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

Will Cameron Young win the 2026 U.S. Open?

YES · live
4.9¢
NO · live
95.2¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-cameron-young-win · fresh · feed 6s old
24h sparkline · 60 pts
realized vol (ann.)
62.15%
max drawdown
9.35%
sharpe
ulcer index
3.13%
RMS drawdown
pain index
1.65%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
7.81%
cond. drawdown
gain/pain
2.39
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.39
upside/downside
roll spread
5.2 bps
implied (price-only)
bars used
1288
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-cameron-young-win/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH6.2s--:--:-- 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
4.9¢
NO · live
95.2¢
YES price · live 24h
n=25 · μ=0.0367 · σ=0.0038 · range [0.0325, 0.0540] · R²=0.138 RISING +66.15%σ HIGH 10.42%LAST 0.05400.05400.04860.04320.03790.0325μ = 0.0367max 0.0540min 0.0325dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.40¢
YES / NO split · live
YES 4.9%NO 95.2%NO95.2%95.15¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.280 / 1.00 bits (28%) · informative — one side favoured
YES
4.9%4.9¢20.62× +0.00pp
NO
95.2%95.2¢1.05× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=385 · μ=16.0 · σ=35.6 · CV=2.22BURSTY · concentratedcumulative energy ↗ · 50% by h=2204488131175μ = 1617550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 385bp moved · peak 175bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
6.2s
YES mid
4.85¢ (4.85%)
NO mid
95.15¢ (95.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$29.4k
liquidity $
$7.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0367 · σ=0.0038 · range [0.0325, 0.0540] · R²=0.138 RISING +66.15%σ HIGH 10.42%LAST 0.05400.05400.04860.04320.03790.0325μ = 0.0367max 0.0540min 0.0325dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.40¢
NO price · CLOB mid
n=25 · μ=0.9633 · σ=0.0038 · range [0.9460, 0.9675] · R²=0.138 FALLING -2.22%σ LOW 0.40%LAST 0.94600.96750.96210.95670.95140.9460μ = 0.9633max 0.9675min 0.9460dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0007 · σ=0.0037 · skew=3.28 (right-skewed) · kurt=11.56 (leptokurtic (fat tails))13107302-0.29ppbin -0.29pp · n=2 · 15.4% peakbin -0.29pp · n=2 · 15.4% peak13-0.08ppbin -0.08pp · n=13 · 100.0% peakbin -0.08pp · n=13 · 100.0% peak60.14ppbin 0.14pp · n=6 · 46.2% peakbin 0.14pp · n=6 · 46.2% peak20.35ppbin 0.35pp · n=2 · 15.4% peakbin 0.35pp · n=2 · 15.4% peak0.57pp0.78pp1.00pp1.21pp1.43pp11.64ppbin 1.64pp · n=1 · 7.7% peakbin 1.64pp · n=1 · 7.7% 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=3.56 · kurt=13.55 · near 6 / mid 16 / far 2 · OLS slope=0.74 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.42σsample ↓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=13.73)
μ MEAN3.67¢95% CI: [3.52¢, 3.82¢]
σ STD DEV0.38ppσ² = 0.146 · CV = 10.42%
med MEDIAN3.65¢Q₁ 3.60¢ · Q₃ 3.70¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 3.25¢Q₁ 3.60¢med 3.65¢Q₃ 3.70¢max 5.40¢μ
SKEWNESS · G₁3.567right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂13.729leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRdiverges from normalratio = 5.16
range ↔ σwide tails (range > 4σ)range / σ = 5.62
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-0.060within white-noise band
ρ(2) AUTOCORR+0.031lag-2 not significant
H · HURST EXPONENT0.773strongly persistent
OLS TREND · t-STAT+1.918fails 5% test
HURST EXPONENT [0, 1]
H = 0.773STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.060k=2+0.031k=3-0.014k=4-0.015k=5+0.0180+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.61very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.92)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 ID2553292
SLUG2026-us-open-winner-cameron-young-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICING
PRIMARY · YES4.85¢implied prob 4.85% · decimal odds 20.62×
COUNTER · NO95.15¢implied prob 95.15% · decimal odds 1.05×
4.85¢
95.15¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME29.44k USD 24h
LIQUIDITY7.11k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.903 · entropy 0.280 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 4.9%NO 95.2%YES4.9%H = 0.280 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES20.62×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.280 bits (28% 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
06min
YES$1.00(P = 4.9%)
NO$0.00(P = 95.2%)
current: $0.0485 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=0.38% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.875 pp/day
now2.55d left
1.875 pp/day×1.00
−25%1.91d left
2.165 pp/day×1.15
−50%1.27d left
2.652 pp/day×1.41
−75%15.28h left
3.750 pp/day×2.00
−90%6.11h left
