POLYMARKET · PREDICTION MARKET · TECH & BUSINESS

Will OpenAI IPO by June 30 2026?

YES · live
0.4¢
NO · live
99.6¢

▸ Advanced metrics · M2M bundle

polymarket · will-openai-ipo-by-june-30-2026 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
9.13%
max drawdown
38.46%
sharpe
—
ulcer index
18.60%
RMS drawdown
pain index
11.59%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
38.46%
cond. drawdown
gain/pain
0.82
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.82
upside/downside
roll spread
1.9 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-openai-ipo-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.5s⏱--:--:-- 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
99.6¢
YES price · live 24h
n=25 · μ=0.0038 · σ=0.0017 · range [0.0015, 0.0065] · R²=0.338▲ RISING +14.29%σ EXTREME 44.29%LAST 0.00400.00650.00520.00400.00280.0015μ = 0.0038max 0.0065min 0.0015dataMA(5)OLS R²=0.34μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.40¢
YES / NO split · live
YES 0.4%NO 99.6%NO99.6%99.60¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.038 / 1.00 bits (4%) · informative — one side favoured
YES
0.4%0.4¢250.00×▬ +0.00pp
NO
99.6%99.6¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=125 · μ=5.2 · σ=7.1 · CV=1.37BURSTY · concentratedcumulative energy ↗ · 50% by h=1206131925μ = 52550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 125bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.5s
▲YES mid
0.40¢ (0.40%)
▼NO mid
99.60¢ (99.60%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$99.1k
≋liquidity $
$71.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0038 · σ=0.0017 · range [0.0015, 0.0065] · R²=0.338▲ RISING +14.29%σ EXTREME 44.29%LAST 0.00400.00650.00520.00400.00280.0015μ = 0.0038max 0.0065min 0.0015dataMA(5)OLS R²=0.34μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.40¢
NO price · CLOB mid
n=25 · μ=0.9962 · σ=0.0017 · range [0.9935, 0.9985] · R²=0.338▬ FLATσ LOW 0.17%LAST 0.99600.99850.99730.99600.99480.9935μ = 0.9962max 0.9985min 0.9935dataMA(5)OLS R²=0.34μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0008 · skew=0.41 (symmetric) · kurt=1.83 (leptokurtic (fat tails))1296301-0.18ppbin -0.18pp · n=1 · 8.3% peakbin -0.18pp · n=1 · 8.3% peak1-0.13ppbin -0.13pp · n=1 · 8.3% peakbin -0.13pp · n=1 · 8.3% peak1-0.09ppbin -0.09pp · n=1 · 8.3% peakbin -0.09pp · n=1 · 8.3% peak3-0.04ppbin -0.04pp · n=3 · 25.0% peakbin -0.04pp · n=3 · 25.0% peak120.00ppbin 0.00pp · n=12 · 100.0% peakbin 0.00pp · n=12 · 100.0% peak30.05ppbin 0.05pp · n=3 · 25.0% peakbin 0.05pp · n=3 · 25.0% peak10.09ppbin 0.09pp · n=1 · 8.3% peakbin 0.09pp · n=1 · 8.3% peak10.14ppbin 0.14pp · n=1 · 8.3% peakbin 0.14pp · n=1 · 8.3% peak0.18pp10.23ppbin 0.23pp · n=1 · 8.3% peakbin 0.23pp · n=1 · 8.3% 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=0.41 · kurt=1.83 · near 14 / mid 10 / far 0 · OLS slope=0.96 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.35)
μ MEAN0.38¢95% CI: [0.31¢, 0.44¢]
σ STD DEV0.17ppσ² = 0.028 · CV = 44.29%
med MEDIAN0.40¢Q₁ 0.15¢ · Q₃ 0.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.50pp · IQR 0.35pp (1.349σ→0.22pp)
min 0.15¢Q₁ 0.15¢med 0.40¢Q₃ 0.50¢max 0.65¢μ
SKEWNESS · G₁-0.173approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.349platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 0.64
range ↔ σconcentrated (range < 4σ)range / σ = 3.00
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.068within white-noise band
ρ(2) AUTOCORR+0.123lag-2 not significant
H · HURST EXPONENT1.152strongly persistent
OLS TREND · t-STAT+3.426significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.152
H = 1.152STRONGLY 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+0.068k=2+0.123k=3-0.193k=4+0.063k=5-0.0330+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|=3.43)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.43)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 ID656311
SLUGwill-openai-ipo-by-june-30-2026
CATEGORYTech & Business
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.40¢implied prob 0.40% · decimal odds 250.00×
COUNTER · NO99.60¢implied prob 99.60% · decimal odds 1.00×
0.40¢
99.60¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME99.13k USD 24h
LIQUIDITY71.92k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.992 · entropy 0.038 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 99.6%YES p̂0.4%H = 0.038 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES250.00×(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) = 0.038 bits (4% 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 0.25% · worst -0.20% · typical |Δ| 0.05%MILD BULLISH +0.05%BEST+0.25%11hWORST-0.20%21hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE+0.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.03% · Σ -0.20%EUROPE · 08-16 UTCμ +0.04% · Σ +0.35%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final +0.05%+0.30%-0.20%0.00% · 1h0.00% · 1h·1h0.05% · 2h0.05% · 2h0.05%2h-0.10% · 3h-0.10% · 3h-0.10%3h-0.15% · 4h-0.15% · 4h-0.15%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.25% · 11h0.25% · 11h0.25%11h★ BEST0.10% · 12h0.10% · 12h0.10%12h0.00% · 13h0.00% · 13h·13h0.05% · 14h0.05% · 14h0.05%14h-0.05% · 15h-0.05% · 15h-0.05%15h0.05% · 16h0.05% · 16h0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.15% · 18h0.15% · 18h0.15%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h-0.20% · 21h-0.20% · 21h-0.20%21h▼ WORST0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.35%)RUNSup max 2 · down max 2BREADTH25% up · 25% down · 50% flat
6 up bars · 6 down · best 0.25% · worst -0.20% · typical |Δ| 0.052%

