POLYMARKET · PREDICTION MARKET · POLITICS

Will Roberto Sánchez Palomino win the 2026 Peruvian presidential election?

YES · live
1.1¢
NO · live
98.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-roberto-snchez-palomino-win-the-2026-peruvian-presidential-election · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
30.09%
max drawdown
40.00%
sharpe
—
ulcer index
24.76%
RMS drawdown
pain index
23.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
40.00%
cond. drawdown
gain/pain
1.04
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.04
upside/downside
roll spread
0.6 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-roberto-snchez-palomino-win-the-2026-peruvian-presidential-election/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.3s⏱--:--:-- 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
1.1¢
NO · live
98.9¢
YES price · live 24h
n=25 · μ=0.0108 · σ=0.0025 · range [0.0065, 0.0155] · R²=0.668▼ FALLING -29.63%σ EXTREME 23.41%LAST 0.00950.01550.01320.01100.00870.0065μ = 0.0108max 0.0155min 0.0065dataMA(5)OLS R²=0.67μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.95¢
YES / NO split · live
YES 1.1%NO 98.9%NO98.9%98.90¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.087 / 1.00 bits (9%) · informative — one side favoured
YES
1.1%1.1¢90.91×▬ +0.00pp
NO
98.9%98.9¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=260 · μ=10.8 · σ=8.0 · CV=0.74STEADY FLOWcumulative energy ↗ · 50% by h=1209172635μ = 113550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 260bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.3s
▲YES mid
1.10¢ (1.10%)
▼NO mid
98.90¢ (98.90%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$743.8k
≋liquidity $
$261.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0108 · σ=0.0025 · range [0.0065, 0.0155] · R²=0.668▼ FALLING -29.63%σ EXTREME 23.41%LAST 0.00950.01550.01320.01100.00870.0065μ = 0.0108max 0.0155min 0.0065dataMA(5)OLS R²=0.67μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.95¢
NO price · CLOB mid
n=25 · μ=0.9892 · σ=0.0025 · range [0.9845, 0.9935] · R²=0.668▲ RISING +0.41%σ LOW 0.26%LAST 0.99050.99350.99130.98900.98680.9845μ = 0.9892max 0.9935min 0.9845dataMA(5)OLS R²=0.67μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0013 · skew=0.97 (right-skewed) · kurt=0.12 (mesokurtic)864208-0.13ppbin -0.13pp · n=8 · 100.0% peakbin -0.13pp · n=8 · 100.0% peak1-0.08ppbin -0.08pp · n=1 · 12.5% peakbin -0.08pp · n=1 · 12.5% peak5-0.03ppbin -0.03pp · n=5 · 62.5% peakbin -0.03pp · n=5 · 62.5% peak40.02ppbin 0.02pp · n=4 · 50.0% peakbin 0.02pp · n=4 · 50.0% peak20.07ppbin 0.07pp · n=2 · 25.0% peakbin 0.07pp · n=2 · 25.0% peak0.12pp10.17ppbin 0.17pp · n=1 · 12.5% peakbin 0.17pp · n=1 · 12.5% peak20.22ppbin 0.22pp · n=2 · 25.0% peakbin 0.22pp · n=2 · 25.0% peak0.27pp10.32ppbin 0.32pp · n=1 · 12.5% peakbin 0.32pp · n=1 · 12.5% 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=1.04 · kurt=0.45 · near 16 / mid 7 / far 1 · OLS slope=0.96 intercept=-0.00RIGHT-SKEWED · HEAVY POSITIVE TAILMILDLY 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=-1.41)
μ MEAN1.08¢95% CI: [0.98¢, 1.18¢]
σ STD DEV0.25ppσ² = 0.064 · CV = 23.41%
med MEDIAN1.10¢Q₁ 0.85¢ · Q₃ 1.30¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.90pp · IQR 0.45pp (1.349σ→0.34pp)
min 0.65¢Q₁ 0.85¢med 1.10¢Q₃ 1.30¢max 1.55¢μ
SKEWNESS · G₁0.125approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.410platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRdiverges from normalratio = 0.76
range ↔ σconcentrated (range < 4σ)range / σ = 3.55
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) -0.27 + ADF rejected
ρ(1) AUTOCORR-0.272within white-noise band
ρ(2) AUTOCORR-0.110lag-2 not significant
H · HURST EXPONENT0.743strongly persistent
OLS TREND · t-STAT-6.796significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.743
H = 0.743STRONGLY 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=1-0.272k=2-0.110k=3+0.152k=4-0.054k=5+0.0030+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|=6.80)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.27 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.80)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 ID947289
SLUGwill-roberto-snc…ial-election
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES1.10¢implied prob 1.10% · decimal odds 90.91×
COUNTER · NO98.90¢implied prob 98.90% · decimal odds 1.01×
1.10¢
98.90¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME743.83k USD 24h
