POLYMARKET · PREDICTION MARKET · HALLE OPEN: BEN SHELTON VS ETHAN QUINN

Halle Open: Ben Shelton vs Ethan Quinn

YES · live
72.5¢
NO · live
27.5¢

▸ Advanced metrics · M2M bundle

polymarket · atp-shelton-quinn-2026-06-18 · fresh · feed 16s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1250.88%
max drawdown
23.28%
sharpe
—
ulcer index
4.77%
RMS drawdown
pain index
2.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.73%
cond. drawdown
gain/pain
0.86
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.86
upside/downside
roll spread
2.3 bps
implied (price-only)
bars used
527
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-atp-shelton-quinn-2026-06-18/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.0s⏱--:--:-- 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
72.5¢
NO · live
27.5¢
YES price · live 24h
n=20 · μ=0.7672 · σ=0.0563 · range [0.5750, 0.9150] · R²=0.001▼ FALLING -25.81%σ HIGH 7.34%LAST 0.57500.91500.83000.74500.66000.5750μ = 0.7672max 0.9150min 0.5750dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 57.50¢
YES / NO split · live
YES 72.5%NO 27.5%YES72.5%72.50¢ · odds 1/1.38
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.849 / 1.00 bits (85%) · high uncertainty
YES
72.5%72.5¢1.38×▬ +0.00pp
NO
27.5%27.5¢3.64×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=5,600 · μ=294.7 · σ=798.9 · CV=2.71BURSTY · concentratedcumulative energy ↗ · 50% by h=1908501,7002,5503,400μ = 2953,40050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 5600bp moved · peak 3400bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.0s
▲YES mid
72.50¢ (72.50%)
▼NO mid
27.50¢ (27.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$236.4k
≋liquidity $
$77.9k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.7672 · σ=0.0563 · range [0.5750, 0.9150] · R²=0.001▼ FALLING -25.81%σ HIGH 7.34%LAST 0.57500.91500.83000.74500.66000.5750μ = 0.7672max 0.9150min 0.5750dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 57.50¢
NO price · CLOB mid
n=20 · μ=0.2327 · σ=0.0563 · range [0.0850, 0.4250] · R²=0.001▲ RISING +88.89%σ EXTREME 24.20%LAST 0.42500.42500.34000.25500.17000.0850μ = 0.2327max 0.4250min 0.0850dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 42.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0095 · σ=0.0762 · skew=-3.31 (left-skewed) · kurt=11.17 (leptokurtic (fat tails))16128401-31.70ppbin -31.70pp · n=1 · 6.3% peakbin -31.70pp · n=1 · 6.3% peak-27.10pp-22.50pp-17.90pp-13.30pp-8.70pp1-4.10ppbin -4.10pp · n=1 · 6.3% peakbin -4.10pp · n=1 · 6.3% peak160.50ppbin 0.50pp · n=16 · 100.0% peakbin 0.50pp · n=16 · 100.0% peak5.10pp19.70ppbin 9.70pp · n=1 · 6.3% peakbin 9.70pp · n=1 · 6.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=-3.14 · kurt=10.72 · near 5 / mid 10 / far 4 · OLS slope=0.68 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.06σsample ↓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=20LEPTOKURTIC · FAT TAILS (G₂=6.16)
μ MEAN76.72¢95% CI: [74.26¢, 79.19¢]
σ STD DEV5.63ppσ² = 31.723 · CV = 7.34%
med MEDIAN76.50¢Q₁ 76.50¢ · Q₃ 77.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 34.00pp · IQR 1.00pp (1.349σ→7.60pp)
min 57.50¢Q₁ 76.50¢med 76.50¢Q₃ 77.50¢max 91.50¢μ
SKEWNESS · G₁-1.078left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.158leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRdiverges from normalratio = 7.60
range ↔ σextreme outliers (range > 6σ)range / σ = 6.04
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) -0.29 + ADF rejected
ρ(1) AUTOCORR-0.287within white-noise band
ρ(2) AUTOCORR-0.050lag-2 not significant
H · HURST EXPONENT0.785strongly persistent
OLS TREND · t-STAT-0.099fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.785
H = 0.785STRONGLY 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=1-0.287k=2-0.050k=3-0.028k=4+0.046k=5-0.0190+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.10)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.29 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.86very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.10)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 ID2583273
SLUGatp-shelton-quinn-2026-06-18
CATEGORYHalle Open: Ben Shelton vs Ethan Quinn
TWO-SIDED PRICINGFAVOURS YES (73¢)
PRIMARY · YES72.50¢implied prob 72.50% · decimal odds 1.38×
COUNTER · NO27.50¢implied prob 27.50% · decimal odds 3.64×
72.50¢
27.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME236.40k USD 24h
LIQUIDITY77.95k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (73¢)|primary − counter| = 0.450 · entropy 0.849 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
YES 72.5%NO 27.5%YES p̂72.5%H = 0.849 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.38×(73¢)NO3.64×(28¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.849 bits (85% 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 2026-06-25 11:00 UTC
6days
22hrs
02min
6.92 days·θ = 27.593 pp/day
