POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: GenOne vs 100 Thieves (BO3) - CCT Europe Series #4 Playoffs

YES · live
32.5¢
NO · live
67.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-g1-100t-2026-06-20 · fresh · feed 12s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
69.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
918
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-g1-100t-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING11.6s⏱--:--:-- 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
32.5¢
NO · live
67.5¢
YES price · live 24h
n=20 · μ=0.3107 · σ=0.0340 · range [0.2550, 0.3550] · R²=0.222▼ FALLING -7.14%σ HIGH 10.94%LAST 0.32500.35500.33000.30500.28000.2550μ = 0.3107max 0.3550min 0.2550dataMA(4)OLS R²=0.22μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 32.50¢
YES / NO split · live
YES 32.5%NO 67.5%NO67.5%67.50¢ · odds 1/1.48
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.910 / 1.00 bits (91%) · high uncertainty
YES
32.5%32.5¢3.08×▬ +0.00pp
NO
67.5%67.5¢1.48×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=2,150 · μ=113.2 · σ=142.2 · CV=1.26BURSTY · concentratedcumulative energy ↗ · 50% by h=100125250375500μ = 11350050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 2150bp moved · peak 500bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
11.6s
▲YES mid
32.50¢ (32.50%)
▼NO mid
67.50¢ (67.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$40.9k
≋liquidity $
$28.4k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.3107 · σ=0.0340 · range [0.2550, 0.3550] · R²=0.222▼ FALLING -7.14%σ HIGH 10.94%LAST 0.32500.35500.33000.30500.28000.2550μ = 0.3107max 0.3550min 0.2550dataMA(4)OLS R²=0.22μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 32.50¢
NO price · CLOB mid
n=20 · μ=0.6893 · σ=0.0340 · range [0.6450, 0.7450] · R²=0.222▲ RISING +3.85%σ NORMAL 4.93%LAST 0.67500.74500.72000.69500.67000.6450μ = 0.6893max 0.7450min 0.6450dataMA(4)OLS R²=0.22μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 67.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0010 · σ=0.0161 · skew=-0.47 (symmetric) · kurt=1.79 (leptokurtic (fat tails))975201-4.55ppbin -4.55pp · n=1 · 11.1% peakbin -4.55pp · n=1 · 11.1% peak-3.65pp-2.75pp2-1.85ppbin -1.85pp · n=2 · 22.2% peakbin -1.85pp · n=2 · 22.2% peak2-0.95ppbin -0.95pp · n=2 · 22.2% peakbin -0.95pp · n=2 · 22.2% peak9-0.05ppbin -0.05pp · n=9 · 100.0% peakbin -0.05pp · n=9 · 100.0% peak20.85ppbin 0.85pp · n=2 · 22.2% peakbin 0.85pp · n=2 · 22.2% peak21.75ppbin 1.75pp · n=2 · 22.2% peakbin 1.75pp · n=2 · 22.2% peak2.65pp13.55ppbin 3.55pp · n=1 · 11.1% peakbin 3.55pp · n=1 · 11.1% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=-0.35 · kurt=1.80 · near 10 / mid 9 / far 0 · OLS slope=0.98 intercept=0.00APPROXIMATELY NORMALUPPER 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=20PLATYKURTIC · THIN TAILS (G₂=-1.49)
μ MEAN31.07¢95% CI: [29.58¢, 32.57¢]
σ STD DEV3.40ppσ² = 11.560 · CV = 10.94%
med MEDIAN30.50¢Q₁ 28.38¢ · Q₃ 34.62¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 10.00pp · IQR 6.25pp (1.349σ→4.59pp)
min 25.50¢Q₁ 28.38¢med 30.50¢Q₃ 34.62¢max 35.50¢μ
SKEWNESS · G₁-0.108approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.490platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.17
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 2.94
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+0.127within white-noise band
ρ(2) AUTOCORR+0.043lag-2 not significant
H · HURST EXPONENT0.791strongly persistent
OLS TREND · t-STAT-2.269significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.791
H = 0.791STRONGLY 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+0.127k=2+0.043k=3+0.021k=4-0.012k=5+0.1450+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.27)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.71very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.27)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 ID2608143
SLUGcs2-g1-100t-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (68¢)
PRIMARY · YES32.50¢implied prob 32.50% · decimal odds 3.08×
COUNTER · NO67.50¢implied prob 67.50% · decimal odds 1.48×
32.50¢
67.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME40.92k USD 24h
LIQUIDITY28.43k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (68¢)|primary − counter| = 0.350 · entropy 0.910 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 32.5%NO 67.5%YES p̂32.5%H = 0.910 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.08×(33¢)NO1.48×(68¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.910 bits (91% 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 · HIGHresolves 2026-06-20 23:00 UTC
0days
11hrs
24min
11.4 hours·θ = 16.656 pp/day
YES →$1.00(P = 32.5%)
NO →$0.00(P = 67.5%)
current: $0.3250 · expected return per side: $0.68 on YES hit · $0.33 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.7hRESOLVESP projection · σ=3.40% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 16.656 pp/day
