POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Ground Zero vs Rooster - Map 2 Winner

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-gz1-rstr-2026-06-18-game2 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4543.41%
max drawdown
99.93%
sharpe
—
ulcer index
93.96%
RMS drawdown
pain index
88.39%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.93%
cond. drawdown
gain/pain
0.40
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.40
upside/downside
roll spread
315.2 bps
implied (price-only)
bars used
408
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-gz1-rstr-2026-06-18-game2/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.6s⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=21 · μ=0.6029 · σ=0.2086 · range [0.0005, 0.7250] · R²=0.243▼ FALLING -99.92%σ EXTREME 34.59%LAST 0.00050.72500.54390.36270.18160.0005μ = 0.6029max 0.7250min 0.0005dataMA(4)OLS R²=0.24μ 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=14,495 · μ=724.8 · σ=1741.8 · CV=2.40BURSTY · concentratedcumulative energy ↗ · 50% by h=1801,8113,6235,4347,245μ = 7257,24550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 14495bp moved · peak 7245bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.6s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$68.1k
≋liquidity $
$101.3k
◳history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.6029 · σ=0.2086 · range [0.0005, 0.7250] · R²=0.243▼ FALLING -99.92%σ EXTREME 34.59%LAST 0.00050.72500.54390.36270.18160.0005μ = 0.6029max 0.7250min 0.0005dataMA(4)OLS R²=0.24μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=21 · μ=0.3971 · σ=0.2086 · range [0.2750, 0.9995] · R²=0.243▲ RISING +149.88%σ EXTREME 52.52%LAST 0.99950.99950.81840.63730.45610.2750μ = 0.3971max 0.9995min 0.2750dataMA(4)OLS R²=0.24μ 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=-0.0093 · σ=0.1742 · skew=-2.78 (left-skewed) · kurt=8.05 (leptokurtic (fat tails))16128401-67.38ppbin -67.38pp · n=1 · 6.3% peakbin -67.38pp · n=1 · 6.3% peak-57.23pp-47.09pp-36.94pp1-26.80ppbin -26.80pp · n=1 · 6.3% peakbin -26.80pp · n=1 · 6.3% peak-16.65pp1-6.51ppbin -6.51pp · n=1 · 6.3% peakbin -6.51pp · n=1 · 6.3% peak163.64ppbin 3.64pp · n=16 · 100.0% peakbin 3.64pp · n=16 · 100.0% peak13.78pp123.93ppbin 23.93pp · n=1 · 6.3% peakbin 23.93pp · n=1 · 6.3% 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=-2.58 · kurt=8.17 · near 7 / mid 10 / far 3 · OLS slope=0.75 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.85σsample ↓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=3.67)
μ MEAN60.29¢95% CI: [51.37¢, 69.21¢]
σ STD DEV20.86ppσ² = 434.987 · CV = 34.59%
med MEDIAN68.00¢Q₁ 65.50¢ · Q₃ 69.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 72.45pp · IQR 3.50pp (1.349σ→28.14pp)
min 0.05¢Q₁ 65.50¢med 68.00¢Q₃ 69.00¢max 72.50¢μ
SKEWNESS · G₁-2.266left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.672leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRdiverges from normalratio = 8.04
range ↔ σconcentrated (range < 4σ)range / σ = 3.47
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) -0.46 + ADF rejected
ρ(1) AUTOCORR-0.461negative · reversal
ρ(2) AUTOCORR+0.278lag-2 not significant
H · HURST EXPONENT0.480random-walk
OLS TREND · t-STAT-2.471significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.480
