POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Ground Zero vs Rooster (BO3) - Dfrag Open Series #5 Playoffs

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-gz1-rstr-2026-06-18 · fresh · feed 16s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3762.26%
max drawdown
99.94%
sharpe
—
ulcer index
81.89%
RMS drawdown
pain index
74.83%
mean drawdown
mod. VaR 95%
1.40%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.94%
cond. drawdown
gain/pain
0.16
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.16
upside/downside
roll spread
265.1 bps
implied (price-only)
bars used
302
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-gz1-rstr-2026-06-18/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.2s⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=21 · μ=0.6960 · σ=0.2404 · range [0.0005, 0.8900] · R²=0.116▼ FALLING -99.91%σ EXTREME 34.54%LAST 0.00050.89000.66760.44520.22290.0005μ = 0.6960max 0.8900min 0.0005dataMA(4)OLS R²=0.12μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=13,795 · μ=689.8 · σ=2006.8 · CV=2.91BURSTY · concentratedcumulative energy ↗ · 50% by h=1902,2114,4236,6348,845μ = 6908,84550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 13795bp moved · peak 8845bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.2s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$76.0k
≋liquidity $
$208.6k
◳history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.6960 · σ=0.2404 · range [0.0005, 0.8900] · R²=0.116▼ FALLING -99.91%σ EXTREME 34.54%LAST 0.00050.89000.66760.44520.22290.0005μ = 0.6960max 0.8900min 0.0005dataMA(4)OLS R²=0.12μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=21 · μ=0.3040 · σ=0.2404 · range [0.1100, 0.9995] · R²=0.116▲ RISING +112.66%σ EXTREME 79.09%LAST 0.99950.99950.77710.55480.33240.1100μ = 0.3040max 0.9995min 0.1100dataMA(4)OLS R²=0.12μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=-0.0487 · σ=0.1887 · skew=-3.38 (left-skewed) · kurt=11.71 (leptokurtic (fat tails))15118401-82.80ppbin -82.80pp · n=1 · 6.7% peakbin -82.80pp · n=1 · 6.7% peak-71.51pp-60.21pp-48.92pp-37.62pp-26.33pp-15.03pp15-3.74ppbin -3.74pp · n=15 · 100.0% peakbin -3.74pp · n=15 · 100.0% peak37.56ppbin 7.56pp · n=3 · 20.0% peakbin 7.56pp · n=3 · 20.0% peak118.85ppbin 18.85pp · n=1 · 6.7% peakbin 18.85pp · n=1 · 6.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=20
Q-Q plot · standardised Δp vs N(0,1)
n=20 · skew=-3.49 · kurt=12.30 · near 4 / mid 12 / far 4 · OLS slope=0.65 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.21σsample ↓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=21LEPTOKURTIC · FAT TAILS (G₂=3.73)
μ MEAN69.60¢95% CI: [59.32¢, 79.88¢]
σ STD DEV24.04ppσ² = 578.045 · CV = 34.54%
med MEDIAN76.50¢Q₁ 76.50¢ · Q₃ 77.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 88.95pp · IQR 1.00pp (1.349σ→32.43pp)
min 0.05¢Q₁ 76.50¢med 76.50¢Q₃ 77.50¢max 89.00¢μ
SKEWNESS · G₁-2.250left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.726leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 32.43
range ↔ σconcentrated (range < 4σ)range / σ = 3.70
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-0.027within white-noise band
ρ(2) AUTOCORR-0.128lag-2 not significant
H · HURST EXPONENT0.851strongly persistent
OLS TREND · t-STAT-1.580fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.851
H = 0.851STRONGLY 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=1-0.027k=2-0.128k=3+0.022k=4-0.007k=5+0.0070+1−1+0.45−0.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.58)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.73very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.58)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 ID2581418
