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

Will JT Poston win the 2026 U.S. Open?

YES · live
0.2¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-jt-poston-win · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
550
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-jt-poston-win/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH1.0s--:--:-- 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
0.2¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0027 · σ=0.0013 · range [0.0015, 0.0055] · R²=0.101 FALLING -42.86%σ EXTREME 47.49%LAST 0.00200.00550.00450.00350.00250.0015μ = 0.0027max 0.0055min 0.0015dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.20¢
YES / NO split · live
YES 0.2%NO 99.8%NO99.8%99.80¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.021 / 1.00 bits (2%) · informative — one side favoured
YES
0.2%0.2¢500.00× +0.00pp
NO
99.8%99.8¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=185 · μ=7.7 · σ=10.3 · CV=1.34BURSTYcumulative energy ↗ · 50% by h=607152230μ = 83050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 185bp moved · peak 30bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.0s
YES mid
0.20¢ (0.20%)
NO mid
99.80¢ (99.80%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$212.8k
liquidity $
$25.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0027 · σ=0.0013 · range [0.0015, 0.0055] · R²=0.101 FALLING -42.86%σ EXTREME 47.49%LAST 0.00200.00550.00450.00350.00250.0015μ = 0.0027max 0.0055min 0.0015dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.20¢
NO price · CLOB mid
n=25 · μ=0.9973 · σ=0.0013 · range [0.9945, 0.9985] · R²=0.101 RISING +0.15%σ LOW 0.13%LAST 0.99800.99850.99750.99650.99550.9945μ = 0.9973max 0.9985min 0.9945dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0013 · skew=-0.17 (symmetric) · kurt=-0.06 (mesokurtic)14117401-0.27ppbin -0.27pp · n=1 · 7.1% peakbin -0.27pp · n=1 · 7.1% peak3-0.22ppbin -0.22pp · n=3 · 21.4% peakbin -0.22pp · n=3 · 21.4% peak-0.16pp1-0.11ppbin -0.11pp · n=1 · 7.1% peakbin -0.11pp · n=1 · 7.1% peak-0.05pp140.00ppbin 0.00pp · n=14 · 100.0% peakbin 0.00pp · n=14 · 100.0% peak10.06ppbin 0.06pp · n=1 · 7.1% peakbin 0.06pp · n=1 · 7.1% peak0.11pp10.17ppbin 0.17pp · n=1 · 7.1% peakbin 0.17pp · n=1 · 7.1% peak30.22ppbin 0.22pp · n=3 · 21.4% peakbin 0.22pp · n=3 · 21.4% 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=-0.20 · kurt=0.26 · near 12 / mid 12 / far 0 · OLS slope=0.95 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=25RIGHT-SKEWED (G₁=0.99)
μ MEAN0.27¢95% CI: [0.22¢, 0.32¢]
σ STD DEV0.13ppσ² = 0.017 · CV = 47.49%
med MEDIAN0.20¢Q₁ 0.20¢ · Q₃ 0.35¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.20¢med 0.20¢Q₃ 0.35¢max 0.55¢μ
SKEWNESS · G₁0.992right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.171mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.56
σ × 1.349 ↔ IQRconsistent with normalratio = 1.16
range ↔ σconcentrated (range < 4σ)range / σ = 3.10
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+0.033within white-noise band
ρ(2) AUTOCORR-0.517lag-2 dependence detected
H · HURST EXPONENT0.517random-walk
OLS TREND · t-STAT-1.607fails 5% test
HURST EXPONENT [0, 1]
H = 0.517RANDOM-WALK
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+0.033k=2-0.517k=3-0.170k=4+0.304k=5-0.0010+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 0.07low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.61)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 ID2553440
SLUG2026-us-open-winner-jt-poston-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICING
PRIMARY · YES0.20¢implied prob 0.20% · decimal odds 500.00×
COUNTER · NO99.80¢implied prob 99.80% · decimal odds 1.00×
0.20¢
99.80¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME212.77k USD 24h
LIQUIDITY25.12k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.996 · entropy 0.021 bits
LIQUIDITY DEPTHDEEP100k+ 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 0.2%NO 99.8%YES0.2%H = 0.021 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES500.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.021 bits (2% 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 · HIGHresolves 2026-06-21 00:00 UTC
0days
14hrs
20min
YES$1.00(P = 0.2%)
NO$0.00(P = 99.8%)
current: $0.0020 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.2hRESOLVESP projection · σ=0.13% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.633 pp/day
now14.34h left
0.633 pp/day×1.00
−25%10.75h left
0.731 pp/day×1.15
−50%7.17h left
0.895 pp/day×1.41
