POLYMARKET · PREDICTION MARKET · POLITICS

Will Fujimori win the 2nd round of the 2026 Peru presidential election by 0.5–0.6%?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-0pt50pt6-20260609021542081 · fresh · feed 6s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3.39%
max drawdown
80.00%
sharpe
—
ulcer index
50.33%
RMS drawdown
pain index
43.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
80.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
18.7 bps
implied (price-only)
bars used
1526
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-0pt50pt6-20260609021542081/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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0013 · σ=0.0005 · range [0.0005, 0.0025] · R²=0.049▼ FALLING -33.33%σ EXTREME 39.90%LAST 0.00100.00250.00200.00150.00100.0005μ = 0.0013max 0.0025min 0.0005dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.10¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=75 · μ=3.1 · σ=4.1 · CV=1.32BURSTYcumulative energy ↗ · 50% by h=14035810μ = 31050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 75bp moved · peak 10bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.4s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$22.9k
≋liquidity $
$34.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0013 · σ=0.0005 · range [0.0005, 0.0025] · R²=0.049▼ FALLING -33.33%σ EXTREME 39.90%LAST 0.00100.00250.00200.00150.00100.0005μ = 0.0013max 0.0025min 0.0005dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.10¢
NO price · CLOB mid
n=25 · μ=0.9987 · σ=0.0005 · range [0.9975, 0.9995] · R²=0.049▬ FLATσ LOW 0.05%LAST 0.99900.99950.99900.99850.99800.9975μ = 0.9987max 0.9995min 0.9975dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.90¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0005 · skew=-0.07 (symmetric) · kurt=-0.07 (mesokurtic)14117402-0.09ppbin -0.09pp · n=2 · 14.3% peakbin -0.09pp · n=2 · 14.3% peak-0.07pp4-0.05ppbin -0.05pp · n=4 · 28.6% peakbin -0.05pp · n=4 · 28.6% peak-0.03pp-0.01pp140.01ppbin 0.01pp · n=14 · 100.0% peakbin 0.01pp · n=14 · 100.0% peak0.03pp10.05ppbin 0.05pp · n=1 · 7.1% peakbin 0.05pp · n=1 · 7.1% peak0.07pp30.09ppbin 0.09pp · n=3 · 21.4% peakbin 0.09pp · n=3 · 21.4% 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=0.32 · kurt=0.32 · near 11 / mid 13 / far 0 · OLS slope=0.94 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERLOWER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.13¢95% CI: [0.11¢, 0.15¢]
σ STD DEV0.05ppσ² = 28.583×10⁻⁴ · CV = 39.90%
med MEDIAN0.15¢Q₁ 0.10¢ · Q₃ 0.15¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.20pp · IQR 0.05pp (1.349σ→0.07pp)
min 0.05¢Q₁ 0.10¢med 0.15¢Q₃ 0.15¢max 0.25¢μ
SKEWNESS · G₁-0.158approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.592mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.30
σ × 1.349 ↔ IQRdiverges from normalratio = 1.44
range ↔ σconcentrated (range < 4σ)range / σ = 3.74
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.043within white-noise band
ρ(2) AUTOCORR-0.564lag-2 dependence detected
H · HURST EXPONENT1.273strongly persistent
OLS TREND · t-STAT-1.094fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.273
H = 1.273STRONGLY 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=2,5
k=1-0.043k=2 ★-0.564k=3+0.319k=4+0.238k=5-0.4410+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|=1.09)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.09)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 ID2475495
SLUGwill-fujimori-wi…609021542081
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME22.91k USD 24h
LIQUIDITY34.38k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(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) = 0.006 bits (1% 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 0.10% · worst -0.10% · typical |Δ| 0.03%MILD BEARISH -0.05%BEST+0.10%11hWORST-0.10%9hTYPICAL |Δ|0.03%mean absoluteCUMULATIVE-0.05%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final -0.05%+0.10%-0.10%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-0.10% · 9h-0.10% · 9h-0.10%9h▼ WORST0.00% · 10h0.00% · 10h·10h0.10% · 11h0.10% · 11h0.10%11h★ BEST0.00% · 12h0.00% · 12h·12h-0.10% · 13h-0.10% · 13h-0.10%13h0.10% · 14h0.10% · 14h0.10%14h0.10% · 15h0.10% · 15h0.10%15h-0.05% · 16h-0.05% · 16h-0.05%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.05% · 20h-0.05% · 20h-0.05%20h0.00% · 21h0.00% · 21h·21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 2BREADTH17% up · 25% down · 58% flat
4 up bars · 6 down · best 0.10% · worst -0.10% · typical |Δ| 0.031%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.05%MAX DD-0.20%RECOVERYONGOING · 9 barsMAX RUN-UP+0.10%UNDERWATER15/25 (60%)STREAK↗ 1EQUITY CURVE · end 0.9995 · peak 1.0010 · range [0.9990, 1.0010]1.00100.9990break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 2 total#1 -0.20%bar 17-25 · 9 bars · ONGOING#2 -0.10%bar 10-15 · 6 bars · recoveredDD SEVERITYshallow (max -0.20%)RECOVERYongoing · 9 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 0.9995 (-0.05%) · max DD -0.20% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −8 (26% positive) · μ=-15.68 · σ=37.34UNPROFITABLE STRATEGYLAST -38.21 (-0.60σ vs μ)85.4442.720.00-42.72-85.44μ = -15.680.000.000.000.000.000.00-38.21-38.21-38.21-38.210.000.000.000.00-20.72-20.720.000.0038.2138.2126.5826.589.749.749.749.7422.8322.83-13.34-13.34-85.44-85.44-85.44-85.44-85.44-85.44-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-85.44, 38.21] · μ -15.680 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=4.6921 · σ=2.8337 · range [0.0000, 8.3714] · R²=0.080▬ FLATσ EXTREME 60.39%LAST 3.82108.37146.27854.18572.09280.0000μ = 4.6921max 8.3714min 0.0000dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 3.82% · range [0.00%, 8.37%] · μ 4.69% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −12 (11% positive) · μ=-0.107 · σ=0.150MEAN-REVERSIONLAST 0.067 (+1.16σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.1070.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.2330.0000.0000.0000.000-0.010-0.010-0.250-0.250-0.133-0.133-0.210-0.210-0.171-0.171-0.197-0.1970.1670.167-0.199-0.199-0.167-0.167-0.167-0.167-0.500-0.5000.0670.067v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.067 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.9452
p-VALUE (log scale)
0.6234
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀**

