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

Will Jason Day win the 2026 U.S. Open?

YES · live
10.3¢
NO · live
89.6¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-jason-day-win · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
503.96%
max drawdown
47.83%
sharpe
—
ulcer index
22.09%
RMS drawdown
pain index
12.63%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
47.83%
cond. drawdown
gain/pain
18.73
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
18.73
upside/downside
roll spread
274.8 bps
implied (price-only)
bars used
551
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-jason-day-win/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING13.9s⏱--:--:-- 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
10.3¢
NO · live
89.6¢
YES price · live 24h
n=25 · μ=0.0100 · σ=0.0197 · range [0.0040, 0.1035] · R²=0.121▲ RISING +2200.00%σ EXTREME 196.69%LAST 0.10350.10350.07860.05370.02890.0040μ = 0.0100max 0.1035min 0.0040dataMA(5)OLS R²=0.12μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 10.35¢
YES / NO split · live
YES 10.3%NO 89.6%NO89.6%89.65¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.480 / 1.00 bits (48%) · informative — one side favoured
YES
10.3%10.3¢9.66×▬ +0.00pp
NO
89.6%89.6¢1.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,340 · μ=55.8 · σ=200.5 · CV=3.59BURSTY · concentratedcumulative energy ↗ · 50% by h=240244487731975μ = 5697550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1340bp moved · peak 975bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
13.9s
▲YES mid
10.35¢ (10.35%)
▼NO mid
89.65¢ (89.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.1k
≋liquidity $
$717.8
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0100 · σ=0.0197 · range [0.0040, 0.1035] · R²=0.121▲ RISING +2200.00%σ EXTREME 196.69%LAST 0.10350.10350.07860.05370.02890.0040μ = 0.0100max 0.1035min 0.0040dataMA(5)OLS R²=0.12μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 10.35¢
NO price · CLOB mid
n=25 · μ=0.9900 · σ=0.0197 · range [0.8965, 0.9960] · R²=0.121▼ FALLING -9.94%σ NORMAL 1.99%LAST 0.89650.99600.97110.94630.92140.8965μ = 0.9900max 0.9960min 0.8965dataMA(5)OLS R²=0.12μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 89.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0040 · σ=0.0186 · skew=4.35 (right-skewed) · kurt=17.69 (leptokurtic (fat tails))211611501-1.13ppbin -1.13pp · n=1 · 4.8% peakbin -1.13pp · n=1 · 4.8% peak210.02ppbin 0.02pp · n=21 · 100.0% peakbin 0.02pp · n=21 · 100.0% peak11.16ppbin 1.16pp · n=1 · 4.8% peakbin 1.16pp · n=1 · 4.8% peak2.31pp3.45pp4.60pp5.74pp6.89pp8.03pp19.18ppbin 9.18pp · n=1 · 4.8% peakbin 9.18pp · n=1 · 4.8% 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=4.20 · kurt=16.90 · near 6 / mid 11 / far 7 · OLS slope=0.57 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.63σsample ↓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=17.08)
μ MEAN1.00¢95% CI: [0.23¢, 1.78¢]
σ STD DEV1.97ppσ² = 3.900 · CV = 196.69%
med MEDIAN0.60¢Q₁ 0.50¢ · Q₃ 0.60¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.95pp · IQR 0.10pp (1.349σ→2.66pp)
min 0.40¢Q₁ 0.50¢med 0.60¢Q₃ 0.60¢max 10.35¢μ
SKEWNESS · G₁4.236right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂17.077leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRdiverges from normalratio = 26.64
range ↔ σwide tails (range > 4σ)range / σ = 5.04
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-0.026within white-noise band
ρ(2) AUTOCORR-0.001lag-2 not significant
H · HURST EXPONENT0.890strongly persistent
OLS TREND · t-STAT+1.780fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.890
H = 0.890STRONGLY 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=1-0.026k=2-0.001k=3-0.005k=4-0.002k=5-0.0080+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]MARGINAL @ 10% (|t|=1.78)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.81very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.78)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 ID2553491
SLUG2026-us-open-winner-jason-day-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES10.35¢implied prob 10.35% · decimal odds 9.66×
COUNTER · NO89.65¢implied prob 89.65% · decimal odds 1.12×
10.35¢
89.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.08k USD 24h
LIQUIDITY718 USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.793 · entropy 0.480 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 10.3%NO 89.6%YES p̂10.3%H = 0.480 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.66×(10¢)NO1.12×(90¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.480 bits (48% 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
03min
2.54 days·θ = 9.674 pp/day
YES →$1.00(P = 10.3%)
NO →$0.00(P = 89.6%)
current: $0.1035 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=1.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 9.674 pp/day