SLUGcs2-gz1-rstr-2026-06-18
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME76.05k USD 24h
LIQUIDITY208.56k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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 · VERY HIGHresolves 2026-06-18 14:40 UTC
0days
02hrs
47min
2.8 hours·θ = 117.784 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.4hRESOLVESP projection · σ=24.04% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 117.784 pp/day
now2.80h left
117.784 pp/day×1.00
−25%2.10h left
136.005 pp/day×1.15
−50%1.40h left
166.572 pp/day×1.41
−75%0.70h left
235.568 pp/day×2.00
−90%0.28h left
372.466 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=20 bars · best 24.50% · worst -88.45% · typical |Δ| 6.90%BEARISH SESSION -52.95%BEST+24.50%1hWORST-88.45%19hTYPICAL |Δ|6.90%mean absoluteCUMULATIVE-52.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +3.43% · Σ +24.00%EUROPE · 08-16 UTCμ +0.19% · Σ +1.50%US · 16-24 UTCμ -15.69% · Σ -78.45%CUMULATIVE Δ PATH · final -52.95%+36.00%-52.95%24.50% · 1h24.50% · 1h24.50%1h★ BEST-1.00% · 2h-1.00% · 2h-1.00%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-2.00% · 5h-2.00% · 5h-2.00%5h3.00% · 6h3.00% · 6h3.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.50% · 10h-0.50% · 10h-0.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h0.50% · 12h0.50% · 12h0.50%12h2.00% · 13h2.00% · 13h2.00%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-2.00% · 16h-2.00% · 16h-2.00%16h12.50% · 17h12.50% · 17h12.50%17h-0.50% · 18h-0.50% · 18h-0.50%18h-88.45% · 19h-88.45% · 19h-88.45%19h▼ WORST0.00% · 20h0.00% · 20h·20hTIME PATTERNAsia-led (+24.00%)RUNSup max 2 · down max 2BREADTH25% up · 40% down · 35% flat
5 up bars · 8 down · best 24.50% · worst -88.45% · typical |Δ| 6.898%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsSEVERE DRAWDOWN -84.08%FINAL-84.08%MAX DD-88.51%RECOVERYONGOING · 3 barsMAX RUN-UP+38.51%UNDERWATER15/21 (71%)STREAK▬ 0EQUITY CURVE · end 0.1592 · peak 1.3851 · range [0.1592, 1.3851]1.38510.1592break-even = 1★ PEAK 1.3851UNDERWATER DRAWDOWN · max -88.51% · severe0%-88.51%▼ TROUGH -88.51%TOP DRAWDOWN PERIODS · 3 total#1 -88.51%bar 19-21 · 3 bars · ONGOING#2 -2.98%bar 3-13 · 11 bars · recovered#3 -2.00%bar 17-17 · 1 bars · recoveredDD SEVERITYsevere (max -88.51%)RECOVERYongoing · 3 barsTIME UNDER WATER71% of session · 15/21 bars
final equity 0.1592 (-84.08%) · max DD -88.51% · time-under-water 15/21 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +11 / −4 (69% positive) · μ=3.24 · σ=37.47PROFITABLE STRATEGYLAST -35.74 (-1.04σ vs μ)102.5351.260.00-51.26-102.53μ = 3.2435.5435.540.000.005.155.155.155.155.155.1525.3925.39-102.53-102.53-22.37-22.3727.0827.0827.0827.0838.9338.936.546.5440.5840.5831.5831.58-35.74-35.74-35.74-35.74v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -35.740 · range [-102.53, 40.58] · μ 3.237 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=696.9718 · σ=1257.2839 · range [25.6320, 3845.6623] · R²=0.291▲ RISING +262.89%σ EXTREME 180.39%LAST 3845.66233845.66232890.65471935.6471980.639625.6320μ = 696.9718max 3845.6623min 25.6320dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 3845.66% · range [25.63%, 3845.66%] · μ 696.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +4 / −12 (25% positive) · μ=-0.191 · σ=0.258MEAN-REVERSIONLAST -0.212 (-0.08σ vs μ)0.5880.2940.000-0.294-0.588μ = -0.191-0.075-0.075-0.429-0.429-0.577-0.577-0.573-0.573-0.588-0.588-0.168-0.1680.0330.033-0.157-0.1570.2470.2470.0720.072-0.111-0.1110.0960.096-0.197-0.197-0.400-0.400-0.011-0.011-0.212-0.212v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.212 · |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