YES →$1.00(P = 72.5%)
NO →$0.00(P = 27.5%)
current: $0.7250 · expected return per side: $0.28 on YES hit · $0.72 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.5dRESOLVESP projection · σ=5.63% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 27.593 pp/day
now6.92d left
27.593 pp/day×1.00
−25%5.19d left
31.861 pp/day×1.15
−50%3.46d left
39.022 pp/day×1.41
−75%1.73d left
55.185 pp/day×2.00
−90%16.60h left
87.256 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=19 bars · best 12.00% · worst -34.00% · typical |Δ| 2.95%BEARISH SESSION -20.00%BEST+12.00%18hWORST-34.00%19hTYPICAL |Δ|2.95%mean absoluteCUMULATIVE-20.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ -4.88% · Σ -19.50%CUMULATIVE Δ PATH · final -20.00%+14.00%-20.00%-2.00% · 1h-2.00% · 1h-2.00%1h1.00% · 2h1.00% · 2h1.00%2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h0.00% · 5h0.00% · 5h·5h-0.50% · 6h-0.50% · 6h-0.50%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·11h0.00% · 12h0.00% · 12h·12h1.00% · 13h1.00% · 13h1.00%13h1.00% · 14h1.00% · 14h1.00%14h-1.50% · 15h-1.50% · 15h-1.50%15h0.50% · 16h0.50% · 16h0.50%16h2.00% · 17h2.00% · 17h2.00%17h12.00% · 18h12.00% · 18h12.00%18h★ BEST-34.00% · 19h-34.00% · 19h-34.00%19h▼ WORSTTIME PATTERNEurope-led (+0.50%)RUNSup max 3 · down max 1BREADTH37% up · 21% down · 42% flat
7 up bars · 4 down · best 12.00% · worst -34.00% · typical |Δ| 2.947%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsSEVERE DRAWDOWN -24.64%FINAL-24.64%MAX DD-34.00%RECOVERYONGOING · 1 barsMAX RUN-UP+14.18%UNDERWATER16/20 (80%)STREAK↘ 1EQUITY CURVE · end 0.7536 · peak 1.1418 · range [0.7536, 1.1418]1.14180.7536break-even = 1★ PEAK 1.1418UNDERWATER DRAWDOWN · max -34.00% · severe0%-34.00%▼ TROUGH -34.00%TOP DRAWDOWN PERIODS · 3 total#1 -34.00%bar 20-20 · 1 bars · ONGOING#2 -2.00%bar 2-14 · 13 bars · recovered#3 -1.50%bar 16-17 · 2 bars · recoveredDD SEVERITYsevere (max -34.00%)RECOVERYongoing · 1 barsTIME UNDER WATER80% of session · 16/20 bars
final equity 0.7536 (-24.64%) · max DD -34.00% · time-under-water 16/20 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +7 / −4 (44% positive) · μ=11.75 · σ=37.38MIXED EDGELAST -22.73 (-0.92σ vs μ)81.0640.530.00-40.53-81.06μ = 11.75-8.90-8.9073.3273.320.000.000.000.00-46.80-46.80-46.80-46.800.000.000.000.000.000.0046.8046.8081.0681.069.909.9019.6619.6631.7931.7950.6450.64-22.73-22.73v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -22.727 · range [-46.80, 81.06] · μ 11.747 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=199.5592 · σ=467.5919 · range [0.0000, 1879.0496] · R²=0.286▲ RISING +1426.75%σ EXTREME 234.31%LAST 1879.04961879.04961409.2872939.5248469.76240.0000μ = 199.5592max 1879.0496min 0.0000dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 1879.05% · range [0.00%, 1879.05%] · μ 199.56% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +2 / −9 (13% positive) · μ=-0.126 · σ=0.195MEAN-REVERSIONLAST -0.280 (-0.79σ vs μ)0.4770.2390.000-0.239-0.477μ = -0.126-0.364-0.364-0.477-0.4770.0000.0000.0000.000-0.417-0.417-0.083-0.0830.0000.0000.0000.0000.0000.000-0.083-0.0830.2500.250-0.183-0.183-0.279-0.279-0.154-0.1540.0510.051-0.280-0.280v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.280 · |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
205.4589
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
1.9664
p-VALUE (log scale)
0.8548
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
-6.9620
p-VALUE (log scale)
< 0.0001
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
0.6299
p-VALUE (log scale)
0.5287
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0797
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
-3.1192
p-VALUE (log scale)
0.0018
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.284 → 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=9 bins · noise floor μ=7.18e-3 · top T=2.11h (14.9%) · top-3 cover 42.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)9.6e-37.2e-34.8e-32.4e-30.0e+0μ noise floorperiod 19.0 · power 2.84e-3 · 4.4% energyperiod 19.0 · power 2.84e-3 · 4.4% energyperiod 9.5 · power 3.88e-3 · 6.0% energyperiod 9.5 · power 3.88e-3 · 6.0% energyperiod 6.3 · power 5.23e-3 · 8.1% energyperiod 6.3 · power 5.23e-3 · 8.1% energyperiod 4.8 · power 7.70e-3 · 11.9% energyperiod 4.8 · power 7.70e-3 · 11.9% energyperiod 3.8 · power 9.06e-3 · 14.0% energyperiod 3.8 · power 9.06e-3 · 14.0% energyperiod 3.2 · power 8.80e-3 · 13.6% energyperiod 3.2 · power 8.80e-3 · 13.6% energyperiod 2.7 · power 8.51e-3 · 13.2% energyperiod 2.7 · power 8.51e-3 · 13.2% energyperiod 2.4 · power 9.01e-3 · 13.9% energyperiod 2.4 · power 9.01e-3 · 13.9% energyperiod 2.1 · power 9.62e-3 · 14.9% energyperiod 2.1 · power 9.62e-3 · 14.9% energy50% by T=3.2h#1 dominantT=2.11h#2T=3.80h#3T=2.38hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 2.11h (freq 0.474) · concentrates 14.9% of total energy · Σ|X̂|²/n = 6.465e-2

