POLYMARKET · PREDICTION MARKET · HSBC CHAMPIONSHIPS: KAMIL MAJCHRZAK VS JIRI LEHECKA

HSBC Championships: Kamil Majchrzak vs Jiri Lehecka

YES · live
36.5¢
NO · live
63.5¢

▸ Advanced metrics · M2M bundle

polymarket · atp-majchrz-lehecka-2026-06-15 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
372
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-atp-majchrz-lehecka-2026-06-15/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH7ms--:--:-- 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
36.5¢
NO · live
63.5¢
YES price · live 24h
n=25 · μ=0.3774 · σ=0.0111 · range [0.3650, 0.4050] · R²=0.540 FALLING -9.88%σ NORMAL 2.94%LAST 0.36500.40500.39500.38500.37500.3650μ = 0.3774max 0.4050min 0.3650dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 36.50¢
YES / NO split · live
YES 36.5%NO 63.5%NO63.5%63.50¢ · odds 1/1.57
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.947 / 1.00 bits (95%) · high uncertainty
YES
36.5%36.5¢2.74× +0.00pp
NO
63.5%63.5¢1.57× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,100 · μ=45.8 · σ=58.8 · CV=1.28BURSTY · concentratedcumulative energy ↗ · 50% by h=12050100150200μ = 4620050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1100bp moved · peak 200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
7ms
YES mid
36.50¢ (36.50%)
NO mid
63.50¢ (63.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$45.8k
liquidity $
$61.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3774 · σ=0.0111 · range [0.3650, 0.4050] · R²=0.540 FALLING -9.88%σ NORMAL 2.94%LAST 0.36500.40500.39500.38500.37500.3650μ = 0.3774max 0.4050min 0.3650dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 36.50¢
NO price · CLOB mid
n=25 · μ=0.6226 · σ=0.0111 · range [0.5950, 0.6350] · R²=0.540 RISING +6.72%σ NORMAL 1.78%LAST 0.63500.63500.62500.61500.60500.5950μ = 0.6226max 0.6350min 0.5950dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 63.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0019 · σ=0.0069 · skew=-0.25 (symmetric) · kurt=0.56 (mesokurtic)1296301-1.83ppbin -1.83pp · n=1 · 8.3% peakbin -1.83pp · n=1 · 8.3% peak1-1.48ppbin -1.48pp · n=1 · 8.3% peakbin -1.48pp · n=1 · 8.3% peak2-1.13ppbin -1.13pp · n=2 · 16.7% peakbin -1.13pp · n=2 · 16.7% peak-0.78pp4-0.43ppbin -0.43pp · n=4 · 33.3% peakbin -0.43pp · n=4 · 33.3% peak12-0.08ppbin -0.08pp · n=12 · 100.0% peakbin -0.08pp · n=12 · 100.0% peak0.28pp20.63ppbin 0.63pp · n=2 · 16.7% peakbin 0.63pp · n=2 · 16.7% peak10.98ppbin 0.98pp · n=1 · 8.3% peakbin 0.98pp · n=1 · 8.3% peak11.33ppbin 1.33pp · n=1 · 8.3% peakbin 1.33pp · n=1 · 8.3% 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=-0.34 · kurt=1.01 · near 14 / mid 10 / far 0 · OLS slope=0.97 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25RIGHT-SKEWED (G₁=0.77)
μ MEAN37.74¢95% CI: [37.30¢, 38.18¢]
σ STD DEV1.11ppσ² = 1.232 · CV = 2.94%
med MEDIAN37.50¢Q₁ 37.00¢ · Q₃ 38.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 36.50¢Q₁ 37.00¢med 37.50¢Q₃ 38.50¢max 40.50¢μ
SKEWNESS · G₁0.772right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.373mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.22
σ × 1.349 ↔ IQRconsistent with normalratio = 1.00
range ↔ σconcentrated (range < 4σ)range / σ = 3.60
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) -0.27 + ADF rejected
ρ(1) AUTOCORR-0.266within white-noise band
ρ(2) AUTOCORR+0.124lag-2 not significant
H · HURST EXPONENT0.857strongly persistent
OLS TREND · t-STAT-5.192significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.857STRONGLY 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=1-0.266k=2+0.124k=3-0.068k=4-0.056k=5-0.0320+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) -0.27 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.98very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.19)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 ID2532591
SLUGatp-majchrz-lehecka-2026-06-15
CATEGORYHSBC Championships: Kamil Majchrzak vs Jiri Lehecka
TWO-SIDED PRICING
PRIMARY · YES36.50¢implied prob 36.50% · decimal odds 2.74×
COUNTER · NO63.50¢implied prob 63.50% · decimal odds 1.57×
36.50¢
63.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME45.80k USD 24h
LIQUIDITY61.06k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (64¢)|primary − counter| = 0.270 · entropy 0.947 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 36.5%NO 63.5%YES36.5%H = 0.947 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.74×(37¢)NO1.57×(64¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.947 bits (95% of max) · high 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 · LOWresolves 2026-06-22 08:00 UTC
7days
10hrs
20min
YES$1.00(P = 36.5%)
NO$0.00(P = 63.5%)
current: $0.3650 · expected return per side: $0.64 on YES hit · $0.36 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.7dRESOLVESP projection · σ=1.11% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.437 pp/day
