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

Will Tyrrell Hatton win the 2026 U.S. Open?

YES · live
2.4¢
NO · live
97.7¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-tyrrell-hatton-win · fresh · feed 11s old
24h sparkline · 60 pts
realized vol (ann.)
88.28%
max drawdown
41.33%
sharpe
ulcer index
24.03%
RMS drawdown
pain index
15.64%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
40.39%
cond. drawdown
gain/pain
1.26
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.26
upside/downside
roll spread
4.4 bps
implied (price-only)
bars used
1276
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-tyrrell-hatton-win/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING11.2s--:--:-- 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
2.4¢
NO · live
97.7¢
YES price · live 24h
n=25 · μ=0.0186 · σ=0.0030 · range [0.0145, 0.0270] · R²=0.265 RISING +34.29%σ EXTREME 16.08%LAST 0.02350.02700.02390.02080.01760.0145μ = 0.0186max 0.0270min 0.0145dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.35¢
YES / NO split · live
YES 2.4%NO 97.7%NO97.7%97.65¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.161 / 1.00 bits (16%) · informative — one side favoured
YES
2.4%2.4¢42.55× +0.00pp
NO
97.7%97.7¢1.02× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=340 · μ=14.2 · σ=32.7 · CV=2.31BURSTY · concentratedcumulative energy ↗ · 50% by h=140316294125μ = 1412550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 340bp moved · peak 125bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
11.2s
YES mid
2.35¢ (2.35%)
NO mid
97.65¢ (97.65%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$31.7k
liquidity $
$6.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0186 · σ=0.0030 · range [0.0145, 0.0270] · R²=0.265 RISING +34.29%σ EXTREME 16.08%LAST 0.02350.02700.02390.02080.01760.0145μ = 0.0186max 0.0270min 0.0145dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.35¢
NO price · CLOB mid
n=25 · μ=0.9814 · σ=0.0030 · range [0.9730, 0.9855] · R²=0.265 FALLING -0.61%σ LOW 0.30%LAST 0.97650.98550.98240.97920.97610.9730μ = 0.9814max 0.9855min 0.9730dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0031 · skew=-1.16 (left-skewed) · kurt=8.31 (leptokurtic (fat tails))191410501-1.13ppbin -1.13pp · n=1 · 5.3% peakbin -1.13pp · n=1 · 5.3% peak-0.90pp-0.67pp-0.44pp-0.21pp190.02ppbin 0.02pp · n=19 · 100.0% peakbin 0.02pp · n=19 · 100.0% peak30.25ppbin 0.25pp · n=3 · 15.8% peakbin 0.25pp · n=3 · 15.8% peak0.48pp0.70pp10.94ppbin 0.94pp · n=1 · 5.3% peakbin 0.94pp · 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=-0.92 · kurt=7.60 · near 5 / mid 16 / far 3 · OLS slope=0.77 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.62σsample ↓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=25STRONGLY RIGHT-SKEWED (G₁=1.31)
μ MEAN1.86¢95% CI: [1.74¢, 1.97¢]
σ STD DEV0.30ppσ² = 0.089 · CV = 16.08%
med MEDIAN1.75¢Q₁ 1.65¢ · Q₃ 1.95¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.45¢Q₁ 1.65¢med 1.75¢Q₃ 1.95¢max 2.70¢μ
SKEWNESS · G₁1.313right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.821mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRdiverges from normalratio = 1.34
range ↔ σwide tails (range > 4σ)range / σ = 4.19
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) -0.53 + ADF rejected
ρ(1) AUTOCORR-0.534negative · reversal
ρ(2) AUTOCORR+0.064lag-2 not significant
H · HURST EXPONENT0.635persistent
OLS TREND · t-STAT+2.883significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.635PERSISTENT
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=1-0.534k=2+0.064k=3+0.028k=4-0.113k=5+0.1030+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) -0.53 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.80very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.88)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 ID2553309
SLUG2026-us-open-winner-tyrrell-hatton-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICING
PRIMARY · YES2.35¢implied prob 2.35% · decimal odds 42.55×
COUNTER · NO97.65¢implied prob 97.65% · decimal odds 1.02×
2.35¢
97.65¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME31.71k USD 24h
LIQUIDITY6.47k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.953 · entropy 0.161 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 2.4%NO 97.7%YES2.4%H = 0.161 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES42.55×(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) = 0.161 bits (16% 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
05min
YES$1.00(P = 2.4%)
NO$0.00(P = 97.7%)
current: $0.0235 · 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=0.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.462 pp/day
now2.55d left
1.462 pp/day×1.00
−25%1.91d left
