POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Gentle Mates vs KOLESIE - Map 2 Winner

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-m8-kol-2026-06-18-game2 · fresh · feed 16s old
24h sparkline · 60 pts
realized vol (ann.)
849.48%
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
11.0 bps
implied (price-only)
bars used
269
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-m8-kol-2026-06-18-game2/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING16.5s--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=14 · μ=0.6926 · σ=0.1599 · range [0.5000, 0.9995] · R²=0.546 RISING +99.90%σ EXTREME 23.08%LAST 0.99950.99950.87460.74980.62490.5000μ = 0.6926max 0.9995min 0.5000dataMA(2)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
14 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%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
100.0%100.0¢1.00× +0.00pp
NO
0.1%0.1¢2000.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=13 · Σ=6,495 · μ=499.6 · σ=898.4 · CV=1.80BURSTY · concentratedcumulative energy ↗ · 50% by h=1107941,5882,3813,175μ = 5003,17550%h1h3h5h7h9h11h13#1 peak#2-3> μactivequietμ linecum energy
Σ 6495bp moved · peak 3175bp · n=13 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
16.5s
YES mid
99.95¢ (99.95%)
NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$34.1k
liquidity $
$107.2k
history points
14 ticks (live)

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

YES price · CLOB mid
n=14 · μ=0.6926 · σ=0.1599 · range [0.5000, 0.9995] · R²=0.546 RISING +99.90%σ EXTREME 23.08%LAST 0.99950.99950.87460.74980.62490.5000μ = 0.6926max 0.9995min 0.5000dataMA(2)OLS R²=0.55μ lineμ ± σ bandmaxmin
14 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=14 · μ=0.3074 · σ=0.1599 · range [0.0005, 0.5000] · R²=0.546 FALLING -99.90%σ EXTREME 52.00%LAST 0.00050.50000.37510.25020.12540.0005μ = 0.3074max 0.5000min 0.0005dataMA(2)OLS R²=0.55μ lineμ ± σ bandmaxmin
14 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=13 · 10 bins · μ=0.0428 · σ=0.0859 · skew=2.11 (right-skewed) · kurt=3.43 (leptokurtic (fat tails))754202-2.69ppbin -2.69pp · n=2 · 28.6% peakbin -2.69pp · n=2 · 28.6% peak70.94ppbin 0.94pp · n=7 · 100.0% peakbin 0.94pp · n=7 · 100.0% peak24.56ppbin 4.56pp · n=2 · 28.6% peakbin 4.56pp · n=2 · 28.6% peak8.19pp11.81pp115.44ppbin 15.44pp · n=1 · 14.3% peakbin 15.44pp · n=1 · 14.3% peak19.06pp22.69pp26.31pp129.94ppbin 29.94pp · n=1 · 14.3% peakbin 29.94pp · n=1 · 14.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=13
Q-Q plot · standardised Δp vs N(0,1)
n=13 · skew=2.15 · kurt=3.72 · near 4 / mid 8 / far 1 · OLS slope=0.85 intercept=0.00LEPTOKURTIC — FAT TAILSFAT UPPER TAILTHIN LOWER TAIL-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=14STRONGLY RIGHT-SKEWED (G₁=1.08)
μ MEAN69.26¢95% CI: [60.89¢, 77.63¢]
σ STD DEV15.99ppσ² = 255.532 · CV = 23.08%
med MEDIAN63.50¢Q₁ 61.63¢ · Q₃ 64.38¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 50.00¢Q₁ 61.63¢med 63.50¢Q₃ 64.38¢max 99.95¢μ
SKEWNESS · G₁1.082right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.486mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRdiverges from normalratio = 7.84
range ↔ σconcentrated (range < 4σ)range / σ = 3.12
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+0.110within white-noise band
ρ(2) AUTOCORR-0.260lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+3.798significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.110k=2-0.260k=3-0.062k=4+0.003k=5-0.0660+1−1+0.550.55+ momentum (ρ > +0.55)− reversal (ρ < −0.55)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.11low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.80)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 ID2590894
SLUGcs2-m8-kol-2026-06-18-game2
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME34.07k USD 24h
LIQUIDITY107.17k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (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 100.0%NO 0.1%YES100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
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 · CRITICALresolves 2026-06-18 15:00 UTC
0days
00hrs
42min
YES$1.00(P = 100.0%)
NO$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.4hRESOLVESP projection · σ=15.99% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 78.312 pp/day
now0.71h left
78.312 pp/day×1.00
−25%0.53h left
90.427 pp/day×1.15
−50%0.35h left
110.750 pp/day×1.41
−75%0.18h left
156.624 pp/day×2.00
−90%0.07h left
