POLYMARKET · PREDICTION MARKET · POLITICS

Will Gedion Timothewos be the next Prime Minister of Ethiopia?

YES · live
0.2¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-gedion-timothewos-be-the-next-prime-minister-of-ethiopia · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
18.05%
max drawdown
55.56%
sharpe
ulcer index
51.27%
RMS drawdown
pain index
47.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
55.56%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
63.0 bps
implied (price-only)
bars used
337
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-gedion-timothewos-be-the-next-prime-minister-of-ethiopia/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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
0.2¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0034 · σ=0.0017 · range [0.0005, 0.0065] · R²=0.018 FALLING -55.56%σ EXTREME 48.59%LAST 0.00200.00650.00500.00350.00200.0005μ = 0.0034max 0.0065min 0.0005dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.20¢
YES / NO split · live
YES 0.2%NO 99.8%NO99.8%99.80¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.021 / 1.00 bits (2%) · informative — one side favoured
YES
0.2%0.2¢500.00× +0.00pp
NO
99.8%99.8¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=265 · μ=11.0 · σ=13.3 · CV=1.20BURSTYcumulative energy ↗ · 50% by h=14010203040μ = 114050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 265bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
0.20¢ (0.20%)
NO mid
99.80¢ (99.80%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$164.2k
liquidity $
$12.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0034 · σ=0.0017 · range [0.0005, 0.0065] · R²=0.018 FALLING -55.56%σ EXTREME 48.59%LAST 0.00200.00650.00500.00350.00200.0005μ = 0.0034max 0.0065min 0.0005dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.20¢
NO price · CLOB mid
n=25 · μ=0.9966 · σ=0.0017 · range [0.9935, 0.9995] · R²=0.018 RISING +0.25%σ LOW 0.17%LAST 0.99800.99950.99800.99650.99500.9935μ = 0.9966max 0.9995min 0.9935dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0016 · skew=-0.32 (symmetric) · kurt=0.35 (mesokurtic)1085302-0.36ppbin -0.36pp · n=2 · 20.0% peakbin -0.36pp · n=2 · 20.0% peak1-0.30ppbin -0.30pp · n=1 · 10.0% peakbin -0.30pp · n=1 · 10.0% peak-0.23pp-0.16pp4-0.09ppbin -0.09pp · n=4 · 40.0% peakbin -0.09pp · n=4 · 40.0% peak10-0.01ppbin -0.01pp · n=10 · 100.0% peakbin -0.01pp · n=10 · 100.0% peak30.06ppbin 0.06pp · n=3 · 30.0% peakbin 0.06pp · n=3 · 30.0% peak0.13pp10.19ppbin 0.19pp · n=1 · 10.0% peakbin 0.19pp · n=1 · 10.0% peak30.26ppbin 0.26pp · n=3 · 30.0% peakbin 0.26pp · n=3 · 30.0% 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=-0.32 · kurt=0.42 · near 13 / mid 11 / far 0 · OLS slope=0.97 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.07)
μ MEAN0.34¢95% CI: [0.28¢, 0.40¢]
σ STD DEV0.17ppσ² = 0.027 · CV = 48.59%
med MEDIAN0.35¢Q₁ 0.20¢ · Q₃ 0.45¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.20¢med 0.35¢Q₃ 0.45¢max 0.65¢μ
SKEWNESS · G₁-0.071approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.073platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRconsistent with normalratio = 0.89
range ↔ σconcentrated (range < 4σ)range / σ = 3.63
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-0.184within white-noise band
ρ(2) AUTOCORR-0.252lag-2 not significant
H · HURST EXPONENT0.742strongly persistent
OLS TREND · t-STAT-0.655fails 5% test
HURST EXPONENT [0, 1]
H = 0.742STRONGLY 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=1-0.184k=2-0.252k=3-0.057k=4+0.297k=5-0.2760+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.67very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.66)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 ID2063135
SLUGwill-gedion-timo…-of-ethiopia
CATEGORYPolitics
TWO-SIDED PRICING
PRIMARY · YES0.20¢implied prob 0.20% · decimal odds 500.00×
COUNTER · NO99.80¢implied prob 99.80% · decimal odds 1.00×
0.20¢
99.80¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME164.24k USD 24h
