POLYMARKET · PREDICTION MARKET · POLITICS

Will Fujimori win the 2nd round of the 2026 Peru presidential election by 0–0.1%?

YES · live
0.4¢
NO · live
99.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-00pt1-20260609021542086 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
15.17%
max drawdown
64.29%
sharpe
—
ulcer index
45.05%
RMS drawdown
pain index
41.26%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
64.29%
cond. drawdown
gain/pain
0.70
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.70
upside/downside
roll spread
8.5 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-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-00pt1-20260609021542086/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.5s⏱--:--:-- 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=0.0127 · σ=0.0099 · range [0.0025, 0.0310] · R²=0.579▼ FALLING -77.42%σ EXTREME 77.74%LAST 0.00350.03100.02390.01680.00960.0025μ = 0.0127max 0.0310min 0.0025dataMA(5)OLS R²=0.58μ 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=650 · μ=27.1 · σ=36.8 · CV=1.36BURSTY · concentratedcumulative energy ↗ · 50% by h=903570105140μ = 2714050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 650bp moved · peak 140bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.5s
▲YES mid
0.35¢ (0.35%)
▼NO mid
99.65¢ (99.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$30.2k
≋liquidity $
$62.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0127 · σ=0.0099 · range [0.0025, 0.0310] · R²=0.579▼ FALLING -77.42%σ EXTREME 77.74%LAST 0.00350.03100.02390.01680.00960.0025μ = 0.0127max 0.0310min 0.0025dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.35¢
NO price · CLOB mid
n=25 · μ=0.9873 · σ=0.0099 · range [0.9690, 0.9975] · R²=0.579▲ RISING +1.22%σ NORMAL 1.00%LAST 0.99650.99750.99040.98320.97610.9690μ = 0.9873max 0.9975min 0.9690dataMA(5)OLS R²=0.58μ 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=-0.0006 · σ=0.0040 · skew=-0.34 (symmetric) · kurt=2.87 (leptokurtic (fat tails))13107301-1.27ppbin -1.27pp · n=1 · 7.7% peakbin -1.27pp · n=1 · 7.7% peak-1.02pp-0.76pp3-0.51ppbin -0.51pp · n=3 · 23.1% peakbin -0.51pp · n=3 · 23.1% peak3-0.25ppbin -0.25pp · n=3 · 23.1% peakbin -0.25pp · n=3 · 23.1% peak130.00ppbin 0.00pp · n=13 · 100.0% peakbin 0.00pp · n=13 · 100.0% peak20.26ppbin 0.26pp · n=2 · 15.4% peakbin 0.26pp · n=2 · 15.4% peak10.51ppbin 0.51pp · n=1 · 7.7% peakbin 0.51pp · n=1 · 7.7% peak0.77pp11.02ppbin 1.02pp · n=1 · 7.7% peakbin 1.02pp · n=1 · 7.7% 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=-0.35 · kurt=2.99 · near 13 / mid 11 / far 0 · OLS slope=0.95 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=25RIGHT-SKEWED (G₁=0.57)
μ MEAN1.27¢95% CI: [0.88¢, 1.66¢]
σ STD DEV0.99ppσ² = 0.978 · CV = 77.74%
med MEDIAN1.00¢Q₁ 0.35¢ · Q₃ 1.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.85pp · IQR 1.35pp (1.349σ→1.33pp)
min 0.25¢Q₁ 0.35¢med 1.00¢Q₃ 1.70¢max 3.10¢μ
SKEWNESS · G₁0.569right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.151platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
range ↔ σconcentrated (range < 4σ)range / σ = 2.88
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.029within white-noise band
ρ(2) AUTOCORR+0.041lag-2 not significant
H · HURST EXPONENT0.905strongly persistent
OLS TREND · t-STAT-5.628significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.905
H = 0.905STRONGLY 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=1-0.029k=2+0.041k=3+0.108k=4-0.213k=5+0.1040+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]SIGNIFICANT @ 1% (|t|=5.63)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.63)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 ID2475500
SLUGwill-fujimori-wi…609021542086
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS NO (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME30.15k USD 24h