1.688 pp/day×1.15
−50%1.27d left
2.067 pp/day×1.41
−75%15.27h left
2.923 pp/day×2.00
−90%6.11h left
4.622 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 1.05% · worst -1.25% · typical |Δ| 0.14%MILD BULLISH +0.60%BEST+1.05%13hWORST-1.25%14hTYPICAL |Δ|0.14%mean absoluteCUMULATIVE+0.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ +0.09% · Σ +0.70%CUMULATIVE Δ PATH · final +0.60%+0.95%-0.30%0.00% · 1h0.00% · 1h·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·6h0.00% · 7h0.00% · 7h·7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h1.05% · 13h1.05% · 13h1.05%13h★ BEST-1.25% · 14h-1.25% · 14h-1.25%14h▼ WORST0.20% · 15h0.20% · 15h0.20%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.30% · 18h0.30% · 18h0.30%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.10% · 21h0.10% · 21h0.10%21h0.35% · 22h0.35% · 22h0.35%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.70%)RUNSup max 2 · down max 2BREADTH21% up · 17% down · 63% flat
5 up bars · 4 down · best 1.05% · worst -1.25% · typical |Δ| 0.142%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.59%FINAL+0.59%MAX DD-1.25%RECOVERYONGOING · 11 barsMAX RUN-UP+0.95%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 1.0059 · peak 1.0095 · range [0.9969, 1.0095]1.00950.9969break-even = 1★ PEAK 1.0095UNDERWATER DRAWDOWN · max -1.25% · moderate0%-1.25%▼ TROUGH -1.25%TOP DRAWDOWN PERIODS · 2 total#1 -1.25%bar 15-25 · 11 bars · ONGOING#2 -0.10%bar 9-13 · 5 bars · recoveredDD SEVERITYmoderate (max -1.25%)RECOVERYongoing · 11 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0059 (0.59%) · max DD -1.25% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −7 (37% positive) · μ=1.28 · σ=44.12MIXED EDGELAST 42.39 (+0.93σ vs μ)72.9136.450.00-36.45-72.91μ = 1.280.000.000.000.00-38.21-38.21-60.42-60.42-60.42-60.42-60.42-60.42-60.42-60.4233.8733.87-5.35-5.350.000.000.000.000.000.006.286.28-20.69-20.6958.6858.6851.5251.5272.9172.9164.4964.4942.3942.39v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 42.390 · range [-60.42, 72.91] · μ 1.275 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=27.2848 · σ=28.9185 · range [0.0000, 69.7894] · R²=0.096 FLATσ EXTREME 105.99%LAST 13.776869.789452.342034.894717.44730.0000μ = 27.2848max 69.7894min 0.0000dataMA(3)OLS R²=0.10μ lineμ ± σ bandmaxmin
latest 13.78% · range [0.00%, 69.79%] · μ 27.28% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −13 (21% positive) · μ=-0.180 · σ=0.300MEAN-REVERSIONLAST -0.126 (+0.18σ vs μ)0.5780.2890.000-0.289-0.578μ = -0.1800.0000.0000.0000.000-0.033-0.0330.4170.4170.1670.1670.1670.1670.1670.167-0.015-0.015-0.478-0.478-0.578-0.578-0.578-0.578-0.578-0.578-0.544-0.544-0.127-0.127-0.362-0.362-0.333-0.333-0.238-0.238-0.339-0.339-0.126-0.126v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.126 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
98.9697
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
8.6141
p-VALUE (log scale)
0.1243
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
-3.2625
p-VALUE (log scale)
0.0181
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
-0.3213
p-VALUE (log scale)
0.7480
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
0.4898
p-VALUE (log scale)
0.0440
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.1001
p-VALUE (log scale)
0.0357
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.361 → mean-reverting
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=1.28e-5 · top T=2.40h (18.2%) · top-3 cover 52.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.8e-52.1e-51.4e-57.0e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.07e-6 · 0.7% energyperiod 24.0 · power 1.07e-6 · 0.7% energyperiod 12.0 · power 1.80e-6 · 1.2% energyperiod 12.0 · power 1.80e-6 · 1.2% energyperiod 8.0 · power 2.87e-6 · 1.9% energyperiod 8.0 · power 2.87e-6 · 1.9% energyperiod 6.0 · power 5.32e-6 · 3.5% energyperiod 6.0 · power 5.32e-6 · 3.5% energyperiod 4.8 · power 1.19e-5 · 7.8% energyperiod 4.8 · power 1.19e-5 · 7.8% energyperiod 4.0 · power 5.02e-6 · 3.3% energyperiod 4.0 · power 5.02e-6 · 3.3% energyperiod 3.4 · power 8.61e-6 · 5.6% energyperiod 3.4 · power 8.61e-6 · 5.6% energyperiod 3.0 · power 2.48e-5 · 16.1% energyperiod 3.0 · power 2.48e-5 · 16.1% energyperiod 2.7 · power 2.13e-5 · 13.9% energyperiod 2.7 · power 2.13e-5 · 13.9% energyperiod 2.4 · power 2.79e-5 · 18.2% energyperiod 2.4 · power 2.79e-5 · 18.2% energyperiod 2.2 · power 2.78e-5 · 18.1% energyperiod 2.2 · power 2.78e-5 · 18.1% energyperiod 2.0 · power 1.50e-5 · 9.8% energyperiod 2.0 · power 1.50e-5 · 9.8% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.18h#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 ≈ 2.40h (freq 0.417) · concentrates 18.2% of total energy · Σ|X̂|²/n = 1.535e-4

