POLYMARKET · PREDICTION MARKET · POLITICS
Will Yossi Cohen be the next Prime Minister of Israel?
0.5¢
99.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-yossi-cohen-be-the-next-prime-minister-of-israel · fresh · feed 0s oldrealized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-will-yossi-cohen-be-the-next-prime-minister-of-israel/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
0.5¢
NO · live
99.5¢
25 ticks · last 0.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES0.5%0.5¢200.00×▬ +0.00pp
NO99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 50bp moved · peak 10bp · n=24 ticks
30ms
0.50¢ (0.50%)
99.50¢ (99.50%)
100.00%
0.000pp
$42.7k
$84.6k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 0.50¢
25 NO observations from clob.polymarket.com · last 99.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25RIGHT-SKEWED (G₁=0.79)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.793right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.275mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 0.901STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
0.50¢
99.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES200.00×(1¢)NO1.01×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.045 bits (5% of max) · informative — one side strongly favoured
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
⏱ URGENCY · DISTANTresolves 2026-12-31 00:00 UTC
199days
04hrs
47min
YES →$1.00
NO →$0.00
current: $0.0050 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.271 pp/day
now199.20d left0.271 pp/day×1.00
−25%149.40d left0.313 pp/day×1.15
−50%99.60d left0.384 pp/day×1.41
−75%49.80d left0.543 pp/day×2.00
−90%19.92d left0.858 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
4 up bars · 4 down · best 0.10% · worst -0.10% · typical |Δ| 0.021%
§10 · Equity curve & underwater drawdown
final equity 1.0000 (-0.00%) · max DD -0.20% · time-under-water 19/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 38.210 · range [-60.42, 38.21] · μ -8.789 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 1.91% · range [1.91%, 6.22%] · μ 3.50% · σ̂ scaled to annualised (×√8760)
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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
5.5511
p-VALUE (log scale)
0.0623
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
9.1846
p-VALUE (log scale)
0.1009
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.7265
p-VALUE (log scale)
0.4255
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.0000
p-VALUE (log scale)
1.0000
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5260
p-VALUE (log scale)
0.0358
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.9024
p-VALUE (log scale)
0.3669
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)
dominant period ≈ 3.00h (freq 0.333) · concentrates 28.6% of total energy · Σ|X̂|²/n = 1.750e-6
§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
Horizon 199.2 d · σ/bar 0.039pp · expected |Δp| over horizon 2.70ppterminal variance p(1−p) = 0.0050 · n = 25⚠ low confidence · n < 100
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.039pp
one-bar volatility · logit-free
Per-day movedaily
0.19pp
σ × √24
Per-horizon move199d
2.70pp
σ × √4780.790285277777
Terminal variancebinary
0.0050
p(1−p) at resolution
Current pricep
0.5¢
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
VaR₉₅ 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.16⊘ disabled · n < 30
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
30.8pp
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
Implied probabilityP
0.5%
= price
Decimal oddsEU
200.000
total return per $1
AmericanUS
+19900
$100 wins $19900
FractionalUK
199.00 / 1
profit per $1 risked
Profit per $100stake
+$19900.00
clean dollar framing
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
Market entropyH(p)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.64 bit
self-information
Surprise · NO−log₂(1−p)
0.01 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
80908635602471552886049573110321791161186841957249509900771759394573505359926- NO token ID
279135026232966548267372221910300904521833390614952028405533756942338898146- Snapshot fetched
- 2026-06-14 19:12:34 UTC
- Snapshot age
- 30ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 19:12:34 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
67502bba0b280f0bfc02c7b273d39fbe5e16eb0518f492f0a56b15ea2385a233· 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 YESDepth 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
0.005000
(best bid + best ask) / 2
Spread
4000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.594
bid-heavy
Imbalance (top-5)
+0.974
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-yossi-cohen-be-the-next-prime-minister-of-israel/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.019683 | 29366.48bp | 0.122000 | 33 | FILLED |
| BUY | $10.00K | 0.141225 | 272449.64bp | 0.770000 | 69 | FILLED |
| BUY | $100.00K | 0.580612 | 1151224.71bp | 0.920000 | 81 | FILLED |
| SELL | $1.00K | 0.001123 | 7754.70bp | 0.001000 | 4 | FILLED |
| SELL | $10.00K | 0.001043 | 7913.27bp | 0.001000 | 4 | PARTIAL |
| SELL | $100.00K | 0.001043 | 7913.27bp | 0.001000 | 4 | PARTIAL |
Risk metrics
▸ upstream candles · 25 barsRealized vol (annualised)
—
σ per bar = 0.070511
Mean return (annualised)
—
μ per bar = -0.000000
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
30.77%
peak 0.01 → trough 0.00 over 10 bars
/api/asset/pm-will-yossi-cohen-be-the-next-prime-minister-of-israel/risk · same metrics, JSON