POLYMARKET · PREDICTION MARKET · HALLE OPEN: ALEXANDER ZVEREV VS TAYLOR FRITZ

Halle Open: Alexander Zverev vs Taylor Fritz

YES · live
55.5¢
NO · live
44.5¢

▸ Advanced metrics · M2M bundle

polymarket · atp-zverev-fritz-2026-06-20 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
127.20%
max drawdown
3.54%
sharpe
—
ulcer index
2.41%
RMS drawdown
pain index
2.19%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.54%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
543
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-atp-zverev-fritz-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.2s⏱--:--:-- 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
55.5¢
NO · live
44.5¢
YES price · live 24h
n=18 · μ=0.5658 · σ=0.0088 · range [0.5450, 0.5750] · R²=0.207▼ FALLING -3.48%σ NORMAL 1.55%LAST 0.55500.57500.56750.56000.55250.5450μ = 0.5658max 0.5750min 0.5450dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
18 ticks · last 55.50¢
YES / NO split · live
YES 55.5%NO 44.5%YES55.5%55.50¢ · odds 1/1.80
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.991 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
55.5%55.5¢1.80×▬ +0.00pp
NO
44.5%44.5¢2.25×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=17 · Σ=600 · μ=35.3 · σ=46.0 · CV=1.30BURSTYcumulative energy ↗ · 50% by h=130255075100μ = 3510050%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 600bp moved · peak 100bp · n=17 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.2s
▲YES mid
55.50¢ (55.50%)
▼NO mid
44.50¢ (44.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$66.8k
≋liquidity $
$300.2k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.5658 · σ=0.0088 · range [0.5450, 0.5750] · R²=0.207▼ FALLING -3.48%σ NORMAL 1.55%LAST 0.55500.57500.56750.56000.55250.5450μ = 0.5658max 0.5750min 0.5450dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 55.50¢
NO price · CLOB mid
n=18 · μ=0.4342 · σ=0.0088 · range [0.4250, 0.4550] · R²=0.207▲ RISING +4.71%σ NORMAL 2.02%LAST 0.44500.45500.44750.44000.43250.4250μ = 0.4342max 0.4550min 0.4250dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 44.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=-0.0004 · σ=0.0052 · skew=-0.56 (left-skewed) · kurt=-0.50 (mesokurtic)1085304-0.90ppbin -0.90pp · n=4 · 40.0% peakbin -0.90pp · n=4 · 40.0% peak-0.70pp-0.50pp-0.30pp-0.10pp100.10ppbin 0.10pp · n=10 · 100.0% peakbin 0.10pp · n=10 · 100.0% peak0.30pp20.50ppbin 0.50pp · n=2 · 20.0% peakbin 0.50pp · n=2 · 20.0% peak0.70pp10.90ppbin 0.90pp · n=1 · 10.0% peakbin 0.90pp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=17
Q-Q plot · standardised Δp vs N(0,1)
n=17 · skew=-0.29 · kurt=-0.38 · near 8 / mid 9 / far 0 · OLS slope=0.93 intercept=0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=18LEFT-SKEWED (G₁=-0.67)
μ MEAN56.58¢95% CI: [56.18¢, 56.99¢]
σ STD DEV0.88ppσ² = 0.772 · CV = 1.55%
med MEDIAN56.50¢Q₁ 56.50¢ · Q₃ 57.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.00pp · IQR 1.00pp (1.349σ→1.19pp)
min 54.50¢Q₁ 56.50¢med 56.50¢Q₃ 57.50¢max 57.50¢μ
SKEWNESS · G₁-0.669left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.461mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRconsistent with normalratio = 1.19
range ↔ σconcentrated (range < 4σ)range / σ = 3.41
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+0.212within white-noise band
ρ(2) AUTOCORR-0.050lag-2 not significant
H · HURST EXPONENT0.930strongly persistent
OLS TREND · t-STAT-2.041significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.930
H = 0.930STRONGLY 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+0.212k=2-0.050k=3-0.220k=4-0.011k=5-0.0860+1−1+0.49−0.49+ momentum (ρ > +0.49)− reversal (ρ < −0.49)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.04)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.04)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 ID2607969
SLUGatp-zverev-fritz-2026-06-20
CATEGORYHalle Open: Alexander Zverev vs Taylor Fritz
TWO-SIDED PRICINGFAVOURS YES (56¢)
PRIMARY · YES55.50¢implied prob 55.50% · decimal odds 1.80×
COUNTER · NO44.50¢implied prob 44.50% · decimal odds 2.25×
55.50¢
44.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME66.82k USD 24h
LIQUIDITY300.21k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (56¢)|primary − counter| = 0.110 · entropy 0.991 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 55.5%NO 44.5%YES p̂55.5%H = 0.991 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.80×(56¢)NO2.25×(45¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.991 bits (99% 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 2026-06-27 09:30 UTC
6days
23hrs
49min
