POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: 1WIN vs Virtus.pro (BO3) - CCT Europe Series #4 Playoffs

YES · live
69.5¢
NO · live
30.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-1win-vp-2026-06-20 · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1428.72%
max drawdown
14.43%
sharpe
—
ulcer index
3.92%
RMS drawdown
pain index
1.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
14.43%
cond. drawdown
gain/pain
3.80
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.80
upside/downside
roll spread
29.2 bps
implied (price-only)
bars used
264
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-1win-vp-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING14.3s⏱--:--:-- 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
69.5¢
NO · live
30.5¢
YES price · live 24h
n=14 · μ=0.4839 · σ=0.0567 · range [0.4450, 0.6750] · R²=0.345▲ RISING +45.16%σ HIGH 11.72%LAST 0.67500.67500.61750.56000.50250.4450μ = 0.4839max 0.6750min 0.4450dataMA(2)OLS R²=0.35μ lineμ ± σ bandmaxminlive endpoint
14 ticks · last 67.50¢
YES / NO split · live
YES 69.5%NO 30.5%YES69.5%69.50¢ · odds 1/1.44
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.887 / 1.00 bits (89%) · high uncertainty
YES
69.5%69.5¢1.44×▬ +0.00pp
NO
30.5%30.5¢3.28×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=13 · Σ=2,800 · μ=215.4 · σ=481.5 · CV=2.24BURSTY · concentratedcumulative energy ↗ · 50% by h=1304509001,3501,800μ = 2151,80050%h1h3h5h7h9h11h13#1 peak#2-3> μactivequietμ linecum energy
Σ 2800bp moved · peak 1800bp · n=13 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14.3s
▲YES mid
69.50¢ (69.50%)
▼NO mid
30.50¢ (30.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$32.7k
≋liquidity $
$15.5k
◳history points
14 ticks (live)

