KALSHI · CFTC-CLEARED BINARY CONTRACT · SPORTS

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

YES · live

22.0¢

NO · live

76.5¢

▸ Advanced metrics · M2M bundle

kalshi · kxwtamatch-26jun13bropar-par · fresh · feed 1m old

24h sparkline · 60 pts▼ -4.35%

realized vol (ann.)

726.90%

max drawdown

33.33%

sharpe

—

ulcer index

10.89%

RMS drawdown

pain index

7.16%

mean drawdown

mod. VaR 95%

1.59%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

27.88%

cond. drawdown

gain/pain

0.99

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.99

upside/downside

roll spread

343.0 bps

implied (price-only)

bars used

764

store

spread

1276.6 bps

24h Δ

-4.35%

flow lean

—

carry

flat

signalNEUTRALconfidence 25%

24h change -4.35%

Same bundle via M2M API: /api/m2m/kalshi-kxwtamatch-26jun13bropar-par/bundle · venue execution: kalshi →

LIVEPOLL0SRCWARMING1.4m⏱--:--:-- UTCNEXT8.0sUP0s--:--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

22.0¢

NO · live

76.5¢

YES price · live 24h (Kalshi candlesticks)

no history

YES / NO split · live

Σ 98.50% · moderate

Σ-sides total = 98.50% (1.50pp arb gap)

H(p) entropy = 0.766 / 1.00 bits (77%) · moderate uncertainty

YES

22.3%22.0¢4.55×▬ +0.00pp

77.7%76.5¢1.31×▬ +0.00pp

Σ 98.50% · arb gap 1.50pp

Live numerics · pulse on poll

LIVE NUMERICS9 metrics·POLL 0

⏱snapshot age

1.4m

·ticker

KXWTAMATCH-26JUN13BROPAR-PAR

▲YES bid

22.00¢

▲YES ask

25.00¢

ΣΣ sides

98.50%

⚖arb gap

1.500pp

$24h vol $

$17.3k

◐open interest $

$177.4k

◳history points

0 bars (live)

§1 · Quote

Ticker: KXWTAMATCH-26JUN13BROPAR-PAR
Event ticker: KXWTAMATCH-26JUN13BROPAR
YES bid / ask: 22.00¢ / 25.00¢ (spread 3.00pp)
NO bid / ask: 75.00¢ / 78.00¢
Last YES: 22.00¢
Σ-sides: 98.50% (arb gap 1.50pp)

§2 · Activity

Volume 24h: $17.32k
Volume total: $87.50k
Open interest: $177.36k
Liquidity: $0.00
Close time: 2026-06-27T09:30:00Z · 12.7d from now
Status: active

§3 · Resolution rules

If Alycia Parks 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 1.228pp · expected |Δp| over horizon 21.46ppterminal variance p(1−p) = 0.1716 · n = 764✓ n = 764

μ per bar

-0.001pp

average Δp · drift

σ per bar

1.228pp

one-bar volatility · logit-free

Per-day movedaily

6.02pp

σ × √24

Per-horizon move13d

21.46pp

σ × √305.43325055555556

Terminal variancebinary

0.1716

p(1−p) at resolution

Current pricep

22.0¢

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 2.02pp · ES₉₅ 2.53pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 764

VaR 95%

2.02pp

1.645·σ (parametric) of Δp

ES 95%

2.53pp

mean of the tail

Max drawdown

33.3pp

peak 27.0¢ → trough 18.0¢

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

22.0%

= price

Decimal oddsEU

4.545

total return per $1

AmericanUS

+355

$100 wins $355

FractionalUK

3.55 / 1

profit per $1 risked

Profit per $100stake

+$354.55

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.

§8 · Binary entropy

Binary entropy · uncertainty as bits of information

Market entropyH(p)

0.760 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.760 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

2.18 bit

self-information

Surprise · NO−log₂(1−p)

0.36 bit

self-information

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: 873479f07f2b57e034ceb327db1b75ae91bc36ce12065761e310ecc800b3ac56 · 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)

3219.42%

σ per bar = 0.054367

Mean return (annualised)

-2042.91%

μ per bar = -0.000058

Sharpe (rf=0)

-0.63

annualised; risk-free assumed zero

Max drawdown

33.33%

peak 0.27 → trough 0.18 over 193 bars

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