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

Will Xander Schauffele win the 2026 U.S. Open?

YES · live
12.3¢
NO · live
87.8¢

▸ Advanced metrics · M2M bundle

polymarket · 2026-us-open-winner-xander-schauffele-win · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
34.94%
max drawdown
3.98%
sharpe
—
ulcer index
2.46%
RMS drawdown
pain index
2.32%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.98%
cond. drawdown
gain/pain
0.97
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.97
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
1010
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-2026-us-open-winner-xander-schauffele-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
12.3¢
NO · live
87.8¢
YES price · live 24h
n=25 · μ=0.1021 · σ=0.0310 · range [0.0215, 0.1230] · R²=0.545▲ RISING +469.77%σ EXTREME 30.37%LAST 0.12250.12300.09760.07220.04690.0215μ = 0.1021max 0.1230min 0.0215dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 12.25¢
YES / NO split · live
YES 12.3%NO 87.8%NO87.8%87.75¢ · odds 1/1.14
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.537 / 1.00 bits (54%) · moderate uncertainty
YES
12.3%12.3¢8.16×▬ +0.00pp
NO
87.8%87.8¢1.14×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,970 · μ=82.1 · σ=129.1 · CV=1.57BURSTY · concentratedcumulative energy ↗ · 50% by h=40129258386515μ = 8251550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1970bp moved · peak 515bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.9s
▲YES mid
12.25¢ (12.25%)
▼NO mid
87.75¢ (87.75%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$20.1k
≋liquidity $
$54.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1021 · σ=0.0310 · range [0.0215, 0.1230] · R²=0.545▲ RISING +469.77%σ EXTREME 30.37%LAST 0.12250.12300.09760.07220.04690.0215μ = 0.1021max 0.1230min 0.0215dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 12.25¢
NO price · CLOB mid
n=25 · μ=0.8979 · σ=0.0310 · range [0.8770, 0.9785] · R²=0.545▼ FALLING -10.32%σ NORMAL 3.45%LAST 0.87750.97850.95310.92780.90240.8770μ = 0.8979max 0.9785min 0.8770dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 87.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0056 · σ=0.0133 · skew=1.41 (right-skewed) · kurt=2.73 (leptokurtic (fat tails))14117401-2.07ppbin -2.07pp · n=1 · 7.1% peakbin -2.07pp · n=1 · 7.1% peak-1.31pp3-0.55ppbin -0.55pp · n=3 · 21.4% peakbin -0.55pp · n=3 · 21.4% peak140.21ppbin 0.21pp · n=14 · 100.0% peakbin 0.21pp · n=14 · 100.0% peak20.97ppbin 0.97pp · n=2 · 14.3% peakbin 0.97pp · n=2 · 14.3% peak11.73ppbin 1.73pp · n=1 · 7.1% peakbin 1.73pp · n=1 · 7.1% peak12.49ppbin 2.49pp · n=1 · 7.1% peakbin 2.49pp · n=1 · 7.1% peak13.25ppbin 3.25pp · n=1 · 7.1% peakbin 3.25pp · n=1 · 7.1% peak4.01pp14.77ppbin 4.77pp · n=1 · 7.1% peakbin 4.77pp · n=1 · 7.1% 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=1.49 · kurt=3.18 · near 9 / mid 14 / far 1 · OLS slope=0.90 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=25STRONGLY LEFT-SKEWED (G₁=-1.64)
μ MEAN10.21¢95% CI: [9.00¢, 11.43¢]
σ STD DEV3.10ppσ² = 9.621 · CV = 30.37%
med MEDIAN11.30¢Q₁ 10.40¢ · Q₃ 12.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 10.15pp · IQR 1.70pp (1.349σ→4.18pp)
min 2.15¢Q₁ 10.40¢med 11.30¢Q₃ 12.10¢max 12.30¢μ
SKEWNESS · G₁-1.638left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.313leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.35
σ × 1.349 ↔ IQRdiverges from normalratio = 2.46
range ↔ σconcentrated (range < 4σ)range / σ = 3.27
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.188within white-noise band
ρ(2) AUTOCORR-0.077lag-2 not significant
H · HURST EXPONENT0.741strongly persistent
OLS TREND · t-STAT+5.244significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.741
H = 0.741STRONGLY 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+0.188k=2-0.077k=3-0.079k=4-0.032k=5-0.3820+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|=5.24)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.67very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.24)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 ID2553290
SLUG2026-us-open-winner-xander-schauffele-win
CATEGORYPGA Tour: U.S. Open Winner
TWO-SIDED PRICINGFAVOURS NO (88¢)
PRIMARY · YES12.25¢implied prob 12.25% · decimal odds 8.16×
COUNTER · NO87.75¢implied prob 87.75% · decimal odds 1.14×
12.25¢
87.75¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME20.11k USD 24h
LIQUIDITY54.04k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (88¢)|primary − counter| = 0.755 · entropy 0.537 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 12.3%NO 87.8%YES p̂12.3%H = 0.537 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES8.16×(12¢)NO1.14×(88¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.537 bits (54% 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 · HIGHresolves 2026-06-21 00:00 UTC
0days
12hrs
01min
12.0 hours·θ = 15.196 pp/day
YES →$1.00(P = 12.3%)
NO →$0.00(P = 87.8%)
current: $0.1225 · expected return per side: $0.88 on YES hit · $0.12 on NO hit
0%25%50%75%100%YES $1NO $0NOW+6.0hRESOLVESP projection · σ=3.10% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 15.196 pp/day
