POLYMARKET · PREDICTION MARKET · SPORTS
Counter-Strike: Gentle Mates vs KOLESIE (BO3) - CCT Europe Series #4 Playoffs
74.5¢
25.5¢
▸ Advanced metrics · M2M bundle
polymarket · cs2-m8-kol-2026-06-18 · fresh · feed 18s old24h sparkline · 60 pts▼ —
realized vol (ann.)
983.35%
max drawdown
30.19%
sharpe
—
ulcer index
5.57%
RMS drawdown
pain index
2.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
19.53%
cond. drawdown
gain/pain
1.11
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.11
upside/downside
roll spread
0.9 bps
implied (price-only)
bars used
1249
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-cs2-m8-kol-2026-06-18/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
74.5¢
NO · live
25.5¢
11 ticks · last 74.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.819 / 1.00 bits (82%) · high uncertainty
YES74.5%74.5¢1.34×▬ +0.00pp
NO25.5%25.5¢3.92×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 3950bp moved · peak 1950bp · n=10 ticks
17.7s
74.50¢ (74.50%)
25.50¢ (25.50%)
100.00%
0.000pp
$105.0k
$15.6k
11 ticks (live)
§1 · 24h price history (YES + NO tokens)
11 YES observations from clob.polymarket.com · last 74.50¢
11 NO observations from clob.polymarket.com · last 32.00¢
§2 · Distribution of Δp
n=10
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=11LEPTOKURTIC · FAT TAILS (G₂=2.92)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-1.901left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.918leptokurtic · fat 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: MARTINGALE · UNPREDICTABLE
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
74.50¢
25.50¢
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
YES1.34×(75¢)NO3.92×(26¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.819 bits (82% of max) · high uncertainty
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 · VERY HIGHresolves 2026-06-18 17:00 UTC
0days
05hrs
08min
YES →$1.00
NO →$0.00
current: $0.7450 · expected return per side: $0.26 on YES hit · $0.74 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 30.758 pp/day
now5.14h left30.758 pp/day×1.00
−25%3.86h left35.516 pp/day×1.15
−50%2.57h left43.498 pp/day×1.41
−75%1.29h left61.515 pp/day×2.00
−90%0.51h left97.264 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
4 up bars · 5 down · best 19.50% · worst -2.50% · typical |Δ| 3.950%
§10 · Equity curve & underwater drawdown
final equity 1.2507 (25.07%) · max DD -5.43% · time-under-water 7/11 bars
§11 · Rolling-window statistics (w = 4 bars)
latest 23.677 · range [-27.80, 44.66] · μ -5.889 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 462.48% · range [144.87%, 931.65%] · μ 312.61% · σ̂ scaled to annualised (×√8760)
latest -0.269 · |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)
1 of 5 REJECT · mixed evidence1 reject·4 pass·1 n/a·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
16.9514
p-VALUE (log scale)
0.0002
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
0.4299
p-VALUE (log scale)
0.9305
Dickey-Fuller (τ_μ)
N/An/aH₀: p has a unit root (non-stationary)
STATISTIC
—
p-VALUE (log scale)
—
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.3213
p-VALUE (log scale)
0.7480
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.0000
p-VALUE (log scale)
1.0000
Variance ratio q=1
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.0000
p-VALUE (log scale)
1.0000
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)
dominant period ≈ 5.00h (freq 0.200) · concentrates 38.7% of total energy · Σ|X̂|²/n = 2.069e-2
▸ Depth section using sovereign-store price series (1249 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
Horizon 0.3 d · σ/bar 0.743pp · expected |Δp| over horizon 1.82ppterminal variance p(1−p) = 0.1900 · n = 1249✓ n = 1249
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.743pp
one-bar volatility · logit-free
Per-day movedaily
3.64pp
σ × √24
Per-horizon move0d
1.82pp
σ × √6
Terminal variancebinary
0.1900
p(1−p) at resolution
Current pricep
74.5¢
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 1.22pp · ES₉₅ 1.53pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 1249
VaR 95%
1.22pp
1.645·σ (parametric) of Δp
ES 95%
1.53pp
mean of the tail
Max drawdown
30.2pp
peak 79.5¢ → trough 55.5¢
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
74.5%
= price
Decimal oddsEU
1.342
total return per $1
AmericanUS
-292
risk $292 to win $100
FractionalUK
0.34 / 1
profit per $1 risked
Profit per $100stake
+$34.23
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)
0.819 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.819 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.42 bit
self-information
Surprise · NO−log₂(1−p)
1.97 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
20525646600461995346417310820375529737748297150078092264302520896177656969246- NO token ID
60667261800424261107650166370555326093986909101835912299973780751676645474369- Snapshot fetched
- 2026-06-18 11:51:06 UTC
- Snapshot age
- 17.7s
- History points
- 11 CLOB mids
- Page rendered
- 2026-06-18 11:51:23 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
f6326b43d69e4bb9fe1ea51fd6b967d87df90c2889a22d2efe6d886d3866bfd1· 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 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
0.680000
(best bid + best ask) / 2
Spread
294.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.789
bid-heavy
Imbalance (top-5)
-0.123
ask-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-m8-kol-2026-06-18/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.725050 | 662.49bp | 0.740000 | 6 | FILLED |
| BUY | $10.00K | 0.859216 | 2635.53bp | 0.890000 | 19 | FILLED |
| BUY | $100.00K | 0.950017 | 3970.84bp | 0.990000 | 29 | PARTIAL |
| SELL | $1.00K | 0.634056 | 675.65bp | 0.620000 | 6 | FILLED |
| SELL | $10.00K | 0.100090 | 8528.09bp | 0.020000 | 44 | FILLED |
| SELL | $100.00K | 0.037974 | 9441.56bp | 0.010000 | 45 | PARTIAL |
Risk metrics
▸ sovereign store · 1,249 barsperiods/year ≈ 1.75MRealized vol (annualised)
1497.63%
σ per bar = 0.011313
Mean return (annualised)
7750.05%
μ per bar = 0.000044
Sharpe (rf=0)
5.17
annualised; risk-free assumed zero
Max drawdown
30.19%
peak 0.80 → trough 0.56 over 50 bars
/api/asset/pm-cs2-m8-kol-2026-06-18/risk · same metrics, JSON