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

YES price · CLOB mid
n=14 · μ=0.4839 · σ=0.0567 · range [0.4450, 0.6750] · R²=0.345▲ RISING +45.16%σ HIGH 11.72%LAST 0.67500.67500.61750.56000.50250.4450μ = 0.4839max 0.6750min 0.4450dataMA(2)OLS R²=0.35μ lineμ ± σ bandmaxmin
14 YES observations from clob.polymarket.com · last 67.50¢
NO price · CLOB mid
n=14 · μ=0.5161 · σ=0.0567 · range [0.3250, 0.5550] · R²=0.345▼ FALLING -39.25%σ HIGH 10.99%LAST 0.32500.55500.49750.44000.38250.3250μ = 0.5161max 0.5550min 0.3250dataMA(2)OLS R²=0.35μ lineμ ± σ bandmaxmin
14 NO observations from clob.polymarket.com · last 32.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=13 · 10 bins · μ=0.0158 · σ=0.0455 · skew=2.95 (right-skewed) · kurt=7.21 (leptokurtic (fat tails))754207-0.52ppbin -0.52pp · n=7 · 100.0% peakbin -0.52pp · n=7 · 100.0% peak51.43ppbin 1.43pp · n=5 · 71.4% peakbin 1.43pp · n=5 · 71.4% peak3.38pp5.33pp7.28pp9.23pp11.18pp13.13pp15.08pp117.03ppbin 17.03pp · n=1 · 14.3% peakbin 17.03pp · n=1 · 14.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=13
Q-Q plot · standardised Δp vs N(0,1)
n=13 · skew=2.93 · kurt=7.13 · near 3 / mid 7 / far 3 · OLS slope=0.73 intercept=0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.62σsample ↓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=14LEPTOKURTIC · FAT TAILS (G₂=6.24)
μ MEAN48.39¢95% CI: [45.42¢, 51.36¢]
σ STD DEV5.67ppσ² = 32.161 · CV = 11.72%
med MEDIAN47.50¢Q₁ 46.50¢ · Q₃ 47.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 23.00pp · IQR 1.00pp (1.349σ→7.65pp)
min 44.50¢Q₁ 46.50¢med 47.50¢Q₃ 47.50¢max 67.50¢μ
SKEWNESS · G₁2.669right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.243leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.16
σ × 1.349 ↔ IQRdiverges from normalratio = 7.65
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.102within white-noise band
ρ(2) AUTOCORR-0.043lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+2.516significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-WALK
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+0.102k=2-0.043k=3-0.104k=4+0.005k=5-0.0530+1−1+0.55−0.55+ momentum (ρ > +0.55)− reversal (ρ < −0.55)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.52)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.10low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.52)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 ID2611509
SLUGcs2-1win-vp-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (70¢)
PRIMARY · YES69.50¢implied prob 69.50% · decimal odds 1.44×
COUNTER · NO30.50¢implied prob 30.50% · decimal odds 3.28×
69.50¢
30.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME32.74k USD 24h
LIQUIDITY15.54k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (70¢)|primary − counter| = 0.390 · entropy 0.887 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 69.5%NO 30.5%YES p̂69.5%H = 0.887 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.44×(70¢)NO3.28×(31¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.887 bits (89% 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 · VERY HIGHresolves 2026-06-20 17:00 UTC
0days
05hrs
02min
5.0 hours·θ = 27.782 pp/day
YES →$1.00(P = 69.5%)
NO →$0.00(P = 30.5%)
current: $0.6950 · expected return per side: $0.31 on YES hit · $0.69 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=5.67% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 27.782 pp/day
now5.04h left
27.782 pp/day×1.00
−25%3.78h left
32.080 pp/day×1.15
−50%2.52h left
39.290 pp/day×1.41
−75%1.26h left
55.565 pp/day×2.00
−90%0.50h left
87.855 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=13 bars · best 18.00% · worst -1.50% · typical |Δ| 2.15%MILD BULLISH +21.00%BEST+18.00%13hWORST-1.50%2hTYPICAL |Δ|2.15%mean absoluteCUMULATIVE+21.00%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ +3.33% · Σ +20.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +21.00%+21.00%-2.00%0.50% · 1h0.50% · 1h0.50%1h-1.50% · 2h-1.50% · 2h-1.50%2h▼ WORST-1.00% · 3h-1.00% · 3h-1.00%3h0.00% · 4h0.00% · 4h·4h2.00% · 5h2.00% · 5h2.00%5h1.00% · 6h1.00% · 6h1.00%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h1.00% · 9h1.00% · 9h1.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h2.00% · 12h2.00% · 12h2.00%12h18.00% · 13h18.00% · 13h18.00%13h★ BESTTIME PATTERNEurope-led (+20.00%)RUNSup max 2 · down max 2BREADTH46% up · 23% down · 31% flat
6 up bars · 3 down · best 18.00% · worst -1.50% · typical |Δ| 2.154%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=14 barsPROFITABLE +21.51%FINAL+21.51%MAX DD-2.48%RECOVERYFULLY RECOVEREDMAX RUN-UP+21.51%UNDERWATER6/14 (43%)STREAK↗ 2EQUITY CURVE · end 1.2151 · peak 1.2151 · range [0.9800, 1.2151]1.21510.9800break-even = 1★ PEAK 1.2151UNDERWATER DRAWDOWN · max -2.48% · moderate0%-2.48%▼ TROUGH -2.48%TOP DRAWDOWN PERIODS · 2 total#1 -2.48%bar 3-6 · 4 bars · recovered#2 -1.00%bar 11-12 · 2 bars · recoveredDD SEVERITYmoderate (max -2.48%)RECOVERYfully recoveredTIME UNDER WATER43% of session · 6/14 bars
final equity 1.2151 (21.51%) · max DD -2.48% · time-under-water 6/14 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=10 · +6 / −2 (60% positive) · μ=29.12 · σ=43.00MIXED EDGELAST 49.84 (+0.48σ vs μ)81.0640.530.00-40.53-81.06μ = 29.12-51.26-51.26-7.56-7.5636.2536.2573.3273.3273.3273.3281.0681.060.000.000.000.0036.2536.2549.8449.84v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 49.835 · range [-51.26, 81.06] · μ 29.120 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=10 · μ=169.3024 · σ=235.3873 · range [54.0370, 834.9551] · R²=0.240▲ RISING +877.24%σ EXTREME 139.03%LAST 834.9551834.9551639.7256444.4961249.266554.0370μ = 169.3024max 834.9551min 54.0370dataMA(2)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 834.96% · range [54.04%, 834.96%] · μ 169.30% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=10 · +4 / −6 (40% positive) · μ=-0.139 · σ=0.277CLOSE TO MARTINGALELAST 0.016 (+0.56σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.139-0.300-0.3000.1890.1890.1500.150-0.295-0.2950.2500.250-0.250-0.250-0.500-0.500-0.500-0.500-0.150-0.1500.0160.016v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.016 · |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
96.0984
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
0.4130
p-VALUE (log scale)
0.9781
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
1.8456
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
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4183
p-VALUE (log scale)
0.0693
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=6 bins · noise floor μ=2.54e-3 · top T=6.50h (26.0%) · top-3 cover 63.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)4.0e-33.0e-32.0e-39.9e-40.0e+0μ noise floorperiod 13.0 · power 2.06e-3 · 13.5% energyperiod 13.0 · power 2.06e-3 · 13.5% energyperiod 6.5 · power 3.97e-3 · 26.0% energyperiod 6.5 · power 3.97e-3 · 26.0% energyperiod 4.3 · power 3.64e-3 · 23.9% energyperiod 4.3 · power 3.64e-3 · 23.9% energyperiod 3.3 · power 1.84e-3 · 12.1% energyperiod 3.3 · power 1.84e-3 · 12.1% energyperiod 2.6 · power 1.79e-3 · 11.8% energyperiod 2.6 · power 1.79e-3 · 11.8% energyperiod 2.2 · power 1.93e-3 · 12.7% energyperiod 2.2 · power 1.93e-3 · 12.7% energy50% by T=4.3h#1 dominantT=6.50h#2T=4.33h#3T=13.00hT=3hT=4hT=6hT=8hT=12h← 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 ≈ 6.50h (freq 0.154) · concentrates 26.0% of total energy · Σ|X̂|²/n = 1.523e-2