now12.03h left
15.196 pp/day×1.00
−25%9.02h left
17.546 pp/day×1.15
−50%6.01h left
21.490 pp/day×1.41
−75%3.01h left
30.391 pp/day×2.00
−90%1.20h left
48.053 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 5.15% · worst -2.45% · typical |Δ| 0.82%MILD BULLISH +10.10%BEST+5.15%4hWORST-2.45%9hTYPICAL |Δ|0.82%mean absoluteCUMULATIVE+10.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.18% · Σ +8.25%EUROPE · 08-16 UTCμ +0.19% · Σ +1.50%US · 16-24 UTCμ +0.04% · Σ +0.35%CUMULATIVE Δ PATH · final +10.10%+10.15%0.00%0.15% · 1h0.15% · 1h0.15%1h1.65% · 2h1.65% · 2h1.65%2h3.10% · 3h3.10% · 3h3.10%3h5.15% · 4h5.15% · 4h5.15%4h★ BEST-0.90% · 5h-0.90% · 5h-0.90%5h-0.80% · 6h-0.80% · 6h-0.80%6h-0.10% · 7h-0.10% · 7h-0.10%7h-0.15% · 8h-0.15% · 8h-0.15%8h-2.45% · 9h-2.45% · 9h-2.45%9h▼ WORST2.60% · 10h2.60% · 10h2.60%10h0.90% · 11h0.90% · 11h0.90%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.60% · 14h0.60% · 14h0.60%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.20% · 17h0.20% · 17h0.20%17h0.20% · 18h0.20% · 18h0.20%18h-0.20% · 19h-0.20% · 19h-0.20%19h0.15% · 20h0.15% · 20h0.15%20h-0.15% · 21h-0.15% · 21h-0.15%21h-0.05% · 22h-0.05% · 22h-0.05%22h0.20% · 23h0.20% · 23h0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+8.25%)RUNSup max 4 · down max 5BREADTH46% up · 33% down · 21% flat
11 up bars · 8 down · best 5.15% · worst -2.45% · typical |Δ| 0.821%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +10.33%FINAL+10.33%MAX DD-4.34%RECOVERYONGOING · 13 barsMAX RUN-UP+10.39%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.1033 · peak 1.1039 · range [1.0000, 1.1039]1.10391.0000break-even = 1★ PEAK 1.1039UNDERWATER DRAWDOWN · max -4.34% · moderate0%-4.34%▼ TROUGH -4.34%TOP DRAWDOWN PERIODS · 2 total#1 -4.34%bar 6-18 · 13 bars · recovered#2 -0.25%bar 20-25 · 6 bars · ONGOINGDD SEVERITYmoderate (max -4.34%)RECOVERYongoing · 20 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.1033 (10.33%) · max DD -4.34% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −2 (84% positive) · μ=27.60 · σ=25.76PROFITABLE STRATEGYLAST -4.89 (-1.26σ vs μ)66.7233.360.00-33.36-66.72μ = 27.6054.3654.3652.1252.1239.4739.474.494.49-16.96-16.960.000.007.607.608.568.5615.6815.6863.1563.1558.6858.6851.5251.5266.7266.7245.6745.6734.9434.9417.5317.5312.9312.9312.9312.93-4.89-4.89v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -4.892 · range [-16.96, 66.72] · μ 27.605 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=104.4324 · σ=88.6340 · range [14.6250, 243.7558] · R²=0.885▼ FALLING -93.35%σ EXTREME 84.87%LAST 14.9215243.7558186.4731129.190471.907714.6250μ = 104.4324max 243.7558min 14.6250dataMA(3)OLS R²=0.88μ lineμ ± σ bandmaxmin
latest 14.92% · range [14.62%, 243.76%] · μ 104.43% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.225 · σ=0.241MEAN-REVERSIONLAST -0.423 (-0.82σ vs μ)0.5460.2730.000-0.273-0.546μ = -0.2250.1030.1030.2240.2240.2430.243-0.095-0.095-0.462-0.462-0.250-0.250-0.280-0.280-0.285-0.285-0.376-0.3760.1650.165-0.267-0.267-0.333-0.333-0.443-0.443-0.190-0.190-0.369-0.369-0.412-0.412-0.279-0.279-0.546-0.546-0.423-0.423v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.423 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
28.2526
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
6.1401
p-VALUE (log scale)
0.2922
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
-2.9504
p-VALUE (log scale)
0.0413
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
-1.5824
p-VALUE (log scale)
0.1136
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6159
p-VALUE (log scale)
0.0212
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
0.9906
p-VALUE (log scale)
0.3219
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.301 ≈ 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=2.22e-4 · top T=8.00h (18.9%) · top-3 cover 48.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.0e-43.8e-42.5e-41.3e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.76e-4 · 6.6% energyperiod 24.0 · power 1.76e-4 · 6.6% energyperiod 12.0 · power 3.78e-4 · 14.2% energyperiod 12.0 · power 3.78e-4 · 14.2% energyperiod 8.0 · power 5.03e-4 · 18.9% energyperiod 8.0 · power 5.03e-4 · 18.9% energyperiod 6.0 · power 2.60e-4 · 9.8% energyperiod 6.0 · power 2.60e-4 · 9.8% energyperiod 4.8 · power 5.11e-5 · 1.9% energyperiod 4.8 · power 5.11e-5 · 1.9% energyperiod 4.0 · power 2.11e-4 · 7.9% energyperiod 4.0 · power 2.11e-4 · 7.9% energyperiod 3.4 · power 4.02e-4 · 15.1% energyperiod 3.4 · power 4.02e-4 · 15.1% energyperiod 3.0 · power 1.88e-4 · 7.0% energyperiod 3.0 · power 1.88e-4 · 7.0% energyperiod 2.7 · power 5.15e-5 · 1.9% energyperiod 2.7 · power 5.15e-5 · 1.9% energyperiod 2.4 · power 1.25e-5 · 0.5% energyperiod 2.4 · power 1.25e-5 · 0.5% energyperiod 2.2 · power 1.25e-4 · 4.7% energyperiod 2.2 · power 1.25e-4 · 4.7% energyperiod 2.0 · power 3.08e-4 · 11.6% energyperiod 2.0 · power 3.08e-4 · 11.6% energy50% by T=4.8h#1 dominantT=8.00h#2T=3.43h#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 ≈ 8.00h (freq 0.125) · concentrates 18.9% of total energy · Σ|X̂|²/n = 2.667e-3