§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-0.25%RECOVERYONGOING · 6 barsMAX RUN-UP+0.30%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 1.0005 · peak 1.0030 · range [0.9980, 1.0030]1.00300.9980break-even = 1★ PEAK 1.0030UNDERWATER DRAWDOWN · max -0.25% · shallow0%-0.25%▼ TROUGH -0.25%TOP DRAWDOWN PERIODS · 3 total#1 -0.25%bar 20-25 · 6 bars · ONGOING#2 -0.25%bar 4-12 · 9 bars · recovered#3 -0.05%bar 16-18 · 3 bars · recoveredDD SEVERITYshallow (max -0.25%)RECOVERYongoing · 6 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0005 (0.05%) · max DD -0.25% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −8 (53% positive) · μ=6.80 · σ=40.94MIXED EDGELAST -48.68 (-1.36σ vs μ)63.4631.730.00-31.73-63.46μ = 6.80-41.44-41.44-41.44-41.44-58.68-58.68-38.21-38.210.000.0038.2138.2153.4953.4953.4953.4963.4663.4651.1051.1060.4260.4225.7625.7630.8630.8619.1019.109.749.74-13.34-13.34-20.72-20.72-13.86-13.86-48.68-48.68v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -48.684 · range [-58.68, 63.46] · μ 6.802 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.9481 · σ=2.5615 · range [0.0000, 10.9417] · R²=0.176▲ RISING +6.41%σ EXTREME 32.23%LAST 7.497310.94178.20625.47082.73540.0000μ = 7.9481max 10.9417min 0.0000dataMA(3)OLS R²=0.18μ lineμ ± σ bandmaxmin
latest 7.50% · range [0.00%, 10.94%] · μ 7.95% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −12 (32% positive) · μ=-0.152 · σ=0.287MEAN-REVERSIONLAST -0.314 (-0.56σ vs μ)0.7330.3670.000-0.367-0.733μ = -0.1520.0780.0780.0200.0200.3180.318-0.033-0.0330.0000.000-0.033-0.0330.1350.1350.0230.023-0.057-0.057-0.074-0.0740.1670.167-0.470-0.470-0.543-0.543-0.733-0.733-0.652-0.652-0.248-0.248-0.284-0.284-0.189-0.189-0.314-0.314v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.314 · |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
7.4064
p-VALUE (log scale)
0.0246
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
1.8246
p-VALUE (log scale)
0.8735
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
-1.2734
p-VALUE (log scale)
0.6394
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
0.6055
p-VALUE (log scale)
0.5448
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4689
p-VALUE (log scale)
0.0487
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
0.9205
p-VALUE (log scale)
0.3573
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.280 ≈ 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=7.95e-7 · top T=6.00h (20.0%) · top-3 cover 54.1%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)1.9e-61.4e-69.5e-74.8e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.61e-6 · 16.8% energyperiod 24.0 · power 1.61e-6 · 16.8% energyperiod 12.0 · power 5.43e-7 · 5.7% energyperiod 12.0 · power 5.43e-7 · 5.7% energyperiod 8.0 · power 5.88e-7 · 6.2% energyperiod 8.0 · power 5.88e-7 · 6.2% energyperiod 6.0 · power 1.91e-6 · 20.0% energyperiod 6.0 · power 1.91e-6 · 20.0% energyperiod 4.8 · power 1.74e-7 · 1.8% energyperiod 4.8 · power 1.74e-7 · 1.8% energyperiod 4.0 · power 6.35e-7 · 6.7% energyperiod 4.0 · power 6.35e-7 · 6.7% energyperiod 3.4 · power 4.85e-7 · 5.1% energyperiod 3.4 · power 4.85e-7 · 5.1% energyperiod 3.0 · power 7.60e-7 · 8.0% energyperiod 3.0 · power 7.60e-7 · 8.0% energyperiod 2.7 · power 5.78e-8 · 0.6% energyperiod 2.7 · power 5.78e-8 · 0.6% energyperiod 2.4 · power 2.90e-7 · 3.0% energyperiod 2.4 · power 2.90e-7 · 3.0% energyperiod 2.2 · power 1.65e-6 · 17.3% energyperiod 2.2 · power 1.65e-6 · 17.3% energyperiod 2.0 · power 8.44e-7 · 8.8% energyperiod 2.0 · power 8.44e-7 · 8.8% energy50% by T=4.8h#1 dominantT=6.00h#2T=2.18h#3T=24.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 20.0% of total energy · Σ|X̂|²/n = 9.542e-6

