POLYMARKET · PREDICTION MARKET · SPORTS

ICC T20 World Cup, Women: Australia vs Netherlands

YES · live
99.9¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · crint-aus2-nld4-2026-06-20 · fresh · feed 12s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
96.77%
max drawdown
0.50%
sharpe
—
ulcer index
0.20%
RMS drawdown
pain index
0.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.48%
cond. drawdown
gain/pain
2.25
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.25
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
713
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-crint-aus2-nld4-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.5s⏱--:--:-- 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
99.9¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.9758 · σ=0.0094 · range [0.9605, 0.9985] · R²=0.032▲ RISING +1.78%σ LOW 0.96%LAST 0.99850.99850.98900.97950.97000.9605μ = 0.9758max 0.9985min 0.9605dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.85¢
YES / NO split · live
YES 99.9%NO 0.1%YES99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
99.9%99.9¢1.00×▬ +0.00pp
NO
0.1%0.1¢666.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=745 · μ=31.0 · σ=42.1 · CV=1.36BURSTY · concentratedcumulative energy ↗ · 50% by h=1703978116155μ = 3115550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 745bp moved · peak 155bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.5s
▲YES mid
99.85¢ (99.85%)
▼NO mid
0.15¢ (0.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$61.9k
≋liquidity $
$47.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9758 · σ=0.0094 · range [0.9605, 0.9985] · R²=0.032▲ RISING +1.78%σ LOW 0.96%LAST 0.99850.99850.98900.97950.97000.9605μ = 0.9758max 0.9985min 0.9605dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.85¢
NO price · CLOB mid
n=25 · μ=0.0242 · σ=0.0094 · range [0.0015, 0.0395] · R²=0.032▼ FALLING -92.11%σ EXTREME 38.77%LAST 0.00150.03950.03000.02050.01100.0015μ = 0.0242max 0.0395min 0.0015dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0005 · σ=0.0050 · skew=0.77 (right-skewed) · kurt=1.17 (leptokurtic (fat tails))13107302-0.87ppbin -0.87pp · n=2 · 15.4% peakbin -0.87pp · n=2 · 15.4% peak-0.62pp1-0.36ppbin -0.36pp · n=1 · 7.7% peakbin -0.36pp · n=1 · 7.7% peak13-0.11ppbin -0.11pp · n=13 · 100.0% peakbin -0.11pp · n=13 · 100.0% peak20.15ppbin 0.15pp · n=2 · 15.4% peakbin 0.15pp · n=2 · 15.4% peak30.40ppbin 0.40pp · n=3 · 23.1% peakbin 0.40pp · n=3 · 23.1% peak0.66pp20.91ppbin 0.91pp · n=2 · 15.4% peakbin 0.91pp · n=2 · 15.4% peak1.17pp11.42ppbin 1.42pp · n=1 · 7.7% peakbin 1.42pp · n=1 · 7.7% 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=0.53 · kurt=1.86 · near 12 / mid 12 / far 0 · OLS slope=0.95 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER TAIL NORMAL-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=0.86)
μ MEAN97.58¢95% CI: [97.21¢, 97.95¢]
σ STD DEV0.94ppσ² = 0.882 · CV = 0.96%
med MEDIAN97.45¢Q₁ 97.15¢ · Q₃ 98.05¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.80pp · IQR 0.90pp (1.349σ→1.27pp)
min 96.05¢Q₁ 97.15¢med 97.45¢Q₃ 98.05¢max 99.85¢μ
SKEWNESS · G₁0.863right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.638mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 1.41
range ↔ σwide tails (range > 4σ)range / σ = 4.05
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+0.231within white-noise band
ρ(2) AUTOCORR-0.074lag-2 not significant
H · HURST EXPONENT0.853strongly persistent
OLS TREND · t-STAT+0.879fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.853
H = 0.853STRONGLY 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+0.231k=2-0.074k=3+0.217k=4-0.033k=5+0.0360+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]NOT SIGNIFICANT (|t|=0.88)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.94very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.88)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 ID2583170
