POLYMARKET · PREDICTION MARKET · HALLE OPEN: BEN SHELTON VS NICK KYRGIOS

Halle Open: Ben Shelton vs Nick Kyrgios

YES · live
62.5¢
NO · live
37.5¢

▸ Advanced metrics · M2M bundle

polymarket · atp-shelton-kyrgios-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
531
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-atp-shelton-kyrgios-2026-06-15/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH43ms⏱--:--:-- 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
62.5¢
NO · live
37.5¢
YES price · live 24h
n=25 · μ=0.6382 · σ=0.0144 · range [0.6050, 0.6600] · R²=0.619▼ FALLING -3.05%σ NORMAL 2.26%LAST 0.63500.66000.64620.63250.61880.6050μ = 0.6382max 0.6600min 0.6050dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 63.50¢
YES / NO split · live
YES 62.5%NO 37.5%YES62.5%62.50¢ · odds 1/1.60
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.954 / 1.00 bits (95%) · max uncertainty (~50/50)
YES
62.5%62.5¢1.60×▬ +0.00pp
NO
37.5%37.5¢2.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,300 · μ=54.2 · σ=89.6 · CV=1.65BURSTY · concentratedcumulative energy ↗ · 50% by h=18075150225300μ = 5430050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1300bp moved · peak 300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
43ms
▲YES mid
62.50¢ (62.50%)
▼NO mid
37.50¢ (37.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$27.2k
≋liquidity $
$36.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6382 · σ=0.0144 · range [0.6050, 0.6600] · R²=0.619▼ FALLING -3.05%σ NORMAL 2.26%LAST 0.63500.66000.64620.63250.61880.6050μ = 0.6382max 0.6600min 0.6050dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 63.50¢
NO price · CLOB mid
n=25 · μ=0.3618 · σ=0.0144 · range [0.3400, 0.3950] · R²=0.619▲ RISING +5.80%σ NORMAL 3.99%LAST 0.36500.39500.38130.36750.35380.3400μ = 0.3618max 0.3950min 0.3400dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 36.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0007 · σ=0.0101 · skew=-0.92 (left-skewed) · kurt=2.27 (leptokurtic (fat tails))14117402-2.73ppbin -2.73pp · n=2 · 14.3% peakbin -2.73pp · n=2 · 14.3% peak-2.18pp-1.63pp1-1.08ppbin -1.08pp · n=1 · 7.1% peakbin -1.08pp · n=1 · 7.1% peak2-0.53ppbin -0.53pp · n=2 · 14.3% peakbin -0.53pp · n=2 · 14.3% peak140.03ppbin 0.03pp · n=14 · 100.0% peakbin 0.03pp · n=14 · 100.0% peak20.58ppbin 0.58pp · n=2 · 14.3% peakbin 0.58pp · n=2 · 14.3% peak21.13ppbin 1.13pp · n=2 · 14.3% peakbin 1.13pp · n=2 · 14.3% peak1.68pp12.23ppbin 2.23pp · n=1 · 7.1% peakbin 2.23pp · 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=-0.76 · kurt=2.79 · near 7 / mid 17 / far 0 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25LEFT-SKEWED (G₁=-0.61)
μ MEAN63.82¢95% CI: [63.25¢, 64.39¢]
σ STD DEV1.44ppσ² = 2.081 · CV = 2.26%
med MEDIAN64.00¢Q₁ 63.00¢ · Q₃ 64.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.50pp · IQR 1.50pp (1.349σ→1.95pp)
min 60.50¢Q₁ 63.00¢med 64.00¢Q₃ 64.50¢max 66.00¢μ
SKEWNESS · G₁-0.613left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.078mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRdiverges from normalratio = 1.30
range ↔ σconcentrated (range < 4σ)range / σ = 3.81
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.129within white-noise band
ρ(2) AUTOCORR-0.464lag-2 dependence detected
H · HURST EXPONENT0.808strongly persistent
OLS TREND · t-STAT-6.116significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.808
H = 0.808STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=2
k=1-0.129k=2 ★-0.464k=3+0.187k=4+0.109k=5-0.1280+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|=6.12)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.75very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.12)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 ID2532597
SLUGatp-shelton-kyrgios-2026-06-15
CATEGORYHalle Open: Ben Shelton vs Nick Kyrgios
TWO-SIDED PRICINGFAVOURS YES (63¢)
PRIMARY · YES62.50¢implied prob 62.50% · decimal odds 1.60×
COUNTER · NO37.50¢implied prob 37.50% · decimal odds 2.67×
62.50¢
37.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME27.22k USD 24h
LIQUIDITY36.70k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (63¢)|primary − counter| = 0.250 · entropy 0.954 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 62.5%NO 37.5%YES p̂62.5%H = 0.954 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.60×(63¢)NO2.67×(38¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.954 bits (95% of max) · maximum uncertainty (~50/50)
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
09hrs
32min
7.40 days·θ = 7.067 pp/day
YES →$1.00(P = 62.5%)
NO →$0.00(P = 37.5%)
current: $0.6250 · expected return per side: $0.38 on YES hit · $0.63 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.7dRESOLVESP projection · σ=1.44% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.067 pp/day
