POLYMARKET · PREDICTION MARKET · PGA TOUR: U.S. OPEN WINNER

Will Brooks Koepka win the 2026 U.S. Open?

YES · live
5.5¢
NO · live
94.5¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-brooks-koepka-win · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
187.64%
max drawdown
65.77%
sharpe
—
ulcer index
8.77%
RMS drawdown
pain index
5.52%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.46%
cond. drawdown
gain/pain
1.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.95
upside/downside
roll spread
24.3 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-2026-us-open-winner-brooks-koepka-win/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8.8s⏱--:--:-- 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
5.5¢
NO · live
94.5¢
YES price · live 24h
n=25 · μ=0.0193 · σ=0.0080 · range [0.0145, 0.0555] · R²=0.041▲ RISING +217.14%σ EXTREME 41.34%LAST 0.05550.05550.04520.03500.02480.0145μ = 0.0193max 0.0555min 0.0145dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.55¢
YES / NO split · live
YES 5.5%NO 94.5%NO94.5%94.45¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.309 / 1.00 bits (31%) · informative — one side favoured
YES
5.5%5.5¢18.02×▬ +0.00pp
NO
94.5%94.5¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=660 · μ=27.5 · σ=77.6 · CV=2.82BURSTY · concentratedcumulative energy ↗ · 50% by h=24093185278370μ = 2837050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 660bp moved · peak 370bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8.8s
▲YES mid
5.55¢ (5.55%)
▼NO mid
94.45¢ (94.45%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$71.0k
≋liquidity $
$6.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0193 · σ=0.0080 · range [0.0145, 0.0555] · R²=0.041▲ RISING +217.14%σ EXTREME 41.34%LAST 0.05550.05550.04520.03500.02480.0145μ = 0.0193max 0.0555min 0.0145dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.55¢
NO price · CLOB mid
n=25 · μ=0.9807 · σ=0.0080 · range [0.9445, 0.9855] · R²=0.041▼ FALLING -3.87%σ LOW 0.81%LAST 0.94450.98550.97530.96500.95470.9445μ = 0.9807max 0.9855min 0.9445dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0017 · σ=0.0073 · skew=3.69 (right-skewed) · kurt=14.57 (leptokurtic (fat tails))201510501-0.95ppbin -0.95pp · n=1 · 5.0% peakbin -0.95pp · n=1 · 5.0% peak-0.46pp200.03ppbin 0.03pp · n=20 · 100.0% peakbin 0.03pp · n=20 · 100.0% peak20.52ppbin 0.52pp · n=2 · 10.0% peakbin 0.52pp · n=2 · 10.0% peak1.01pp1.49pp1.98pp2.48pp2.97pp13.46ppbin 3.46pp · n=1 · 5.0% peakbin 3.46pp · n=1 · 5.0% 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=3.51 · kurt=14.00 · near 6 / mid 14 / far 4 · OLS slope=0.67 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.43σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=14.22)
μ MEAN1.93¢95% CI: [1.61¢, 2.24¢]
σ STD DEV0.80ppσ² = 0.634 · CV = 41.34%
med MEDIAN1.85¢Q₁ 1.55¢ · Q₃ 1.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.10pp · IQR 0.30pp (1.349σ→1.07pp)
min 1.45¢Q₁ 1.55¢med 1.85¢Q₃ 1.85¢max 5.55¢μ
SKEWNESS · G₁3.754right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂14.218leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRdiverges from normalratio = 3.58
range ↔ σwide tails (range > 4σ)range / σ = 5.15
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 · ADF rejects unit root
ρ(1) AUTOCORR+0.012within white-noise band
ρ(2) AUTOCORR+0.020lag-2 not significant
H · HURST EXPONENT0.737strongly persistent
OLS TREND · t-STAT+0.994fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.737
H = 0.737STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1+0.012k=2+0.020k=3+0.005k=4-0.019k=5-0.0090+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]NOT SIGNIFICANT (|t|=0.99)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.49high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.99)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 ID2553297
SLUG2026-us-open-winner-brooks-koepka-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES5.55¢implied prob 5.55% · decimal odds 18.02×
COUNTER · NO94.45¢implied prob 94.45% · decimal odds 1.06×
5.55¢
94.45¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME70.96k USD 24h
LIQUIDITY6.37k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.889 · entropy 0.309 bits
LIQUIDITY DEPTHACTIVE100k+ 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 5.5%NO 94.5%YES p̂5.5%H = 0.309 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES18.02×(6¢)NO1.06×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.309 bits (31% of max) · informative — one side strongly favoured
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 · MEDIUMresolves 2026-06-21 00:00 UTC
2days
13hrs
04min
2.55 days·θ = 3.901 pp/day
YES →$1.00(P = 5.5%)
NO →$0.00(P = 94.5%)
current: $0.0555 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=0.80% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.901 pp/day
