POLYMARKET · PREDICTION MARKET · SPORTS

ICC T20 World Cup, Women: Bangladesh vs Netherlands

YES · live
99.5¢
NO · live
0.5¢

▸ Advanced metrics · M2M bundle

polymarket · crint-bgd3-nld4-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1460.17%
max drawdown
18.56%
sharpe
—
ulcer index
8.38%
RMS drawdown
pain index
5.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
18.56%
cond. drawdown
gain/pain
2.08
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.08
upside/downside
roll spread
11.1 bps
implied (price-only)
bars used
625
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-crint-bgd3-nld4-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH20ms⏱--:--:-- 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
99.5¢
NO · live
0.5¢
YES price · live 24h
n=25 · μ=0.7492 · σ=0.0838 · range [0.7000, 0.9995] · R²=0.259▲ RISING +33.27%σ HIGH 11.19%LAST 0.99950.99950.92460.84980.77490.7000μ = 0.7492max 0.9995min 0.7000dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 99.5%NO 0.5%YES99.5%99.50¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES
99.5%99.5¢1.01×▬ +0.00pp
NO
0.5%0.5¢200.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,595 · μ=233.1 · σ=338.4 · CV=1.45BURSTY · concentratedcumulative energy ↗ · 50% by h=2103006009001,200μ = 2331,20050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5595bp moved · peak 1200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
20ms
▲YES mid
99.50¢ (99.50%)
▼NO mid
0.50¢ (0.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$174.7k
≋liquidity $
$69.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7492 · σ=0.0838 · range [0.7000, 0.9995] · R²=0.259▲ RISING +33.27%σ HIGH 11.19%LAST 0.99950.99950.92460.84980.77490.7000μ = 0.7492max 0.9995min 0.7000dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.2508 · σ=0.0838 · range [0.0005, 0.3000] · R²=0.259▼ FALLING -99.80%σ EXTREME 33.42%LAST 0.00050.30000.22510.15020.07540.0005μ = 0.2508max 0.3000min 0.0005dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0114 · σ=0.0362 · skew=1.41 (right-skewed) · kurt=2.41 (leptokurtic (fat tails))1186302-4.63ppbin -4.63pp · n=2 · 18.2% peakbin -4.63pp · n=2 · 18.2% peak-2.88pp5-1.13ppbin -1.13pp · n=5 · 45.5% peakbin -1.13pp · n=5 · 45.5% peak110.62ppbin 0.62pp · n=11 · 100.0% peakbin 0.62pp · n=11 · 100.0% peak22.37ppbin 2.37pp · n=2 · 18.2% peakbin 2.37pp · n=2 · 18.2% peak24.12ppbin 4.12pp · n=2 · 18.2% peakbin 4.12pp · n=2 · 18.2% peak5.87pp7.62pp9.38pp211.12ppbin 11.12pp · n=2 · 18.2% peakbin 11.12pp · n=2 · 18.2% 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=1.54 · kurt=2.59 · near 9 / mid 14 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY 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=25LEPTOKURTIC · FAT TAILS (G₂=3.64)
μ MEAN74.92¢95% CI: [71.63¢, 78.20¢]
σ STD DEV8.38ppσ² = 70.264 · CV = 11.19%
med MEDIAN71.50¢Q₁ 70.50¢ · Q₃ 75.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 29.95pp · IQR 4.50pp (1.349σ→11.31pp)
min 70.00¢Q₁ 70.50¢med 71.50¢Q₃ 75.00¢max 99.95¢μ
SKEWNESS · G₁2.210right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.640leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.41
σ × 1.349 ↔ IQRdiverges from normalratio = 2.51
range ↔ σconcentrated (range < 4σ)range / σ = 3.57
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+0.379within white-noise band
ρ(2) AUTOCORR+0.047lag-2 not significant
H · HURST EXPONENT0.776strongly persistent
OLS TREND · t-STAT+2.837significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.776
H = 0.776STRONGLY 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+0.379k=2+0.047k=3+0.013k=4-0.030k=5-0.0270+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|=2.84)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.93very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.84)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 ID2506748
SLUGcrint-bgd3-nld4-2026-06-14
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.50¢implied prob 99.50% · decimal odds 1.01×
COUNTER · NO0.50¢implied prob 0.50% · decimal odds 200.00×
99.50¢
0.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME174.74k USD 24h
LIQUIDITY69.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.990 · entropy 0.045 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 99.5%NO 0.5%YES p̂99.5%H = 0.045 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.01×(100¢)NO200.00×(1¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.045 bits (5% 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 2026-06-21 05:30 UTC
6days
16hrs
14min
6.68 days·θ = 41.065 pp/day
YES →$1.00(P = 99.5%)
NO →$0.00(P = 0.5%)
current: $0.9950 · expected return per side: $0.01 on YES hit · $0.99 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.3dRESOLVESP projection · σ=8.38% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 41.065 pp/day