now11.41h left
16.656 pp/day×1.00
−25%8.56h left
19.233 pp/day×1.15
−50%5.70h left
23.556 pp/day×1.41
−75%2.85h left
33.313 pp/day×2.00
−90%1.14h left
52.672 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=19 bars · best 4.00% · worst -5.00% · typical |Δ| 1.13%BEARISH SESSION -2.50%BEST+4.00%13hWORST-5.00%7hTYPICAL |Δ|1.13%mean absoluteCUMULATIVE-2.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.93% · Σ -6.50%EUROPE · 08-16 UTCμ +0.25% · Σ +2.00%US · 16-24 UTCμ +0.50% · Σ +2.00%CUMULATIVE Δ PATH · final -2.50%+0.50%-9.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h-1.00% · 5h-1.00% · 5h-1.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h-5.00% · 7h-5.00% · 7h-5.00%7h▼ WORST-2.00% · 8h-2.00% · 8h-2.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h2.00% · 10h2.00% · 10h2.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h-2.00% · 12h-2.00% · 12h-2.00%12h4.00% · 13h4.00% · 13h4.00%13h★ BEST0.00% · 14h0.00% · 14h·14h1.00% · 15h1.00% · 15h1.00%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h2.00% · 18h2.00% · 18h2.00%18h0.00% · 19h0.00% · 19h·19hTIME PATTERNUS-led (+2.00%)RUNSup max 1 · down max 5BREADTH26% up · 37% down · 37% flat
5 up bars · 7 down · best 4.00% · worst -5.00% · typical |Δ| 1.132%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsLOSS WITH MODERATE DD (-2.77%)FINAL-2.77%MAX DD-9.70%RECOVERYONGOING · 15 barsMAX RUN-UP+0.50%UNDERWATER15/20 (75%)STREAK▬ 0EQUITY CURVE · end 0.9723 · peak 1.0050 · range [0.9075, 1.0050]1.00500.9075break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -9.70% · significant0%-9.70%▼ TROUGH -9.70%TOP DRAWDOWN PERIODS · 1 total#1 -9.70%bar 6-20 · 15 bars · ONGOINGDD SEVERITYsignificant (max -9.70%)RECOVERYongoing · 15 barsTIME UNDER WATER75% of session · 15/20 bars
final equity 0.9723 (-2.77%) · max DD -9.70% · time-under-water 15/20 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +8 / −8 (50% positive) · μ=-4.58 · σ=57.62MIXED EDGELAST 46.80 (+0.89σ vs μ)111.2555.620.00-55.62-111.25μ = -4.5846.8046.80-18.60-18.60-46.80-46.80-73.87-73.87-111.25-111.25-98.68-98.68-43.98-43.98-14.11-14.11-14.11-14.1130.8230.8213.7013.7028.0828.0861.8061.8046.8046.8073.3273.3246.8046.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 46.797 · range [-111.25, 73.32] · μ -4.580 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=152.4866 · σ=79.4220 · range [23.3987, 273.8750] · R²=0.017▲ RISING +300.00%σ EXTREME 52.08%LAST 93.5949273.8750211.2559148.636886.017823.3987μ = 152.4866max 273.8750min 23.3987dataMA(3)OLS R²=0.02μ lineμ ± σ bandmaxmin
latest 93.59% · range [23.40%, 273.87%] · μ 152.49% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +3 / −13 (19% positive) · μ=-0.204 · σ=0.241MEAN-REVERSIONLAST -0.417 (-0.88σ vs μ)0.6170.3080.000-0.308-0.617μ = -0.204-0.417-0.4170.0390.0390.2870.287-0.038-0.038-0.238-0.238-0.278-0.2780.1820.182-0.083-0.083-0.083-0.083-0.310-0.310-0.401-0.401-0.617-0.617-0.262-0.262-0.417-0.417-0.205-0.205-0.417-0.417v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.417 · |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
6.5724
p-VALUE (log scale)
0.0374
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
1.0136
p-VALUE (log scale)
0.9596
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
-1.4166
p-VALUE (log scale)
0.5730
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
-1.1451
p-VALUE (log scale)
0.2522
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
0.3219
p-VALUE (log scale)
0.1438
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.8396
p-VALUE (log scale)
0.4011
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.193 ≈ 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=9 bins · noise floor μ=3.36e-4 · top T=19.00h (25.7%) · top-3 cover 62.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.8e-45.8e-43.9e-41.9e-40.0e+0μ noise floor2× noise (significance)period 19.0 · power 7.77e-4 · 25.7% energyperiod 19.0 · power 7.77e-4 · 25.7% energyperiod 9.5 · power 3.08e-4 · 10.2% energyperiod 9.5 · power 3.08e-4 · 10.2% energyperiod 6.3 · power 1.30e-4 · 4.3% energyperiod 6.3 · power 1.30e-4 · 4.3% energyperiod 4.8 · power 4.89e-4 · 16.2% energyperiod 4.8 · power 4.89e-4 · 16.2% energyperiod 3.8 · power 3.63e-4 · 12.0% energyperiod 3.8 · power 3.63e-4 · 12.0% energyperiod 3.2 · power 1.02e-4 · 3.4% energyperiod 3.2 · power 1.02e-4 · 3.4% energyperiod 2.7 · power 1.83e-4 · 6.0% energyperiod 2.7 · power 1.83e-4 · 6.0% energyperiod 2.4 · power 6.28e-4 · 20.8% energyperiod 2.4 · power 6.28e-4 · 20.8% energyperiod 2.1 · power 4.05e-5 · 1.3% energyperiod 2.1 · power 4.05e-5 · 1.3% energy50% by T=4.8h#1 dominantT=19.00h#2T=2.38h#3T=4.75hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 19.00h (freq 0.053) · concentrates 25.7% of total energy · Σ|X̂|²/n = 3.021e-3

