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

Will Scottie Scheffler win the 2026 U.S. Open?

YES · live
14.5¢
NO · live
85.5¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-scottie-scheffler-win · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
36.25%
max drawdown
3.45%
sharpe
—
ulcer index
0.32%
RMS drawdown
pain index
0.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.03%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
0.7 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-scottie-scheffler-win/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.5s⏱--:--:-- 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
14.5¢
NO · live
85.5¢
YES price · live 24h
n=25 · μ=0.1340 · σ=0.0032 · range [0.1300, 0.1450] · R²=0.315▲ RISING +11.54%σ NORMAL 2.41%LAST 0.14500.14500.14120.13750.13380.1300μ = 0.1340max 0.1450min 0.1300dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 14.50¢
YES / NO split · live
YES 14.5%NO 85.5%NO85.5%85.50¢ · odds 1/1.17
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.597 / 1.00 bits (60%) · moderate uncertainty
YES
14.5%14.5¢6.90×▬ +0.00pp
NO
85.5%85.5¢1.17×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=350 · μ=14.6 · σ=27.5 · CV=1.89BURSTY · concentratedcumulative energy ↗ · 50% by h=100255075100μ = 1510050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 350bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.5s
▲YES mid
14.50¢ (14.50%)
▼NO mid
85.50¢ (85.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$77.5k
≋liquidity $
$82.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1340 · σ=0.0032 · range [0.1300, 0.1450] · R²=0.315▲ RISING +11.54%σ NORMAL 2.41%LAST 0.14500.14500.14120.13750.13380.1300μ = 0.1340max 0.1450min 0.1300dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 14.50¢
NO price · CLOB mid
n=25 · μ=0.8660 · σ=0.0032 · range [0.8550, 0.8700] · R²=0.315▼ FALLING -1.72%σ LOW 0.37%LAST 0.85500.87000.86620.86250.85880.8550μ = 0.8660max 0.8700min 0.8550dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 85.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0008 · σ=0.0027 · skew=1.11 (right-skewed) · kurt=2.59 (leptokurtic (fat tails))18149502-0.43ppbin -0.43pp · n=2 · 11.1% peakbin -0.43pp · n=2 · 11.1% peak-0.28pp-0.13pp180.02ppbin 0.02pp · n=18 · 100.0% peakbin 0.02pp · n=18 · 100.0% peak0.17pp0.32pp30.47ppbin 0.47pp · n=3 · 16.7% peakbin 0.47pp · n=3 · 16.7% peak0.62pp0.77pp10.92ppbin 0.92pp · n=1 · 5.6% peakbin 0.92pp · n=1 · 5.6% 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=1.11 · kurt=2.59 · near 9 / mid 12 / far 3 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-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=25LEPTOKURTIC · FAT TAILS (G₂=3.06)
μ MEAN13.40¢95% CI: [13.27¢, 13.53¢]
σ STD DEV0.32ppσ² = 0.104 · CV = 2.41%
med MEDIAN13.50¢Q₁ 13.00¢ · Q₃ 13.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.50pp · IQR 0.50pp (1.349σ→0.44pp)
min 13.00¢Q₁ 13.00¢med 13.50¢Q₃ 13.50¢max 14.50¢μ
SKEWNESS · G₁1.071right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.064leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σwide tails (range > 4σ)range / σ = 4.65
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 · ρ(1) -0.25 + ADF rejected
ρ(1) AUTOCORR-0.248within white-noise band
ρ(2) AUTOCORR+0.098lag-2 not significant
H · HURST EXPONENT0.977strongly persistent
OLS TREND · t-STAT+3.253significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.977
H = 0.977STRONGLY 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=1-0.248k=2+0.098k=3-0.121k=4+0.109k=5-0.2410+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 @ 1% (|t|=3.25)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.25 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.25)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 ID2553264
SLUG2026-us-open-winner-scottie-scheffler-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICINGFAVOURS NO (86¢)
PRIMARY · YES14.50¢implied prob 14.50% · decimal odds 6.90×
COUNTER · NO85.50¢implied prob 85.50% · decimal odds 1.17×
14.50¢
85.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME77.53k USD 24h
LIQUIDITY82.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (86¢)|primary − counter| = 0.710 · entropy 0.597 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 14.5%NO 85.5%YES p̂14.5%H = 0.597 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES6.90×(14¢)NO1.17×(86¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.597 bits (60% of max) · moderate uncertainty
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
2.55 days·θ = 1.581 pp/day