now2.54d left
9.674 pp/day×1.00
−25%1.91d left
11.171 pp/day×1.15
−50%1.27d left
13.681 pp/day×1.41
−75%15.26h left
19.348 pp/day×2.00
−90%6.11h left
30.592 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 9.75% · worst -1.70% · typical |Δ| 0.56%MILD BULLISH +9.90%BEST+9.75%24hWORST-1.70%14hTYPICAL |Δ|0.56%mean absoluteCUMULATIVE+9.90%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.02% · Σ +0.15%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +9.90%+9.90%-0.05%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.15% · 3h0.15% · 3h0.15%3h0.05% · 4h0.05% · 4h0.05%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·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.15% · 12h0.15% · 12h0.15%12h1.40% · 13h1.40% · 13h1.40%13h-1.70% · 14h-1.70% · 14h-1.70%14h▼ WORST0.05% · 15h0.05% · 15h0.05%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.05% · 20h0.05% · 20h0.05%20h0.00% · 21h0.00% · 21h·21h0.05% · 22h0.05% · 22h0.05%22h0.00% · 23h0.00% · 23h·23h9.75% · 24h9.75% · 24h9.75%24h★ BESTTIME PATTERNuniform across sessionsRUNSup max 2 · down max 1BREADTH33% up · 8% down · 58% flat
8 up bars · 2 down · best 9.75% · worst -1.70% · typical |Δ| 0.558%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +9.89% · SHALLOW DDFINAL+9.89%MAX DD-1.70%RECOVERYFULLY RECOVEREDMAX RUN-UP+9.89%UNDERWATER12/25 (48%)STREAK↗ 1EQUITY CURVE · end 1.0989 · peak 1.0989 · range [0.9995, 1.0989]1.09890.9995break-even = 1★ PEAK 1.0989UNDERWATER DRAWDOWN · max -1.70% · moderate0%-1.70%▼ TROUGH -1.70%TOP DRAWDOWN PERIODS · 2 total#1 -1.70%bar 15-24 · 10 bars · recovered#2 -0.05%bar 2-3 · 2 bars · recoveredDD SEVERITYmoderate (max -1.70%)RECOVERYfully recoveredTIME UNDER WATER48% of session · 12/25 bars
final equity 1.0989 (9.89%) · max DD -1.70% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −6 (58% positive) · μ=24.56 · σ=28.93MIXED EDGELAST 38.68 (+0.49σ vs μ)60.4230.210.00-30.21-60.42μ = 24.5633.9533.9551.5251.5251.5251.5238.2138.210.000.000.000.0038.2138.2142.9842.98-2.37-2.37-1.58-1.58-1.58-1.58-1.58-1.58-3.96-3.96-36.85-36.8560.4260.4238.2138.2160.4260.4260.4260.4238.6838.68v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.680 · range [-36.85, 60.42] · μ 24.558 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=51.8979 · σ=87.2063 · range [0.0000, 371.7898] · R²=0.190▲ RISING +5663.66%σ EXTREME 168.03%LAST 371.7898371.7898278.8424185.894992.94750.0000μ = 51.8979max 371.7898min 0.0000dataMA(3)OLS R²=0.19μ lineμ ± σ bandmaxmin
latest 371.79% · range [0.00%, 371.79%] · μ 51.90% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −14 (16% positive) · μ=-0.177 · σ=0.249MEAN-REVERSIONLAST -0.036 (+0.57σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.1770.0790.079-0.015-0.0150.2580.258-0.033-0.0330.0000.0000.0000.000-0.033-0.0330.0660.066-0.438-0.438-0.463-0.463-0.463-0.463-0.464-0.464-0.524-0.524-0.060-0.060-0.083-0.083-0.233-0.233-0.333-0.333-0.583-0.583-0.036-0.036v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.036 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
535.3879
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
0.0217
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
-0.7856
p-VALUE (log scale)
0.8196
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
-0.2261
p-VALUE (log scale)
0.8211
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3246
p-VALUE (log scale)
0.1390
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.0781
p-VALUE (log scale)
0.0377
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.368 → mean-reverting
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=4.08e-4 · top T=2.18h (13.4%) · top-3 cover 35.7%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.6e-44.9e-43.3e-41.6e-40.0e+0μ noise floorperiod 24.0 · power 4.04e-4 · 8.3% energyperiod 24.0 · power 4.04e-4 · 8.3% energyperiod 12.0 · power 4.35e-4 · 8.9% energyperiod 12.0 · power 4.35e-4 · 8.9% energyperiod 8.0 · power 2.96e-4 · 6.1% energyperiod 8.0 · power 2.96e-4 · 6.1% energyperiod 6.0 · power 5.19e-4 · 10.6% energyperiod 6.0 · power 5.19e-4 · 10.6% energyperiod 4.8 · power 2.48e-4 · 5.1% energyperiod 4.8 · power 2.48e-4 · 5.1% energyperiod 4.0 · power 5.71e-4 · 11.7% energyperiod 4.0 · power 5.71e-4 · 11.7% energyperiod 3.4 · power 3.29e-4 · 6.7% energyperiod 3.4 · power 3.29e-4 · 6.7% energyperiod 3.0 · power 4.64e-4 · 9.5% energyperiod 3.0 · power 4.64e-4 · 9.5% energyperiod 2.7 · power 4.96e-4 · 10.1% energyperiod 2.7 · power 4.96e-4 · 10.1% energyperiod 2.4 · power 2.81e-4 · 5.7% energyperiod 2.4 · power 2.81e-4 · 5.7% energyperiod 2.2 · power 6.56e-4 · 13.4% energyperiod 2.2 · power 6.56e-4 · 13.4% energyperiod 2.0 · power 1.93e-4 · 3.9% energyperiod 2.0 · power 1.93e-4 · 3.9% energy50% by T=4.0h#1 dominantT=2.18h#2T=4.00h#3T=6.00hT=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 13.4% of total energy · Σ|X̂|²/n = 4.891e-3