−75%3.58h left
1.266 pp/day×2.00
−90%1.43h left
2.001 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 0.25% · worst -0.30% · typical |Δ| 0.08%MILD BEARISH -0.15%BEST+0.25%4hWORST-0.30%5hTYPICAL |Δ|0.08%mean absoluteCUMULATIVE-0.15%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.03% · Σ -0.20%US · 16-24 UTCμ +0.01% · Σ +0.05%CUMULATIVE Δ PATH · final -0.15%+0.20%-0.20%-0.20% · 1h-0.20% · 1h-0.20%1h0.00% · 2h0.00% · 2h·2h0.15% · 3h0.15% · 3h0.15%3h0.25% · 4h0.25% · 4h0.25%4h★ BEST-0.30% · 5h-0.30% · 5h-0.30%5h▼ WORST-0.10% · 6h-0.10% · 6h-0.10%6h0.20% · 7h0.20% · 7h0.20%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.20% · 11h0.20% · 11h0.20%11h0.00% · 12h0.00% · 12h·12h-0.20% · 13h-0.20% · 13h-0.20%13h-0.20% · 14h-0.20% · 14h-0.20%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.05% · 17h0.05% · 17h0.05%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 2BREADTH21% up · 21% down · 58% flat
5 up bars · 5 down · best 0.25% · worst -0.30% · typical |Δ| 0.077%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.15%)FINAL-0.15%MAX DD-0.40%RECOVERYONGOING · 20 barsMAX RUN-UP+0.20%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9985 · peak 1.0020 · range [0.9980, 1.0020]1.00200.9980break-even = 1★ PEAK 1.0020UNDERWATER DRAWDOWN · max -0.40% · shallow0%-0.40%▼ TROUGH -0.40%TOP DRAWDOWN PERIODS · 2 total#1 -0.40%bar 6-25 · 20 bars · ONGOING#2 -0.20%bar 2-4 · 3 bars · recoveredDD SEVERITYshallow (max -0.40%)RECOVERYongoing · 20 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9985 (-0.15%) · max DD -0.40% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −8 (42% positive) · μ=1.38 · σ=31.00MIXED EDGELAST 0.00 (-0.04σ vs μ)60.4230.210.00-30.21-60.42μ = 1.38-14.93-14.9314.9314.9314.9314.933.883.88-19.10-19.1038.2138.2160.4260.420.000.00-20.72-20.72-20.72-20.72-20.72-20.72-49.00-49.00-49.00-49.00-26.58-26.5838.2138.2138.2138.2138.2138.210.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-49.00, 60.42] · μ 1.380 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=10.6761 · σ=6.7769 · range [0.0000, 19.5581] · R²=0.863 FALLING -100.00%σ EXTREME 63.48%LAST 0.000019.558114.66869.77914.88950.0000μ = 10.6761max 19.5581min 0.0000dataMA(3)OLS R²=0.86μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 19.56%] · μ 10.68% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −9 (37% positive) · μ=-0.013 · σ=0.241CLOSE TO MARTINGALELAST 0.000 (+0.05σ vs μ)0.4490.2240.000-0.224-0.449μ = -0.013-0.024-0.024-0.131-0.131-0.139-0.139-0.314-0.3140.0920.092-0.433-0.433-0.333-0.3330.0000.0000.3430.3430.2840.2840.2250.2250.2140.2140.4490.4490.0160.016-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.5602
p-VALUE (log scale)
0.7557
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
11.3541
p-VALUE (log scale)
0.0444
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-2.6780
p-VALUE (log scale)
0.0814
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
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2656
p-VALUE (log scale)
0.2422
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
-1.0132
p-VALUE (log scale)
0.3110
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.692 ≈ 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=1.61e-6 · top T=4.00h (37.6%) · top-3 cover 60.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.3e-65.4e-63.6e-61.8e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.39e-7 · 1.2% energyperiod 24.0 · power 2.39e-7 · 1.2% energyperiod 12.0 · power 7.29e-7 · 3.8% energyperiod 12.0 · power 7.29e-7 · 3.8% energyperiod 8.0 · power 1.83e-6 · 9.5% energyperiod 8.0 · power 1.83e-6 · 9.5% energyperiod 6.0 · power 1.79e-6 · 9.3% energyperiod 6.0 · power 1.79e-6 · 9.3% energyperiod 4.8 · power 2.38e-6 · 12.3% energyperiod 4.8 · power 2.38e-6 · 12.3% energyperiod 4.0 · power 7.26e-6 · 37.6% energyperiod 4.0 · power 7.26e-6 · 37.6% energyperiod 3.4 · power 2.00e-6 · 10.4% energyperiod 3.4 · power 2.00e-6 · 10.4% energyperiod 3.0 · power 3.75e-7 · 1.9% energyperiod 3.0 · power 3.75e-7 · 1.9% energyperiod 2.7 · power 6.50e-7 · 3.4% energyperiod 2.7 · power 6.50e-7 · 3.4% energyperiod 2.4 · power 7.29e-7 · 3.8% energyperiod 2.4 · power 7.29e-7 · 3.8% energyperiod 2.2 · power 1.33e-6 · 6.9% energyperiod 2.2 · power 1.33e-6 · 6.9% energyperiod 2.0 · power 1.04e-8 · 0.1% energyperiod 2.0 · power 1.04e-8 · 0.1% energy50% by T=4.0h#1 dominantT=4.00h#2T=4.80h#3T=3.43hT=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 ≈ 4.00h (freq 0.250) · concentrates 37.6% of total energy · Σ|X̂|²/n = 1.933e-5