LIQUIDITY12.70k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.996 · entropy 0.021 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 0.2%NO 99.8%YES0.2%H = 0.021 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES500.00×(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) = 0.021 bits (2% 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 0.30% · worst -0.40% · typical |Δ| 0.11%MILD BEARISH -0.25%BEST+0.30%12hWORST-0.40%7hTYPICAL |Δ|0.11%mean absoluteCUMULATIVE-0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.06% · Σ -0.40%EUROPE · 08-16 UTCμ +0.03% · Σ +0.25%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.25%+0.20%-0.40%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.05% · 4h0.05% · 4h0.05%4h-0.05% · 5h-0.05% · 5h-0.05%5h0.00% · 6h0.00% · 6h·6h-0.40% · 7h-0.40% · 7h-0.40%7h▼ WORST0.25% · 8h0.25% · 8h0.25%8h-0.10% · 9h-0.10% · 9h-0.10%9h-0.10% · 10h-0.10% · 10h-0.10%10h0.00% · 11h0.00% · 11h·11h0.30% · 12h0.30% · 12h0.30%12h★ BEST0.00% · 13h0.00% · 13h·13h-0.30% · 14h-0.30% · 14h-0.30%14h0.20% · 15h0.20% · 15h0.20%15h0.05% · 16h0.05% · 16h0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.00% · 18h0.00% · 18h·18h0.30% · 19h0.30% · 19h0.30%19h0.05% · 20h0.05% · 20h0.05%20h-0.10% · 21h-0.10% · 21h-0.10%21h-0.35% · 22h-0.35% · 22h-0.35%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.25%)RUNSup max 2 · down max 2BREADTH29% up · 33% down · 38% flat
7 up bars · 8 down · best 0.30% · worst -0.40% · typical |Δ| 0.110%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.25%)FINAL-0.25%MAX DD-0.45%RECOVERYONGOING · 14 barsMAX RUN-UP+0.20%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9975 · peak 1.0020 · range [0.9960, 1.0020]1.00200.9960break-even = 1★ PEAK 1.0020UNDERWATER DRAWDOWN · max -0.45% · shallow0%-0.45%▼ TROUGH -0.45%TOP DRAWDOWN PERIODS · 2 total#1 -0.45%bar 6-19 · 14 bars · recovered#2 -0.45%bar 22-25 · 4 bars · ONGOINGDD SEVERITYshallow (max -0.45%)RECOVERYongoing · 20 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9975 (-0.25%) · max DD -0.45% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −11 (37% positive) · μ=0.18 · σ=24.56MIXED EDGELAST -7.38 (-0.31σ vs μ)65.0132.510.00-32.51-65.01μ = 0.180.000.00-37.51-37.51-11.06-11.06-18.30-18.30-29.86-29.86-25.91-25.91-3.03-3.0331.3031.30-15.87-15.877.307.3018.9418.9414.9314.93-9.55-9.5514.9314.9365.0165.0127.9927.99-11.06-11.06-7.38-7.38-7.38-7.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -7.381 · range [-37.51, 65.01] · μ 0.184 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=17.6230 · σ=4.5106 · range [2.9597, 24.1207] · R²=0.037 RISING +568.33%σ EXTREME 25.60%LAST 19.780824.120718.830513.54028.25002.9597μ = 17.6230max 24.1207min 2.9597dataMA(3)OLS R²=0.04μ lineμ ± σ bandmaxmin
latest 19.78% · range [2.96%, 24.12%] · μ 17.62% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.234 · σ=0.275MEAN-REVERSIONLAST 0.170 (+1.47σ vs μ)0.6250.3130.000-0.313-0.625μ = -0.234-0.500-0.500-0.050-0.050-0.506-0.506-0.606-0.606-0.623-0.623-0.625-0.625-0.345-0.345-0.159-0.1590.0800.080-0.264-0.264-0.283-0.283-0.238-0.238-0.408-0.408-0.276-0.276-0.154-0.154-0.069-0.0690.2260.2260.1930.1930.1700.170v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.170 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.1229
p-VALUE (log scale)
0.5704
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.0558
p-VALUE (log scale)
0.1519
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
-2.8355
p-VALUE (log scale)
0.0542
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
0.8257
p-VALUE (log scale)
0.4090
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
0.1250
p-VALUE (log scale)
0.4878
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
-1.1766
p-VALUE (log scale)
0.2394
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.642 ≈ 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=2.90e-6 · top T=4.00h (27.1%) · top-3 cover 67.4%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)9.4e-67.1e-64.7e-62.4e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.87e-7 · 2.8% energyperiod 24.0 · power 9.87e-7 · 2.8% energyperiod 12.0 · power 5.73e-7 · 1.6% energyperiod 12.0 · power 5.73e-7 · 1.6% energyperiod 8.0 · power 4.26e-6 · 12.2% energyperiod 8.0 · power 4.26e-6 · 12.2% energyperiod 6.0 · power 9.69e-7 · 2.8% energyperiod 6.0 · power 9.69e-7 · 2.8% energyperiod 4.8 · power 6.00e-7 · 1.7% energyperiod 4.8 · power 6.00e-7 · 1.7% energyperiod 4.0 · power 9.43e-6 · 27.1% energyperiod 4.0 · power 9.43e-6 · 27.1% energyperiod 3.4 · power 6.71e-6 · 19.3% energyperiod 3.4 · power 6.71e-6 · 19.3% energyperiod 3.0 · power 1.76e-6 · 5.1% energyperiod 3.0 · power 1.76e-6 · 5.1% energyperiod 2.7 · power 4.29e-7 · 1.2% energyperiod 2.7 · power 4.29e-7 · 1.2% energyperiod 2.4 · power 1.66e-6 · 4.8% energyperiod 2.4 · power 1.66e-6 · 4.8% energyperiod 2.2 · power 7.33e-6 · 21.1% energyperiod 2.2 · power 7.33e-6 · 21.1% energyperiod 2.0 · power 9.38e-8 · 0.3% energyperiod 2.0 · power 9.38e-8 · 0.3% energy50% by T=3.4h#1 dominantT=4.00h#2T=2.18h#3T=3.43hT=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 ≈ 4.00h (freq 0.250) · concentrates 27.1% of total energy · Σ|X̂|²/n = 3.479e-5