now7.43d left
5.437 pp/day×1.00
−25%5.57d left
6.278 pp/day×1.15
−50%3.72d left
7.689 pp/day×1.41
−75%1.86d left
10.874 pp/day×2.00
−90%17.83h left
17.193 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 1.50% · worst -2.00% · typical |Δ| 0.46%BEARISH SESSION -4.00%BEST+1.50%12hWORST-2.00%4hTYPICAL |Δ|0.46%mean absoluteCUMULATIVE-4.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.13% · Σ -1.00%CUMULATIVE Δ PATH · final -4.00%+0.00%-4.00%-1.00% · 1h-1.00% · 1h-1.00%1h-0.50% · 2h-0.50% · 2h-0.50%2h0.50% · 3h0.50% · 3h0.50%3h-2.00% · 4h-2.00% · 4h-2.00%4h▼ WORST0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·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·11h1.50% · 12h1.50% · 12h1.50%12h★ BEST-0.50% · 13h-0.50% · 13h-0.50%13h0.50% · 14h0.50% · 14h0.50%14h-1.50% · 15h-1.50% · 15h-1.50%15h0.00% · 16h0.00% · 16h·16h-1.00% · 17h-1.00% · 17h-1.00%17h0.00% · 18h0.00% · 18h·18h1.00% · 19h1.00% · 19h1.00%19h-0.50% · 20h-0.50% · 20h-0.50%20h-0.50% · 21h-0.50% · 21h-0.50%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.00%)RUNSup max 1 · down max 2BREADTH17% up · 33% down · 50% flat
4 up bars · 8 down · best 1.50% · worst -2.00% · typical |Δ| 0.458%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.98%)FINAL-3.98%MAX DD-3.98%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9602 · peak 1.0000 · range [0.9602, 1.0000]1.00000.9602break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -3.98% · moderate0%-3.98%▼ TROUGH -3.98%TOP DRAWDOWN PERIODS · 1 total#1 -3.98%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -3.98%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9602 (-3.98%) · max DD -3.98% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −10 (16% positive) · μ=-11.75 · σ=26.13UNPROFITABLE STRATEGYLAST 0.00 (+0.45σ vs μ)52.9926.490.00-26.49-52.99μ = -11.75-52.32-52.32-35.63-35.63-26.58-26.58-38.21-38.210.000.000.000.0038.2138.2122.8322.8333.9533.950.000.000.000.00-14.44-14.44-52.99-52.99-16.76-16.76-35.63-35.63-22.83-22.83-22.83-22.830.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-52.99, 38.21] · μ -11.749 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=66.6786 · σ=27.5252 · range [0.0000, 101.0940] · R²=0.003 FALLING -38.76%σ EXTREME 41.28%LAST 51.2640101.094075.820550.547025.27350.0000μ = 66.6786max 101.0940min 0.0000dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 51.26% · range [0.00%, 101.09%] · μ 66.68% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −17 (0% positive) · μ=-0.278 · σ=0.210MEAN-REVERSIONLAST -0.167 (+0.53σ vs μ)0.7410.3710.000-0.371-0.741μ = -0.278-0.500-0.500-0.486-0.486-0.403-0.403-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.440-0.440-0.553-0.553-0.350-0.350-0.350-0.350-0.348-0.348-0.741-0.741-0.276-0.276-0.159-0.159-0.155-0.155-0.119-0.119-0.167-0.167-0.167-0.167v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.167 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.9538
p-VALUE (log scale)
0.2283
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.6187
p-VALUE (log scale)
0.7609
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-2.7270
p-VALUE (log scale)
0.0729
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.8397
p-VALUE (log scale)
0.0658
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6055
p-VALUE (log scale)
0.0221
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
-0.8886
p-VALUE (log scale)
0.3742
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.730 ≈ 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=5.21e-5 · top T=2.18h (22.7%) · top-3 cover 47.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.4e-41.1e-47.1e-53.5e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.66e-5 · 4.3% energyperiod 24.0 · power 2.66e-5 · 4.3% energyperiod 12.0 · power 6.13e-5 · 9.8% energyperiod 12.0 · power 6.13e-5 · 9.8% energyperiod 8.0 · power 1.46e-5 · 2.3% energyperiod 8.0 · power 1.46e-5 · 2.3% energyperiod 6.0 · power 6.35e-5 · 10.2% energyperiod 6.0 · power 6.35e-5 · 10.2% energyperiod 4.8 · power 1.42e-5 · 2.3% energyperiod 4.8 · power 1.42e-5 · 2.3% energyperiod 4.0 · power 4.17e-5 · 6.7% energyperiod 4.0 · power 4.17e-5 · 6.7% energyperiod 3.4 · power 6.75e-5 · 10.8% energyperiod 3.4 · power 6.75e-5 · 10.8% energyperiod 3.0 · power 1.98e-5 · 3.2% energyperiod 3.0 · power 1.98e-5 · 3.2% energyperiod 2.7 · power 8.54e-5 · 13.7% energyperiod 2.7 · power 8.54e-5 · 13.7% energyperiod 2.4 · power 7.21e-5 · 11.5% energyperiod 2.4 · power 7.21e-5 · 11.5% energyperiod 2.2 · power 1.42e-4 · 22.7% energyperiod 2.2 · power 1.42e-4 · 22.7% energyperiod 2.0 · power 1.67e-5 · 2.7% energyperiod 2.0 · power 1.67e-5 · 2.7% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.67h#3T=2.40hT=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 22.7% of total energy · Σ|X̂|²/n = 6.250e-4