YES →$1.00(P = 14.5%)
NO →$0.00(P = 85.5%)
current: $0.1450 · expected return per side: $0.85 on YES hit · $0.14 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=0.32% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.581 pp/day
now2.55d left
1.581 pp/day×1.00
−25%1.91d left
1.826 pp/day×1.15
−50%1.27d left
2.236 pp/day×1.41
−75%15.28h left
3.162 pp/day×2.00
−90%6.11h left
5.000 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 1.00% · worst -0.50% · typical |Δ| 0.15%MILD BULLISH +1.50%BEST+1.00%24hWORST-0.50%8hTYPICAL |Δ|0.15%mean absoluteCUMULATIVE+1.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +1.50%+1.50%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h▼ WORST0.50% · 9h0.50% · 9h0.50%9h-0.50% · 10h-0.50% · 10h-0.50%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·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·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h1.00% · 24h1.00% · 24h1.00%24h★ BESTTIME PATTERNAsia-led (+0.50%)RUNSup max 1 · down max 1BREADTH17% up · 8% down · 75% flat
4 up bars · 2 down · best 1.00% · worst -0.50% · typical |Δ| 0.146%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.50%FINAL+1.50%MAX DD-0.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+1.50%UNDERWATER16/25 (64%)STREAK↗ 1EQUITY CURVE · end 1.0150 · peak 1.0150 · range [1.0000, 1.0150]1.01501.0000break-even = 1★ PEAK 1.0150UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 1 total#1 -0.50%bar 9-24 · 16 bars · recoveredDD SEVERITYshallow (max -0.50%)RECOVERYfully recoveredTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0150 (1.50%) · max DD -0.50% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −3 (37% positive) · μ=9.89 · σ=21.88MIXED EDGELAST 38.21 (+1.29σ vs μ)38.2119.100.00-19.10-38.21μ = 9.8938.2138.2138.2138.210.000.000.000.00-20.72-20.72-20.72-20.72-20.72-20.720.000.0020.7220.720.000.0038.2138.2138.2138.2138.2138.210.000.000.000.000.000.000.000.000.000.0038.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-20.72, 38.21] · μ 9.885 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=21.3313 · σ=14.8764 · range [0.0000, 41.8569] · R²=0.277▲ RISING +100.00%σ EXTREME 69.74%LAST 38.209941.856931.392720.928410.46420.0000μ = 21.3313max 41.8569min 0.0000dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
latest 38.21% · range [0.00%, 41.86%] · μ 21.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −12 (0% positive) · μ=-0.244 · σ=0.282MEAN-REVERSIONLAST -0.033 (+0.74σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.244-0.233-0.233-0.233-0.2330.0000.000-0.500-0.500-0.716-0.716-0.775-0.775-0.775-0.775-0.500-0.500-0.363-0.3630.0000.000-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.033 · |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
17.9847
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
4.6556
p-VALUE (log scale)
0.4605
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
-1.6116
p-VALUE (log scale)
0.4802
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
1.4142
p-VALUE (log scale)
0.1573
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5123
p-VALUE (log scale)
0.0389
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.6361
p-VALUE (log scale)
0.1018
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.502 ≈ 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=9.37e-6 · top T=2.18h (23.3%) · top-3 cover 54.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.6e-52.0e-51.3e-56.5e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.05e-6 · 5.4% energyperiod 24.0 · power 6.05e-6 · 5.4% energyperiod 12.0 · power 1.37e-5 · 12.2% energyperiod 12.0 · power 1.37e-5 · 12.2% energyperiod 8.0 · power 1.79e-7 · 0.2% energyperiod 8.0 · power 1.79e-7 · 0.2% energyperiod 6.0 · power 3.12e-6 · 2.8% energyperiod 6.0 · power 3.12e-6 · 2.8% energyperiod 4.8 · power 6.20e-6 · 5.5% energyperiod 4.8 · power 6.20e-6 · 5.5% energyperiod 4.0 · power 5.21e-6 · 4.6% energyperiod 4.0 · power 5.21e-6 · 4.6% energyperiod 3.4 · power 1.16e-5 · 10.3% energyperiod 3.4 · power 1.16e-5 · 10.3% energyperiod 3.0 · power 2.19e-5 · 19.4% energyperiod 3.0 · power 2.19e-5 · 19.4% energyperiod 2.7 · power 6.07e-6 · 5.4% energyperiod 2.7 · power 6.07e-6 · 5.4% energyperiod 2.4 · power 2.92e-6 · 2.6% energyperiod 2.4 · power 2.92e-6 · 2.6% energyperiod 2.2 · power 2.62e-5 · 23.3% energyperiod 2.2 · power 2.62e-5 · 23.3% energyperiod 2.0 · power 9.38e-6 · 8.3% energyperiod 2.0 · power 9.38e-6 · 8.3% energy50% by T=3.0h#1 dominantT=2.18h#2T=3.00h#3T=12.00hT=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 23.3% of total energy · Σ|X̂|²/n = 1.125e-4