▸ Depth section using sovereign-store price series (337 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 0.014pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0020 · n = 337n = 337
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.014pp
one-bar volatility · logit-free
Per-day movedaily
0.07pp
σ × √24
Per-horizon move0d
0.03pp
σ × √6
Terminal variancebinary
0.0020
p(1−p) at resolution
Current pricep
0.2¢
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.01n = 337
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
55.6pp
peak 0.4¢ → trough 0.2¢
Median step
0.25pp
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
0.2%
= price
Decimal oddsEU
500.000
total return per $1
AmericanUS
+49900
$100 wins $49900
FractionalUK
499.00 / 1
profit per $1 risked
Profit per $100stake
+$49900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.2%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)
0.021 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.021 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.97 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
26485245961222313575373928818655498088613748810606082451526412785977121014592
NO token ID
88478075820276880294718721941038251506706678823987773177467218098225985186038
Snapshot fetched
2026-06-14 17:02:55 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 17:02:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
843ec7d9b9c05357d7db01b72d8c42131a002bb57558a9d598dd44d29d672a59 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.002000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.970
ask-heavy
Imbalance (top-5)
+0.491
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-gedion-timothewos-be-the-next-prime-minister-of-ethiopia/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2933721456857.67bp0.51900014FILLED
BUY$10.00K0.6642043311021.39bp0.88000029FILLED
BUY$100.00K0.9237574608786.44bp0.99400040FILLED
SELL$1.00K0.0010005000.00bp0.0010001PARTIAL
SELL$10.00K0.0010005000.00bp0.0010001PARTIAL
SELL$100.00K0.0010005000.00bp0.0010001PARTIAL

Risk metrics

sovereign store · 337 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5857.57%
σ per bar = 0.044240
Mean return (annualised)
-423108.30%
μ per bar = -0.002413
Sharpe (rf=0)
-72.23
annualised; risk-free assumed zero
Max drawdown
55.56%
peak 0.00 → trough 0.00 over 50 bars

/api/asset/pm-will-gedion-timothewos-be-the-next-prime-minister-of-ethiopia/risk · same metrics, JSON