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

Will Shane Lowry win the 2026 U.S. Open?

YES · live
1.7¢
NO · live
98.4¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-shane-lowry-win · fresh · feed 18s old
24h sparkline · 60 pts
realized vol (ann.)
26.60%
max drawdown
21.87%
sharpe
ulcer index
14.95%
RMS drawdown
pain index
12.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
21.87%
cond. drawdown
gain/pain
1.07
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.07
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
689
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-shane-lowry-win/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING17.9s--:--:-- 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
1.7¢
NO · live
98.4¢
YES price · live 24h
n=25 · μ=0.0115 · σ=0.0034 · range [0.0055, 0.0245] · R²=0.049 RISING +50.00%σ EXTREME 29.62%LAST 0.01650.02450.01980.01500.01020.0055μ = 0.0115max 0.0245min 0.0055dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.65¢
YES / NO split · live
YES 1.7%NO 98.4%NO98.4%98.35¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.121 / 1.00 bits (12%) · informative — one side favoured
YES
1.7%1.7¢60.61× +0.00pp
NO
98.4%98.4¢1.02× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=445 · μ=18.5 · σ=37.5 · CV=2.02BURSTY · concentratedcumulative energy ↗ · 50% by h=1403673109145μ = 1914550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 445bp moved · peak 145bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
17.9s
YES mid
1.65¢ (1.65%)
NO mid
98.35¢ (98.35%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$21.2k
liquidity $
$6.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0115 · σ=0.0034 · range [0.0055, 0.0245] · R²=0.049 RISING +50.00%σ EXTREME 29.62%LAST 0.01650.02450.01980.01500.01020.0055μ = 0.0115max 0.0245min 0.0055dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.65¢
NO price · CLOB mid
n=25 · μ=0.9885 · σ=0.0034 · range [0.9755, 0.9945] · R²=0.049 FALLING -0.56%σ LOW 0.34%LAST 0.98350.99450.98980.98500.98030.9755μ = 0.9885max 0.9945min 0.9755dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0038 · skew=-1.06 (left-skewed) · kurt=5.94 (leptokurtic (fat tails))16128401-1.32ppbin -1.32pp · n=1 · 6.3% peakbin -1.32pp · n=1 · 6.3% peak-1.05pp-0.79pp1-0.52ppbin -0.52pp · n=1 · 6.3% peakbin -0.52pp · n=1 · 6.3% peak-0.26pp160.01ppbin 0.01pp · n=16 · 100.0% peakbin 0.01pp · n=16 · 100.0% peak50.27ppbin 0.27pp · n=5 · 31.3% peakbin 0.27pp · n=5 · 31.3% peak0.54pp0.80pp11.07ppbin 1.07pp · n=1 · 6.3% peakbin 1.07pp · n=1 · 6.3% 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=-0.96 · kurt=6.85 · near 5 / mid 17 / far 2 · OLS slope=0.81 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.55σsample ↓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=6.14)
μ MEAN1.15¢95% CI: [1.02¢, 1.28¢]
σ STD DEV0.34ppσ² = 0.116 · CV = 29.62%
med MEDIAN1.05¢Q₁ 1.00¢ · Q₃ 1.10¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.55¢Q₁ 1.00¢med 1.05¢Q₃ 1.10¢max 2.45¢μ
SKEWNESS · G₁2.146right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.135leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 4.60
range ↔ σwide tails (range > 4σ)range / σ = 5.58
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-0.252within white-noise band
ρ(2) AUTOCORR-0.320lag-2 not significant
H · HURST EXPONENT0.906strongly persistent
OLS TREND · t-STAT+1.087fails 5% test
HURST EXPONENT [0, 1]
H = 0.906STRONGLY 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=1-0.252k=2-0.320k=3+0.111k=4+0.021k=5+0.0210+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 · 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 SIGNIFICANCENOT SIGNIFICANT (|t|=1.09)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 ID2553369
SLUG2026-us-open-winner-shane-lowry-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICING
