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

Will Tom Kim win the 2026 U.S. Open?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-tom-kim-win · fresh · feed 3s old
24h sparkline · 60 pts▲ 66.67%
realized vol (ann.)
56.64%
max drawdown
77.14%
sharpe
—
ulcer index
68.64%
RMS drawdown
pain index
65.90%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
74.36%
cond. drawdown
gain/pain
1.18
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.18
upside/downside
roll spread
5.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
66.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +66.67%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-tom-kim-win/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.3s⏱--:--:-- 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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.0043 · σ=0.0037 · range [0.0020, 0.0205] · R²=0.086▲ RISING +66.67%σ EXTREME 86.05%LAST 0.00500.02050.01590.01120.00660.0020μ = 0.0043max 0.0205min 0.0020dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.50¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.50¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢200.00×▬ +0.00pp
NO
99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=390 · μ=16.3 · σ=44.8 · CV=2.76BURSTY · concentratedcumulative energy ↗ · 50% by h=1404693139185μ = 1618550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 390bp moved · peak 185bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.3s
▲YES mid
0.50¢ (0.50%)
▼NO mid
99.50¢ (99.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$338.7k
≋liquidity $
$15.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0043 · σ=0.0037 · range [0.0020, 0.0205] · R²=0.086▲ RISING +66.67%σ EXTREME 86.05%LAST 0.00500.02050.01590.01120.00660.0020μ = 0.0043max 0.0205min 0.0020dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.50¢
NO price · CLOB mid
n=25 · μ=0.9957 · σ=0.0037 · range [0.9795, 0.9980] · R²=0.086▼ FALLING -0.20%σ LOW 0.37%LAST 0.99500.99800.99340.98880.98410.9795μ = 0.9957max 0.9980min 0.9795dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0009 · σ=0.0043 · skew=1.16 (right-skewed) · kurt=8.31 (leptokurtic (fat tails))191410501-1.14ppbin -1.14pp · n=1 · 5.3% peakbin -1.14pp · n=1 · 5.3% peak-0.83pp-0.51pp3-0.20ppbin -0.20pp · n=3 · 15.8% peakbin -0.20pp · n=3 · 15.8% peak190.12ppbin 0.12pp · n=19 · 100.0% peakbin 0.12pp · n=19 · 100.0% peak0.43pp0.75pp1.06pp1.38pp11.69ppbin 1.69pp · n=1 · 5.3% peakbin 1.69pp · n=1 · 5.3% 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=1.62 · kurt=9.58 · near 6 / mid 15 / far 3 · OLS slope=0.70 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.90σsample ↓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=12.12)
μ MEAN0.43¢95% CI: [0.28¢, 0.57¢]
σ STD DEV0.37ppσ² = 0.136 · CV = 86.05%
med MEDIAN0.35¢Q₁ 0.20¢ · Q₃ 0.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.85pp · IQR 0.30pp (1.349σ→0.50pp)
min 0.20¢Q₁ 0.20¢med 0.35¢Q₃ 0.50¢max 2.05¢μ
SKEWNESS · G₁3.362right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂12.121leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRdiverges from normalratio = 1.66
range ↔ σwide tails (range > 4σ)range / σ = 5.02
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) -0.39 + ADF rejected
ρ(1) AUTOCORR-0.387within white-noise band
ρ(2) AUTOCORR-0.106lag-2 not significant
H · HURST EXPONENT0.877strongly persistent
OLS TREND · t-STAT+1.469fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.877
H = 0.877STRONGLY 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=1-0.387k=2-0.106k=3-0.004k=4-0.009k=5+0.0140+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]NOT SIGNIFICANT (|t|=1.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.39 + 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|=1.47)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 ID2553516
SLUG2026-us-open-winner-tom-kim-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.50¢implied prob 0.50% · decimal odds 200.00×
COUNTER · NO99.50¢implied prob 99.50% · decimal odds 1.01×
0.50¢
99.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME338.75k USD 24h
LIQUIDITY15.21k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.990 · entropy 0.045 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 0.5%NO 99.5%YES p̂0.5%H = 0.045 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES200.00×(1¢)NO1.01×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.045 bits (5% 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
14hrs
11min
2.59 days·θ = 1.804 pp/day
YES →$1.00(P = 0.5%)
NO →$0.00(P = 99.5%)
current: $0.0050 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=0.37% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.804 pp/day
now2.59d left
