{
  "as_of": "2026-05-19T03:40:25.164198+00:00",
  "sources": {
    "shadow_log": 56,
    "arena": 232,
    "total": 288
  },
  "buckets_by_distance_from_half": [
    {
      "bucket": "very_uncertain_0.0-0.1",
      "n": 64,
      "mean": 2.58,
      "median": 2.84,
      "p10": 0.77,
      "p90": 3.63,
      "max": 3.8
    },
    {
      "bucket": "uncertain_0.1-0.2",
      "n": 33,
      "mean": 1.45,
      "median": 2.03,
      "p10": 0.52,
      "p90": 2.41,
      "max": 2.94
    },
    {
      "bucket": "moderate_0.2-0.3",
      "n": 36,
      "mean": 2.58,
      "median": 2.71,
      "p10": 1.97,
      "p90": 3.26,
      "max": 3.47
    },
    {
      "bucket": "decisive_0.3-0.4",
      "n": 61,
      "mean": 3.05,
      "median": 2.59,
      "p10": 2.12,
      "p90": 4.1,
      "max": 4.45
    },
    {
      "bucket": "near_resolution_0.4-0.5",
      "n": 94,
      "mean": 1.11,
      "median": 1.07,
      "p10": 0.27,
      "p90": 1.8,
      "max": 8.58
    }
  ],
  "overall": {
    "n": 288,
    "mean": 2.07,
    "median": 2.18,
    "p10": 0.47,
    "p90": 3.67
  },
  "notes": "Buckets by |0.5 - market_yes_price| at entry. The closer to 0.5 the market is, the more uncertain the outcome \u2014 typical holds should be longer. The closer to 0 or 1, the more decided \u2014 but those markets are also where there's less edge to extract. Quantiles are empirical (no parametric fit) given the small sample size."
}