now6.68d left
41.065 pp/day×1.00
−25%5.01d left
47.418 pp/day×1.15
−50%3.34d left
58.075 pp/day×1.41
−75%1.67d left
82.130 pp/day×2.00
−90%16.02h left
129.859 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 12.00% · worst -5.50% · typical |Δ| 2.33%MILD BULLISH +24.95%BEST+12.00%22hWORST-5.50%2hTYPICAL |Δ|2.33%mean absoluteCUMULATIVE+24.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ +3.56% · Σ +28.45%CUMULATIVE Δ PATH · final +24.95%+24.95%-5.00%1.00% · 1h1.00% · 1h1.00%1h-5.50% · 2h-5.50% · 2h-5.50%2h▼ WORST4.50% · 3h4.50% · 3h4.50%3h-1.00% · 4h-1.00% · 4h-1.00%4h-4.00% · 5h-4.00% · 5h-4.00%5h0.00% · 6h0.00% · 6h·6h2.50% · 7h2.50% · 7h2.50%7h-1.50% · 8h-1.50% · 8h-1.50%8h0.00% · 9h0.00% · 9h·9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h1.50% · 13h1.50% · 13h1.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h-2.00% · 19h-2.00% · 19h-2.00%19h1.00% · 20h1.00% · 20h1.00%20h4.50% · 21h4.50% · 21h4.50%21h12.00% · 22h12.00% · 22h12.00%22h★ BEST11.95% · 23h11.95% · 23h11.95%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+28.45%)RUNSup max 4 · down max 2BREADTH42% up · 29% down · 29% flat
10 up bars · 7 down · best 12.00% · worst -5.50% · typical |Δ| 2.331%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +25.97%FINAL+25.97%MAX DD-6.19%RECOVERYFULLY RECOVEREDMAX RUN-UP+25.97%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.2597 · peak 1.2597 · range [0.9475, 1.2597]1.25970.9475break-even = 1★ PEAK 1.2597UNDERWATER DRAWDOWN · max -6.19% · significant0%-6.19%▼ TROUGH -6.19%TOP DRAWDOWN PERIODS · 1 total#1 -6.19%bar 3-22 · 20 bars · recoveredDD SEVERITYsignificant (max -6.19%)RECOVERYfully recoveredTIME UNDER WATER80% of session · 20/25 bars
final equity 1.2597 (25.97%) · max DD -6.19% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −6 (58% positive) · μ=13.35 · σ=32.54MIXED EDGELAST 70.12 (+1.74σ vs μ)70.1235.060.00-35.06-70.12μ = 13.35-21.74-21.74-14.42-14.422.582.58-29.20-29.20-29.20-29.200.000.005.605.60-7.30-7.309.069.069.069.0633.9533.9552.9952.9941.4441.44-23.70-23.700.000.0032.8232.8251.5051.5070.1270.1270.1270.12v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 70.117 · range [-29.20, 70.12] · μ 13.351 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=215.9836 · σ=168.9708 · range [64.5058, 571.5709] · R²=0.062▲ RISING +70.25%σ EXTREME 78.23%LAST 571.5709571.5709444.8046318.0383191.272164.5058μ = 215.9836max 571.5709min 64.5058dataMA(3)OLS R²=0.06μ lineμ ± σ bandmaxmin
latest 571.57% · range [64.51%, 571.57%] · μ 215.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.095 · σ=0.284MEAN-REVERSIONLAST 0.237 (+1.17σ vs μ)0.5790.2900.000-0.290-0.579μ = -0.095-0.566-0.566-0.361-0.361-0.089-0.089-0.096-0.096-0.155-0.155-0.395-0.395-0.366-0.3660.1230.123-0.024-0.024-0.036-0.036-0.184-0.184-0.218-0.218-0.363-0.3630.0380.038-0.333-0.3330.0850.0850.3150.3150.5790.5790.2370.237v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.237 · |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
23.2878
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
4.0161
p-VALUE (log scale)
0.5491
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
1.1139
p-VALUE (log scale)
0.9990
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
0.9145
p-VALUE (log scale)
0.3605
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3877
p-VALUE (log scale)
0.0824
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
1.7806
p-VALUE (log scale)
0.0750
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.542 ≈ 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=1.58e-3 · top T=12.00h (17.7%) · top-3 cover 50.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.4e-32.5e-31.7e-38.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.07e-3 · 16.2% energyperiod 24.0 · power 3.07e-3 · 16.2% energyperiod 12.0 · power 3.36e-3 · 17.7% energyperiod 12.0 · power 3.36e-3 · 17.7% energyperiod 8.0 · power 3.09e-3 · 16.3% energyperiod 8.0 · power 3.09e-3 · 16.3% energyperiod 6.0 · power 1.65e-3 · 8.7% energyperiod 6.0 · power 1.65e-3 · 8.7% energyperiod 4.8 · power 2.91e-3 · 15.3% energyperiod 4.8 · power 2.91e-3 · 15.3% energyperiod 4.0 · power 8.49e-4 · 4.5% energyperiod 4.0 · power 8.49e-4 · 4.5% energyperiod 3.4 · power 3.04e-4 · 1.6% energyperiod 3.4 · power 3.04e-4 · 1.6% energyperiod 3.0 · power 3.61e-4 · 1.9% energyperiod 3.0 · power 3.61e-4 · 1.9% energyperiod 2.7 · power 8.35e-4 · 4.4% energyperiod 2.7 · power 8.35e-4 · 4.4% energyperiod 2.4 · power 8.12e-4 · 4.3% energyperiod 2.4 · power 8.12e-4 · 4.3% energyperiod 2.2 · power 5.41e-4 · 2.9% energyperiod 2.2 · power 5.41e-4 · 2.9% energyperiod 2.0 · power 1.20e-3 · 6.3% energyperiod 2.0 · power 1.20e-3 · 6.3% energy50% by T=8.0h#1 dominantT=12.00h#2T=8.00h#3T=24.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 17.7% of total energy · Σ|X̂|²/n = 1.899e-2

