POLYMARKET · PREDICTION MARKET · WHO WILL TRUMP SPEAK TO IN JUNE?

Will Trump speak to Vladimir Putin in June?

YES · live
99.7¢
NO · live
0.4¢

▸ Advanced metrics · M2M bundle

polymarket · will-trump-speak-to-vladimir-putin-in-june · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
78.17%
max drawdown
1.97%
sharpe
—
ulcer index
0.62%
RMS drawdown
pain index
0.32%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.64%
cond. drawdown
gain/pain
1.64
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.64
upside/downside
roll spread
0.2 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-trump-speak-to-vladimir-putin-in-june/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8ms⏱--:--:-- 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
99.7¢
NO · live
0.4¢
YES price · live 24h
n=24 · μ=0.8734 · σ=0.2106 · range [0.5000, 0.9980] · R²=0.565▲ RISING +88.02%σ EXTREME 24.11%LAST 0.99650.99800.87350.74900.62450.5000μ = 0.8734max 0.9980min 0.5000dataMA(4)OLS R²=0.57μ lineμ ± σ bandmaxminlive endpoint
24 ticks · last 99.65¢
YES / NO split · live
YES 99.7%NO 0.4%YES99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
99.7%99.7¢1.00×▬ +0.00pp
NO
0.4%0.4¢285.71×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=23 · Σ=5,905 · μ=256.7 · σ=970.7 · CV=3.78BURSTY · concentratedcumulative energy ↗ · 50% by h=601,1752,3503,5254,700μ = 2574,70050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 5905bp moved · peak 4700bp · n=23 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8ms
▲YES mid
99.65¢ (99.65%)
▼NO mid
0.35¢ (0.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$56.6k
≋liquidity $
$28.1k
◳history points
24 ticks (live)