H₀: No serial autocorrelation up to lag 5

STATISTIC
20.2677
p-VALUE (log scale)
0.0012
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-2.5240
p-VALUE (log scale)
0.1135
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
0.1405
p-VALUE (log scale)
0.8883
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1285
p-VALUE (log scale)
0.4817
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
-1.3700
p-VALUE (log scale)
0.1707
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.583 ≈ 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=2.60e-7 · top T=3.43h (35.1%) · top-3 cover 70.1%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)1.1e-68.2e-75.5e-72.7e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.76e-8 · 1.2% energyperiod 24.0 · power 3.76e-8 · 1.2% energyperiod 12.0 · power 3.89e-7 · 12.4% energyperiod 12.0 · power 3.89e-7 · 12.4% energyperiod 8.0 · power 6.07e-8 · 1.9% energyperiod 8.0 · power 6.07e-8 · 1.9% energyperiod 6.0 · power 4.17e-8 · 1.3% energyperiod 6.0 · power 4.17e-8 · 1.3% energyperiod 4.8 · power 3.04e-7 · 9.7% energyperiod 4.8 · power 3.04e-7 · 9.7% energyperiod 4.0 · power 5.52e-7 · 17.7% energyperiod 4.0 · power 5.52e-7 · 17.7% energyperiod 3.4 · power 1.10e-6 · 35.1% energyperiod 3.4 · power 1.10e-6 · 35.1% energyperiod 3.0 · power 5.42e-7 · 17.3% energyperiod 3.0 · power 5.42e-7 · 17.3% energyperiod 2.7 · power 1.79e-9 · 0.1% energyperiod 2.7 · power 1.79e-9 · 0.1% energyperiod 2.4 · power 2.79e-8 · 0.9% energyperiod 2.4 · power 2.79e-8 · 0.9% energyperiod 2.2 · power 6.29e-8 · 2.0% energyperiod 2.2 · power 6.29e-8 · 2.0% energyperiod 2.0 · power 1.04e-8 · 0.3% energyperiod 2.0 · power 1.04e-8 · 0.3% energy50% by T=3.4h#1 dominantT=3.43h#2T=4.00h#3T=3.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 35.1% of total energy · Σ|X̂|²/n = 3.125e-6

▸ Depth section using sovereign-store price series (1526 bars · effective 1752908 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 0.003pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0005 · n = 1526✓ n = 1526
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.01pp
σ × √24
Per-horizon move7d
0.03pp
σ × √168
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.00pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1526
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
80.0pp
peak 0.3¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
9113305532153550834487732621602160405160423839909752134925164088656390646011
NO token ID
28692905639102973927506743442505262341082132823171461691756691409845957081384
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
1c407f1fbd7316031eac1f9f569e440fc5083b14374c4361b11bb3867cc88a9f · 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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
ask-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-0pt50pt6-20260609021542081/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 1,526 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2987.01%
σ per bar = 0.022561
Mean return (annualised)
-184996.48%
μ per bar = -0.001055
Sharpe (rf=0)
-61.93
annualised; risk-free assumed zero
Max drawdown
80.00%
peak 0.00 → trough 0.00 over 1179 bars

/api/asset/pm-will-fujimori-win-the-2nd-round-of-the-2026-peru-presidential-election-by-0pt50pt6-20260609021542081/risk · same metrics, JSON