POLYMARKET · PREDICTION MARKET · POLITICS

Will Rebecca Shepherd win the 2026 Makerfield by-election?

YES · live
1.7¢
NO · live
98.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-rebecca-shepherd-win-the-2026-makerfield-by-election · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
19.97%
max drawdown
23.33%
sharpe
—
ulcer index
13.22%
RMS drawdown
pain index
10.58%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
23.33%
cond. drawdown
gain/pain
1.38
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.38
upside/downside
roll spread
3.0 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-rebecca-shepherd-win-the-2026-makerfield-by-election/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.7s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
1.7¢
NO · live
98.3¢
YES price · live 24h
n=25 · μ=0.0164 · σ=0.0034 · range [0.0110, 0.0225] · R²=0.478▼ FALLING -24.44%σ EXTREME 20.49%LAST 0.01700.02250.01960.01680.01390.0110μ = 0.0164max 0.0225min 0.0110dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.70¢
YES / NO split · live
YES 1.7%NO 98.3%NO98.3%98.30¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.124 / 1.00 bits (12%) · informative — one side favoured
YES
1.7%1.7¢58.82×▬ +0.00pp
NO
98.3%98.3¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=435 · μ=18.1 · σ=17.7 · CV=0.98BURSTYcumulative energy ↗ · 50% by h=12014284155μ = 185550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 435bp moved · peak 55bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.7s
▲YES mid
1.70¢ (1.70%)
▼NO mid
98.30¢ (98.30%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$444.7k
≋liquidity $
$1.2M
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0164 · σ=0.0034 · range [0.0110, 0.0225] · R²=0.478▼ FALLING -24.44%σ EXTREME 20.49%LAST 0.01700.02250.01960.01680.01390.0110μ = 0.0164max 0.0225min 0.0110dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.70¢
NO price · CLOB mid
n=25 · μ=0.9836 · σ=0.0034 · range [0.9775, 0.9890] · R²=0.478▲ RISING +0.56%σ LOW 0.34%LAST 0.98300.98900.98610.98320.98040.9775μ = 0.9836max 0.9890min 0.9775dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0025 · skew=0.49 (symmetric) · kurt=-0.09 (mesokurtic)754202-0.45ppbin -0.45pp · n=2 · 28.6% peakbin -0.45pp · n=2 · 28.6% peak1-0.34ppbin -0.34pp · n=1 · 14.3% peakbin -0.34pp · n=1 · 14.3% peak2-0.24ppbin -0.24pp · n=2 · 28.6% peakbin -0.24pp · n=2 · 28.6% peak5-0.13ppbin -0.13pp · n=5 · 71.4% peakbin -0.13pp · n=5 · 71.4% peak7-0.03ppbin -0.03pp · n=7 · 100.0% peakbin -0.03pp · n=7 · 100.0% peak20.08ppbin 0.08pp · n=2 · 28.6% peakbin 0.08pp · n=2 · 28.6% peak10.18ppbin 0.18pp · n=1 · 14.3% peakbin 0.18pp · n=1 · 14.3% peak10.29ppbin 0.29pp · n=1 · 14.3% peakbin 0.29pp · n=1 · 14.3% peak10.39ppbin 0.39pp · n=1 · 14.3% peakbin 0.39pp · n=1 · 14.3% peak20.50ppbin 0.50pp · n=2 · 28.6% peakbin 0.50pp · n=2 · 28.6% 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=0.40 · kurt=0.17 · near 19 / mid 5 / far 0 · OLS slope=1.00 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=25PLATYKURTIC · THIN TAILS (G₂=-1.14)
μ MEAN1.64¢95% CI: [1.50¢, 1.77¢]
σ STD DEV0.34ppσ² = 0.112 · CV = 20.49%
med MEDIAN1.65¢Q₁ 1.35¢ · Q₃ 1.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.15pp · IQR 0.50pp (1.349σ→0.45pp)
min 1.10¢Q₁ 1.35¢med 1.65¢Q₃ 1.85¢max 2.25¢μ
SKEWNESS · G₁0.218approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.136platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRconsistent with normalratio = 0.90
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) -0.38 + ADF rejected
ρ(1) AUTOCORR-0.381within white-noise band
ρ(2) AUTOCORR+0.012lag-2 not significant
H · HURST EXPONENT0.916strongly persistent
OLS TREND · t-STAT-4.591significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.916
H = 0.916STRONGLY 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=1-0.381k=2+0.012k=3+0.041k=4-0.152k=5+0.1050+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|=4.59)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.38 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.59)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 ID2262267
SLUGwill-rebecca-she…-by-election
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES1.70¢implied prob 1.70% · decimal odds 58.82×
COUNTER · NO98.30¢implied prob 98.30% · decimal odds 1.02×
1.70¢
98.30¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME444.66k USD 24h
