KALSHI · CFTC-CLEARED BINARY CONTRACT · SPORTS

Will Tessa Johanna Brockmann win the Brockmann vs Parks: Qualification Round 1 match?

YES · live
73.0¢
NO · live
24.0¢

▸ Advanced metrics · M2M bundle

kalshi · kxwtamatch-26jun13bropar-bro · fresh · feed 1m old
24h sparkline · 60 pts▼ -3.95%
realized vol (ann.)
773.49%
max drawdown
10.98%
sharpe
—
ulcer index
3.41%
RMS drawdown
pain index
2.16%
mean drawdown
mod. VaR 95%
1.82%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.33%
cond. drawdown
gain/pain
0.98
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.98
upside/downside
roll spread
137.1 bps
implied (price-only)
bars used
764
store
spread
789.5 bps
24h Δ
-3.95%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -3.95%
Same bundle via M2M API: /api/m2m/kalshi-kxwtamatch-26jun13bropar-bro/bundle · venue execution: kalshi →
LIVEPOLL0SRCWARMING1.4m⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
73.0¢
NO · live
24.0¢
YES price · live 24h (Kalshi candlesticks)
no history
no history
YES / NO split · live
YES 75.3%NO 24.7%YES75.3%73.00¢ · odds 1/1.37
ARB GAP 3.00pp
Σ-sides total = 97.00% (3.00pp arb gap)
H(p) entropy = 0.807 / 1.00 bits (81%) · high uncertainty
YES
75.3%73.0¢1.37×▬ +0.00pp
NO
24.7%24.0¢4.17×▬ +0.00pp
Σ 97.00% · arb gap 3.00pp
Live numerics · pulse on poll
LIVE NUMERICS9 metrics·POLL 0
⏱snapshot age
1.4m
·ticker
KXWTAMATCH-26JUN13BROPAR-BRO
▲YES bid
73.00¢
▲YES ask
79.00¢
ΣΣ sides
97.00%
⚖arb gap
3.000pp
$24h vol $
$77.7k
◐open interest $
$126.4k
◳history points
0 bars (live)

§1 · Quote

Ticker
KXWTAMATCH-26JUN13BROPAR-BRO
Event ticker
KXWTAMATCH-26JUN13BROPAR
YES bid / ask
73.00¢ / 79.00¢ (spread 6.00pp)
NO bid / ask
21.00¢ / 27.00¢
Last YES
73.00¢
Σ-sides
97.00% (arb gap 3.00pp)

§2 · Activity

Volume 24h
$77.75k
Volume total
$348.60k
Open interest
$126.37k
Liquidity
$0.00
Close time
2026-06-27T09:30:00Z · 12.7d from now
Status
active

§3 · Resolution rules

If Tessa Johanna Brockmann wins the Brockmann vs Parks professional tennis match in the 2026 Berlin Qualification Round 1 after a ball has been played, then the market resolves to Yes.

▸ Depth section using sovereign-store price series (764 bars · effective 350659 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§4 · 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 →

§5 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 12.7 d · σ/bar 1.307pp · expected |Δp| over horizon 22.84ppterminal variance p(1−p) = 0.1971 · n = 764✓ n = 764
μ per bar
-0.004pp
average Δp · drift
σ per bar
1.307pp
one-bar volatility · logit-free
Per-day movedaily
6.40pp
σ × √24
Per-horizon move13d
22.84pp
σ × √305.4334922222222
Terminal variancebinary
0.1971
p(1−p) at resolution
Current pricep
73.0¢
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.

§6 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 2.15pp · ES₉₅ 2.70pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 764
VaR 95%
2.15pp
1.645·σ (parametric) of Δp
ES 95%
2.70pp
mean of the tail
Max drawdown
11.0pp
peak 82.0¢ → trough 73.0¢
Median step
1.00pp
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.

§7 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
73.0%
= price
Decimal oddsEU
1.370
total return per $1
AmericanUS
-270
risk $270 to win $100
FractionalUK
0.37 / 1
profit per $1 risked
Profit per $100stake
+$36.99
clean dollar framing
-1000-5000+500+1000020406080100you · 73.0%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.

§8 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.841 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.841 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.45 bit
self-information
Surprise · NO−log₂(1−p)
1.89 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.

§9 · 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
api.elections.kalshi.com
Snapshot fetched
2026-06-14 16:02:35 UTC
Snapshot age
1.4m
SHA-256 attestation
e18f1d2cbf1388dd42b312bf7ba1631820ac2b91ac36e79344104c00694ed9dd · deterministic hash of the source snapshot — proves this page was rendered from this exact data
Open data licence
CC0 / public domain · free to mirror, syndicate, analyse

Risk metrics

▸ sovereign store · 764 barsperiods/year ≈ 350.7K
Realized vol (annualised)
1010.14%
σ per bar = 0.017058
Mean return (annualised)
-1850.91%
μ per bar = -0.000053
Sharpe (rf=0)
-1.83
annualised; risk-free assumed zero
Max drawdown
10.98%
peak 0.82 → trough 0.73 over 13 bars

/api/asset/kalshi-kxwtamatch-26jun13bropar-bro/risk · same metrics, JSON