now2.55d left
3.901 pp/day×1.00
−25%1.91d left
4.504 pp/day×1.15
−50%1.27d left
5.516 pp/day×1.41
−75%15.27h left
7.801 pp/day×2.00
−90%6.11h left
12.335 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 3.70% · worst -1.20% · typical |Δ| 0.28%MILD BULLISH +3.80%BEST+3.70%24hWORST-1.20%14hTYPICAL |Δ|0.28%mean absoluteCUMULATIVE+3.80%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ -0.02% · Σ -0.20%US · 16-24 UTCμ +0.02% · Σ +0.20%CUMULATIVE Δ PATH · final +3.80%+3.80%-0.30%0.10% · 1h0.10% · 1h0.10%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.10% · 10h0.10% · 10h0.10%10h0.00% · 11h0.00% · 11h·11h0.10% · 12h0.10% · 12h0.10%12h0.60% · 13h0.60% · 13h0.60%13h-1.20% · 14h-1.20% · 14h-1.20%14h▼ WORST0.20% · 15h0.20% · 15h0.20%15h-0.10% · 16h-0.10% · 16h-0.10%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.05% · 18h0.05% · 18h0.05%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.05% · 22h0.05% · 22h0.05%22h0.30% · 23h0.30% · 23h0.30%23h3.70% · 24h3.70% · 24h3.70%24h★ BESTTIME PATTERNUS-led (+0.20%)RUNSup max 3 · down max 2BREADTH38% up · 17% down · 46% flat
9 up bars · 4 down · best 3.70% · worst -1.20% · typical |Δ| 0.275%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +3.79% · SHALLOW DDFINAL+3.79%MAX DD-1.20%RECOVERYFULLY RECOVEREDMAX RUN-UP+3.79%UNDERWATER10/25 (40%)STREAK↗ 3EQUITY CURVE · end 1.0379 · peak 1.0379 · range [0.9969, 1.0379]1.03790.9969break-even = 1★ PEAK 1.0379UNDERWATER DRAWDOWN · max -1.20% · moderate0%-1.20%▼ TROUGH -1.20%TOP DRAWDOWN PERIODS · 1 total#1 -1.20%bar 15-24 · 10 bars · recoveredDD SEVERITYmoderate (max -1.20%)RECOVERYfully recoveredTIME UNDER WATER40% of session · 10/25 bars
final equity 1.0379 (3.79%) · max DD -1.20% · time-under-water 10/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −7 (42% positive) · μ=10.05 · σ=30.27MIXED EDGELAST 41.84 (+1.05σ vs μ)60.4230.210.00-30.21-60.42μ = 10.0538.2138.210.000.000.000.000.000.0038.2138.2138.2138.2160.4260.4253.3753.37-10.42-10.42-5.12-5.12-10.30-10.30-11.61-11.61-12.95-12.95-35.50-35.507.307.30-44.62-44.620.000.0043.9743.9741.8441.84v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 41.843 · range [-44.62, 60.42] · μ 10.053 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=28.3391 · σ=35.9493 · range [0.0000, 139.5683] · R²=0.245▲ RISING +3552.67%σ EXTREME 126.85%LAST 139.5683139.5683104.676369.784234.89210.0000μ = 28.3391max 139.5683min 0.0000dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 139.57% · range [0.00%, 139.57%] · μ 28.34% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −13 (16% positive) · μ=-0.214 · σ=0.235MEAN-REVERSIONLAST 0.040 (+1.08σ vs μ)0.5960.2980.000-0.298-0.596μ = -0.214-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.333-0.3330.0570.057-0.341-0.341-0.495-0.495-0.515-0.515-0.524-0.524-0.596-0.596-0.217-0.217-0.330-0.330-0.136-0.136-0.500-0.5000.1180.1180.0400.040v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.040 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
370.1882
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
0.0299
p-VALUE (log scale)
0.9999
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-0.7001
p-VALUE (log scale)
0.8395
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
0.3189
p-VALUE (log scale)
0.7498
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1536
p-VALUE (log scale)
0.4379
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.8397
p-VALUE (log scale)
0.0658
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.440 ≈ 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=6.32e-5 · top T=2.18h (14.1%) · top-3 cover 38.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.1e-48.0e-55.3e-52.7e-50.0e+0μ noise floorperiod 24.0 · power 7.81e-5 · 10.3% energyperiod 24.0 · power 7.81e-5 · 10.3% energyperiod 12.0 · power 7.75e-5 · 10.2% energyperiod 12.0 · power 7.75e-5 · 10.2% energyperiod 8.0 · power 5.22e-5 · 6.9% energyperiod 8.0 · power 5.22e-5 · 6.9% energyperiod 6.0 · power 9.33e-5 · 12.3% energyperiod 6.0 · power 9.33e-5 · 12.3% energyperiod 4.8 · power 3.14e-5 · 4.1% energyperiod 4.8 · power 3.14e-5 · 4.1% energyperiod 4.0 · power 9.22e-5 · 12.2% energyperiod 4.0 · power 9.22e-5 · 12.2% energyperiod 3.4 · power 3.24e-5 · 4.3% energyperiod 3.4 · power 3.24e-5 · 4.3% energyperiod 3.0 · power 8.11e-5 · 10.7% energyperiod 3.0 · power 8.11e-5 · 10.7% energyperiod 2.7 · power 6.90e-5 · 9.1% energyperiod 2.7 · power 6.90e-5 · 9.1% energyperiod 2.4 · power 3.39e-5 · 4.5% energyperiod 2.4 · power 3.39e-5 · 4.5% energyperiod 2.2 · power 1.07e-4 · 14.1% energyperiod 2.2 · power 1.07e-4 · 14.1% energyperiod 2.0 · power 1.07e-5 · 1.4% energyperiod 2.0 · power 1.07e-5 · 1.4% energy50% by T=4.0h#1 dominantT=2.18h#2T=6.00h#3T=4.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 14.1% of total energy · Σ|X̂|²/n = 7.588e-4