272.1405
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
0.4355
p-VALUE (log scale)
0.9924
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
-1.0860
p-VALUE (log scale)
0.7200
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
0.5205
p-VALUE (log scale)
0.6027
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2510
p-VALUE (log scale)
0.2676
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
-0.1004
p-VALUE (log scale)
0.9200
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.978 ≈ 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=10 bins · noise floor μ=4.30e-2 · top T=4.00h (18.6%) · top-3 cover 50.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)8.0e-26.0e-24.0e-22.0e-20.0e+0μ noise floorperiod 20.0 · power 1.91e-2 · 4.5% energyperiod 20.0 · power 1.91e-2 · 4.5% energyperiod 10.0 · power 3.14e-2 · 7.3% energyperiod 10.0 · power 3.14e-2 · 7.3% energyperiod 6.7 · power 4.54e-2 · 10.6% energyperiod 6.7 · power 4.54e-2 · 10.6% energyperiod 5.0 · power 7.00e-2 · 16.3% energyperiod 5.0 · power 7.00e-2 · 16.3% energyperiod 4.0 · power 8.00e-2 · 18.6% energyperiod 4.0 · power 8.00e-2 · 18.6% energyperiod 3.3 · power 6.83e-2 · 15.9% energyperiod 3.3 · power 6.83e-2 · 15.9% energyperiod 2.9 · power 5.73e-2 · 13.3% energyperiod 2.9 · power 5.73e-2 · 13.3% energyperiod 2.5 · power 3.03e-2 · 7.1% energyperiod 2.5 · power 3.03e-2 · 7.1% energyperiod 2.2 · power 1.45e-2 · 3.4% energyperiod 2.2 · power 1.45e-2 · 3.4% energyperiod 2.0 · power 1.35e-2 · 3.1% energyperiod 2.0 · power 1.35e-2 · 3.1% energy50% by T=4.0h#1 dominantT=4.00h#2T=5.00h#3T=3.33hT=2hT=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 ≈ 4.00h (freq 0.250) · concentrates 18.6% of total energy · Σ|X̂|²/n = 4.299e-1

▸ Depth section using sovereign-store price series (302 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 2.843pp · expected |Δp| over horizon 6.96ppterminal variance p(1−p) = 0.0005 · n = 302✓ n = 302
μ per bar
-0.259pp
average Δp · drift
σ per bar
2.843pp
one-bar volatility · logit-free
Per-day movedaily
13.93pp
σ × √24
Per-horizon move0d
6.96pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 4.94pp · ES₉₅ 6.12pp · method parametric · drift-correcteddrift -0.259pp/bar · quantised: yes · median step 12.00pp · unique ratio 0.03✓ n = 302
VaR 95%
4.94pp
1.645·σ (parametric) of Δp
ES 95%
6.12pp
mean of the tail
Max drawdown
99.9pp
peak 78.0¢ → trough 0.1¢
Median step
12.00pp
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
14033417529855183528132990516000791558847505044115035588710208838609292846150
NO token ID
82172270185590728877759578285017205520916584481764847313856786860453256113475
Snapshot fetched
2026-06-18 11:52:00 UTC
Snapshot age
16.2s
History points
21 CLOB mids
Page rendered
2026-06-18 11:52:16 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
801616c4d128d0fc873cabea49711ee0dce7e707364d1a0c553b73f7537aabc3 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
ask-heavy
Imbalance (top-5)
-1.000
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-gz1-rstr-2026-06-18/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 · 302 barsperiods/year ≈ 1.75M
Realized vol (annualised)
50620.18%
σ per bar = 0.382346
Mean return (annualised)
-4281540.15%
μ per bar = -0.024427
Sharpe (rf=0)
-84.58
annualised; risk-free assumed zero
Max drawdown
99.94%
peak 0.78 → trough 0.00 over 131 bars

/api/asset/pm-cs2-gz1-rstr-2026-06-18/risk · same metrics, JSON