6.99 days·θ = 4.305 pp/day
YES →$1.00(P = 55.5%)
NO →$0.00(P = 44.5%)
current: $0.5550 · expected return per side: $0.44 on YES hit · $0.56 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.5dRESOLVESP projection · σ=0.88% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.305 pp/day
now6.99d left
4.305 pp/day×1.00
−25%5.24d left
4.971 pp/day×1.15
−50%3.50d left
6.088 pp/day×1.41
−75%1.75d left
8.609 pp/day×2.00
−90%16.78h left
13.612 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=17 bars · best 1.00% · worst -1.00% · typical |Δ| 0.35%BEARISH SESSION -2.00%BEST+1.00%16hWORST-1.00%1hTYPICAL |Δ|0.35%mean absoluteCUMULATIVE-2.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -0.31% · Σ -2.50%US · 16-24 UTCμ +0.50% · Σ +1.00%CUMULATIVE Δ PATH · final -2.00%+0.00%-3.00%-1.00% · 1h-1.00% · 1h-1.00%1h▼ WORST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.50% · 7h0.50% · 7h0.50%7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-1.00% · 13h-1.00% · 13h-1.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h-1.00% · 15h-1.00% · 15h-1.00%15h1.00% · 16h1.00% · 16h1.00%16h★ BEST0.00% · 17h0.00% · 17h·17hTIME PATTERNUS-led (+1.00%)RUNSup max 2 · down max 3BREADTH18% up · 24% down · 59% flat
3 up bars · 4 down · best 1.00% · worst -1.00% · typical |Δ| 0.353%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsLOSS WITH MODERATE DD (-2.01%)FINAL-2.01%MAX DD-2.98%RECOVERYONGOING · 17 barsMAX RUN-UP+0.00%UNDERWATER17/18 (94%)STREAK▬ 0EQUITY CURVE · end 0.9799 · peak 1.0000 · range [0.9702, 1.0000]1.00000.9702break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.98% · moderate0%-2.98%▼ TROUGH -2.98%TOP DRAWDOWN PERIODS · 1 total#1 -2.98%bar 2-18 · 17 bars · ONGOINGDD SEVERITYmoderate (max -2.98%)RECOVERYongoing · 17 barsTIME UNDER WATER94% of session · 17/18 bars
final equity 0.9799 (-2.01%) · max DD -2.98% · time-under-water 17/18 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +5 / −6 (36% positive) · μ=-3.54 · σ=66.43MIXED EDGELAST -24.44 (-0.31σ vs μ)140.3970.200.00-70.20-140.39μ = -3.54-46.80-46.800.000.000.000.0046.8046.8081.0681.0681.0681.0681.0681.0646.8046.800.000.00-46.80-46.80-81.06-81.06-140.39-140.39-46.80-46.80-24.44-24.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -24.439 · range [-140.39, 81.06] · μ -3.537 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=36.1062 · σ=29.5006 · range [0.0000, 93.5949] · R²=0.486▲ RISING +91.49%σ EXTREME 81.71%LAST 89.610393.594970.196246.797423.39870.0000μ = 36.1062max 93.5949min 0.0000dataMA(2)OLS R²=0.49μ lineμ ± σ bandmaxmin
latest 89.61% · range [0.00%, 93.59%] · μ 36.11% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +3 / −8 (21% positive) · μ=-0.002 · σ=0.150MEAN-REVERSIONLAST -0.023 (-0.14σ vs μ)0.2500.1250.000-0.125-0.250μ = -0.002-0.083-0.0830.0000.0000.0000.000-0.083-0.0830.2500.250-0.250-0.2500.2500.250-0.083-0.0830.0000.000-0.083-0.0830.2500.250-0.083-0.083-0.083-0.083-0.023-0.023v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.023 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.3005
p-VALUE (log scale)
0.8605
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
2.2842
p-VALUE (log scale)
0.8104
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
-1.2651
p-VALUE (log scale)
0.6431
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
-0.3638
p-VALUE (log scale)
0.7160
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2459
p-VALUE (log scale)
0.2765
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.8630
p-VALUE (log scale)
0.3881
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.209 ≈ 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=8 bins · noise floor μ=3.29e-5 · top T=4.25h (33.8%) · top-3 cover 65.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)8.9e-56.7e-54.4e-52.2e-50.0e+0μ noise floor2× noise (significance)period 17.0 · power 5.67e-5 · 21.5% energyperiod 17.0 · power 5.67e-5 · 21.5% energyperiod 8.5 · power 2.80e-5 · 10.6% energyperiod 8.5 · power 2.80e-5 · 10.6% energyperiod 5.7 · power 2.40e-5 · 9.1% energyperiod 5.7 · power 2.40e-5 · 9.1% energyperiod 4.3 · power 8.89e-5 · 33.8% energyperiod 4.3 · power 8.89e-5 · 33.8% energyperiod 3.4 · power 1.62e-5 · 6.1% energyperiod 3.4 · power 1.62e-5 · 6.1% energyperiod 2.8 · power 2.42e-5 · 9.2% energyperiod 2.8 · power 2.42e-5 · 9.2% energyperiod 2.4 · power 1.57e-5 · 6.0% energyperiod 2.4 · power 1.57e-5 · 6.0% energyperiod 2.1 · power 9.58e-6 · 3.6% energyperiod 2.1 · power 9.58e-6 · 3.6% energy50% by T=4.3h#1 dominantT=4.25h#2T=17.00h#3T=8.50hT=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 ≈ 4.25h (freq 0.235) · concentrates 33.8% of total energy · Σ|X̂|²/n = 2.632e-4