LIQUIDITY1.20M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.966 · entropy 0.124 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 1.7%NO 98.3%YES p̂1.7%H = 0.124 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES58.82×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.124 bits (12% 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 0.55% · worst -0.50% · typical |Δ| 0.18%BEARISH SESSION -0.55%BEST+0.55%22hWORST-0.50%11hTYPICAL |Δ|0.18%mean absoluteCUMULATIVE-0.55%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.06% · Σ -0.40%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.04% · Σ +0.35%CUMULATIVE Δ PATH · final -0.55%+0.00%-1.15%-0.10% · 1h-0.10% · 1h-0.10%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.45% · 4h-0.45% · 4h-0.45%4h-0.15% · 5h-0.15% · 5h-0.15%5h0.40% · 6h0.40% · 6h0.40%6h-0.10% · 7h-0.10% · 7h-0.10%7h0.05% · 8h0.05% · 8h0.05%8h-0.05% · 9h-0.05% · 9h-0.05%9h-0.15% · 10h-0.15% · 10h-0.15%10h-0.50% · 11h-0.50% · 11h-0.50%11h▼ WORST0.45% · 12h0.45% · 12h0.45%12h-0.35% · 13h-0.35% · 13h-0.35%13h0.15% · 14h0.15% · 14h0.15%14h-0.10% · 15h-0.10% · 15h-0.10%15h-0.20% · 16h-0.20% · 16h-0.20%16h0.25% · 17h0.25% · 17h0.25%17h-0.05% · 18h-0.05% · 18h-0.05%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.25% · 21h-0.25% · 21h-0.25%21h0.55% · 22h0.55% · 22h0.55%22h★ BEST0.05% · 23h0.05% · 23h0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.35%)RUNSup max 2 · down max 3BREADTH29% up · 50% down · 21% flat
7 up bars · 12 down · best 0.55% · worst -0.50% · typical |Δ| 0.181%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.56%)FINAL-0.56%MAX DD-1.15%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9944 · peak 1.0000 · range [0.9885, 1.0000]1.00000.9885break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -1.15% · moderate0%-1.15%▼ TROUGH -1.15%TOP DRAWDOWN PERIODS · 1 total#1 -1.15%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -1.15%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9944 (-0.56%) · max DD -1.15% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −13 (26% positive) · μ=-8.67 · σ=16.86UNPROFITABLE STRATEGYLAST 20.72 (+1.74σ vs μ)27.9913.990.00-13.99-27.99μ = -8.67-16.98-16.98-16.98-16.98-14.02-14.02-16.86-16.860.000.00-18.68-18.68-15.18-15.18-25.82-25.82-20.46-20.46-22.74-22.74-24.83-24.8310.3610.36-21.14-21.144.714.71-10.36-10.36-22.00-22.0027.9927.9917.5617.5620.7220.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 20.722 · range [-25.82, 27.99] · μ -8.668 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=25.1516 · σ=5.5483 · range [14.0911, 32.3433] · R²=0.101▼ FALLING -4.43%σ EXTREME 22.06%LAST 24.659532.343327.780323.217218.654214.0911μ = 25.1516max 32.3433min 14.0911dataMA(3)OLS R²=0.10μ lineμ ± σ bandmaxmin
latest 24.66% · range [14.09%, 32.34%] · μ 25.15% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.373 · σ=0.220MEAN-REVERSIONLAST -0.386 (-0.06σ vs μ)0.7110.3560.000-0.356-0.711μ = -0.373-0.066-0.066-0.118-0.118-0.134-0.134-0.084-0.084-0.455-0.4550.0400.040-0.389-0.389-0.605-0.605-0.678-0.678-0.685-0.685-0.711-0.711-0.528-0.528-0.439-0.439-0.414-0.414-0.377-0.377-0.356-0.356-0.340-0.340-0.359-0.359-0.386-0.386v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.386 · |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
1.0040
p-VALUE (log scale)
0.6053
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
5.0661
p-VALUE (log scale)
0.4084
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
-2.4959
p-VALUE (log scale)
0.1218
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
1.0994
p-VALUE (log scale)
0.2716
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6419
p-VALUE (log scale)
0.0188
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
-1.5004
p-VALUE (log scale)
0.1335
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.543 ≈ 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=6.98e-6 · top T=2.00h (20.9%) · top-3 cover 56.3%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)1.8e-51.3e-58.8e-64.4e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.07e-6 · 2.5% energyperiod 24.0 · power 2.07e-6 · 2.5% energyperiod 12.0 · power 1.18e-6 · 1.4% energyperiod 12.0 · power 1.18e-6 · 1.4% energyperiod 8.0 · power 5.77e-6 · 6.9% energyperiod 8.0 · power 5.77e-6 · 6.9% energyperiod 6.0 · power 2.70e-6 · 3.2% energyperiod 6.0 · power 2.70e-6 · 3.2% energyperiod 4.8 · power 5.72e-6 · 6.8% energyperiod 4.8 · power 5.72e-6 · 6.8% energyperiod 4.0 · power 4.59e-6 · 5.5% energyperiod 4.0 · power 4.59e-6 · 5.5% energyperiod 3.4 · power 7.59e-6 · 9.1% energyperiod 3.4 · power 7.59e-6 · 9.1% energyperiod 3.0 · power 4.51e-6 · 5.4% energyperiod 3.0 · power 4.51e-6 · 5.4% energyperiod 2.7 · power 1.55e-5 · 18.6% energyperiod 2.7 · power 1.55e-5 · 18.6% energyperiod 2.4 · power 1.41e-5 · 16.8% energyperiod 2.4 · power 1.41e-5 · 16.8% energyperiod 2.2 · power 2.50e-6 · 3.0% energyperiod 2.2 · power 2.50e-6 · 3.0% energyperiod 2.0 · power 1.75e-5 · 20.9% energyperiod 2.0 · power 1.75e-5 · 20.9% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.67h#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 ≈ 2.00h (freq 0.500) · concentrates 20.9% of total energy · Σ|X̂|²/n = 8.375e-5