PRIMARY · YES1.65¢implied prob 1.65% · decimal odds 60.61×
COUNTER · NO98.35¢implied prob 98.35% · decimal odds 1.02×
1.65¢
98.35¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME21.18k USD 24h
LIQUIDITY6.03k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.967 · entropy 0.121 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 1.7%NO 98.4%YES1.7%H = 0.121 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES60.61×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.121 bits (12% 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 = 1.7%)
NO$0.00(P = 98.4%)
current: $0.0165 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=0.34% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.669 pp/day
now2.55d left
1.669 pp/day×1.00
−25%1.91d left
1.927 pp/day×1.15
−50%1.27d left
2.360 pp/day×1.41
−75%15.28h left
3.338 pp/day×2.00
−90%6.11h left
5.277 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 1.20% · worst -1.45% · typical |Δ| 0.19%MILD BULLISH +0.55%BEST+1.20%13hWORST-1.45%14hTYPICAL |Δ|0.19%mean absoluteCUMULATIVE+0.55%Σ signed ΔSTREAK↗ 5up-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.07% · Σ -0.55%US · 16-24 UTCμ +0.12% · Σ +0.95%CUMULATIVE Δ PATH · final +0.55%+1.35%-0.55%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.05% · 7h0.05% · 7h0.05%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.15% · 12h0.15% · 12h0.15%12h1.20% · 13h1.20% · 13h1.20%13h★ BEST-1.45% · 14h-1.45% · 14h-1.45%14h▼ WORST-0.45% · 15h-0.45% · 15h-0.45%15h0.40% · 16h0.40% · 16h0.40%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.05% · 20h0.05% · 20h0.05%20h0.25% · 21h0.25% · 21h0.25%21h0.15% · 22h0.15% · 22h0.15%22h0.10% · 23h0.10% · 23h0.10%23h0.15% · 24h0.15% · 24h0.15%24hTIME PATTERNUS-led (+0.95%)RUNSup max 5 · down max 2BREADTH38% up · 13% down · 50% flat
9 up bars · 3 down · best 1.20% · worst -1.45% · typical |Δ| 0.185%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.53%FINAL+0.53%MAX DD-1.89%RECOVERYONGOING · 11 barsMAX RUN-UP+1.35%UNDERWATER22/25 (88%)STREAK↗ 5EQUITY CURVE · end 1.0053 · peak 1.0135 · range [0.9943, 1.0135]1.01350.9943break-even = 1★ PEAK 1.0135UNDERWATER DRAWDOWN · max -1.89% · moderate0%-1.89%▼ TROUGH -1.89%TOP DRAWDOWN PERIODS · 2 total#1 -1.89%bar 15-25 · 11 bars · ONGOING#2 -0.05%bar 2-12 · 11 bars · recoveredDD SEVERITYmoderate (max -1.89%)RECOVERYongoing · 11 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0053 (0.53%) · max DD -1.89% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −7 (58% positive) · μ=28.15 · σ=42.06MIXED EDGELAST 124.71 (+2.30σ vs μ)124.7162.350.00-62.35-124.71μ = 28.15-38.21-38.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2151.5251.5243.7443.74-1.85-1.85-9.95-9.95-2.64-2.64-2.64-2.64-5.31-5.31-36.19-36.190.000.0064.4964.4967.7067.7088.4188.41124.71124.71v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 124.708 · range [-38.21, 124.71] · μ 28.150 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=31.5214 · σ=34.4168 · range [1.9105, 82.9121] · R²=0.069 RISING +328.95%σ EXTREME 109.19%LAST 8.195182.912162.661742.411322.16091.9105μ = 31.5214max 82.9121min 1.9105dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 8.20% · range [1.91%, 82.91%] · μ 31.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.112 · σ=0.244MEAN-REVERSIONLAST 0.058 (+0.70σ vs μ)0.4930.2470.000-0.247-0.493μ = -0.112-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.061-0.0610.0830.083-0.432-0.432-0.249-0.249-0.281-0.281-0.279-0.279-0.346-0.3460.1900.190-0.493-0.493-0.048-0.0480.4070.4070.3260.3260.0580.058v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.058 · |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
82.1679
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
5.0184
p-VALUE (log scale)
0.4142
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