▸ Depth section using sovereign-store price series (2336 bars · effective 1752421 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 2.5 d · σ/bar 0.135pp · expected |Δp| over horizon 1.05ppterminal variance p(1−p) = 0.0524 · n = 2336✓ n = 2336
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.135pp
one-bar volatility · logit-free
Per-day movedaily
0.66pp
σ × √24
Per-horizon move3d
1.05pp
σ × √61.080908055555554
Terminal variancebinary
0.0524
p(1−p) at resolution
Current pricep
5.5¢
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 0.22pp · ES₉₅ 0.28pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2336
VaR 95%
0.22pp
1.645·σ (parametric) of Δp
ES 95%
0.28pp
mean of the tail
Max drawdown
65.8pp
peak 5.5¢ → trough 1.9¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
5.5%
= price
Decimal oddsEU
18.018
total return per $1
AmericanUS
+1702
$100 wins $1702
FractionalUK
17.02 / 1
profit per $1 risked
Profit per $100stake
+$1701.80
clean dollar framing
-1000-5000+500+1000020406080100you · 5.5%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)
0.309 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.309 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.17 bit
self-information
Surprise · NO−log₂(1−p)
0.08 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
45238933654416094794559146282332025823790336387605574143099939355489868348768
NO token ID
91181845812925178150844764864637767437971391509137664574837631909776409261088
Snapshot fetched
2026-06-18 10:54:59 UTC
Snapshot age
8.8s
History points
25 CLOB mids
Page rendered
2026-06-18 10:55:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
bed9a7e1c84208970e3eb137e40ac19e2962ffad18c1e0bf06af2c5ed8c8c274 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.6¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,136HL PERPHYPE-USD perpetual$72.36HL PERPETH-USD perpetual$1,749.6

Also see: /arb opportunities · RSS feed · more in PGA Tour: U.S. Open Winner

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
0.055500
(best bid + best ask) / 2
Spread
14594.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.998
ask-heavy
Imbalance (top-5)
-0.858
ask-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-2026-us-open-winner-brooks-koepka-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.26441037641.47bp0.5950006FILLED
BUY$10.00K0.737893122953.67bp0.9390008FILLED
BUY$100.00K0.949540161088.22bp0.9930009FILLED
SELL$1.00K0.0140707464.91bp0.0140002PARTIAL
SELL$10.00K0.0140707464.91bp0.0140002PARTIAL
SELL$100.00K0.0140707464.91bp0.0140002PARTIAL

Risk metrics

▸ sovereign store · 2,336 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5803.25%
σ per bar = 0.043838
Mean return (annualised)
74746.81%
μ per bar = 0.000427
Sharpe (rf=0)
12.88
annualised; risk-free assumed zero
Max drawdown
65.77%
peak 0.06 → trough 0.02 over 16 bars

/api/asset/pm-2026-us-open-winner-brooks-koepka-win/risk · same metrics, JSON