H = 0.480RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.461k=2+0.278k=3-0.012k=4-0.012k=5+0.0120+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]SIGNIFICANT @ 5% (|t|=2.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.46 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.50high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.47)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 ID2581411
SLUGcs2-gz1-rstr-2026-06-18-game2
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 VOLUME68.12k USD 24h
LIQUIDITY101.33k 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
45min
2.8 hours·θ = 102.175 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=20.86% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 102.175 pp/day
now2.76h left
102.175 pp/day×1.00
−25%2.07h left
117.981 pp/day×1.15
−50%1.38h left
144.497 pp/day×1.41
−75%0.69h left
204.350 pp/day×2.00
−90%0.28h left
323.105 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 29.00% · worst -72.45% · typical |Δ| 7.25%BEARISH SESSION -59.95%BEST+29.00%18hWORST-72.45%19hTYPICAL |Δ|7.25%mean absoluteCUMULATIVE-59.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.14% · Σ +8.00%EUROPE · 08-16 UTCμ +0.12% · Σ +1.00%US · 16-24 UTCμ -13.79% · Σ -68.95%CUMULATIVE Δ PATH · final -59.95%+12.50%-59.95%7.50% · 1h7.50% · 1h7.50%1h-0.50% · 2h-0.50% · 2h-0.50%2h0.00% · 3h0.00% · 3h·3h-1.50% · 4h-1.50% · 4h-1.50%4h0.00% · 5h0.00% · 5h·5h2.50% · 6h2.50% · 6h2.50%6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h2.50% · 9h2.50% · 9h2.50%9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h1.00% · 13h1.00% · 13h1.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-25.50% · 17h-25.50% · 17h-25.50%17h29.00% · 18h29.00% · 18h29.00%18h★ BEST-72.45% · 19h-72.45% · 19h-72.45%19h▼ WORST0.00% · 20h0.00% · 20h·20hTIME PATTERNAsia-led (+8.00%)RUNSup max 1 · down max 1BREADTH25% up · 35% down · 40% flat
5 up bars · 7 down · best 29.00% · worst -72.45% · typical |Δ| 7.247%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsSEVERE DRAWDOWN -71.13%FINAL-71.13%MAX DD-73.79%RECOVERYONGOING · 11 barsMAX RUN-UP+10.14%UNDERWATER16/21 (76%)STREAK▬ 0EQUITY CURVE · end 0.2887 · peak 1.1014 · range [0.2887, 1.1014]1.10140.2887break-even = 1★ PEAK 1.1014UNDERWATER DRAWDOWN · max -73.79% · severe0%-73.79%▼ TROUGH -73.79%TOP DRAWDOWN PERIODS · 3 total#1 -73.79%bar 11-21 · 11 bars · ONGOING#2 -1.99%bar 3-6 · 4 bars · recovered#3 -0.50%bar 9-9 · 1 bars · recoveredDD SEVERITYsevere (max -73.79%)RECOVERYongoing · 11 barsTIME UNDER WATER76% of session · 16/21 bars
final equity 0.2887 (-71.13%) · max DD -73.79% · time-under-water 16/21 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +10 / −4 (63% positive) · μ=5.23 · σ=27.79MIXED EDGELAST -33.93 (-1.41σ vs μ)57.1228.560.00-28.56-57.12μ = 5.2328.3628.366.356.3512.9912.996.356.3557.1257.1238.9838.9813.8613.8613.8613.8635.3835.38-22.37-22.370.000.000.000.00-41.78-41.782.422.42-33.93-33.93-33.93-33.93v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -33.926 · range [-41.78, 57.12] · μ 5.229 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=726.9506 · σ=1199.6944 · range [66.1816, 3560.7381] · R²=0.478▲ RISING +948.12%σ EXTREME 165.03%LAST 3560.73813560.73812687.09901813.4599939.820766.1816μ = 726.9506max 3560.7381min 66.1816dataMA(3)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 3560.74% · range [66.18%, 3560.74%] · μ 726.95% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +1 / −15 (6% positive) · μ=-0.345 · σ=0.236MEAN-REVERSIONLAST -0.688 (-1.45σ vs μ)0.6880.3440.000-0.344-0.688μ = -0.345-0.052-0.0520.0160.016-0.029-0.029-0.030-0.030-0.444-0.444-0.499-0.499-0.547-0.547-0.560-0.560-0.321-0.321-0.300-0.300-0.500-0.500-0.500-0.500-0.061-0.061-0.488-0.488-0.515-0.515-0.688-0.688v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.688 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