now7.40d left
7.067 pp/day×1.00
−25%5.55d left
8.160 pp/day×1.15
−50%3.70d left
9.994 pp/day×1.41
−75%1.85d left
14.134 pp/day×2.00
−90%17.75h left
22.347 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 2.50% · worst -3.00% · typical |Δ| 0.54%BEARISH SESSION -2.00%BEST+2.50%20hWORST-3.00%18hTYPICAL |Δ|0.54%mean absoluteCUMULATIVE-2.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final -2.00%+0.50%-5.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.50% · 5h0.50% · 5h0.50%5h-2.50% · 6h-2.50% · 6h-2.50%6h0.00% · 7h0.00% · 7h·7h1.00% · 8h1.00% · 8h1.00%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-1.00% · 15h-1.00% · 15h-1.00%15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h-3.00% · 18h-3.00% · 18h-3.00%18h▼ WORST0.00% · 19h0.00% · 19h·19h2.50% · 20h2.50% · 20h2.50%20h★ BEST-0.50% · 21h-0.50% · 21h-0.50%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNUS-led (+-0.50%)RUNSup max 1 · down max 1BREADTH21% up · 21% down · 58% flat
5 up bars · 5 down · best 2.50% · worst -3.00% · typical |Δ| 0.542%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.11%)FINAL-2.11%MAX DD-5.44%RECOVERYONGOING · 19 barsMAX RUN-UP+0.50%UNDERWATER19/25 (76%)STREAK↗ 1EQUITY CURVE · end 0.9789 · peak 1.0050 · range [0.9504, 1.0050]1.00500.9504break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -5.44% · significant0%-5.44%▼ TROUGH -5.44%TOP DRAWDOWN PERIODS · 1 total#1 -5.44%bar 7-25 · 19 bars · ONGOINGDD SEVERITYsignificant (max -5.44%)RECOVERYongoing · 19 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9789 (-2.11%) · max DD -5.44% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −16 (16% positive) · μ=-16.45 · σ=23.63UNPROFITABLE STRATEGYLAST 42.72 (+2.50σ vs μ)55.9327.970.00-27.97-55.93μ = -16.45-28.88-28.88-28.88-28.88-12.88-12.88-12.88-12.88-12.88-12.88-19.95-19.9515.8715.8715.8715.87-38.21-38.21-55.93-55.93-30.21-30.21-30.21-30.21-42.61-42.61-42.61-42.61-8.63-8.63-4.40-4.40-8.91-8.91-8.91-8.9142.7242.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 42.720 · range [-55.93, 42.72] · μ -16.450 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=100.2190 · σ=47.2222 · range [19.1050, 169.1626] · R²=0.135▲ RISING +1.42%σ EXTREME 47.12%LAST 102.5280169.1626131.648294.133856.619419.1050μ = 100.2190max 169.1626min 19.1050dataMA(3)OLS R²=0.14μ lineμ ± σ bandmaxmin
latest 102.53% · range [19.10%, 169.16%] · μ 100.22% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.205 · σ=0.166MEAN-REVERSIONLAST -0.417 (-1.28σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.205-0.205-0.205-0.348-0.348-0.220-0.220-0.197-0.197-0.208-0.2080.0270.027-0.075-0.0750.0290.029-0.233-0.233-0.214-0.214-0.583-0.583-0.458-0.458-0.138-0.138-0.351-0.351-0.058-0.058-0.083-0.083-0.094-0.094-0.062-0.062-0.417-0.417v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.417 · |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
16.8006
p-VALUE (log scale)
0.0002
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
8.5097
p-VALUE (log scale)
0.1291
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
-2.0250
p-VALUE (log scale)
0.2854
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0125
p-VALUE (log scale)
0.0442
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7343
p-VALUE (log scale)
0.0104
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
-1.5534
p-VALUE (log scale)
0.1203
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.527 ≈ 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=1.06e-4 · top T=4.00h (33.2%) · top-3 cover 72.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.2e-43.2e-42.1e-41.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.61e-5 · 2.1% energyperiod 24.0 · power 2.61e-5 · 2.1% energyperiod 12.0 · power 8.68e-5 · 6.9% energyperiod 12.0 · power 8.68e-5 · 6.9% energyperiod 8.0 · power 3.57e-7 · 0.0% energyperiod 8.0 · power 3.57e-7 · 0.0% energyperiod 6.0 · power 1.34e-4 · 10.6% energyperiod 6.0 · power 1.34e-4 · 10.6% energyperiod 4.8 · power 2.59e-5 · 2.0% energyperiod 4.8 · power 2.59e-5 · 2.0% energyperiod 4.0 · power 4.21e-4 · 33.2% energyperiod 4.0 · power 4.21e-4 · 33.2% energyperiod 3.4 · power 5.63e-5 · 4.4% energyperiod 3.4 · power 5.63e-5 · 4.4% energyperiod 3.0 · power 3.57e-4 · 28.2% energyperiod 3.0 · power 3.57e-4 · 28.2% energyperiod 2.7 · power 1.21e-5 · 1.0% energyperiod 2.7 · power 1.21e-5 · 1.0% energyperiod 2.4 · power 1.05e-4 · 8.3% energyperiod 2.4 · power 1.05e-4 · 8.3% energyperiod 2.2 · power 4.17e-5 · 3.3% energyperiod 2.2 · power 4.17e-5 · 3.3% energyperiod 2.0 · power 3.17e-33 · 0.0% energyperiod 2.0 · power 3.17e-33 · 0.0% energy50% by T=4.0h#1 dominantT=4.00h#2T=3.00h#3T=6.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 33.2% of total energy · Σ|X̂|²/n = 1.267e-3

