σ +1.50%EUROPE · 08-16 UTCμ -0.14% · Σ -1.10%US · 16-24 UTCμ +5.66% · Σ +28.30%CUMULATIVE Δ PATH · final +28.70%+42.65%0.00%0.85% · 1h0.85% · 1h0.85%1h0.25% · 2h0.25% · 2h0.25%2h-0.55% · 3h-0.55% · 3h-0.55%3h0.60% · 4h0.60% · 4h0.60%4h0.50% · 5h0.50% · 5h0.50%5h-0.60% · 6h-0.60% · 6h-0.60%6h0.45% · 7h0.45% · 7h0.45%7h-1.05% · 8h-1.05% · 8h-1.05%8h0.30% · 9h0.30% · 9h0.30%9h-0.25% · 10h-0.25% · 10h-0.25%10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.40% · 12h-0.40% · 12h-0.40%12h1.65% · 13h1.65% · 13h1.65%13h-1.10% · 14h-1.10% · 14h-1.10%14h-0.20% · 15h-0.20% · 15h-0.20%15h0.15% · 16h0.15% · 16h0.15%16h42.10% · 17h42.10% · 17h42.10%17h★ BEST-14.80% · 18h-14.80% · 18h-14.80%18h▼ WORST-4.45% · 19h-4.45% · 19h-4.45%19h5.30% · 20h5.30% · 20h5.30%20hTIME PATTERNUS-led (+28.30%)RUNSup max 2 · down max 3BREADTH50% up · 50% down
10 up bars · 10 down · best 42.10% · worst -14.80% · typical |Δ| 3.780%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsPROFITABLE +22.44%FINAL+22.44%MAX DD-18.59%RECOVERYONGOING · 3 barsMAX RUN-UP+42.83%UNDERWATER14/21 (67%)STREAK↗ 1EQUITY CURVE · end 1.2244 · peak 1.4283 · range [1.0000, 1.4283]1.42831.0000break-even = 1★ PEAK 1.4283UNDERWATER DRAWDOWN · max -18.59% · severe0%-18.59%▼ TROUGH -18.59%TOP DRAWDOWN PERIODS · 4 total#1 -18.59%bar 19-21 · 3 bars · ONGOING#2 -1.60%bar 7-13 · 7 bars · recovered#3 -1.30%bar 15-17 · 3 bars · recoveredDD SEVERITYsevere (max -18.59%)RECOVERYongoing · 3 barsTIME UNDER WATER67% of session · 14/21 bars
final equity 1.2244 (22.44%) · max DD -18.59% · time-under-water 14/21 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +9 / −7 (56% positive) · μ=5.63 · σ=27.98MIXED EDGELAST 24.44 (+0.67σ vs μ)57.5328.760.00-28.76-57.53μ = 5.6357.5357.536.506.5012.4712.47-2.48-2.48-10.66-10.66-34.55-34.55-19.07-19.07-54.37-54.3728.3528.35-2.76-2.76-1.84-1.841.841.8442.4242.4222.7222.7219.5419.5424.4424.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 24.441 · range [-54.37, 57.53] · μ 5.631 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=541.7421 · σ=849.1757 · range [46.7272, 2043.7930] · R²=0.586▲ RISING +3937.11%σ EXTREME 156.75%LAST 2028.64972043.79301544.52661045.2601545.993646.7272μ = 541.7421max 2043.7930min 46.7272dataMA(3)OLS R²=0.59μ lineμ ± σ bandmaxmin
latest 2028.65% · range [46.73%, 2043.79%] · μ 541.74% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +0 / −16 (0% positive) · μ=-0.446 · σ=0.210MEAN-REVERSIONLAST -0.392 (+0.26σ vs μ)0.8080.4040.000-0.404-0.808μ = -0.446-0.141-0.141-0.370-0.370-0.448-0.448-0.324-0.324-0.740-0.740-0.808-0.808-0.709-0.709-0.443-0.443-0.217-0.217-0.580-0.580-0.540-0.540-0.552-0.552-0.041-0.041-0.465-0.465-0.365-0.365-0.392-0.392v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.392 · |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
216.8962
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
2.9200
p-VALUE (log scale)
0.7149
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
-1.5153
p-VALUE (log scale)
0.5260
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
0.9189
p-VALUE (log scale)
0.3581
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4710
p-VALUE (log scale)
0.0482
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.2118
p-VALUE (log scale)
0.2256
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.729 ≈ 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=1.07e-2 · top T=3.33h (15.3%) · top-3 cover 42.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.6e-21.2e-28.2e-34.1e-30.0e+0μ noise floorperiod 20.0 · power 3.96e-3 · 3.7% energyperiod 20.0 · power 3.96e-3 · 3.7% energyperiod 10.0 · power 3.56e-3 · 3.3% energyperiod 10.0 · power 3.56e-3 · 3.3% energyperiod 6.7 · power 5.23e-3 · 4.9% energyperiod 6.7 · power 5.23e-3 · 4.9% energyperiod 5.0 · power 9.04e-3 · 8.4% energyperiod 5.0 · power 9.04e-3 · 8.4% energyperiod 4.0 · power 1.48e-2 · 13.8% energyperiod 4.0 · power 1.48e-2 · 13.8% energyperiod 3.3 · power 1.64e-2 · 15.3% energyperiod 3.3 · power 1.64e-2 · 15.3% energyperiod 2.9 · power 1.38e-2 · 12.9% energyperiod 2.9 · power 1.38e-2 · 12.9% energyperiod 2.5 · power 1.47e-2 · 13.7% energyperiod 2.5 · power 1.47e-2 · 13.7% energyperiod 2.2 · power 1.18e-2 · 11.0% energyperiod 2.2 · power 1.18e-2 · 11.0% energyperiod 2.0 · power 1.38e-2 · 12.9% energyperiod 2.0 · power 1.38e-2 · 12.9% energy50% by T=2.9h#1 dominantT=3.33h#2T=4.00h#3T=2.50hT=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 15.3% of total energy · Σ|X̂|²/n = 1.072e-1