▸ Depth section using sovereign-store price series (543 bars · effective 1752518 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 7.0 d · σ/bar 0.096pp · expected |Δp| over horizon 1.25ppterminal variance p(1−p) = 0.2470 · n = 543✓ n = 543
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.096pp
one-bar volatility · logit-free
Per-day movedaily
0.47pp
σ × √24
Per-horizon move7d
1.25pp
σ × √167.82291
Terminal variancebinary
0.2470
p(1−p) at resolution
Current pricep
55.5¢
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 0.16pp · ES₉₅ 0.20pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 543
VaR 95%
0.16pp
1.645·σ (parametric) of Δp
ES 95%
0.20pp
mean of the tail
Max drawdown
3.5pp
peak 56.5¢ → trough 54.5¢
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
55.5%
= price
Decimal oddsEU
1.802
total return per $1
AmericanUS
-125
risk $125 to win $100
FractionalUK
0.80 / 1
profit per $1 risked
Profit per $100stake
+$80.18
clean dollar framing
-1000-5000+500+1000020406080100you · 55.5%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)
0.991 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.991 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.85 bit
self-information
Surprise · NO−log₂(1−p)
1.17 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
50156567015439068980248545052073874967579551747571297865470166060559276187968
NO token ID
70373812372678611634355793144016562481037593556697847690795512094443869264013
Snapshot fetched
2026-06-20 09:40:20 UTC
Snapshot age
17.2s
History points
18 CLOB mids
Page rendered
2026-06-20 09:40:37 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
676e6dbf9c77bb28c0540a2af4d1cc4811876ebdeafda61e5bcdb22994c8c2f6 · 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: Alexander Zverev vs Taylor Fritz

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
0.555000
(best bid + best ask) / 2
Spread
180.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.311
ask-heavy
Imbalance (top-5)
-0.712
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-zverev-fritz-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.56000090.09bp0.5600001FILLED
BUY$10.00K0.56000090.09bp0.5600001FILLED
BUY$100.00K0.56000090.09bp0.5600001FILLED
SELL$1.00K0.55000090.09bp0.5500001FILLED
SELL$10.00K0.541301246.83bp0.5400002FILLED
SELL$100.00K0.1451897383.98bp0.01000025PARTIAL

Risk metrics

▸ sovereign store · 543 barsperiods/year ≈ 1.75M
Realized vol (annualised)
230.54%
σ per bar = 0.001741
Mean return (annualised)
-5774.13%
μ per bar = -0.000033
Sharpe (rf=0)
-25.05
annualised; risk-free assumed zero
Max drawdown
3.54%
peak 0.56 → trough 0.55 over 99 bars

/api/asset/pm-atp-zverev-fritz-2026-06-20/risk · same metrics, JSON