▸ Depth section using sovereign-store price series (550 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 0.6 d · σ/bar 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.0020 · n = 550n = 550
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move1d
0.00pp
σ × √14.337273333333332
Terminal variancebinary
0.0020
p(1−p) at resolution
Current pricep
0.2¢
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00n = 550
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 0.2¢ → trough 0.2¢
Median step
0.00pp
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.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
0.2%
= price
Decimal oddsEU
500.000
total return per $1
AmericanUS
+49900
$100 wins $49900
FractionalUK
499.00 / 1
profit per $1 risked
Profit per $100stake
+$49900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.2%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)
0.021 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.021 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
76008814737159387763244376197014198503236741879908685554659221769525543339927
NO token ID
98574410576407890722847904723849773765532535858018191781883403146140810952741
Snapshot fetched
2026-06-20 09:39:44 UTC
Snapshot age
1.0s
History points
25 CLOB mids
Page rendered
2026-06-20 09:39:45 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
92a9b6fcad499be089f85e828b80ad74a76c984bc2d3a889af6c60d0565cce20 · 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
0.002000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-0.990
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-jt-poston-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.041464197317.77bp0.99500060FILLED
BUY$10.00K0.3016251498126.04bp0.99600061FILLED
BUY$100.00K0.8096174038085.64bp0.99600061FILLED
SELL$1.00K0.0010005000.00bp0.0010001PARTIAL
SELL$10.00K0.0010005000.00bp0.0010001PARTIAL
SELL$100.00K0.0010005000.00bp0.0010001PARTIAL

Risk metrics

sovereign store · 550 barsperiods/year ≈ 1.75M
Realized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars

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