▸ Depth section using sovereign-store price series (379 bars · effective 1753103 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 0.3 d · σ/bar 0.638pp · expected |Δp| over horizon 1.56ppterminal variance p(1−p) = 0.2261 · n = 379✓ n = 379
μ per bar
-0.006pp
average Δp · drift
σ per bar
0.638pp
one-bar volatility · logit-free
Per-day movedaily
3.12pp
σ × √24
Per-horizon move0d
1.56pp
σ × √6
Terminal variancebinary
0.2261
p(1−p) at resolution
Current pricep
34.5¢
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 1.06pp · ES₉₅ 1.32pp · method parametric · drift-correcteddrift -0.006pp/bar · quantised: yes · median step 1.65pp · unique ratio 0.02✓ n = 379
VaR 95%
1.06pp
1.645·σ (parametric) of Δp
ES 95%
1.32pp
mean of the tail
Max drawdown
38.1pp
peak 37.0¢ → trough 22.9¢
Median step
1.65pp
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
34.5%
= price
Decimal oddsEU
2.894
total return per $1
AmericanUS
+189
$100 wins $189
FractionalUK
1.89 / 1
profit per $1 risked
Profit per $100stake
+$189.44
clean dollar framing
-1000-5000+500+1000020406080100you · 34.5%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)
0.930 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.930 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.53 bit
self-information
Surprise · NO−log₂(1−p)
0.61 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
102020914511564611952530102398062446184571375786449196991860621013769823060568
NO token ID
110519278308944417523504668672994871270964815974555632091311811818396259248168
Snapshot fetched
2026-06-15 00:26:02 UTC
Snapshot age
6ms
History points
21 CLOB mids
Page rendered
2026-06-15 00:26:02 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1f3eb6392d95d06efc660dedef588a4c29fa09bb9093c29eff70eb5e5a26501e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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

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
0.307000
(best bid + best ask) / 2
Spread
2410.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.481
ask-heavy
Imbalance (top-5)
+0.205
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-ethereum-reach-1750-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.3517351457.16bp0.3520007FILLED
BUY$10.00K0.74903114398.40bp0.94000018FILLED
BUY$100.00K0.89902219284.11bp0.99900026PARTIAL
SELL$1.00K0.0386868739.87bp0.00100025PARTIAL
SELL$10.00K0.0386868739.87bp0.00100025PARTIAL
SELL$100.00K0.0386868739.87bp0.00100025PARTIAL

Risk metrics

▸ sovereign store · 379 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2970.60%
σ per bar = 0.022436
Mean return (annualised)
-31773.99%
μ per bar = -0.000181
Sharpe (rf=0)
-10.70
annualised; risk-free assumed zero
Max drawdown
38.11%
peak 0.37 → trough 0.23 over 281 bars

/api/asset/pm-will-ethereum-reach-1750-on-june-14/risk · same metrics, JSON