▸ Depth section using sovereign-store price series (372 bars · effective 1753103 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 7.4 d · σ/bar 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.2318 · n = 372n = 372
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move7d
0.00pp
σ × √178.34232583333332
Terminal variancebinary
0.2318
p(1−p) at resolution
Current pricep
36.5¢
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00n = 372
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 36.5¢ → trough 36.5¢
Median step
0.00pp
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
36.5%
= price
Decimal oddsEU
2.740
total return per $1
AmericanUS
+174
$100 wins $174
FractionalUK
1.74 / 1
profit per $1 risked
Profit per $100stake
+$173.97
clean dollar framing
-1000-5000+500+1000020406080100you · 36.5%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)
0.947 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.947 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.45 bit
self-information
Surprise · NO−log₂(1−p)
0.66 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
49616279020177333819204897030220362638371801105771061575548488082958039468973
NO token ID
97445446335687155298738370513819840504132287374983799648169561444354564809918
Snapshot fetched
2026-06-14 21:39:27 UTC
Snapshot age
7ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:39:27 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
eba1916940d8bc48bbd8c830f8fa744f32a89ab7414f5517595a3fdaceace517 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in HSBC Championships: Kamil Majchrzak vs Jiri Lehecka

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
0.365000
(best bid + best ask) / 2
Spread
274.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.178
bid-heavy
Imbalance (top-5)
+0.933
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-atp-majchrz-lehecka-2026-06-15/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.4226481579.41bp0.4900008FILLED
BUY$10.00K0.5751825758.41bp0.66000018FILLED
BUY$100.00K0.6573708010.14bp0.99000024PARTIAL
SELL$1.00K0.352425344.53bp0.3500002FILLED
SELL$10.00K0.335366811.90bp0.3200005FILLED
SELL$100.00K0.1862494897.28bp0.01000018PARTIAL

Risk metrics

sovereign store · 372 barsperiods/year ≈ 1.75M
Realized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.36 → trough 0.36 over 0 bars

/api/asset/pm-atp-majchrz-lehecka-2026-06-15/risk · same metrics, JSON