1.804 pp/day×1.00
−25%1.94d left
2.083 pp/day×1.15
−50%1.30d left
2.552 pp/day×1.41
−75%15.55h left
3.609 pp/day×2.00
−90%6.22h left
5.706 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 1.85% · worst -1.30% · typical |Δ| 0.16%MILD BULLISH +0.20%BEST+1.85%14hWORST-1.30%15hTYPICAL |Δ|0.16%mean absoluteCUMULATIVE+0.20%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.07% · Σ +0.55%US · 16-24 UTCμ -0.03% · Σ -0.25%CUMULATIVE Δ PATH · final +0.20%+1.75%-0.10%0.10% · 1h0.10% · 1h0.10%1h-0.10% · 2h-0.10% · 2h-0.10%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.05% · 5h0.05% · 5h0.05%5h-0.15% · 6h-0.15% · 6h-0.15%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·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h1.85% · 14h1.85% · 14h1.85%14h★ BEST-1.30% · 15h-1.30% · 15h-1.30%15h▼ WORST-0.30% · 16h-0.30% · 16h-0.30%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.05% · 19h0.05% · 19h0.05%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 PATTERNEurope-led (+0.55%)RUNSup max 1 · down max 2BREADTH17% up · 17% down · 67% flat
4 up bars · 4 down · best 1.85% · worst -1.30% · typical |Δ| 0.163%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.17%FINAL+0.17%MAX DD-1.60%RECOVERYONGOING · 10 barsMAX RUN-UP+1.75%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 1.0017 · peak 1.0175 · range [0.9990, 1.0175]1.01750.9990break-even = 1★ PEAK 1.0175UNDERWATER DRAWDOWN · max -1.60% · moderate0%-1.60%▼ TROUGH -1.60%TOP DRAWDOWN PERIODS · 2 total#1 -1.60%bar 16-25 · 10 bars · ONGOING#2 -0.20%bar 3-14 · 12 bars · recoveredDD SEVERITYmoderate (max -1.60%)RECOVERYongoing · 10 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0017 (0.17%) · max DD -1.60% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −8 (47% positive) · μ=-3.36 · σ=27.72MIXED EDGELAST 38.21 (+1.50σ vs μ)45.9922.990.00-22.99-45.99μ = -3.36-16.76-16.76-41.44-41.44-22.83-22.83-22.83-22.83-22.83-22.83-38.21-38.210.000.000.000.0038.2138.218.538.533.833.833.833.833.833.834.594.59-45.99-45.99-30.44-30.4438.2138.2138.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-45.99, 38.21] · μ -3.363 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.4184 · σ=41.2293 · range [0.0000, 95.3757] · R²=0.054▼ FALLING -78.07%σ EXTREME 119.79%LAST 1.910595.375771.531847.687923.84390.0000μ = 34.4184max 95.3757min 0.0000dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 1.91% · range [0.00%, 95.38%] · μ 34.42% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −15 (11% positive) · μ=-0.239 · σ=0.212MEAN-REVERSIONLAST -0.033 (+0.97σ vs μ)0.5100.2550.000-0.255-0.510μ = -0.239-0.429-0.429-0.422-0.422-0.405-0.405-0.405-0.405-0.440-0.440-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.510-0.510-0.393-0.393-0.390-0.390-0.390-0.390-0.373-0.3730.1870.1870.0040.004-0.233-0.233-0.233-0.233-0.033-0.033v > 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
161.4793
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
4.4016
p-VALUE (log scale)
0.4946
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
-3.8739
p-VALUE (log scale)
0.0027
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
1.5275
p-VALUE (log scale)
0.1266
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2594
p-VALUE (log scale)
0.2530
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
-1.8030
p-VALUE (log scale)
0.0714
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.451 ≈ 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=2.29e-5 · top T=2.18h (15.1%) · top-3 cover 39.7%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)4.1e-53.1e-52.1e-51.0e-50.0e+0μ noise floorperiod 24.0 · power 1.06e-6 · 0.4% energyperiod 24.0 · power 1.06e-6 · 0.4% energyperiod 12.0 · power 5.75e-6 · 2.1% energyperiod 12.0 · power 5.75e-6 · 2.1% energyperiod 8.0 · power 8.93e-6 · 3.3% energyperiod 8.0 · power 8.93e-6 · 3.3% energyperiod 6.0 · power 1.56e-5 · 5.7% energyperiod 6.0 · power 1.56e-5 · 5.7% energyperiod 4.8 · power 2.48e-5 · 9.0% energyperiod 4.8 · power 2.48e-5 · 9.0% energyperiod 4.0 · power 2.32e-5 · 8.5% energyperiod 4.0 · power 2.32e-5 · 8.5% energyperiod 3.4 · power 3.03e-5 · 11.0% energyperiod 3.4 · power 3.03e-5 · 11.0% energyperiod 3.0 · power 3.34e-5 · 12.2% energyperiod 3.0 · power 3.34e-5 · 12.2% energyperiod 2.7 · power 3.40e-5 · 12.4% energyperiod 2.7 · power 3.40e-5 · 12.4% energyperiod 2.4 · power 3.19e-5 · 11.6% energyperiod 2.4 · power 3.19e-5 · 11.6% energyperiod 2.2 · power 4.14e-5 · 15.1% energyperiod 2.2 · power 4.14e-5 · 15.1% energyperiod 2.0 · power 2.40e-5 · 8.7% energyperiod 2.0 · power 2.40e-5 · 8.7% energy50% by T=3.0h#1 dominantT=2.18h#2T=2.67h#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 ≈ 2.18h (freq 0.458) · concentrates 15.1% of total energy · Σ|X̂|²/n = 2.744e-4

