POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: 9Z VS THEMONGOLZ (BO3) - IEM COLOGNE MAJOR STAGE 3
Counter-Strike: 9z vs TheMongolz (BO3) - IEM Cologne Major Stage 3
38.5¢
61.5¢
▸ Advanced metrics · M2M bundle
polymarket · cs2-9z-mglz-2026-06-15 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
117.61%
max drawdown
4.94%
sharpe
—
ulcer index
3.29%
RMS drawdown
pain index
2.91%
mean drawdown
mod. VaR 95%
0.03%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.94%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
698
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-cs2-9z-mglz-2026-06-15/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
38.5¢
NO · live
61.5¢
7 ticks · last 38.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.961 / 1.00 bits (96%) · max uncertainty (~50/50)
YES38.5%38.5¢2.60×▬ +0.00pp
NO61.5%61.5¢1.63×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 350bp moved · peak 100bp · n=6 ticks
69ms
38.50¢ (38.50%)
61.50¢ (61.50%)
100.00%
0.000pp
$108.7k
$191.5k
7 ticks (live)
§1 · 24h price history (YES + NO tokens)
7 YES observations from clob.polymarket.com · last 38.50¢
7 NO observations from clob.polymarket.com · last 61.50¢
§3 · Sample moments
SAMPLE MOMENTS · N=7PLATYKURTIC · THIN TAILS (G₂=-1.70)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.413approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.699platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.34 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
38.50¢
61.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2.60×(39¢)NO1.63×(62¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.961 bits (96% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · HIGHresolves 2026-06-15 18:00 UTC
0days
14hrs
48min
YES →$1.00
NO →$0.00
current: $0.3850 · expected return per side: $0.61 on YES hit · $0.39 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.964 pp/day
now14.82h left3.964 pp/day×1.00
−25%11.11h left4.577 pp/day×1.15
−50%7.41h left5.606 pp/day×1.41
−75%3.70h left7.928 pp/day×2.00
−90%1.48h left12.536 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.
▸ Depth section using sovereign-store price series (698 bars · effective 1753395 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
Horizon 0.6 d · σ/bar 0.089pp · expected |Δp| over horizon 0.34ppterminal variance p(1−p) = 0.2368 · n = 698✓ n = 698
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.089pp
one-bar volatility · logit-free
Per-day movedaily
0.44pp
σ × √24
Per-horizon move1d
0.34pp
σ × √14.816374444444445
Terminal variancebinary
0.2368
p(1−p) at resolution
Current pricep
38.5¢
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
VaR₉₅ 0.15pp · ES₉₅ 0.19pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 698
VaR 95%
0.15pp
1.645·σ (parametric) of Δp
ES 95%
0.19pp
mean of the tail
Max drawdown
4.9pp
peak 40.5¢ → trough 38.5¢
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
Implied probabilityP
38.5%
= price
Decimal oddsEU
2.597
total return per $1
AmericanUS
+160
$100 wins $160
FractionalUK
1.60 / 1
profit per $1 risked
Profit per $100stake
+$159.74
clean dollar framing
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
Market entropyH(p)
0.961 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.961 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.38 bit
self-information
Surprise · NO−log₂(1−p)
0.70 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
69953109909904806333579047140882184213663344791015310802553495153163184720490- NO token ID
82558265716471685854287854848227060273393743082056758580272114827314775013807- Snapshot fetched
- 2026-06-15 03:11:00 UTC
- Snapshot age
- 69ms
- History points
- 7 CLOB mids
- Page rendered
- 2026-06-15 03:11:01 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
e8d0575e81855ab8cb3fa28d9d5b515f73d91271e3b7e344c399c778ecdb447f· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Counter-Strike: 9z vs TheMongolz (BO3) - IEM Cologne Major Stage 3
Market depth
▸ live order book · Polymarket YESDepth 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
0.385000
(best bid + best ask) / 2
Spread
259.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.111
bid-heavy
Imbalance (top-5)
+0.141
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-cs2-9z-mglz-2026-06-15/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.400000 | 389.61bp | 0.400000 | 2 | FILLED |
| BUY | $10.00K | 0.400000 | 389.61bp | 0.400000 | 2 | FILLED |
| BUY | $100.00K | 0.425414 | 1049.71bp | 0.990000 | 30 | PARTIAL |
| SELL | $1.00K | 0.380000 | 129.87bp | 0.380000 | 1 | FILLED |
| SELL | $10.00K | 0.380000 | 129.87bp | 0.380000 | 1 | FILLED |
| SELL | $100.00K | 0.359790 | 654.82bp | 0.010000 | 25 | PARTIAL |
Risk metrics
▸ sovereign store · 698 barsperiods/year ≈ 1.75MRealized vol (annualised)
300.33%
σ per bar = 0.002268
Mean return (annualised)
-12740.09%
μ per bar = -0.000073
Sharpe (rf=0)
-42.42
annualised; risk-free assumed zero
Max drawdown
4.94%
peak 0.41 → trough 0.39 over 285 bars
/api/asset/pm-cs2-9z-mglz-2026-06-15/risk · same metrics, JSON