POLYMARKET · PREDICTION MARKET · SPORTS

ICC T20 World Cup, Women: India vs Pakistan

YES · live
91.5¢
NO · live
8.5¢

▸ Advanced metrics · M2M bundle

polymarket · crint-ind3-pak3-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
468.41%
max drawdown
12.97%
sharpe
ulcer index
3.35%
RMS drawdown
pain index
1.54%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
9.31%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1507
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-crint-ind3-pak3-2026-06-14/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4ms--:--:-- 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
91.5¢
NO · live
8.5¢
YES price · live 24h
n=25 · μ=0.8936 · σ=0.0209 · range [0.8300, 0.9150] · R²=0.080 FLATσ NORMAL 2.34%LAST 0.90000.91500.89380.87250.85120.8300μ = 0.8936max 0.9150min 0.8300dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 90.00¢
YES / NO split · live
YES 91.5%NO 8.5%YES91.5%91.50¢ · odds 1/1.09
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.420 / 1.00 bits (42%) · informative — one side favoured
YES
91.5%91.5¢1.09× +0.00pp
NO
8.5%8.5¢11.76× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,700 · μ=112.5 · σ=217.8 · CV=1.94BURSTY · concentratedcumulative energy ↗ · 50% by h=210213425638850μ = 11385050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2700bp moved · peak 850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
91.50¢ (91.50%)
NO mid
8.50¢ (8.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$145.0k
liquidity $
$34.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8936 · σ=0.0209 · range [0.8300, 0.9150] · R²=0.080 FLATσ NORMAL 2.34%LAST 0.90000.91500.89380.87250.85120.8300μ = 0.8936max 0.9150min 0.8300dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 90.00¢
NO price · CLOB mid
n=25 · μ=0.1062 · σ=0.0210 · range [0.0850, 0.1700] · R²=0.070 FALLING -5.00%σ EXTREME 19.80%LAST 0.09500.17000.14880.12750.10630.0850μ = 0.1062max 0.1700min 0.0850dataMA(5)OLS R²=0.07μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 9.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0233 · skew=-0.82 (left-skewed) · kurt=4.35 (leptokurtic (fat tails))15118401-7.75ppbin -7.75pp · n=1 · 6.7% peakbin -7.75pp · n=1 · 6.7% peak-6.25pp-4.75pp1-3.25ppbin -3.25pp · n=1 · 6.7% peakbin -3.25pp · n=1 · 6.7% peak-1.75pp15-0.25ppbin -0.25pp · n=15 · 100.0% peakbin -0.25pp · n=15 · 100.0% peak51.25ppbin 1.25pp · n=5 · 33.3% peakbin 1.25pp · n=5 · 33.3% peak2.75pp14.25ppbin 4.25pp · n=1 · 6.7% peakbin 4.25pp · n=1 · 6.7% peak15.75ppbin 5.75pp · n=1 · 6.7% peakbin 5.75pp · n=1 · 6.7% 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=-0.96 · kurt=5.93 · near 8 / mid 14 / far 2 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=3.17)
μ MEAN89.36¢95% CI: [88.54¢, 90.18¢]
σ STD DEV2.09ppσ² = 4.386 · CV = 2.34%
med MEDIAN89.50¢Q₁ 89.50¢ · Q₃ 90.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 83.00¢Q₁ 89.50¢med 89.50¢Q₃ 90.00¢max 91.50¢μ
SKEWNESS · G₁-1.914left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.174leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRdiverges from normalratio = 5.65
range ↔ σwide tails (range > 4σ)range / σ = 4.06
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) -0.43 + ADF rejected
ρ(1) AUTOCORR-0.428negative · reversal
ρ(2) AUTOCORR+0.342lag-2 not significant
H · HURST EXPONENT0.639persistent
OLS TREND · t-STAT-1.412fails 5% test
HURST EXPONENT [0, 1]
H = 0.639PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.428k=2+0.342k=3-0.392k=4-0.059k=5-0.0390+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.43 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.71very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.41)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 ID2506794
SLUGcrint-ind3-pak3-2026-06-14
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES91.50¢implied prob 91.50% · decimal odds 1.09×
COUNTER · NO8.50¢implied prob 8.50% · decimal odds 11.76×