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

YES price · CLOB mid
n=24 · μ=0.8734 · σ=0.2106 · range [0.5000, 0.9980] · R²=0.565▲ RISING +88.02%σ EXTREME 24.11%LAST 0.99650.99800.87350.74900.62450.5000μ = 0.8734max 0.9980min 0.5000dataMA(4)OLS R²=0.57μ lineμ ± σ bandmaxmin
24 YES observations from clob.polymarket.com · last 99.65¢
NO price · CLOB mid
n=24 · μ=0.1266 · σ=0.2106 · range [0.0020, 0.5000] · R²=0.565▼ FALLING -99.26%σ EXTREME 166.36%LAST 0.00350.50000.37550.25100.12650.0020μ = 0.1266max 0.5000min 0.0020dataMA(4)OLS R²=0.57μ lineμ ± σ bandmaxmin
24 NO observations from clob.polymarket.com · last 0.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=23 · 10 bins · μ=0.0273 · σ=0.0892 · skew=4.48 (right-skewed) · kurt=18.05 (leptokurtic (fat tails))22171160220.83ppbin 0.83pp · n=22 · 100.0% peakbin 0.83pp · n=22 · 100.0% peak5.69pp10.55pp15.41pp20.27pp25.13pp29.99pp34.85pp39.71pp144.57ppbin 44.57pp · n=1 · 4.5% peakbin 44.57pp · n=1 · 4.5% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=23
Q-Q plot · standardised Δp vs N(0,1)
n=23 · skew=4.42 · kurt=17.74 · near 5 / mid 12 / far 6 · OLS slope=0.53 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.64σΔ=-1.55σΔ=+2.65σsample ↓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=24STRONGLY LEFT-SKEWED (G₁=-1.08)
μ MEAN87.34¢95% CI: [78.92¢, 95.77¢]
σ STD DEV21.06ppσ² = 443.448 · CV = 24.11%
med MEDIAN99.45¢Q₁ 85.78¢ · Q₃ 99.65¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 49.80pp · IQR 13.88pp (1.349σ→28.41pp)
min 50.00¢Q₁ 85.78¢med 99.45¢Q₃ 99.65¢max 99.80¢μ
SKEWNESS · G₁-1.081left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.854mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.57
σ × 1.349 ↔ IQRdiverges from normalratio = 2.05
range ↔ σconcentrated (range < 4σ)range / σ = 2.36
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: INDETERMINATE · weak signal at n=23
ρ(1) AUTOCORR-0.023within white-noise band
ρ(2) AUTOCORR-0.052lag-2 not significant
H · HURST EXPONENT0.908strongly persistent
OLS TREND · t-STAT+5.349significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.908
H = 0.908STRONGLY 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=1-0.023k=2-0.052k=3-0.019k=4-0.085k=5-0.0970+1−1+0.42−0.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=5.35)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=23from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.35)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 ID2363752
SLUGwill-trump-speak-to-vladimir-putin-in-june
CATEGORYWho will Trump speak to in June?
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.65¢implied prob 99.65% · decimal odds 1.00×
COUNTER · NO0.35¢implied prob 0.35% · decimal odds 285.71×
99.65¢
0.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME56.56k USD 24h
LIQUIDITY28.10k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.993 · entropy 0.034 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 99.7%NO 0.4%YES p̂99.7%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO285.71×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.034 bits (3% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · DISTANTresolves 2026-06-30 00:00 UTC
14days
14hrs
59min
14.62 days·θ = 103.164 pp/day
YES →$1.00(P = 99.7%)
NO →$0.00(P = 0.3%)
current: $0.9965 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.3dRESOLVESP projection · σ=21.06% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 103.164 pp/day
now14.62d left
103.164 pp/day×1.00
−25%10.97d left
119.123 pp/day×1.15
−50%7.31d left
145.895 pp/day×1.41
−75%3.66d left
206.327 pp/day×2.00
−90%1.46d left
326.232 pp/day×3.16
θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=23 bars · best 47.00% · worst -1.60% · typical |Δ| 2.57%MILD BULLISH +46.65%BEST+47.00%6hWORST-1.60%13hTYPICAL |Δ|2.57%mean absoluteCUMULATIVE+46.65%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +6.66% · Σ +46.60%EUROPE · 08-16 UTCμ -0.15% · Σ -1.20%US · 16-24 UTCμ +0.16% · Σ +1.25%CUMULATIVE Δ PATH · final +46.65%+46.80%-3.00%-1.50% · 1h-1.50% · 1h-1.50%1h-1.50% · 2h-1.50% · 2h-1.50%2h1.50% · 3h1.50% · 3h1.50%3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h47.00% · 6h47.00% · 6h47.00%6h★ BEST0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h0.05% · 9h0.05% · 9h0.05%9h0.15% · 10h0.15% · 10h0.15%10h-0.40% · 11h-0.40% · 11h-0.40%11h-0.10% · 12h-0.10% · 12h-0.10%12h-1.60% · 13h-1.60% · 13h-1.60%13h▼ WORST-1.00% · 14h-1.00% · 14h-1.00%14h1.70% · 15h1.70% · 15h1.70%15h0.20% · 16h0.20% · 16h0.20%16h1.15% · 17h1.15% · 17h1.15%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.10% · 21h-0.10% · 21h-0.10%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23hTIME PATTERNAsia-led (+46.60%)RUNSup max 3 · down max 4BREADTH39% up · 30% down · 30% flat
9 up bars · 7 down · best 47.00% · worst -1.60% · typical |Δ| 2.567%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsPROFITABLE +46.37%FINAL+46.37%MAX DD-3.07%RECOVERYONGOING · 13 barsMAX RUN-UP+46.65%UNDERWATER18/24 (75%)STREAK▬ 0EQUITY CURVE · end 1.4637 · peak 1.4665 · range [0.9702, 1.4665]1.46650.9702break-even = 1★ PEAK 1.4665UNDERWATER DRAWDOWN · max -3.07% · moderate0%-3.07%▼ TROUGH -3.07%TOP DRAWDOWN PERIODS · 2 total#1 -3.07%bar 12-24 · 13 bars · ONGOING#2 -2.98%bar 2-6 · 5 bars · recoveredDD SEVERITYmoderate (max -3.07%)RECOVERYongoing · 13 barsTIME UNDER WATER75% of session · 18/24 bars
final equity 1.4637 (46.37%) · max DD -3.07% · time-under-water 18/24 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=7.06 · σ=42.58MIXED EDGELAST -41.86 (-1.15σ vs μ)77.8638.930.00-38.93-77.86μ = 7.06-6.75-6.7542.9142.9144.7744.7743.0843.0843.1443.1442.1942.19-8.52-8.52-26.70-26.70-49.89-49.89-77.86-77.86-21.00-21.00-11.86-11.866.046.0436.5436.5473.8373.8350.5950.5937.2837.28-41.86-41.86-41.86-41.86v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.857 · range [-77.86, 73.83] · μ 7.057 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=564.2294 · σ=855.0093 · range [4.1857, 1964.1420] · R²=0.445▼ FALLING -96.78%σ EXTREME 151.54%LAST 4.18571964.14201474.1529984.1638494.17484.1857μ = 564.2294max 1964.1420min 4.1857dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 4.19% · range [4.19%, 1964.14%] · μ 564.23% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.160 · σ=0.167MEAN-REVERSIONLAST -0.300 (-0.84σ vs μ)0.5780.2890.000-0.289-0.578μ = -0.160-0.001-0.001-0.041-0.041-0.304-0.304-0.288-0.288-0.283-0.283-0.049-0.049-0.253-0.253-0.159-0.159-0.064-0.0640.0760.076-0.118-0.1180.0360.0360.0490.049-0.578-0.578-0.262-0.262-0.154-0.154-0.040-0.040-0.300-0.300-0.300-0.300v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.300 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
576.0549
p-VALUE (log scale)
< 0.0001
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
0.6160
p-VALUE (log scale)
0.9851
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
-1.6913
p-VALUE (log scale)
0.4422
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-2.0397
p-VALUE (log scale)
0.0414
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5945
p-VALUE (log scale)
0.0231
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0905
p-VALUE (log scale)
0.9279
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.019 ≈ 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=11 bins · noise floor μ=9.68e-3 · top T=11.50h (11.8%) · top-3 cover 32.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.3e-29.4e-36.3e-33.1e-30.0e+0μ noise floorperiod 23.0 · power 9.46e-3 · 8.9% energyperiod 23.0 · power 9.46e-3 · 8.9% energyperiod 11.5 · power 1.25e-2 · 11.8% energyperiod 11.5 · power 1.25e-2 · 11.8% energyperiod 7.7 · power 9.28e-3 · 8.7% energyperiod 7.7 · power 9.28e-3 · 8.7% energyperiod 5.8 · power 8.98e-3 · 8.4% energyperiod 5.8 · power 8.98e-3 · 8.4% energyperiod 4.6 · power 9.33e-3 · 8.8% energyperiod 4.6 · power 9.33e-3 · 8.8% energyperiod 3.8 · power 8.72e-3 · 8.2% energyperiod 3.8 · power 8.72e-3 · 8.2% energyperiod 3.3 · power 1.04e-2 · 9.7% energyperiod 3.3 · power 1.04e-2 · 9.7% energyperiod 2.9 · power 1.16e-2 · 10.9% energyperiod 2.9 · power 1.16e-2 · 10.9% energyperiod 2.6 · power 8.34e-3 · 7.8% energyperiod 2.6 · power 8.34e-3 · 7.8% energyperiod 2.3 · power 9.25e-3 · 8.7% energyperiod 2.3 · power 9.25e-3 · 8.7% energyperiod 2.1 · power 8.64e-3 · 8.1% energyperiod 2.1 · power 8.64e-3 · 8.1% energy50% by T=3.8h#1 dominantT=11.50h#2T=2.88h#3T=3.29hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 11.50h (freq 0.087) · concentrates 11.8% of total energy · Σ|X̂|²/n = 1.065e-1

