POLYMARKET · PREDICTION MARKET · HALLE OPEN, QUALIFICATION: MATTIA BELLUCCI VS ALEX BOLT

Halle Open, Qualification: Mattia Bellucci vs Alex Bolt

YES · live

99.5¢

NO · live

0.5¢

▸ Advanced metrics · M2M bundle

polymarket · atp-bellucc-bolt-2026-06-14 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

3404.83%

max drawdown

57.79%

sharpe

—

ulcer index

30.96%

RMS drawdown

pain index

19.89%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

57.79%

cond. drawdown

gain/pain

1.70

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.70

upside/downside

roll spread

22.1 bps

implied (price-only)

bars used

593

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-atp-bellucc-bolt-2026-06-14/bundle · venue execution: polymarket →

LIVEPOLL0SRCFRESH28ms⏱--:--:-- UTCNEXT8.0sUP0s--:--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

99.5¢

NO · live

0.5¢

YES price · live 24h

24 ticks · last 99.95¢

YES / NO split · live

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

99.5%99.5¢1.01×▬ +0.00pp

0.5%0.5¢200.00×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

Per-tick activity · |Δp| in basis points · live

Σ 14295bp moved · peak 6345bp · n=23 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

28ms

▲YES mid

99.50¢ (99.50%)

▼NO mid

0.50¢ (0.50%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$322.8k

≋liquidity $

$175.4k

◳history points

24 ticks (live)

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

YES price · CLOB mid

24 YES observations from clob.polymarket.com · last 99.95¢

NO price · CLOB mid

24 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments

n=23

Q-Q plot · standardised Δp vs N(0,1)

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=24LEPTOKURTIC · FAT TAILS (G₂=5.55)

μ MEAN64.16¢95% CI: [60.05¢, 68.28¢]

σ STD DEV10.28ppσ² = 105.620 · CV = 16.02%

med MEDIAN64.50¢Q₁ 63.50¢ · Q₃ 64.50¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 63.45pp · IQR 1.00pp (1.349σ→13.86pp)

SKEWNESS · G₁0.906right-skewed

−3−10+1+3

EXCESS KURTOSIS · G₂5.551leptokurtic · fat tails

−30+2+4+6

μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03

σ × 1.349 ↔ IQRdiverges from normalratio = 13.86

range ↔ σextreme outliers (range > 6σ)range / σ = 6.17

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-0.526negative · reversal

ρ(2) AUTOCORR+0.174lag-2 not significant

H · HURST EXPONENT0.611persistent

OLS TREND · t-STAT+0.863fails 5% test

HURST EXPONENT [0, 1]persistent · H = 0.611

H = 0.611PERSISTENT

0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending

AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1

OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.86)

−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 0.75very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.86)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 ID2532428

SLUGatp-bellucc-bolt-2026-06-14

CATEGORYHalle Open, Qualification: Mattia Bellucci vs Alex Bolt

TWO-SIDED PRICINGFAVOURS YES (100¢)

PRIMARY · YES99.50¢implied prob 99.50% · decimal odds 1.01×

COUNTER · NO0.50¢implied prob 0.50% · decimal odds 200.00×

99.50¢

0.50¢

Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYDEEP

24H VOLUME322.79k USD 24h

LIQUIDITY175.45k USD

MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient

PRICING SKEWFAVOURS YES (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

Probability scale (YES)

0%25%50%
fair75%100%

Implied decimal odds

YES1.01×(100¢)NO200.00×(1¢)

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 · LOWresolves 2026-06-21 09:00 UTC

6days

16hrs

53min

YES →$1.00(P = 99.5%)