▸ Depth section using sovereign-store price series (1276 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 2.5 d · σ/bar 0.067pp · expected |Δp| over horizon 0.52ppterminal variance p(1−p) = 0.0229 · n = 1276n = 1276
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.067pp
one-bar volatility · logit-free
Per-day movedaily
0.33pp
σ × √24
Per-horizon move3d
0.52pp
σ × √61.09526694444445
Terminal variancebinary
0.0229
p(1−p) at resolution
Current pricep
2.4¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 1276
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
41.3pp
peak 3.8¢ → trough 2.2¢
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
2.4%
= price
Decimal oddsEU
42.553
total return per $1
AmericanUS
+4155
$100 wins $4155
FractionalUK
41.55 / 1
profit per $1 risked
Profit per $100stake
+$4155.32
clean dollar framing
-1000-5000+500+1000020406080100you · 2.4%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)
0.161 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.161 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.41 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
74936237659871543767120648376775555199928225116781660179595070637695276107452
NO token ID
75242506172446847349888397616061045263870878134785694595187453421048234942525
Snapshot fetched
2026-06-18 10:54:05 UTC
Snapshot age
11.2s
History points
25 CLOB mids
Page rendered
2026-06-18 10:54:17 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1a93352c2f0bdc9e5ea266fb23be3f9c54e411ad8cd2656794ca8f160377d4e6 · 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
0.023500
(best bid + best ask) / 2
Spread
2127.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.963
ask-heavy
Imbalance (top-5)
-0.061
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-tyrrell-hatton-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.25790199745.20bp0.8790008FILLED
BUY$10.00K0.728309299918.64bp0.93900011FILLED
BUY$100.00K0.940250390106.31bp0.99700013FILLED
SELL$1.00K0.0043518148.72bp0.0040005PARTIAL
SELL$10.00K0.0043518148.72bp0.0040005PARTIAL
SELL$100.00K0.0043518148.72bp0.0040005PARTIAL

Risk metrics

sovereign store · 1,276 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3135.62%
σ per bar = 0.023686
Mean return (annualised)
40520.91%
μ per bar = 0.000231
Sharpe (rf=0)
12.92
annualised; risk-free assumed zero
Max drawdown
41.33%
peak 0.04 → trough 0.02 over 416 bars

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