▸ Depth section using sovereign-store price series (2630 bars · effective 1753200 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 14.6 d · σ/bar 0.064pp · expected |Δp| over horizon 1.19ppterminal variance p(1−p) = 0.0035 · n = 2630✓ n = 2630
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.064pp
one-bar volatility · logit-free
Per-day movedaily
0.31pp
σ × √24
Per-horizon move15d
1.19pp
σ × √350.99471694444446
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
99.7¢
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 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2630
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
2.9pp
peak 99.8¢ → trough 96.9¢
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
99.7%
= price
Decimal oddsEU
1.004
total return per $1
AmericanUS
-28471
risk $28471 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.35
clean dollar framing
-1000-5000+500+1000020406080100you · 99.7%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
8.16 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
6362919518349770317773098077652206496526514027339114596453066668953793524099
NO token ID
6767690201771225248191319071850355544257630209290046823658343019834260399760
Snapshot fetched
2026-06-15 09:00:19 UTC
Snapshot age
8ms
History points
24 CLOB mids
Page rendered
2026-06-15 09:00:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
771f57e4f2c2b3a2936f7c464e46e2c24f8cb5d3532bc659e3fb7c08c7ecc896 · 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 Who will Trump speak to in June?

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
$2.36K
bid $57 · ask $2.31K
Depth within 50bp
$11.32K
bid $103 · ask $11.22K
Mid price
0.996500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.923
bid-heavy
Imbalance (top-5)
-0.795
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-trump-speak-to-vladimir-putin-in-june/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9970005.02bp0.9970001FILLED
BUY$10.00K0.99835618.63bp0.9990003FILLED
BUY$100.00K0.99842619.33bp0.9990003PARTIAL
SELL$1.00K0.99051260.09bp0.9900004FILLED
SELL$10.00K0.930349663.84bp0.70000013FILLED
SELL$100.00K0.0945009051.68bp0.00100061PARTIAL

Risk metrics

▸ sovereign store · 2,630 barsperiods/year ≈ 1.75M
Realized vol (annualised)
85.69%
σ per bar = 0.000647
Mean return (annualised)
-100.31%
μ per bar = -0.000001
Sharpe (rf=0)
-1.17
annualised; risk-free assumed zero
Max drawdown
2.91%
peak 1.00 → trough 0.97 over 857 bars

/api/asset/pm-will-trump-speak-to-vladimir-putin-in-june/risk · same metrics, JSON