▸ Depth section using sovereign-store price series (527 bars · effective 1752908 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 6.9 d · σ/bar 0.945pp · expected |Δp| over horizon 12.18ppterminal variance p(1−p) = 0.1994 · n = 527✓ n = 527
μ per bar
-0.010pp
average Δp · drift
σ per bar
0.945pp
one-bar volatility · logit-free
Per-day movedaily
4.63pp
σ × √24
Per-horizon move7d
12.18pp
σ × √166.0387825
Terminal variancebinary
0.1994
p(1−p) at resolution
Current pricep
72.5¢
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 1.56pp · ES₉₅ 1.96pp · method parametric · drift-correcteddrift -0.010pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.03✓ n = 527
VaR 95%
1.56pp
1.645·σ (parametric) of Δp
ES 95%
1.96pp
mean of the tail
Max drawdown
23.3pp
peak 94.5¢ → trough 72.5¢
Median step
1.00pp
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
72.5%
= price
Decimal oddsEU
1.379
total return per $1
AmericanUS
-264
risk $264 to win $100
FractionalUK
0.38 / 1
profit per $1 risked
Profit per $100stake
+$37.93
clean dollar framing
-1000-5000+500+1000020406080100you · 72.5%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)
0.849 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.849 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.46 bit
self-information
Surprise · NO−log₂(1−p)
1.86 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
41554291482525932998507615552646857370347022269701925030554455093425592577306
NO token ID
38038529891623113006936901371779183131932209946996483520518865173925049445452
Snapshot fetched
2026-06-18 12:57:24 UTC
Snapshot age
16.0s
History points
20 CLOB mids
Page rendered
2026-06-18 12:57:40 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6b8ac63283b889aa457fb9b9a1262eb76147dcbfdcf69968cf80a73b89f01b7b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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

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
0.675000
(best bid + best ask) / 2
Spread
148.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.408
bid-heavy
Imbalance (top-5)
-0.136
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-quinn-2026-06-18/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.716518615.08bp0.7200005FILLED
BUY$10.00K0.719650661.49bp0.7200005FILLED
BUY$100.00K0.8493672583.22bp0.97000022FILLED
SELL$1.00K0.661515199.78bp0.6600002FILLED
SELL$10.00K0.647155412.52bp0.6400004FILLED
SELL$100.00K0.0713948942.31bp0.01000034PARTIAL

Risk metrics

▸ sovereign store · 527 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1508.21%
σ per bar = 0.011392
Mean return (annualised)
-22225.06%
μ per bar = -0.000127
Sharpe (rf=0)
-14.74
annualised; risk-free assumed zero
Max drawdown
23.28%
peak 0.94 → trough 0.72 over 50 bars

/api/asset/pm-atp-shelton-quinn-2026-06-18/risk · same metrics, JSON