NO →$0.00(P = 0.5%)

current: $0.9950 · expected return per side: $0.01 on YES hit · $0.99 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 50.348 pp/day

now6.70d left

50.348 pp/day×1.00

−25%5.03d left

58.136 pp/day×1.15

−50%3.35d left

71.202 pp/day×1.41

−75%1.68d left

100.695 pp/day×2.00

−90%16.09h left

159.213 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

5 up bars · 6 down · best 63.45% · worst -40.00% · typical |Δ| 6.215%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 1.2499 (24.99%) · max DD -40.00% · time-under-water 20/24 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative

latest 19.255 · range [-62.79, 39.68] · μ -14.430 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window

Rolling annualised volatility (%)

REJECT H₀***

H₀: Δp is a random walk · VR = 1

STATISTIC

-4.1584

p-VALUE (log scale)

< 0.0001

10⁻⁴10⁻³10⁻²10⁻¹1

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

dominant period ≈ 2.09h (freq 0.478) · concentrates 17.3% of total energy · Σ|X̂|²/n = 3.005e-1

▸ Depth section using sovereign-store price series (593 bars · effective 1753005 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 6.7 d · σ/bar 2.572pp · expected |Δp| over horizon 32.63ppterminal variance p(1−p) = 0.0050 · n = 593✓ n = 593

μ per bar

+0.066pp

average Δp · drift

σ per bar

2.572pp

one-bar volatility · logit-free

Per-day movedaily

12.60pp

σ × √24

Per-horizon move7d

32.63pp

σ × √160.89266972222222

Terminal variancebinary

0.0050

p(1−p) at resolution

Current pricep

99.5¢

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 4.17pp · ES₉₅ 5.24pp · method parametric · drift-correcteddrift +0.066pp/bar · quantised: yes · median step 3.00pp · unique ratio 0.02✓ n = 593

VaR 95%

4.17pp

1.645·σ (parametric) of Δp

ES 95%

5.24pp

mean of the tail

Max drawdown

57.8pp

peak 77.0¢ → trough 32.5¢

Median step

3.00pp

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

99.5%

= price

Decimal oddsEU

1.005

total return per $1

AmericanUS

-19900

risk $19900 to win $100

FractionalUK

0.01 / 1

profit per $1 risked

Profit per $100stake

+$0.50

clean dollar framing

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

0.01 bit

self-information

Surprise · NO−log₂(1−p)

7.64 bit

self-information

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: 15867475555384665042954167180239624185699142129486298093499624567573287032790
NO token ID: 24723585768978086100358112491700588148686864292089698925341269386433405092320
Snapshot fetched: 2026-06-14 16:06:26 UTC
Snapshot age: 28ms
History points: 24 CLOB mids
Page rendered: 2026-06-14 16:06:26 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: 32b71d4c225ec0034d8536a2e3cece8bd895dcd69b5b8eb6cb8c866780a9a446 · deterministic hash of source snapshot
Open data licence: CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.4¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,016 HL PERPETH-USD perpetual$1,663 HL PERPHYPE-USD perpetual$60.32

Also see: /arb opportunities · RSS feed · more in Halle Open, Qualification: Mattia Bellucci vs Alex Bolt

Market depth

▸ volume + OI fallback · Polymarket YES

no live order book wired for this venue · showing 24h volume + open interest as a depth proxy. Per-bp depth tiers will populate once a live L2 fetcher lands.

24h notional volume

$322.79K

rolling 24h traded $

Open interest / liquidity

$175.45K

live capital sitting in the book

Volume / OI

184.0%

turnover proxy

Slippage scenarios

▸ no book · Polymarket YES

live order book unavailable — slippage scenarios suppress. Re-render once the venue's L2 fetcher succeeds.

Risk metrics

▸ sovereign store · 593 barsperiods/year ≈ 1.75M

Realized vol (annualised)

6265.50%

σ per bar = 0.047322

Mean return (annualised)

147321.81%

μ per bar = 0.000840

Sharpe (rf=0)

23.51

annualised; risk-free assumed zero

Max drawdown

57.79%

peak 0.77 → trough 0.33 over 183 bars

/api/asset/pm-atp-bellucc-bolt-2026-06-14/risk · same metrics, JSON