▸ Depth section using sovereign-store price series (551 bars · effective 1752713 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 0.381pp · expected |Δp| over horizon 2.98ppterminal variance p(1−p) = 0.0928 · n = 551✓ n = 551
μ per bar
+0.018pp
average Δp · drift
σ per bar
0.381pp
one-bar volatility · logit-free
Per-day movedaily
1.87pp
σ × √24
Per-horizon move3d
2.98pp
σ × √61.054476111111114
Terminal variancebinary
0.0928
p(1−p) at resolution
Current pricep
10.3¢
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 0.61pp · ES₉₅ 0.77pp · method parametric · drift-correcteddrift +0.018pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 551
VaR 95%
0.61pp
1.645·σ (parametric) of Δp
ES 95%
0.77pp
mean of the tail
Max drawdown
47.8pp
peak 1.1¢ → trough 0.6¢
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
10.3%
= price
Decimal oddsEU
9.662
total return per $1
AmericanUS
+866
$100 wins $866
FractionalUK
8.66 / 1
profit per $1 risked
Profit per $100stake
+$866.18
clean dollar framing
-1000-5000+500+1000020406080100you · 10.3%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)
0.480 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.480 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.27 bit
self-information
Surprise · NO−log₂(1−p)
0.16 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
20349227802611267336335082834993273429437584702282537886972372056272076007816
NO token ID
51784488984898489624751814719643050377991555602311122986315175594485274980031
Snapshot fetched
2026-06-18 10:56:29 UTC
Snapshot age
13.9s
History points
25 CLOB mids
Page rendered
2026-06-18 10:56:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0480ff0b466b0346f8370a217b8914cf90d1e7de50ae53e90270e55f48b74697 · 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$64,121HL PERPHYPE-USD perpetual$72.44HL PERPETH-USD perpetual$1,749.4

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
0.103500
(best bid + best ask) / 2
Spread
18840.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.326
ask-heavy
Imbalance (top-5)
+0.979
bid-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-jason-day-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.90233477182.06bp0.9970006FILLED
BUY$10.00K0.98664985328.39bp0.9970006FILLED
BUY$100.00K0.99491386126.89bp0.9970006PARTIAL
SELL$1.00K0.0040239611.28bp0.0040003PARTIAL
SELL$10.00K0.0040239611.28bp0.0040003PARTIAL
SELL$100.00K0.0040239611.28bp0.0040003PARTIAL

Risk metrics

▸ sovereign store · 551 barsperiods/year ≈ 1.75M
Realized vol (annualised)
13794.04%
σ per bar = 0.104192
Mean return (annualised)
907526.86%
μ per bar = 0.005178
Sharpe (rf=0)
65.79
annualised; risk-free assumed zero
Max drawdown
47.83%
peak 0.01 → trough 0.01 over 83 bars

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