▸ Depth section using sovereign-store price series (264 bars · effective 1752810 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 0.3 d · σ/bar 1.080pp · expected |Δp| over horizon 2.64ppterminal variance p(1−p) = 0.2120 · n = 264✓ n = 264
μ per bar
+0.080pp
average Δp · drift
σ per bar
1.080pp
one-bar volatility · logit-free
Per-day movedaily
5.29pp
σ × √24
Per-horizon move0d
2.64pp
σ × √6
Terminal variancebinary
0.2120
p(1−p) at resolution
Current pricep
69.5¢
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 1.70pp · ES₉₅ 2.15pp · method parametric · drift-correcteddrift +0.080pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.04✓ n = 264
VaR 95%
1.70pp
1.645·σ (parametric) of Δp
ES 95%
2.15pp
mean of the tail
Max drawdown
14.4pp
peak 48.5¢ → trough 41.5¢
Median step
2.00pp
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
69.5%
= price
Decimal oddsEU
1.439
total return per $1
AmericanUS
-228
risk $228 to win $100
FractionalUK
0.44 / 1
profit per $1 risked
Profit per $100stake
+$43.88
clean dollar framing
-1000-5000+500+1000020406080100you · 69.5%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)
0.887 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.887 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.52 bit
self-information
Surprise · NO−log₂(1−p)
1.71 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
32289715006455532556882842172794067096187607138690546283570486683184793692223
NO token ID
17835852612328350205259747683244814351051995849726486180163673477973294649980
Snapshot fetched
2026-06-20 11:57:08 UTC
Snapshot age
14.3s
History points
14 CLOB mids
Page rendered
2026-06-20 11:57:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
44d8fafade203e9dbb73bc959fa564bbf585a8345cc7f017b00a1b0ddd13c856 · 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 Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,680HL PERPHYPE-USD perpetual$71.08HL PERPETH-USD perpetual$1,727.3

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
0.675000
(best bid + best ask) / 2
Spread
148.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.506
bid-heavy
Imbalance (top-5)
-0.670
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-cs2-1win-vp-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.684479140.43bp0.7000003FILLED
BUY$10.00K0.8278952265.12bp0.98000020FILLED
BUY$100.00K0.9709554384.52bp0.99000021FILLED
SELL$1.00K0.619551821.47bp0.5900007FILLED
SELL$10.00K0.0883258691.49bp0.02000042FILLED
SELL$100.00K0.0365439458.62bp0.01000043PARTIAL

Risk metrics

▸ sovereign store · 264 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2852.78%
σ per bar = 0.021548
Mean return (annualised)
239770.45%
μ per bar = 0.001368
Sharpe (rf=0)
84.05
annualised; risk-free assumed zero
Max drawdown
14.43%
peak 0.48 → trough 0.41 over 134 bars

/api/asset/pm-cs2-1win-vp-2026-06-20/risk · same metrics, JSON