POLYMARKET · PREDICTION MARKET · POLITICS

Will United Russia (ER) gain the most seats in the next Russian parliamentary election?

YES · live
59.5¢
NO · live
40.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-united-russia-er-gain-the-most-seats-in-the-next-russian-parliamentary-election · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
100.41%
max drawdown
1.68%
sharpe
—
ulcer index
0.76%
RMS drawdown
pain index
0.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.68%
cond. drawdown
gain/pain
1.15
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.15
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-united-russia-er-gain-the-most-seats-in-the-next-russian-parliamentary-election/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.7s⏱--:--:-- 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
59.5¢
NO · live
40.5¢
YES price · live 24h
n=25 · μ=0.5886 · σ=0.0065 · range [0.5800, 0.6000] · R²=0.677▲ RISING +2.56%σ NORMAL 1.11%LAST 0.60000.60000.59500.59000.58500.5800μ = 0.5886max 0.6000min 0.5800dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 60.00¢
YES / NO split · live
YES 59.5%NO 40.5%YES59.5%59.50¢ · odds 1/1.68
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.974 / 1.00 bits (97%) · max uncertainty (~50/50)
YES
59.5%59.5¢1.68×▬ +0.00pp
NO
40.5%40.5¢2.47×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=450 · μ=18.8 · σ=28.8 · CV=1.54BURSTY · concentratedcumulative energy ↗ · 50% by h=120255075100μ = 1910050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 450bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.7s
▲YES mid
59.50¢ (59.50%)
▼NO mid
40.50¢ (40.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$125.7k
≋liquidity $
$101.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5886 · σ=0.0065 · range [0.5800, 0.6000] · R²=0.677▲ RISING +2.56%σ NORMAL 1.11%LAST 0.60000.60000.59500.59000.58500.5800μ = 0.5886max 0.6000min 0.5800dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 60.00¢
NO price · CLOB mid
n=25 · μ=0.4114 · σ=0.0065 · range [0.4000, 0.4200] · R²=0.677▼ FALLING -3.61%σ NORMAL 1.59%LAST 0.40000.42000.41500.41000.40500.4000μ = 0.4114max 0.4200min 0.4000dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 40.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0008 · σ=0.0030 · skew=0.70 (right-skewed) · kurt=1.15 (leptokurtic (fat tails))16128403-0.43ppbin -0.43pp · n=3 · 18.8% peakbin -0.43pp · n=3 · 18.8% peak-0.28pp-0.13pp160.03ppbin 0.03pp · n=16 · 100.0% peakbin 0.03pp · n=16 · 100.0% peak0.18pp0.33pp40.48ppbin 0.48pp · n=4 · 25.0% peakbin 0.48pp · n=4 · 25.0% peak0.63pp0.78pp10.93ppbin 0.93pp · n=1 · 6.3% peakbin 0.93pp · n=1 · 6.3% 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=0.70 · kurt=1.15 · near 9 / mid 15 / far 0 · OLS slope=0.90 intercept=-0.00APPROXIMATELY NORMALMILDLY 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=25RIGHT-SKEWED (G₁=0.50)
μ MEAN58.86¢95% CI: [58.60¢, 59.12¢]
σ STD DEV0.65ppσ² = 0.428 · CV = 1.11%
med MEDIAN58.50¢Q₁ 58.50¢ · Q₃ 59.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.00pp · IQR 1.00pp (1.349σ→0.88pp)
min 58.00¢Q₁ 58.50¢med 58.50¢Q₃ 59.50¢max 60.00¢μ
SKEWNESS · G₁0.501right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.264platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.55
σ × 1.349 ↔ IQRconsistent with normalratio = 0.88
range ↔ σconcentrated (range < 4σ)range / σ = 3.06
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) -0.32 + ADF rejected
ρ(1) AUTOCORR-0.319within white-noise band
ρ(2) AUTOCORR-0.132lag-2 not significant
H · HURST EXPONENT0.537random-walk
OLS TREND · t-STAT+6.937significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.537
H = 0.537RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=4
k=1-0.319k=2-0.132k=3+0.349k=4 ★-0.418k=5+0.1570+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|=6.94)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.32 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.39high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.94)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 ID1130012
SLUGwill-united-russ…ary-election
CATEGORYPolitics
TWO-SIDED PRICINGFAVOURS YES (60¢)
PRIMARY · YES59.50¢implied prob 59.50% · decimal odds 1.68×
COUNTER · NO40.50¢implied prob 40.50% · decimal odds 2.47×
59.50¢
40.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME125.68k USD 24h
LIQUIDITY101.66k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (60¢)|primary − counter| = 0.190 · entropy 0.974 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 59.5%NO 40.5%YES p̂59.5%H = 0.974 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.68×(60¢)NO2.47×(41¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.974 bits (97% of max) · maximum uncertainty (~50/50)