127.3301
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
6.8223
p-VALUE (log scale)
0.2331
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

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
1.9780
p-VALUE (log scale)
0.0479
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3813
p-VALUE (log scale)
0.0852
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.9746
p-VALUE (log scale)
0.0483
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.558 → mean-reverting
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=3.64e-2 · top T=2.22h (19.8%) · top-3 cover 55.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)7.2e-25.4e-23.6e-21.8e-20.0e+0μ noise floorperiod 20.0 · power 2.02e-2 · 5.5% energyperiod 20.0 · power 2.02e-2 · 5.5% energyperiod 10.0 · power 1.43e-2 · 3.9% energyperiod 10.0 · power 1.43e-2 · 3.9% energyperiod 6.7 · power 1.19e-2 · 3.3% energyperiod 6.7 · power 1.19e-2 · 3.3% energyperiod 5.0 · power 1.32e-2 · 3.6% energyperiod 5.0 · power 1.32e-2 · 3.6% energyperiod 4.0 · power 2.16e-2 · 5.9% energyperiod 4.0 · power 2.16e-2 · 5.9% energyperiod 3.3 · power 2.77e-2 · 7.6% energyperiod 3.3 · power 2.77e-2 · 7.6% energyperiod 2.9 · power 5.45e-2 · 15.0% energyperiod 2.9 · power 5.45e-2 · 15.0% energyperiod 2.5 · power 6.41e-2 · 17.6% energyperiod 2.5 · power 6.41e-2 · 17.6% energyperiod 2.2 · power 7.19e-2 · 19.8% energyperiod 2.2 · power 7.19e-2 · 19.8% energyperiod 2.0 · power 6.49e-2 · 17.8% energyperiod 2.0 · power 6.49e-2 · 17.8% energy50% by T=2.5h#1 dominantT=2.22h#2T=2.00h#3T=2.50hT=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 ≈ 2.22h (freq 0.450) · concentrates 19.8% of total energy · Σ|X̂|²/n = 3.642e-1

▸ Depth section using sovereign-store price series (408 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 3.433pp · expected |Δp| over horizon 8.41ppterminal variance p(1−p) = 0.0005 · n = 408✓ n = 408
μ per bar
-0.099pp
average Δp · drift
σ per bar
3.433pp
one-bar volatility · logit-free
Per-day movedaily
16.82pp
σ × √24
Per-horizon move0d
8.41pp
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 5.75pp · ES₉₅ 7.18pp · method parametric · drift-correcteddrift -0.099pp/bar · quantised: yes · median step 16.00pp · unique ratio 0.01✓ n = 408
VaR 95%
5.75pp
1.645·σ (parametric) of Δp
ES 95%
7.18pp
mean of the tail
Max drawdown
99.9pp
peak 67.0¢ → trough 0.1¢
Median step
16.00pp
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
76099473359019260323162057708932670149156392315412275195700938490026957027597
NO token ID
14882273176282319206272751048780527301863694258388947057609020192291961150747
Snapshot fetched
2026-06-18 11:54:06 UTC
Snapshot age
1.6s
History points
21 CLOB mids
Page rendered
2026-06-18 11:54:07 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a1e217da2be622c60909af3759d23089e01fd9b0c059c44a1899d3f19570675b · 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-game2/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 · 408 barsperiods/year ≈ 1.75M
Realized vol (annualised)
35578.67%
σ per bar = 0.268734
Mean return (annualised)
-2884184.73%
μ per bar = -0.016455
Sharpe (rf=0)
-81.06
annualised; risk-free assumed zero
Max drawdown
99.93%
peak 0.67 → trough 0.00 over 32 bars

/api/asset/pm-cs2-gz1-rstr-2026-06-18-game2/risk · same metrics, JSON