91.50¢
8.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME144.98k USD 24h
LIQUIDITY34.36k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (92¢)|primary − counter| = 0.830 · entropy 0.420 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 91.5%NO 8.5%YES91.5%H = 0.420 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.09×(92¢)NO11.76×(9¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.420 bits (42% 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 09:30 UTC
6days
17hrs
24min
YES$1.00(P = 91.5%)
NO$0.00(P = 8.5%)
current: $0.9150 · expected return per side: $0.08 on YES hit · $0.92 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4dRESOLVESP projection · σ=2.09% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.260 pp/day
now6.73d left
10.260 pp/day×1.00
−25%5.04d left
11.847 pp/day×1.15
−50%3.36d left
14.509 pp/day×1.41
−75%1.68d left
20.519 pp/day×2.00
−90%16.14h left
32.444 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 6.50% · worst -8.50% · typical |Δ| 1.13%MIXED · 7 UP / 6 DNBEST+6.50%24hWORST-8.50%21hTYPICAL |Δ|1.13%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.75% · Σ -6.00%CUMULATIVE Δ PATH · final +0.00%+1.50%-7.00%-0.50% · 1h-0.50% · 1h-0.50%1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h-0.50% · 4h-0.50% · 4h-0.50%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.50% · 9h0.50% · 9h0.50%9h0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h1.00% · 16h1.00% · 16h1.00%16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-8.50% · 21h-8.50% · 21h-8.50%21h▼ WORST3.50% · 22h3.50% · 22h3.50%22h-3.00% · 23h-3.00% · 23h-3.00%23h6.50% · 24h6.50% · 24h6.50%24h★ BESTTIME PATTERNEurope-led (+0.00%)RUNSup max 2 · down max 1BREADTH29% up · 25% down · 46% flat
7 up bars · 6 down · best 6.50% · worst -8.50% · typical |Δ| 1.125%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.71%)FINAL-0.71%MAX DD-8.50%RECOVERYONGOING · 4 barsMAX RUN-UP+1.49%UNDERWATER19/25 (76%)STREAK↗ 1EQUITY CURVE · end 0.9929 · peak 1.0149 · range [0.9287, 1.0149]1.01490.9287break-even = 1★ PEAK 1.0149UNDERWATER DRAWDOWN · max -8.50% · significant0%-8.50%▼ TROUGH -8.50%TOP DRAWDOWN PERIODS · 2 total#1 -8.50%bar 22-25 · 4 bars · ONGOING#2 -0.51%bar 2-16 · 15 bars · recoveredDD SEVERITYsignificant (max -8.50%)RECOVERYongoing · 4 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9929 (-0.71%) · max DD -8.50% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −6 (37% positive) · μ=7.66 · σ=27.08MIXED EDGELAST -4.50 (-0.45σ vs μ)51.5225.760.00-25.76-51.52μ = 7.66-20.72-20.720.000.000.000.000.000.0038.2138.210.000.000.000.000.000.0020.7220.72-20.72-20.7213.3413.3451.5251.5251.5251.5251.5251.5238.2138.21-27.66-27.66-15.33-15.33-30.66-30.66-4.50-4.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -4.497 · range [-30.66, 51.52] · μ 7.656 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=114.5514 · σ=152.9549 · range [19.1050, 487.0082] · R²=0.568 RISING +1282.45%σ EXTREME 133.53%LAST 487.0082487.0082370.0324253.0566136.080819.1050μ = 114.5514max 487.0082min 19.1050dataMA(3)OLS R²=0.57μ lineμ ± σ bandmaxmin
latest 487.01% · range [19.10%, 487.01%] · μ 114.55% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −13 (11% positive) · μ=-0.234 · σ=0.218MEAN-REVERSIONLAST -0.457 (-1.02σ vs μ)0.5880.2940.000-0.294-0.588μ = -0.234-0.363-0.363-0.500-0.500-0.500-0.5000.0000.000-0.233-0.2330.0000.0000.0000.0000.0000.0000.0490.049-0.363-0.363-0.443-0.443-0.106-0.106-0.288-0.288-0.197-0.197-0.033-0.0330.0140.014-0.433-0.433-0.588-0.588-0.457-0.457v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.457 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
63.0919
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)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
13.0376
p-VALUE (log scale)
0.0230
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.3117
p-VALUE (log scale)
0.0157
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀**