LIQUIDITY261.36k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.978 · entropy 0.087 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 1.1%NO 98.9%YES p̂1.1%H = 0.087 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES90.91×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.087 bits (9% 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 0.35% · worst -0.15% · typical |Δ| 0.11%MILD BEARISH -0.40%BEST+0.35%5hWORST-0.15%20hTYPICAL |Δ|0.11%mean absoluteCUMULATIVE-0.40%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ -0.06% · Σ -0.45%US · 16-24 UTCμ +0.04% · Σ +0.30%CUMULATIVE Δ PATH · final -0.40%+0.20%-0.70%0.05% · 1h0.05% · 1h0.05%1h0.00% · 2h0.00% · 2h·2h-0.10% · 3h-0.10% · 3h-0.10%3h-0.10% · 4h-0.10% · 4h-0.10%4h0.35% · 5h0.35% · 5h0.35%5h★ BEST-0.15% · 6h-0.15% · 6h-0.15%6h-0.15% · 7h-0.15% · 7h-0.15%7h0.10% · 8h0.10% · 8h0.10%8h-0.05% · 9h-0.05% · 9h-0.05%9h-0.15% · 10h-0.15% · 10h-0.15%10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.15% · 12h-0.15% · 12h-0.15%12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.05% · 14h-0.05% · 14h-0.05%14h-0.05% · 15h-0.05% · 15h-0.05%15h0.15% · 16h0.15% · 16h0.15%16h-0.15% · 17h-0.15% · 17h-0.15%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.15% · 20h-0.15% · 20h-0.15%20h▼ WORST0.20% · 21h0.20% · 21h0.20%21h0.05% · 22h0.05% · 22h0.05%22h0.20% · 23h0.20% · 23h0.20%23h-0.15% · 24h-0.15% · 24h-0.15%24hTIME PATTERNUS-led (+0.30%)RUNSup max 3 · down max 7BREADTH29% up · 58% down · 13% flat
7 up bars · 14 down · best 0.35% · worst -0.15% · typical |Δ| 0.108%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.40%)FINAL-0.40%MAX DD-0.90%RECOVERYONGOING · 19 barsMAX RUN-UP+0.20%UNDERWATER21/25 (84%)STREAK↘ 1EQUITY CURVE · end 0.9960 · peak 1.0020 · range [0.9930, 1.0020]1.00200.9930break-even = 1★ PEAK 1.0020UNDERWATER DRAWDOWN · max -0.90% · shallow0%-0.90%▼ TROUGH -0.90%TOP DRAWDOWN PERIODS · 2 total#1 -0.90%bar 7-25 · 19 bars · ONGOING#2 -0.20%bar 4-5 · 2 bars · recoveredDD SEVERITYshallow (max -0.90%)RECOVERYongoing · 19 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9960 (-0.40%) · max DD -0.90% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −14 (21% positive) · μ=-32.21 · σ=50.37UNPROFITABLE STRATEGYLAST 14.87 (+0.93σ vs μ)151.0475.520.00-75.52-151.04μ = -32.214.274.27-12.21-12.21-3.93-3.930.000.00-3.88-3.88-71.09-71.09-71.09-71.09-59.51-59.51-151.04-151.04-151.04-151.04-31.73-31.73-42.72-42.72-23.70-23.70-15.87-15.87-27.72-27.725.335.33-5.91-5.9134.8834.8814.8714.87v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 14.873 · range [-151.04, 34.88] · μ -32.215 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=12.0629 · σ=4.4654 · range [4.8332, 18.8162] · R²=0.140▼ FALLING -13.94%σ EXTREME 37.02%LAST 14.724518.816215.320511.82478.32904.8332μ = 12.0629max 18.8162min 4.8332dataMA(3)OLS R²=0.14μ lineμ ± σ bandmaxmin
latest 14.72% · range [4.83%, 18.82%] · μ 12.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.339 · σ=0.177MEAN-REVERSIONLAST -0.389 (-0.28σ vs μ)0.5920.2960.000-0.296-0.592μ = -0.339-0.472-0.472-0.303-0.303-0.358-0.358-0.447-0.447-0.221-0.221-0.141-0.141-0.295-0.295-0.041-0.041-0.583-0.583-0.333-0.3330.0290.029-0.333-0.333-0.577-0.577-0.592-0.592-0.491-0.491-0.468-0.468-0.226-0.226-0.194-0.194-0.389-0.389v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.389 · |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
5.6905
p-VALUE (log scale)
0.0581
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
3.1256
p-VALUE (log scale)
0.6832
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
-1.4700
p-VALUE (log scale)
0.5476
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
-0.1690
p-VALUE (log scale)
0.8658
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7433
p-VALUE (log scale)
0.0098
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
-1.3604
p-VALUE (log scale)
0.1737
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.586 ≈ 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=1.88e-6 · top T=3.43h (22.9%) · top-3 cover 54.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.1e-63.9e-62.6e-61.3e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.65e-6 · 7.3% energyperiod 24.0 · power 1.65e-6 · 7.3% energyperiod 12.0 · power 1.00e-7 · 0.4% energyperiod 12.0 · power 1.00e-7 · 0.4% energyperiod 8.0 · power 1.42e-6 · 6.3% energyperiod 8.0 · power 1.42e-6 · 6.3% energyperiod 6.0 · power 1.26e-6 · 5.6% energyperiod 6.0 · power 1.26e-6 · 5.6% energyperiod 4.8 · power 6.97e-8 · 0.3% energyperiod 4.8 · power 6.97e-8 · 0.3% energyperiod 4.0 · power 1.04e-6 · 4.6% energyperiod 4.0 · power 1.04e-6 · 4.6% energyperiod 3.4 · power 5.15e-6 · 22.9% energyperiod 3.4 · power 5.15e-6 · 22.9% energyperiod 3.0 · power 1.57e-6 · 7.0% energyperiod 3.0 · power 1.57e-6 · 7.0% energyperiod 2.7 · power 4.37e-6 · 19.4% energyperiod 2.7 · power 4.37e-6 · 19.4% energyperiod 2.4 · power 8.58e-7 · 3.8% energyperiod 2.4 · power 8.58e-7 · 3.8% energyperiod 2.2 · power 2.34e-6 · 10.4% energyperiod 2.2 · power 2.34e-6 · 10.4% energyperiod 2.0 · power 2.67e-6 · 11.9% energyperiod 2.0 · power 2.67e-6 · 11.9% energy50% by T=3.0h#1 dominantT=3.43h#2T=2.67h#3T=2.00hT=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 22.9% of total energy · Σ|X̂|²/n = 2.250e-5