LIQUIDITY62.89k 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%YES p̂0.4%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.15% · worst -1.40% · typical |Δ| 0.27%BEARISH SESSION -1.20%BEST+1.15%4hWORST-1.40%8hTYPICAL |Δ|0.27%mean absoluteCUMULATIVE-1.20%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.22% · Σ +1.55%EUROPE · 08-16 UTCμ -0.34% · Σ -2.70%US · 16-24 UTCμ -0.01% · Σ -0.05%CUMULATIVE Δ PATH · final -1.20%+1.55%-1.30%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.10% · 3h0.10% · 3h0.10%3h1.15% · 4h1.15% · 4h1.15%4h★ BEST0.10% · 5h0.10% · 5h0.10%5h0.20% · 6h0.20% · 6h0.20%6h0.00% · 7h0.00% · 7h·7h-1.40% · 8h-1.40% · 8h-1.40%8h▼ WORST0.60% · 9h0.60% · 9h0.60%9h-0.15% · 10h-0.15% · 10h-0.15%10h-0.55% · 11h-0.55% · 11h-0.55%11h-0.60% · 12h-0.60% · 12h-0.60%12h-0.35% · 13h-0.35% · 13h-0.35%13h-0.30% · 14h-0.30% · 14h-0.30%14h0.05% · 15h0.05% · 15h0.05%15h-0.05% · 16h-0.05% · 16h-0.05%16h0.05% · 17h0.05% · 17h0.05%17h0.00% · 18h0.00% · 18h·18h0.30% · 19h0.30% · 19h0.30%19h-0.40% · 20h-0.40% · 20h-0.40%20h-0.05% · 21h-0.05% · 21h-0.05%21h0.10% · 22h0.10% · 22h0.10%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.55%)RUNSup max 4 · down max 5BREADTH38% up · 38% down · 25% flat
9 up bars · 9 down · best 1.15% · worst -1.40% · typical |Δ| 0.271%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.22%)FINAL-1.22%MAX DD-2.83%RECOVERYONGOING · 17 barsMAX RUN-UP+1.56%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 0.9878 · peak 1.0156 · range [0.9868, 1.0156]1.01560.9868break-even = 1★ PEAK 1.0156UNDERWATER DRAWDOWN · max -2.83% · moderate0%-2.83%▼ TROUGH -2.83%TOP DRAWDOWN PERIODS · 1 total#1 -2.83%bar 9-25 · 17 bars · ONGOINGDD SEVERITYmoderate (max -2.83%)RECOVERYongoing · 17 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.9878 (-1.22%) · max DD -2.83% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −13 (26% positive) · μ=-23.44 · σ=46.68UNPROFITABLE STRATEGYLAST -3.41 (+0.43σ vs μ)121.3460.670.00-60.67-121.34μ = -23.4454.5654.5654.5654.562.862.8611.9111.91-14.88-14.88-29.25-29.25-48.62-48.62-58.59-58.59-48.22-48.22-121.34-121.34-107.68-107.68-71.78-71.78-52.32-52.324.034.03-3.44-3.44-10.39-10.390.000.00-3.41-3.41-3.41-3.41v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -3.407 · range [-121.34, 54.56] · μ -23.442 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=39.2630 · σ=21.8579 · range [16.7428, 79.6611] · R²=0.593▼ FALLING -48.34%σ EXTREME 55.67%LAST 21.428379.661163.931548.201932.472316.7428μ = 39.2630max 79.6611min 16.7428dataMA(3)OLS R²=0.59μ lineμ ± σ bandmaxmin
latest 21.43% · range [16.74%, 79.66%] · μ 39.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.152 · σ=0.327MEAN-REVERSIONLAST -0.412 (-0.80σ vs μ)0.5220.2610.000-0.261-0.522μ = -0.152-0.169-0.169-0.221-0.2210.0640.064-0.165-0.165-0.425-0.425-0.458-0.458-0.513-0.513-0.357-0.3570.2260.2260.1420.1420.5220.5220.3680.3680.3130.313-0.110-0.110-0.477-0.477-0.411-0.411-0.396-0.396-0.402-0.402-0.412-0.412v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.412 · |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
16.7458
p-VALUE (log scale)
0.0002
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
2.1795
p-VALUE (log scale)
0.8254
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
-0.9183
p-VALUE (log scale)
0.7821
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
-0.4859
p-VALUE (log scale)
0.6270
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6552
p-VALUE (log scale)
0.0176
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.2646
p-VALUE (log scale)
0.7913
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.081 ≈ 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=2.05e-5 · top T=3.00h (17.4%) · top-3 cover 43.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.3e-53.2e-52.1e-51.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.21e-5 · 13.0% energyperiod 24.0 · power 3.21e-5 · 13.0% energyperiod 12.0 · power 2.88e-5 · 11.7% energyperiod 12.0 · power 2.88e-5 · 11.7% energyperiod 8.0 · power 3.18e-6 · 1.3% energyperiod 8.0 · power 3.18e-6 · 1.3% energyperiod 6.0 · power 2.72e-5 · 11.0% energyperiod 6.0 · power 2.72e-5 · 11.0% energyperiod 4.8 · power 2.26e-5 · 9.2% energyperiod 4.8 · power 2.26e-5 · 9.2% energyperiod 4.0 · power 6.35e-6 · 2.6% energyperiod 4.0 · power 6.35e-6 · 2.6% energyperiod 3.4 · power 2.92e-6 · 1.2% energyperiod 3.4 · power 2.92e-6 · 1.2% energyperiod 3.0 · power 4.29e-5 · 17.4% energyperiod 3.0 · power 4.29e-5 · 17.4% energyperiod 2.7 · power 2.62e-5 · 10.6% energyperiod 2.7 · power 2.62e-5 · 10.6% energyperiod 2.4 · power 3.09e-5 · 12.5% energyperiod 2.4 · power 3.09e-5 · 12.5% energyperiod 2.2 · power 1.14e-5 · 4.6% energyperiod 2.2 · power 1.14e-5 · 4.6% energyperiod 2.0 · power 1.20e-5 · 4.9% energyperiod 2.0 · power 1.20e-5 · 4.9% energy50% by T=3.0h#1 dominantT=3.00h#2T=24.00h#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 ≈ 3.00h (freq 0.333) · concentrates 17.4% of total energy · Σ|X̂|²/n = 2.465e-4