▸ Depth section using sovereign-store price series (2383 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 0.032pp · expected |Δp| over horizon 0.25ppterminal variance p(1−p) = 0.1240 · n = 2383✓ n = 2383
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.032pp
one-bar volatility · logit-free
Per-day movedaily
0.16pp
σ × √24
Per-horizon move3d
0.25pp
σ × √61.10368833333334
Terminal variancebinary
0.1240
p(1−p) at resolution
Current pricep
14.5¢
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 0.05pp · ES₉₅ 0.07pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2383
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.07pp
mean of the tail
Max drawdown
3.7pp
peak 13.5¢ → trough 13.0¢
Median step
0.50pp
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
14.5%
= price
Decimal oddsEU
6.897
total return per $1
AmericanUS
+590
$100 wins $590
FractionalUK
5.90 / 1
profit per $1 risked
Profit per $100stake
+$589.66
clean dollar framing
-1000-5000+500+1000020406080100you · 14.5%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)
0.597 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.597 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.79 bit
self-information
Surprise · NO−log₂(1−p)
0.23 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
42726276404198632839317655149169667118698817599691395277404686191773820544380
NO token ID
90263709567693784408398306098121580238670946606928961048181833641558801308597
Snapshot fetched
2026-06-18 10:53:29 UTC
Snapshot age
16.5s
History points
25 CLOB mids
Page rendered
2026-06-18 10:53:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f9357340c6feb0ea279ece217d356097fd7536450bb210ff25800cde27230efc · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.145000
(best bid + best ask) / 2
Spread
689.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.838
ask-heavy
Imbalance (top-5)
-0.732
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-scottie-scheffler-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.150000344.83bp0.1500001FILLED
BUY$10.00K0.150000344.83bp0.1500001FILLED
BUY$100.00K0.51441825477.12bp0.9900007PARTIAL
SELL$1.00K0.1285021137.83bp0.1100003FILLED
SELL$10.00K0.1153212046.83bp0.0100005PARTIAL
SELL$100.00K0.1153212046.83bp0.0100005PARTIAL

Risk metrics

▸ sovereign store · 2,383 barsperiods/year ≈ 1.75M
Realized vol (annualised)
313.71%
σ per bar = 0.002370
Mean return (annualised)
10919.16%
μ per bar = 0.000062
Sharpe (rf=0)
34.81
annualised; risk-free assumed zero
Max drawdown
3.70%
peak 0.14 → trough 0.13 over 16 bars

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