5.929 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 1.75% · worst -0.40% · typical |Δ| 0.16%MILD BULLISH +2.15%BEST+1.75%24hWORST-0.40%8hTYPICAL |Δ|0.16%mean absoluteCUMULATIVE+2.15%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ +0.01% · Σ +0.05%CUMULATIVE Δ PATH · final +2.15%+2.15%0.00%0.25% · 1h0.25% · 1h0.25%1h0.20% · 2h0.20% · 2h0.20%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.05% · 6h0.05% · 6h0.05%6h0.00% · 7h0.00% · 7h·7h-0.40% · 8h-0.40% · 8h-0.40%8h▼ WORST0.10% · 9h0.10% · 9h0.10%9h0.20% · 10h0.20% · 10h0.20%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.10% · 13h-0.10% · 13h-0.10%13h-0.20% · 14h-0.20% · 14h-0.20%14h0.25% · 15h0.25% · 15h0.25%15h0.05% · 16h0.05% · 16h0.05%16h0.00% · 17h0.00% · 17h·17h-0.05% · 18h-0.05% · 18h-0.05%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.15% · 22h0.15% · 22h0.15%22h-0.10% · 23h-0.10% · 23h-0.10%23h1.75% · 24h1.75% · 24h1.75%24h★ BESTTIME PATTERNAsia-led (+0.50%)RUNSup max 2 · down max 2BREADTH38% up · 21% down · 42% flat
9 up bars · 5 down · best 1.75% · worst -0.40% · typical |Δ| 0.160%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +2.16% · SHALLOW DDFINAL+2.16%MAX DD-0.40%RECOVERYFULLY RECOVEREDMAX RUN-UP+2.16%UNDERWATER16/25 (64%)STREAK↗ 1EQUITY CURVE · end 1.0216 · peak 1.0216 · range [1.0000, 1.0216]1.02161.0000break-even = 1★ PEAK 1.0216UNDERWATER DRAWDOWN · max -0.40% · shallow0%-0.40%▼ TROUGH -0.40%TOP DRAWDOWN PERIODS · 1 total#1 -0.40%bar 9-24 · 16 bars · recoveredDD SEVERITYshallow (max -0.40%)RECOVERYfully recoveredTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0216 (2.16%) · max DD -0.40% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −7 (37% positive) · μ=7.69 · σ=25.30MIXED EDGELAST 39.28 (+1.25σ vs μ)69.3034.650.00-34.65-69.30μ = 7.6969.3069.3048.6848.68-32.39-32.39-21.66-21.66-3.79-3.79-3.79-3.79-7.64-7.64-15.10-15.100.000.0013.5713.570.000.000.000.00-5.10-5.105.335.3336.5036.500.000.0022.8322.830.000.0039.2839.28v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 39.279 · range [-32.39, 69.30] · μ 7.686 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=16.1857 · σ=13.1725 · range [2.9597, 66.9056] · R²=0.041 RISING +535.15%σ EXTREME 81.38%LAST 66.905666.905650.919134.932718.94622.9597μ = 16.1857max 66.9056min 2.9597dataMA(3)OLS R²=0.04μ lineμ ± σ bandmaxmin
latest 66.91% · range [2.96%, 66.91%] · μ 16.19% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −14 (21% positive) · μ=-0.069 · σ=0.220MEAN-REVERSIONLAST -0.115 (-0.21σ vs μ)0.4290.2140.000-0.214-0.429μ = -0.0690.4170.417-0.119-0.119-0.003-0.003-0.347-0.347-0.104-0.104-0.099-0.099-0.105-0.105-0.052-0.0520.4000.400-0.155-0.155-0.152-0.152-0.152-0.152-0.143-0.143-0.370-0.3700.1890.1890.0000.0000.0240.024-0.429-0.429-0.115-0.115v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.115 · |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
352.4659
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
0.1488
p-VALUE (log scale)
0.9989
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
-0.8405
p-VALUE (log scale)
0.8069
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
0.9591
p-VALUE (log scale)
0.3375
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3373
p-VALUE (log scale)
0.1169
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
-1.9115
p-VALUE (log scale)
0.0559
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.418 ≈ 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=1.42e-5 · top T=4.80h (13.0%) · top-3 cover 37.7%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.2e-51.7e-51.1e-55.5e-60.0e+0μ noise floorperiod 24.0 · power 2.06e-5 · 12.1% energyperiod 24.0 · power 2.06e-5 · 12.1% energyperiod 12.0 · power 1.97e-5 · 11.5% energyperiod 12.0 · power 1.97e-5 · 11.5% energyperiod 8.0 · power 1.52e-5 · 8.9% energyperiod 8.0 · power 1.52e-5 · 8.9% energyperiod 6.0 · power 9.41e-6 · 5.5% energyperiod 6.0 · power 9.41e-6 · 5.5% energyperiod 4.8 · power 2.22e-5 · 13.0% energyperiod 4.8 · power 2.22e-5 · 13.0% energyperiod 4.0 · power 4.64e-6 · 2.7% energyperiod 4.0 · power 4.64e-6 · 2.7% energyperiod 3.4 · power 7.27e-6 · 4.3% energyperiod 3.4 · power 7.27e-6 · 4.3% energyperiod 3.0 · power 2.14e-5 · 12.5% energyperiod 3.0 · power 2.14e-5 · 12.5% energyperiod 2.7 · power 4.05e-6 · 2.4% energyperiod 2.7 · power 4.05e-6 · 2.4% energyperiod 2.4 · power 1.78e-5 · 10.4% energyperiod 2.4 · power 1.78e-5 · 10.4% energyperiod 2.2 · power 2.08e-5 · 12.2% energyperiod 2.2 · power 2.08e-5 · 12.2% energyperiod 2.0 · power 7.59e-6 · 4.5% energyperiod 2.0 · power 7.59e-6 · 4.5% energy50% by T=4.8h#1 dominantT=4.80h#2T=3.00h#3T=2.18hT=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 ≈ 4.80h (freq 0.208) · concentrates 13.0% of total energy · Σ|X̂|²/n = 1.705e-4