▸ Depth section using sovereign-store price series (625 bars · effective 1753005 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 6.7 d · σ/bar 1.103pp · expected |Δp| over horizon 13.97ppterminal variance p(1−p) = 0.0050 · n = 625✓ n = 625
μ per bar
+0.045pp
average Δp · drift
σ per bar
1.103pp
one-bar volatility · logit-free
Per-day movedaily
5.40pp
σ × √24
Per-horizon move7d
13.97pp
σ × √160.245855
Terminal variancebinary
0.0050
p(1−p) at resolution
Current pricep
99.5¢
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 1.77pp · ES₉₅ 2.23pp · method parametric · drift-correcteddrift +0.045pp/bar · quantised: yes · median step 2.50pp · unique ratio 0.02✓ n = 625
VaR 95%
1.77pp
1.645·σ (parametric) of Δp
ES 95%
2.23pp
mean of the tail
Max drawdown
18.6pp
peak 83.5¢ → trough 68.0¢
Median step
2.50pp
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
99.5%
= price
Decimal oddsEU
1.005
total return per $1
AmericanUS
-19900
risk $19900 to win $100
FractionalUK
0.01 / 1
profit per $1 risked
Profit per $100stake
+$0.50
clean dollar framing
-1000-5000+500+1000020406080100you · 99.5%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)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
7.64 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
18397998199829148415015628798596094792453856375314051285428758879027022327803
NO token ID
103809416937053124581024779955372337631169319113128912156817208530343410855117
Snapshot fetched
2026-06-14 13:15:14 UTC
Snapshot age
20ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:15:14 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e960cdddde2d9eaa4e92a7cef668a8c353f5a7436d81a80be15d138abd9c40ea · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.1¢HL PREDSpain90.4¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?12¢HL PERPBTC-USD perpetual$64,335.5HL PERPETH-USD perpetual$1,667.25HL PERPHYPE-USD perpetual$60.9

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-bgd3-nld4-2026-06-14/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 · 625 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1772.87%
σ per bar = 0.013390
Mean return (annualised)
92836.29%
μ per bar = 0.000530
Sharpe (rf=0)
52.36
annualised; risk-free assumed zero
Max drawdown
18.56%
peak 0.83 → trough 0.68 over 150 bars

/api/asset/pm-crint-bgd3-nld4-2026-06-14/risk · same metrics, JSON