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

Will Justin Rose win the 2026 U.S. Open?

YES · live
5.5¢
NO · live
94.5¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-justin-rose-win · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
143.28%
max drawdown
21.43%
sharpe
—
ulcer index
6.75%
RMS drawdown
pain index
5.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.75%
cond. drawdown
gain/pain
5.88
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
5.88
upside/downside
roll spread
36.1 bps
implied (price-only)
bars used
1386
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-justin-rose-win/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.9s⏱--:--:-- 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=0.0143 · σ=0.0076 · range [0.0115, 0.0505] · R²=0.185▲ RISING +274.07%σ EXTREME 53.14%LAST 0.05050.05050.04080.03100.02120.0115μ = 0.0143max 0.0505min 0.0115dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.05¢
YES / NO split · live
YES 5.5%NO 94.5%NO94.5%94.55¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.305 / 1.00 bits (31%) · informative — one side favoured
YES
5.5%5.5¢18.35×▬ +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=430 · μ=17.9 · σ=68.9 · CV=3.84BURSTY · concentratedcumulative energy ↗ · 50% by h=24085170255340μ = 1834050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 430bp moved · peak 340bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.9s
▲YES mid
5.45¢ (5.45%)
▼NO mid
94.55¢ (94.55%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$26.7k
≋liquidity $
$3.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0143 · σ=0.0076 · range [0.0115, 0.0505] · R²=0.185▲ RISING +274.07%σ EXTREME 53.14%LAST 0.05050.05050.04080.03100.02120.0115μ = 0.0143max 0.0505min 0.0115dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.05¢
NO price · CLOB mid
n=25 · μ=0.9857 · σ=0.0076 · range [0.9495, 0.9885] · R²=0.185▼ FALLING -3.75%σ LOW 0.77%LAST 0.94950.98850.97880.96900.95930.9495μ = 0.9857max 0.9885min 0.9495dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0013 · σ=0.0065 · skew=4.50 (right-skewed) · kurt=18.51 (leptokurtic (fat tails))2217116022-0.02ppbin -0.02pp · n=22 · 100.0% peakbin -0.02pp · n=22 · 100.0% peak10.34ppbin 0.34pp · n=1 · 4.5% peakbin 0.34pp · n=1 · 4.5% peak0.70pp1.06pp1.42pp1.78pp2.14pp2.50pp2.86pp13.22ppbin 3.22pp · n=1 · 4.5% peakbin 3.22pp · n=1 · 4.5% 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=4.51 · kurt=18.59 · near 6 / mid 10 / far 8 · OLS slope=0.53 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.52σΔ=+2.73σsample ↓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=17.28)
μ MEAN1.43¢95% CI: [1.14¢, 1.73¢]
σ STD DEV0.76ppσ² = 0.581 · CV = 53.14%
med MEDIAN1.25¢Q₁ 1.20¢ · Q₃ 1.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.90pp · IQR 0.15pp (1.349σ→1.03pp)
min 1.15¢Q₁ 1.20¢med 1.25¢Q₃ 1.35¢max 5.05¢μ
SKEWNESS · G₁4.256right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂17.281leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRdiverges from normalratio = 6.85
range ↔ σwide tails (range > 4σ)range / σ = 5.12
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+0.057within white-noise band
ρ(2) AUTOCORR+0.022lag-2 not significant
H · HURST EXPONENT0.742strongly persistent
OLS TREND · t-STAT+2.285significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.742
H = 0.742STRONGLY 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+0.057k=2+0.022k=3-0.010k=4-0.011k=5-0.0150+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]SIGNIFICANT @ 5% (|t|=2.28)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.54high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.28)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 ID2553317
SLUG2026-us-open-winner-justin-rose-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES5.45¢implied prob 5.45% · decimal odds 18.35×
COUNTER · NO94.55¢implied prob 94.55% · decimal odds 1.06×
5.45¢
94.55¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME26.72k USD 24h
LIQUIDITY3.06k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.891 · entropy 0.305 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 = 0.305 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES18.35×(5¢)NO1.06×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.305 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
03min
2.54 days·θ = 3.733 pp/day
YES →$1.00(P = 5.5%)
NO →$0.00(P = 94.5%)
current: $0.0545 · 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=0.76% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.733 pp/day
now2.54d left
3.733 pp/day×1.00
−25%1.91d left
4.311 pp/day×1.15