▸ Depth section using sovereign-store price series (1288 bars · effective 1752518 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 0.047pp · expected |Δp| over horizon 0.37ppterminal variance p(1−p) = 0.0461 · n = 1288n = 1288
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.047pp
one-bar volatility · logit-free
Per-day movedaily
0.23pp
σ × √24
Per-horizon move3d
0.37pp
σ × √61.116622222222226
Terminal variancebinary
0.0461
p(1−p) at resolution
Current pricep
4.9¢
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 0.08pp · ES₉₅ 0.10pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01n = 1288
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.10pp
mean of the tail
Max drawdown
9.3pp
peak 5.3¢ → trough 4.9¢
Median step
0.10pp
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
4.9%
= price
Decimal oddsEU
20.619
total return per $1
AmericanUS
+1962
$100 wins $1962
FractionalUK
19.62 / 1
profit per $1 risked
Profit per $100stake
+$1961.86
clean dollar framing
-1000-5000+500+1000020406080100you · 4.9%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)
0.280 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.280 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.37 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
100063129055144065069760547712520078152260783433353932916164878256416347843434
NO token ID
29244483875415568281630760136598346418205474694620667493940533106690565969167
Snapshot fetched
2026-06-18 10:52:53 UTC
Snapshot age
6.2s
History points
25 CLOB mids
Page rendered
2026-06-18 10:53:00 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
26508b466b44a6a21b3fe13c9b8b515ae64089df9f57d3631e129ed2775e654d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.054000
(best bid + best ask) / 2
Spread
5925.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.027
ask-heavy
Imbalance (top-5)
-0.669
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-cameron-young-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.19465126046.45bp0.6640006FILLED
BUY$10.00K0.690481117866.94bp0.9970007FILLED
BUY$100.00K0.917856159973.28bp0.9970007PARTIAL
SELL$1.00K0.0016599692.85bp0.0010007PARTIAL
SELL$10.00K0.0016599692.85bp0.0010007PARTIAL
SELL$100.00K0.0016599692.85bp0.0010007PARTIAL

Risk metrics

sovereign store · 1,288 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1392.62%
σ per bar = 0.010520
Mean return (annualised)
40585.01%
μ per bar = 0.000232
Sharpe (rf=0)
29.14
annualised; risk-free assumed zero
Max drawdown
9.35%
peak 0.05 → trough 0.05 over 50 bars

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