▸ Depth section using sovereign-store price series (1010 bars · effective 1752616 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 0.5 d · σ/bar 0.026pp · expected |Δp| over horizon 0.09ppterminal variance p(1−p) = 0.1075 · n = 1010✓ n = 1010
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.026pp
one-bar volatility · logit-free
Per-day movedaily
0.13pp
σ × √24
Per-horizon move1d
0.09pp
σ × √12.026454444444443
Terminal variancebinary
0.1075
p(1−p) at resolution
Current pricep
12.3¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 1010
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
4.0pp
peak 12.6¢ → trough 12.0¢
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
12.3%
= price
Decimal oddsEU
8.163
total return per $1
AmericanUS
+716
$100 wins $716
FractionalUK
7.16 / 1
profit per $1 risked
Profit per $100stake
+$716.33
clean dollar framing
-1000-5000+500+1000020406080100you · 12.3%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)
0.537 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.537 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.03 bit
self-information
Surprise · NO−log₂(1−p)
0.19 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
29791288913607366250756971209654139065420611524629036986566905379165196550592
NO token ID
61970187370121812213703312775634670357735164259056572055899010220925360500278
Snapshot fetched
2026-06-20 11:58:20 UTC
Snapshot age
3.9s
History points
25 CLOB mids
Page rendered
2026-06-20 11:58:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d417d37c89c6a398419b7dff3378213ea77067b01f326bcb37437005c87c09bc · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,660HL PERPHYPE-USD perpetual$71.08HL PERPETH-USD perpetual$1,726.8

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
0.120500
(best bid + best ask) / 2
Spread
746.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.977
ask-heavy
Imbalance (top-5)
-0.823
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-xander-schauffele-win/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1441681964.18bp0.1450005FILLED
BUY$10.00K0.2243118614.99bp0.90000039FILLED
BUY$100.00K0.73872351304.81bp0.99900074FILLED
SELL$1.00K0.1010171616.87bp0.0950007FILLED
SELL$10.00K0.0841423017.22bp0.00400015PARTIAL
SELL$100.00K0.0841423017.22bp0.00400015PARTIAL

Risk metrics

▸ sovereign store · 1,010 barsperiods/year ≈ 1.75M
Realized vol (annualised)
285.24%
σ per bar = 0.002155
Mean return (annualised)
-707.53%
μ per bar = -0.000004
Sharpe (rf=0)
-2.48
annualised; risk-free assumed zero
Max drawdown
3.98%
peak 0.13 → trough 0.12 over 67 bars

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