−50%1.27d left
5.280 pp/day×1.41
−75%15.27h left
7.467 pp/day×2.00
−90%6.11h left
11.806 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 3.40% · worst -0.20% · typical |Δ| 0.18%MILD BULLISH +3.70%BEST+3.40%24hWORST-0.20%2hTYPICAL |Δ|0.18%mean absoluteCUMULATIVE+3.70%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ -0.02% · Σ -0.15%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ +0.04% · Σ +0.35%CUMULATIVE Δ PATH · final +3.70%+3.70%-0.20%0.00% · 1h0.00% · 1h·1h-0.20% · 2h-0.20% · 2h-0.20%2h▼ WORST0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.05% · 7h0.05% · 7h0.05%7h0.05% · 8h0.05% · 8h0.05%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.10% · 13h-0.10% · 13h-0.10%13h0.10% · 14h0.10% · 14h0.10%14h0.05% · 15h0.05% · 15h0.05%15h0.05% · 16h0.05% · 16h0.05%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.10% · 22h0.10% · 22h0.10%22h0.20% · 23h0.20% · 23h0.20%23h3.40% · 24h3.40% · 24h3.40%24h★ BESTTIME PATTERNUS-led (+0.35%)RUNSup max 3 · down max 1BREADTH33% up · 8% down · 58% flat
8 up bars · 2 down · best 3.40% · worst -0.20% · typical |Δ| 0.179%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +3.71% · SHALLOW DDFINAL+3.71%MAX DD-0.20%RECOVERYFULLY RECOVEREDMAX RUN-UP+3.71%UNDERWATER20/25 (80%)STREAK↗ 3EQUITY CURVE · end 1.0371 · peak 1.0371 · range [0.9980, 1.0371]1.03710.9980break-even = 1★ PEAK 1.0371UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 1 total#1 -0.20%bar 3-22 · 20 bars · recoveredDD SEVERITYshallow (max -0.20%)RECOVERYfully recoveredTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0371 (3.71%) · max DD -0.20% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −3 (79% positive) · μ=32.27 · σ=33.26PROFITABLE STRATEGYLAST 42.26 (+0.30σ vs μ)76.4238.210.00-38.21-76.42μ = 32.27-38.21-38.21-26.58-26.5860.4260.4260.4260.4260.4260.4260.4260.4260.4260.42-15.87-15.870.000.0011.7411.7422.8322.8322.8322.8322.8322.8376.4276.4260.4260.4238.2138.2138.2138.2155.9355.9342.2642.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 42.256 · range [-38.21, 76.42] · μ 32.269 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=11.1330 · σ=28.3445 · range [1.9105, 127.8407] · R²=0.149▲ RISING +1572.87%σ EXTREME 254.60%LAST 127.8407127.840796.358164.875633.39301.9105μ = 11.1330max 127.8407min 1.9105dataMA(3)OLS R²=0.15μ lineμ ± σ bandmaxmin
latest 127.84% · range [1.91%, 127.84%] · μ 11.13% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=0.044 · σ=0.271CLOSE TO MARTINGALELAST 0.014 (-0.11σ vs μ)0.5000.2500.000-0.250-0.500μ = 0.044-0.233-0.233-0.016-0.0160.4170.4170.1670.1670.1670.1670.1670.1670.4170.417-0.006-0.006-0.500-0.500-0.230-0.230-0.155-0.155-0.190-0.190-0.262-0.2620.3670.3670.4170.417-0.033-0.033-0.033-0.0330.3570.3570.0140.014v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.014 · |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
641.9032
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
0.1152
p-VALUE (log scale)
0.9993
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
4.1829
p-VALUE (log scale)
0.9990
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
0.4255
p-VALUE (log scale)
0.0662
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
-1.8695
p-VALUE (log scale)
0.0616
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.431 ≈ 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=4.82e-5 · top T=8.00h (10.5%) · top-3 cover 28.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.1e-54.6e-53.0e-51.5e-50.0e+0μ noise floorperiod 24.0 · power 4.89e-5 · 8.5% energyperiod 24.0 · power 4.89e-5 · 8.5% energyperiod 12.0 · power 4.83e-5 · 8.4% energyperiod 12.0 · power 4.83e-5 · 8.4% energyperiod 8.0 · power 6.08e-5 · 10.5% energyperiod 8.0 · power 6.08e-5 · 10.5% energyperiod 6.0 · power 4.81e-5 · 8.3% energyperiod 6.0 · power 4.81e-5 · 8.3% energyperiod 4.8 · power 5.39e-5 · 9.3% energyperiod 4.8 · power 5.39e-5 · 9.3% energyperiod 4.0 · power 5.17e-5 · 8.9% energyperiod 4.0 · power 5.17e-5 · 8.9% energyperiod 3.4 · power 4.99e-5 · 8.6% energyperiod 3.4 · power 4.99e-5 · 8.6% energyperiod 3.0 · power 4.61e-5 · 8.0% energyperiod 3.0 · power 4.61e-5 · 8.0% energyperiod 2.7 · power 4.34e-5 · 7.5% energyperiod 2.7 · power 4.34e-5 · 7.5% energyperiod 2.4 · power 4.56e-5 · 7.9% energyperiod 2.4 · power 4.56e-5 · 7.9% energyperiod 2.2 · power 3.60e-5 · 6.2% energyperiod 2.2 · power 3.60e-5 · 6.2% energyperiod 2.0 · power 4.54e-5 · 7.8% energyperiod 2.0 · power 4.54e-5 · 7.8% energy50% by T=4.0h#1 dominantT=8.00h#2T=4.80h#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 ≈ 8.00h (freq 0.125) · concentrates 10.5% of total energy · Σ|X̂|²/n = 5.782e-4