▸ Depth section using sovereign-store price series (2823 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 0.021pp · expected |Δp| over horizon 0.27ppterminal variance p(1−p) = 0.0167 · n = 2823✓ n = 2823
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.021pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move7d
0.27pp
σ × √168
Terminal variancebinary
0.0167
p(1−p) at resolution
Current pricep
1.7¢
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 -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2823
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
46.2pp
peak 1.9¢ → trough 1.1¢
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
1.7%
= price
Decimal oddsEU
58.824
total return per $1
AmericanUS
+5782
$100 wins $5782
FractionalUK
57.82 / 1
profit per $1 risked
Profit per $100stake
+$5782.35
clean dollar framing
-1000-5000+500+1000020406080100you · 1.7%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)
0.124 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.124 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.88 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
32605480710229459496814068809521535528500860730244041769252795555668751623653
NO token ID
99124197360263115356180485758906225193712536154336191636725841881851359643673
Snapshot fetched
2026-06-14 11:06:44 UTC
Snapshot age
16.7s
History points
25 CLOB mids
Page rendered
2026-06-14 11:07:01 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
943546ad5b1ec835af2e1468956a73889c27f9f8c3e71ddfec6c242af9acf93d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.017000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.771
ask-heavy
Imbalance (top-5)
-0.756
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-rebecca-shepherd-win-the-2026-makerfield-by-election/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0194461438.64bp0.0200003FILLED
BUY$10.00K0.0199431731.26bp0.0200003FILLED
BUY$100.00K0.07813835963.49bp0.84000082FILLED
SELL$1.00K0.0083625081.25bp0.00100012FILLED
SELL$10.00K0.0043627433.88bp0.00100012PARTIAL
SELL$100.00K0.0043627433.88bp0.00100012PARTIAL

Risk metrics

▸ sovereign store · 2,823 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1949.86%
σ per bar = 0.014728
Mean return (annualised)
-8521.88%
μ per bar = -0.000049
Sharpe (rf=0)
-4.37
annualised; risk-free assumed zero
Max drawdown
46.15%
peak 0.02 → trough 0.01 over 444 bars

/api/asset/pm-will-rebecca-shepherd-win-the-2026-makerfield-by-election/risk · same metrics, JSON