▸ Depth section using sovereign-store price series (2722 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 7.0 d · σ/bar 0.019pp · expected |Δp| over horizon 0.25ppterminal variance p(1−p) = 0.0035 · n = 2722✓ n = 2722
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.019pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move7d
0.25pp
σ × √168
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2722
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
90.9pp
peak 2.8¢ → trough 0.3¢
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
22536416990201889382184146037515011025458957974209340535413633000541017922320
NO token ID
97521609590521741903241836641604909644529036904216826239105205230558125340689
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
6.5s
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
a0ed2085b0c3af2303acee43590beb4213769a417b6287a201f407fb04103915 · 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 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)
-0.920
ask-heavy
Imbalance (top-5)
+0.378
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-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-00pt1-20260609021542086/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.03739796847.26bp0.09800031FILLED
BUY$10.00K0.237794669412.33bp0.79900050FILLED
BUY$100.00K0.7131072027449.60bp0.96000063FILLED
SELL$1.00K0.0016505286.79bp0.0010003PARTIAL
SELL$10.00K0.0016505286.79bp0.0010003PARTIAL
SELL$100.00K0.0016505286.79bp0.0010003PARTIAL

Risk metrics

▸ sovereign store · 2,722 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3417.13%
σ per bar = 0.025810
Mean return (annualised)
-132792.50%
μ per bar = -0.000758
Sharpe (rf=0)
-38.86
annualised; risk-free assumed zero
Max drawdown
90.91%
peak 0.03 → trough 0.00 over 1385 bars

/api/asset/pm-will-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-00pt1-20260609021542086/risk · same metrics, JSON