SLUGcrint-aus2-nld4-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.85¢implied prob 99.85% · decimal odds 1.00×
COUNTER · NO0.15¢implied prob 0.15% · decimal odds 666.67×
99.85¢
0.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME61.91k USD 24h
LIQUIDITY47.62k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%NO 0.1%YES p̂99.9%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO666.67×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.016 bits (2% 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 2026-06-27 05:30 UTC
6days
18hrs
24min
6.77 days·θ = 4.600 pp/day
YES →$1.00(P = 99.9%)
NO →$0.00(P = 0.1%)
current: $0.9985 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4dRESOLVESP projection · σ=0.94% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.600 pp/day
now6.77d left
4.600 pp/day×1.00
−25%5.08d left
5.312 pp/day×1.15
−50%3.38d left
6.505 pp/day×1.41
−75%1.69d left
9.200 pp/day×2.00
−90%16.24h left
14.547 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 1.55% · worst -1.00% · typical |Δ| 0.31%MILD BULLISH +1.75%BEST+1.55%22hWORST-1.00%15hTYPICAL |Δ|0.31%mean absoluteCUMULATIVE+1.75%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.09% · Σ -0.65%EUROPE · 08-16 UTCμ -0.16% · Σ -1.30%US · 16-24 UTCμ +0.46% · Σ +3.70%CUMULATIVE Δ PATH · final +1.75%+1.75%-2.05%0.00% · 1h0.00% · 1h·1h-0.05% · 2h-0.05% · 2h-0.05%2h0.05% · 3h0.05% · 3h0.05%3h-0.95% · 4h-0.95% · 4h-0.95%4h0.00% · 5h0.00% · 5h·5h0.35% · 6h0.35% · 6h0.35%6h-0.05% · 7h-0.05% · 7h-0.05%7h0.00% · 8h0.00% · 8h·8h-0.10% · 9h-0.10% · 9h-0.10%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.30% · 13h0.30% · 13h0.30%13h-0.45% · 14h-0.45% · 14h-0.45%14h-1.00% · 15h-1.00% · 15h-1.00%15h▼ WORST-0.10% · 16h-0.10% · 16h-0.10%16h0.45% · 17h0.45% · 17h0.45%17h0.00% · 18h0.00% · 18h·18h0.85% · 19h0.85% · 19h0.85%19h0.25% · 20h0.25% · 20h0.25%20h-0.10% · 21h-0.10% · 21h-0.10%21h1.55% · 22h1.55% · 22h1.55%22h★ BEST0.80% · 23h0.80% · 23h0.80%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+3.70%)RUNSup max 2 · down max 3BREADTH33% up · 38% down · 29% flat
8 up bars · 9 down · best 1.55% · worst -1.00% · typical |Δ| 0.310%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.73%FINAL+1.73%MAX DD-2.04%RECOVERYFULLY RECOVEREDMAX RUN-UP+1.73%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0173 · peak 1.0173 · range [0.9796, 1.0173]1.01730.9796break-even = 1★ PEAK 1.0173UNDERWATER DRAWDOWN · max -2.04% · moderate0%-2.04%▼ TROUGH -2.04%TOP DRAWDOWN PERIODS · 1 total#1 -2.04%bar 3-22 · 20 bars · recoveredDD SEVERITYmoderate (max -2.04%)RECOVERYfully recoveredTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0173 (1.73%) · max DD -2.04% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=1.58 · σ=45.08MIXED EDGELAST 83.31 (+1.81σ vs μ)83.3141.660.00-41.66-83.31μ = 1.58-21.25-21.25-23.11-23.11-21.25-21.25-26.93-26.9314.3114.3114.3114.31-76.42-76.4216.6516.65-19.43-19.43-40.75-40.75-42.71-42.71-23.60-23.60-23.60-23.60-5.98-5.9811.2011.2056.1356.1375.9275.9283.3183.3183.3183.31v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 83.314 · range [-76.42, 83.31] · μ 1.585 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=39.4176 · σ=17.6014 · range [3.8210, 61.0463] · R²=0.321▲ RISING +42.41%σ EXTREME 44.65%LAST 58.705561.046346.740032.433618.12733.8210μ = 39.4176max 61.0463min 3.8210dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 58.71% · range [3.82%, 61.05%] · μ 39.42% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.071 · σ=0.202CLOSE TO MARTINGALELAST -0.221 (-0.74σ vs μ)0.4140.2070.000-0.207-0.414μ = -0.071-0.160-0.160-0.144-0.144-0.144-0.1440.0050.005-0.136-0.136-0.061-0.061-0.133-0.1330.0820.082-0.414-0.4140.2320.2320.1270.1270.1330.1330.1470.1470.2240.2240.0880.088-0.365-0.365-0.378-0.378-0.235-0.235-0.221-0.221v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.221 · |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