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

STATISTIC
-3.4465
p-VALUE (log scale)
0.0095
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-1.2536
p-VALUE (log scale)
0.2100
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
0.1381
p-VALUE (log scale)
0.4650
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
-1.6857
p-VALUE (log scale)
0.0919
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.487 ≈ 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=1.73e-5 · top T=2.67h (14.5%) · top-3 cover 42.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.0e-52.3e-51.5e-57.6e-60.0e+0μ noise floorperiod 24.0 · power 1.45e-6 · 0.7% energyperiod 24.0 · power 1.45e-6 · 0.7% energyperiod 12.0 · power 7.75e-6 · 3.7% energyperiod 12.0 · power 7.75e-6 · 3.7% energyperiod 8.0 · power 4.40e-6 · 2.1% energyperiod 8.0 · power 4.40e-6 · 2.1% energyperiod 6.0 · power 1.26e-5 · 6.1% energyperiod 6.0 · power 1.26e-5 · 6.1% energyperiod 4.8 · power 2.47e-5 · 11.9% energyperiod 4.8 · power 2.47e-5 · 11.9% energyperiod 4.0 · power 2.96e-5 · 14.2% energyperiod 4.0 · power 2.96e-5 · 14.2% energyperiod 3.4 · power 2.76e-5 · 13.3% energyperiod 3.4 · power 2.76e-5 · 13.3% energyperiod 3.0 · power 2.91e-5 · 14.0% energyperiod 3.0 · power 2.91e-5 · 14.0% energyperiod 2.7 · power 3.02e-5 · 14.5% energyperiod 2.7 · power 3.02e-5 · 14.5% energyperiod 2.4 · power 1.41e-5 · 6.8% energyperiod 2.4 · power 1.41e-5 · 6.8% energyperiod 2.2 · power 1.48e-5 · 7.1% energyperiod 2.2 · power 1.48e-5 · 7.1% energyperiod 2.0 · power 1.13e-5 · 5.5% energyperiod 2.0 · power 1.13e-5 · 5.5% energy50% by T=3.4h#1 dominantT=2.67h#2T=4.00h#3T=3.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 14.5% of total energy · Σ|X̂|²/n = 2.077e-4

▸ Depth section using sovereign-store price series (689 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 0.020pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.0162 · n = 689n = 689
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move3d
0.16pp
σ × √61.10839472222223
Terminal variancebinary
0.0162
p(1−p) at resolution
Current pricep
1.7¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 689
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
21.9pp
peak 1.6¢ → trough 1.3¢
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
1.7%
= price
Decimal oddsEU
60.606
total return per $1
AmericanUS
+5961
$100 wins $5961
FractionalUK
59.61 / 1
profit per $1 risked
Profit per $100stake
+$5960.61
clean dollar framing
-1000-5000+500+1000020406080100you · 1.7%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)
0.121 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.121 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.92 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
102663723970126902673633085518881962853266435340290393931573798745257076417123
NO token ID
114346182193299266807008266992439173993047797567797355436861381119199504760047
Snapshot fetched
2026-06-18 10:53:11 UTC
Snapshot age
17.9s
History points
25 CLOB mids
Page rendered
2026-06-18 10:53:29 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fa099d742acd51b42600e1936ad6e06e85594640496abee9ae7fa2193c168eb5 · 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
0.016500
(best bid + best ask) / 2
Spread
1818.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.838
ask-heavy
Imbalance (top-5)
-0.634
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-shane-lowry-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.269113153098.68bp0.9250009FILLED
BUY$10.00K0.752067445798.21bp0.99300012FILLED
BUY$100.00K0.962176573136.75bp0.99300012FILLED
SELL$1.00K0.0011469305.46bp0.0010006PARTIAL
SELL$10.00K0.0011469305.46bp0.0010006PARTIAL
SELL$100.00K0.0011469305.46bp0.0010006PARTIAL

Risk metrics

sovereign store · 689 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1871.29%
σ per bar = 0.014135
Mean return (annualised)
7839.23%
μ per bar = 0.000045
Sharpe (rf=0)
4.19
annualised; risk-free assumed zero
Max drawdown
21.87%
peak 0.02 → trough 0.01 over 16 bars

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