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 2026-09-30 00:00 UTC
107days
12hrs
50min
107.53 days·θ = 3.203 pp/day
YES →$1.00(P = 59.5%)
NO →$0.00(P = 40.5%)
current: $0.5950 · expected return per side: $0.41 on YES hit · $0.59 on NO hit
0%25%50%75%100%YES $1NO $0NOW+53.8dRESOLVESP projection · σ=0.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.203 pp/day
now107.53d left
3.203 pp/day×1.00
−25%80.65d left
3.699 pp/day×1.15
−50%53.77d left
4.530 pp/day×1.41
−75%26.88d left
6.406 pp/day×2.00
−90%10.75d left
10.129 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=24 bars · best 1.00% · worst -0.50% · typical |Δ| 0.19%MILD BULLISH +1.50%BEST+1.00%16hWORST-0.50%4hTYPICAL |Δ|0.19%mean absoluteCUMULATIVE+1.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ +0.19% · Σ +1.50%CUMULATIVE Δ PATH · final +1.50%+1.50%-0.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h▼ WORST0.50% · 5h0.50% · 5h0.50%5h0.00% · 6h0.00% · 6h·6h-0.50% · 7h-0.50% · 7h-0.50%7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h0.50% · 13h0.50% · 13h0.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h1.00% · 16h1.00% · 16h1.00%16h★ BEST0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.50%)RUNSup max 1 · down max 1BREADTH21% up · 13% down · 67% flat
5 up bars · 3 down · best 1.00% · worst -0.50% · typical |Δ| 0.188%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.50%FINAL+1.50%MAX DD-0.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+1.50%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 1.0150 · peak 1.0150 · range [0.9950, 1.0150]1.01500.9950break-even = 1★ PEAK 1.0150UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 1 total#1 -0.50%bar 5-16 · 12 bars · recoveredDD SEVERITYshallow (max -0.50%)RECOVERYfully recoveredTIME UNDER WATER48% of session · 12/25 bars
final equity 1.0150 (1.50%) · max DD -0.50% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −2 (58% positive) · μ=18.19 · σ=22.54MIXED EDGELAST 38.21 (+0.89σ vs μ)55.9327.970.00-27.97-55.93μ = 18.190.000.00-20.72-20.720.000.000.000.0020.7220.720.000.00-20.72-20.7220.7220.720.000.000.000.0030.2130.2130.2130.2155.9355.9338.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-20.72, 55.93] · μ 18.190 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.2514 · σ=8.6985 · range [19.1050, 48.3322] · R²=0.115▼ FALLING -35.45%σ EXTREME 25.40%LAST 19.105048.332241.025433.718626.411819.1050μ = 34.2514max 48.3322min 19.1050dataMA(3)OLS R²=0.11μ lineμ ± σ bandmaxmin
latest 19.10% · range [19.10%, 48.33%] · μ 34.25% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.331 · σ=0.151MEAN-REVERSIONLAST -0.233 (+0.65σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.331-0.500-0.500-0.363-0.363-0.500-0.500-0.500-0.500-0.363-0.363-0.500-0.500-0.304-0.304-0.304-0.304-0.500-0.500-0.500-0.500-0.208-0.208-0.396-0.396-0.357-0.357-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
5.2400
p-VALUE (log scale)
0.0728
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
13.1245
p-VALUE (log scale)
0.0222
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-0.7008
p-VALUE (log scale)
0.8393
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
1.0299
p-VALUE (log scale)
0.3031
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7447
p-VALUE (log scale)
0.0097
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
-1.5566
p-VALUE (log scale)
0.1196
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.526 ≈ 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=1.11e-5 · top T=2.67h (39.7%) · top-3 cover 62.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.3e-54.0e-52.6e-51.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.82e-6 · 5.1% energyperiod 24.0 · power 6.82e-6 · 5.1% energyperiod 12.0 · power 8.37e-7 · 0.6% energyperiod 12.0 · power 8.37e-7 · 0.6% energyperiod 8.0 · power 1.17e-5 · 8.8% energyperiod 8.0 · power 1.17e-5 · 8.8% energyperiod 6.0 · power 7.29e-6 · 5.5% energyperiod 6.0 · power 7.29e-6 · 5.5% energyperiod 4.8 · power 1.13e-7 · 0.1% energyperiod 4.8 · power 1.13e-7 · 0.1% energyperiod 4.0 · power 9.38e-6 · 7.0% energyperiod 4.0 · power 9.38e-6 · 7.0% energyperiod 3.4 · power 1.81e-5 · 13.6% energyperiod 3.4 · power 1.81e-5 · 13.6% energyperiod 3.0 · power 9.37e-6 · 7.0% energyperiod 3.0 · power 9.37e-6 · 7.0% energyperiod 2.7 · power 5.29e-5 · 39.7% energyperiod 2.7 · power 5.29e-5 · 39.7% energyperiod 2.4 · power 1.17e-5 · 8.7% energyperiod 2.4 · power 1.17e-5 · 8.7% energyperiod 2.2 · power 4.16e-6 · 3.1% energyperiod 2.2 · power 4.16e-6 · 3.1% energyperiod 2.0 · power 1.04e-6 · 0.8% energyperiod 2.0 · power 1.04e-6 · 0.8% energy50% by T=2.7h#1 dominantT=2.67h#2T=3.43h#3T=8.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 39.7% of total energy · Σ|X̂|²/n = 1.333e-4