▸ Depth section using sovereign-store price series (531 bars · effective 1753200 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) = 0.2344 · n = 531✓ n = 531
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 × √177.54392055555556
Terminal variancebinary
0.2344
p(1−p) at resolution
Current pricep
62.5¢
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 0.00✓ n = 531
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 62.5¢ → trough 62.5¢
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
62.5%
= price
Decimal oddsEU
1.600
total return per $1
AmericanUS
-167
risk $167 to win $100
FractionalUK
0.60 / 1
profit per $1 risked
Profit per $100stake
+$60.00
clean dollar framing
-1000-5000+500+1000020406080100you · 62.5%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)
0.954 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.954 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.68 bit
self-information
Surprise · NO−log₂(1−p)
1.42 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
104830608834927845316315679375891647428461775520101082334217959903946644712381
NO token ID
107724665294541583496554377471472815907583893373792982581790950355765390259360
Snapshot fetched
2026-06-14 22:27:21 UTC
Snapshot age
43ms
History points
25 CLOB mids
Page rendered
2026-06-14 22:27:21 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d7fd9bc5e0c5095b4c3de85bd597c46edea6d521820b49114c61406c2f6c8c3f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDDraw99.9¢HL PREDSpain91.1¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?76¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,104HL PERPETH-USD perpetual$1,717.8HL PERPHYPE-USD perpetual$63

Also see: /arb opportunities · RSS feed · more in Halle Open: Ben Shelton vs Nick Kyrgios

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
0.635000
(best bid + best ask) / 2
Spread
157.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.056
ask-heavy
Imbalance (top-5)
-0.751
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-atp-shelton-kyrgios-2026-06-15/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.64000078.74bp0.6400001FILLED
BUY$10.00K0.7424271691.76bp0.81000012FILLED
BUY$100.00K0.8628853588.73bp0.99000020FILLED
SELL$1.00K0.583958803.82bp0.5400009FILLED
SELL$10.00K0.4598692757.97bp0.27000021FILLED
SELL$100.00K0.1082028296.04bp0.01000025PARTIAL

Risk metrics

▸ sovereign store · 531 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 0.63 → trough 0.63 over 0 bars

/api/asset/pm-atp-shelton-kyrgios-2026-06-15/risk · same metrics, JSON