▸ Depth section using sovereign-store price series (1386 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 0.108pp · expected |Δp| over horizon 0.85ppterminal variance p(1−p) = 0.0515 · n = 1386✓ n = 1386
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.108pp
one-bar volatility · logit-free
Per-day movedaily
0.53pp
σ × √24
Per-horizon move3d
0.85pp
σ × √61.0622775
Terminal variancebinary
0.0515
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 0.18pp · ES₉₅ 0.22pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 1386
VaR 95%
0.18pp
1.645·σ (parametric) of Δp
ES 95%
0.22pp
mean of the tail
Max drawdown
21.4pp
peak 1.4¢ → trough 1.1¢
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
18.349
total return per $1
AmericanUS
+1735
$100 wins $1735
FractionalUK
17.35 / 1
profit per $1 risked
Profit per $100stake
+$1734.86
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)
0.305 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.305 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.20 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
49199567217206407664850793244521379030245300210070686061043271759551693321161
NO token ID
5193868207237177763921607571685577066298152024009431389253421937212792872674
Snapshot fetched
2026-06-18 10:56:11 UTC
Snapshot age
3.9s
History points
25 CLOB mids
Page rendered
2026-06-18 10:56:15 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b31da0e8ecb1f1c94533f8a5b3b554566bc4aa16da0e89d41389d9a9218ece1d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.050500
(best bid + best ask) / 2
Spread
14059.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.988
ask-heavy
Imbalance (top-5)
-0.754
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-justin-rose-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.29936549280.17bp0.9190007FILLED
BUY$10.00K0.774840143433.63bp0.9970008FILLED
BUY$100.00K0.949390177998.05bp0.9970008PARTIAL
SELL$1.00K0.0131937387.62bp0.0080003PARTIAL
SELL$10.00K0.0131937387.62bp0.0080003PARTIAL
SELL$100.00K0.0131937387.62bp0.0080003PARTIAL

Risk metrics

▸ sovereign store · 1,386 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4849.55%
σ per bar = 0.036634
Mean return (annualised)
181347.29%
μ per bar = 0.001035
Sharpe (rf=0)
37.39
annualised; risk-free assumed zero
Max drawdown
21.43%
peak 0.01 → trough 0.01 over 165 bars

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