▸ 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 107.5 d · σ/bar 0.070pp · expected |Δp| over horizon 3.57ppterminal variance p(1−p) = 0.2410 · n = 2833✓ n = 2833
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.070pp
one-bar volatility · logit-free
Per-day movedaily
0.34pp
σ × √24
Per-horizon move108d
3.57pp
σ × √2580.8357586111115
Terminal variancebinary
0.2410
p(1−p) at resolution
Current pricep
59.5¢
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 0.12pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2833
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
1.7pp
peak 58.5¢ → trough 57.5¢
Median step
0.50pp
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
59.5%
= price
Decimal oddsEU
1.681
total return per $1
AmericanUS
-147
risk $147 to win $100
FractionalUK
0.68 / 1
profit per $1 risked
Profit per $100stake
+$68.07
clean dollar framing
-1000-5000+500+1000020406080100you · 59.5%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)
0.974 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.974 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.75 bit
self-information
Surprise · NO−log₂(1−p)
1.30 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
20915769520649892253891152116814645067070024223185517956799957803974344024878
NO token ID
115351075585746600277716377744935410125916932950844626289798775482755919708780
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
6.7s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5266d2daa2a360366434137bb7445c1a3fd4b82b25c0512127fd3758fa704c2a · 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
0.595000
(best bid + best ask) / 2
Spread
168.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.252
ask-heavy
Imbalance (top-5)
+0.384
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-united-russia-er-gain-the-most-seats-in-the-next-russian-parliamentary-election/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.609939251.08bp0.6100002FILLED
BUY$10.00K0.629486579.60bp0.6500006FILLED
BUY$100.00K0.8084153586.81bp0.93000033FILLED
SELL$1.00K0.582988201.87bp0.5800002FILLED
SELL$10.00K0.570466412.33bp0.5600004FILLED
SELL$100.00K0.3019104925.89bp0.01000045PARTIAL

Risk metrics

▸ sovereign store · 2,833 barsperiods/year ≈ 1.75M
Realized vol (annualised)
158.15%
σ per bar = 0.001195
Mean return (annualised)
1049.06%
μ per bar = 0.000006
Sharpe (rf=0)
6.63
annualised; risk-free assumed zero
Max drawdown
1.71%
peak 0.58 → trough 0.57 over 760 bars

/api/asset/pm-will-united-russia-er-gain-the-most-seats-in-the-next-russian-parliamentary-election/risk · same metrics, JSON