▸ Depth section using sovereign-store price series (918 bars · effective 1752616 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 0.5 d · σ/bar 0.052pp · expected |Δp| over horizon 0.18ppterminal variance p(1−p) = 0.2194 · n = 918✓ n = 918
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.052pp
one-bar volatility · logit-free
Per-day movedaily
0.26pp
σ × √24
Per-horizon move0d
0.18pp
σ × √11.409364166666666
Terminal variancebinary
0.2194
p(1−p) at resolution
Current pricep
32.5¢
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 0.08pp · ES₉₅ 0.10pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 918
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.10pp
mean of the tail
Max drawdown
0.0pp
peak 29.5¢ → trough 29.5¢
Median step
1.00pp
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
32.5%
= price
Decimal oddsEU
3.077
total return per $1
AmericanUS
+208
$100 wins $208
FractionalUK
2.08 / 1
profit per $1 risked
Profit per $100stake
+$207.69
clean dollar framing
-1000-5000+500+1000020406080100you · 32.5%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)
0.910 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.910 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.62 bit
self-information
Surprise · NO−log₂(1−p)
0.57 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
50346480953612379294400892101686023887430659634524027738887816606403848616663
NO token ID
59975196371028229156269357175415614813655747433203177436764246587773420656310
Snapshot fetched
2026-06-20 11:35:14 UTC
Snapshot age
11.6s
History points
20 CLOB mids
Page rendered
2026-06-20 11:35:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1076c3315cae5683a5a0bcd13e78806b6cac46d729503ea48e365df37c20dd09 · 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?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,661HL PERPHYPE-USD perpetual$70.68HL PERPETH-USD perpetual$1,726

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
0.325000
(best bid + best ask) / 2
Spread
307.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.400
ask-heavy
Imbalance (top-5)
+0.602
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-cs2-g1-100t-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.335944336.74bp0.3400002FILLED
BUY$10.00K0.5558707103.70bp0.82000024FILLED
BUY$100.00K0.88174117130.50bp0.98000035FILLED
SELL$1.00K0.304161641.19bp0.3000003FILLED
SELL$10.00K0.2587202039.37bp0.09000021FILLED
SELL$100.00K0.0729737754.68bp0.01000029PARTIAL

Risk metrics

▸ sovereign store · 918 barsperiods/year ≈ 1.75M
Realized vol (annualised)
224.33%
σ per bar = 0.001695
Mean return (annualised)
18510.42%
μ per bar = 0.000106
Sharpe (rf=0)
82.51
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.29 → trough 0.29 over 0 bars

/api/asset/pm-cs2-g1-100t-2026-06-20/risk · same metrics, JSON