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
8.1039
p-VALUE (log scale)
0.0174
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
3.0794
p-VALUE (log scale)
0.6904
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
-0.2757
p-VALUE (log scale)
0.9222
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
0.2662
p-VALUE (log scale)
0.7901
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1885
p-VALUE (log scale)
0.3768
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
1.1524
p-VALUE (log scale)
0.2491
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.351 ≈ 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=2.62e-5 · top T=12.00h (21.8%) · top-3 cover 53.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.9e-55.1e-53.4e-51.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.96e-5 · 15.8% energyperiod 24.0 · power 4.96e-5 · 15.8% energyperiod 12.0 · power 6.85e-5 · 21.8% energyperiod 12.0 · power 6.85e-5 · 21.8% energyperiod 8.0 · power 1.71e-6 · 0.5% energyperiod 8.0 · power 1.71e-6 · 0.5% energyperiod 6.0 · power 2.99e-5 · 9.5% energyperiod 6.0 · power 2.99e-5 · 9.5% energyperiod 4.8 · power 2.91e-5 · 9.3% energyperiod 4.8 · power 2.91e-5 · 9.3% energyperiod 4.0 · power 1.93e-5 · 6.1% energyperiod 4.0 · power 1.93e-5 · 6.1% energyperiod 3.4 · power 4.83e-5 · 15.4% energyperiod 3.4 · power 4.83e-5 · 15.4% energyperiod 3.0 · power 1.89e-5 · 6.0% energyperiod 3.0 · power 1.89e-5 · 6.0% energyperiod 2.7 · power 3.25e-5 · 10.4% energyperiod 2.7 · power 3.25e-5 · 10.4% energyperiod 2.4 · power 1.37e-5 · 4.4% energyperiod 2.4 · power 1.37e-5 · 4.4% energyperiod 2.2 · power 5.63e-7 · 0.2% energyperiod 2.2 · power 5.63e-7 · 0.2% energyperiod 2.0 · power 1.76e-6 · 0.6% energyperiod 2.0 · power 1.76e-6 · 0.6% energy50% by T=4.8h#1 dominantT=12.00h#2T=24.00h#3T=3.43hT=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 ≈ 12.00h (freq 0.083) · concentrates 21.8% of total energy · Σ|X̂|²/n = 3.139e-4

▸ Depth section using sovereign-store price series (713 bars · effective 1752713 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 6.8 d · σ/bar 0.073pp · expected |Δp| over horizon 0.93ppterminal variance p(1−p) = 0.0015 · n = 713✓ n = 713
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.073pp
one-bar volatility · logit-free
Per-day movedaily
0.36pp
σ × √24
Per-horizon move7d
0.93pp
σ × √162.40916555555555
Terminal variancebinary
0.0015
p(1−p) at resolution
Current pricep
99.9¢
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 0.12pp · ES₉₅ 0.15pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.03✓ n = 713
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
0.5pp
peak 99.1¢ → trough 98.6¢
Median step
0.10pp
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
99.9%
= price
Decimal oddsEU
1.002
total return per $1
AmericanUS
-66567
risk $66567 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.15
clean dollar framing
-1000-5000+500+1000020406080100you · 99.9%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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
9.38 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
105170237807087786269370870296323605181254585914539243821138980233685208458178
NO token ID
88355263852060999690858191881666530548482015909394963464431618315175202264661
Snapshot fetched
2026-06-20 11:05:14 UTC
Snapshot age
12.5s
History points
25 CLOB mids
Page rendered
2026-06-20 11:05:27 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a72208676986469d8e9638d2cd2927cafb34e5a6ad916915170a2424796218bd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Paraguay win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,629HL PERPHYPE-USD perpetual$70.83HL PERPETH-USD perpetual$1,727.4

Also see: /arb opportunities · RSS feed · more in Sports

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
+1.000
bid-heavy
Imbalance (top-5)
+1.000
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-crint-aus2-nld4-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 713 barsperiods/year ≈ 1.75M
Realized vol (annualised)
98.49%
σ per bar = 0.000744
Mean return (annualised)
6241.91%
μ per bar = 0.000036
Sharpe (rf=0)
63.38
annualised; risk-free assumed zero
Max drawdown
0.50%
peak 0.99 → trough 0.99 over 34 bars

/api/asset/pm-crint-aus2-nld4-2026-06-20/risk · same metrics, JSON