▸ Depth section using sovereign-store price series (3746 bars · effective 1752324 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 2.6 d · σ/bar 0.031pp · expected |Δp| over horizon 0.25ppterminal variance p(1−p) = 0.0050 · n = 3746✓ n = 3746
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.031pp
one-bar volatility · logit-free
Per-day movedaily
0.15pp
σ × √24
Per-horizon move3d
0.25pp
σ × √62.18751416666667
Terminal variancebinary
0.0050
p(1−p) at resolution
Current pricep
0.5¢
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 0.06pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3746
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.06pp
mean of the tail
Max drawdown
77.1pp
peak 1.8¢ → trough 0.4¢
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
0.5%
= price
Decimal oddsEU
200.000
total return per $1
AmericanUS
+19900
$100 wins $19900
FractionalUK
199.00 / 1
profit per $1 risked
Profit per $100stake
+$19900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.64 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
24909625482837185290974004998055654142339950587098465258489968741465719137031
NO token ID
93067418597694420074911085861850740208635976726188401346899498323741902485896
Snapshot fetched
2026-06-18 09:48:41 UTC
Snapshot age
3.3s
History points
25 CLOB mids
Page rendered
2026-06-18 09:48:44 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3a54e2c196f429c50c12bd87149890199791ae87cb83a7f06e8911110751054e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.3¢HL PREDCanada76.0¢HL PREDSwitzerland62.5¢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$64,227HL PERPHYPE-USD perpetual$71.84HL PERPETH-USD perpetual$1,746.7

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
0.005000
(best bid + best ask) / 2
Spread
8000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.403
ask-heavy
Imbalance (top-5)
+0.399
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-tom-kim-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.063837117673.13bp0.97900011FILLED
BUY$10.00K0.402284794568.10bp0.97900011FILLED
BUY$100.00K0.8129851615970.65bp0.99900014PARTIAL
SELL$1.00K0.0029414117.60bp0.0010003PARTIAL
SELL$10.00K0.0029414117.60bp0.0010003PARTIAL
SELL$100.00K0.0029414117.60bp0.0010003PARTIAL

Risk metrics

▸ sovereign store · 3,746 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5402.79%
σ per bar = 0.040814
Mean return (annualised)
23902.05%
μ per bar = 0.000136
Sharpe (rf=0)
4.42
annualised; risk-free assumed zero
Max drawdown
77.14%
peak 0.02 → trough 0.00 over 197 bars

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