▸ Depth section using sovereign-store price series (2833 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 0.3 d · σ/bar 0.020pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0109 · n = 2833✓ n = 2833
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move0d
0.05pp
σ × √6
Terminal variancebinary
0.0109
p(1−p) at resolution
Current pricep
1.1¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2833
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
53.6pp
peak 1.4¢ → trough 0.7¢
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
1.1%
= price
Decimal oddsEU
90.909
total return per $1
AmericanUS
+8991
$100 wins $8991
FractionalUK
89.91 / 1
profit per $1 risked
Profit per $100stake
+$8990.91
clean dollar framing
-1000-5000+500+1000020406080100you · 1.1%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)
0.087 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.087 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.51 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
40073700561695212653451049120779209383948898865772011302940523990213422296817
NO token ID
46581835831525280126714747999686373127429627947256474439860896007472960168455
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
2.3s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
eacf9dc428898f2b01e3e75218c5ad7b78e8a59b3cb4296c4289d2440282ab9e · 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
0.009500
(best bid + best ask) / 2
Spread
1052.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.122
bid-heavy
Imbalance (top-5)
+0.666
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-roberto-snchez-palomino-win-the-2026-peruvian-presidential-election/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02523016557.56bp0.03500021FILLED
BUY$10.00K0.06215155422.62bp0.12600064FILLED
BUY$100.00K0.289391294622.54bp0.970000176FILLED
SELL$1.00K0.0021857700.08bp0.0010009FILLED
SELL$10.00K0.0016318283.14bp0.0010009PARTIAL
SELL$100.00K0.0016318283.14bp0.0010009PARTIAL

Risk metrics

▸ sovereign store · 2,833 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2479.22%
σ per bar = 0.018726
Mean return (annualised)
-14926.25%
μ per bar = -0.000085
Sharpe (rf=0)
-6.02
annualised; risk-free assumed zero
Max drawdown
53.57%
peak 0.01 → trough 0.01 over 2211 bars

/api/asset/pm-will-roberto-snchez-palomino-win-the-2026-peruvian-presidential-election/risk · same metrics, JSON