▸ Depth section using sovereign-store price series (2821 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 0.007pp · expected |Δp| over horizon 0.09ppterminal variance p(1−p) = 0.0040 · n = 2821✓ n = 2821
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.007pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move7d
0.09pp
σ × √168
Terminal variancebinary
0.0040
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 2821
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
38.5pp
peak 0.7¢ → trough 0.4¢
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
250.000
total return per $1
AmericanUS
+24900
$100 wins $24900
FractionalUK
249.00 / 1
profit per $1 risked
Profit per $100stake
+$24900.00
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)
0.038 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.038 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.97 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
110342741119425103389095666418410051781241046310665764076090083260836459860856
NO token ID
35922669791796711966528124729517498456973364720735377527982461642886162753037
Snapshot fetched
2026-06-14 11:06:08 UTC
Snapshot age
3.5s
History points
25 CLOB mids
Page rendered
2026-06-14 11:06:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
75e1cdb5c1a03ab85a681f68ee41536395a13279b8268098776debd85b0d27cd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.004000
(best bid + best ask) / 2
Spread
5000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.236
ask-heavy
Imbalance (top-5)
+0.755
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-openai-ipo-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02314347856.67bp0.09700022FILLED
BUY$10.00K0.142382345955.92bp0.80000044FILLED
BUY$100.00K0.6118781519695.27bp0.99400055FILLED
SELL$1.00K0.0013316672.90bp0.0010003PARTIAL
SELL$10.00K0.0013316672.90bp0.0010003PARTIAL
SELL$100.00K0.0013316672.90bp0.0010003PARTIAL

Risk metrics

▸ sovereign store · 2,821 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2636.33%
σ per bar = 0.019913
Mean return (annualised)
60964.82%
μ per bar = 0.000348
Sharpe (rf=0)
23.12
annualised; risk-free assumed zero
Max drawdown
38.46%
peak 0.01 → trough 0.00 over 664 bars

/api/asset/pm-will-openai-ipo-by-june-30-2026/risk · same metrics, JSON