H₀: Sign sequence of Δ is random

STATISTIC
2.6465
p-VALUE (log scale)
0.0081
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1836
p-VALUE (log scale)
0.3854
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
-1.4259
p-VALUE (log scale)
0.1539
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.566 ≈ 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=6.65e-4 · top T=2.00h (25.3%) · top-3 cover 61.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.0e-31.5e-31.0e-35.0e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.69e-5 · 0.6% energyperiod 24.0 · power 4.69e-5 · 0.6% energyperiod 12.0 · power 3.20e-4 · 4.0% energyperiod 12.0 · power 3.20e-4 · 4.0% energyperiod 8.0 · power 7.37e-4 · 9.2% energyperiod 8.0 · power 7.37e-4 · 9.2% energyperiod 6.0 · power 4.89e-4 · 6.1% energyperiod 6.0 · power 4.89e-4 · 6.1% energyperiod 4.8 · power 3.63e-4 · 4.5% energyperiod 4.8 · power 3.63e-4 · 4.5% energyperiod 4.0 · power 1.04e-4 · 1.3% energyperiod 4.0 · power 1.04e-4 · 1.3% energyperiod 3.4 · power 9.43e-5 · 1.2% energyperiod 3.4 · power 9.43e-5 · 1.2% energyperiod 3.0 · power 1.16e-4 · 1.4% energyperiod 3.0 · power 1.16e-4 · 1.4% energyperiod 2.7 · power 7.84e-4 · 9.8% energyperiod 2.7 · power 7.84e-4 · 9.8% energyperiod 2.4 · power 1.28e-3 · 16.0% energyperiod 2.4 · power 1.28e-3 · 16.0% energyperiod 2.2 · power 1.64e-3 · 20.5% energyperiod 2.2 · power 1.64e-3 · 20.5% energyperiod 2.0 · power 2.02e-3 · 25.3% energyperiod 2.0 · power 2.02e-3 · 25.3% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.18h#3T=2.40hT=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 ≈ 2.00h (freq 0.500) · concentrates 25.3% of total energy · Σ|X̂|²/n = 7.983e-3

▸ Depth section using sovereign-store price series (1507 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 0.354pp · expected |Δp| over horizon 4.50ppterminal variance p(1−p) = 0.0778 · n = 1507n = 1507
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.354pp
one-bar volatility · logit-free
Per-day movedaily
1.73pp
σ × √24
Per-horizon move7d
4.50pp
σ × √161.40651944444446
Terminal variancebinary
0.0778
p(1−p) at resolution
Current pricep
91.5¢
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 0.58pp · ES₉₅ 0.73pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 1507
VaR 95%
0.58pp
1.645·σ (parametric) of Δp
ES 95%
0.73pp
mean of the tail
Max drawdown
13.0pp
peak 92.5¢ → trough 80.5¢
Median step
0.50pp
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
91.5%
= price
Decimal oddsEU
1.093
total return per $1
AmericanUS
-1076
risk $1076 to win $100
FractionalUK
0.09 / 1
profit per $1 risked
Profit per $100stake
+$9.29
clean dollar framing
-1000-5000+500+1000020406080100you · 91.5%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)
0.420 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.420 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.13 bit
self-information
Surprise · NO−log₂(1−p)
3.56 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
69506218630900231943237444672448830528081644316125177815478916968748862119160
NO token ID
30240008343283362828764049817092893374312277301962325613039784304064970898363
Snapshot fetched
2026-06-14 16:05:36 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:05:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f22d432a5ab732e817c24eab25af9d9165abd5eb98e38e82a651f7b05e81126b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.915000
(best bid + best ask) / 2
Spread
109.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.900
bid-heavy
Imbalance (top-5)
-0.179
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-crint-ind3-pak3-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.927599137.69bp0.9400002FILLED
BUY$10.00K0.960946502.14bp0.9900007FILLED
BUY$100.00K0.969256592.96bp0.9900007PARTIAL
SELL$1.00K0.900360160.00bp0.9000002FILLED
SELL$10.00K0.869637495.77bp0.8300009FILLED
SELL$100.00K0.1076148823.89bp0.01000047PARTIAL

Risk metrics

sovereign store · 1,507 barsperiods/year ≈ 1.75M
Realized vol (annualised)
542.20%
σ per bar = 0.004095
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
12.97%
peak 0.93 → trough 0.81 over 83 bars

/api/asset/pm-crint-ind3-pak3-2026-06-14/risk · same metrics, JSON