247.644 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=13 bars · best 31.75% · worst -4.50% · typical |Δ| 5.00%MILD BULLISH +49.95%BEST+31.75%11hWORST-4.50%9hTYPICAL |Δ|5.00%mean absoluteCUMULATIVE+49.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.93% · Σ +13.50%EUROPE · 08-16 UTCμ +6.08% · Σ +36.45%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +49.95%+49.95%0.00%14.50% · 1h14.50% · 1h14.50%1h-0.50% · 2h-0.50% · 2h-0.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h-0.50% · 4h-0.50% · 4h-0.50%4h-1.50% · 5h-1.50% · 5h-1.50%5h0.00% · 6h0.00% · 6h·6h2.00% · 7h2.00% · 7h2.00%7h0.00% · 8h0.00% · 8h·8h-4.50% · 9h-4.50% · 9h-4.50%9h▼ WORST3.00% · 10h3.00% · 10h3.00%10h31.75% · 11h31.75% · 11h31.75%11h★ BEST6.20% · 12h6.20% · 12h6.20%12h0.00% · 13h0.00% · 13h·13hTIME PATTERNEurope-led (+36.45%)RUNSup max 3 · down max 4BREADTH38% up · 38% down · 23% flat
5 up bars · 5 down · best 31.75% · worst -4.50% · typical |Δ| 4.996%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=14 barsPROFITABLE +55.96%FINAL+55.96%MAX DD-5.48%RECOVERYFULLY RECOVEREDMAX RUN-UP+55.96%UNDERWATER9/14 (64%)STREAK▬ 0EQUITY CURVE · end 1.5596 · peak 1.5596 · range [1.0000, 1.5596]1.55961.0000break-even = 1★ PEAK 1.5596UNDERWATER DRAWDOWN · max -5.48% · significant0%-5.48%▼ TROUGH -5.48%TOP DRAWDOWN PERIODS · 1 total#1 -5.48%bar 3-11 · 9 bars · recoveredDD SEVERITYsignificant (max -5.48%)RECOVERYfully recoveredTIME UNDER WATER64% of session · 9/14 bars
final equity 1.5596 (55.96%) · max DD -5.48% · time-under-water 9/14 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=10 · +6 / −3 (60% positive) · μ=-3.93 · σ=66.25MIXED EDGELAST 65.79 (+1.05σ vs μ)140.3970.200.00-70.20-140.39μ = -3.9340.5640.56-140.39-140.39-92.98-92.980.000.008.158.15-21.27-21.273.523.5243.1143.1154.1754.1765.7965.79v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 65.794 · range [-140.39, 65.79] · μ -3.934 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=10 · μ=602.1652 · σ=620.2852 · range [46.7974, 1536.5406] · R²=0.503 RISING +94.18%σ EXTREME 103.01%LAST 1363.05851536.54061164.1048791.6690419.233246.7974μ = 602.1652max 1536.5406min 46.7974dataMA(2)OLS R²=0.50μ lineμ ± σ bandmaxmin
latest 1363.06% · range [46.80%, 1536.54%] · μ 602.17% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=10 · +3 / −7 (30% positive) · μ=-0.142 · σ=0.211MEAN-REVERSIONLAST -0.316 (-0.83σ vs μ)0.5390.2700.000-0.270-0.539μ = -0.142-0.083-0.083-0.083-0.083-0.539-0.5390.1150.115-0.043-0.0430.0380.038-0.390-0.3900.0440.044-0.163-0.163-0.316-0.316v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.316 · |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
34.7009
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
1.4718
p-VALUE (log scale)
0.8332
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
-0.5119
p-VALUE (log scale)
0.8833
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
-0.6708
p-VALUE (log scale)
0.5023
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
0.4093
p-VALUE (log scale)
0.0731
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=6 bins · noise floor μ=9.18e-3 · top T=3.25h (28.7%) · top-3 cover 73.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.6e-21.2e-27.9e-34.0e-30.0e+0μ noise floorperiod 13.0 · power 1.51e-2 · 27.5% energyperiod 13.0 · power 1.51e-2 · 27.5% energyperiod 6.5 · power 4.68e-3 · 8.5% energyperiod 6.5 · power 4.68e-3 · 8.5% energyperiod 4.3 · power 9.70e-3 · 17.6% energyperiod 4.3 · power 9.70e-3 · 17.6% energyperiod 3.3 · power 1.58e-2 · 28.7% energyperiod 3.3 · power 1.58e-2 · 28.7% energyperiod 2.6 · power 8.56e-3 · 15.5% energyperiod 2.6 · power 8.56e-3 · 15.5% energyperiod 2.2 · power 1.20e-3 · 2.2% energyperiod 2.2 · power 1.20e-3 · 2.2% energy50% by T=4.3h#1 dominantT=3.25h#2T=13.00h#3T=4.33hT=3hT=4hT=6hT=8hT=12h← 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 ≈ 3.25h (freq 0.308) · concentrates 28.7% of total energy · Σ|X̂|²/n = 5.505e-2

▸ Depth section using sovereign-store price series (269 bars · effective 1752227 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 0.642pp · expected |Δp| over horizon 1.57ppterminal variance p(1−p) = 0.0005 · n = 269n = 269
μ per bar
+0.054pp
average Δp · drift
σ per bar
0.642pp
one-bar volatility · logit-free
Per-day movedaily
3.14pp
σ × √24
Per-horizon move0d
1.57pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 1.00pp · ES₉₅ 1.27pp · method parametric · drift-correcteddrift +0.054pp/bar · quantised: yes · median step 4.40pp · unique ratio 0.01n = 269
VaR 95%
1.00pp
1.645·σ (parametric) of Δp
ES 95%
1.27pp
mean of the tail
Max drawdown
0.0pp
peak 85.5¢ → trough 85.5¢
Median step
4.40pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
106936212526759119930124776834379873506661129361921734367850465286940001642209
NO token ID
3909012684607151030899094474918651429532162622110670283191503044556122652292
Snapshot fetched
2026-06-18 14:17:16 UTC
Snapshot age
16.5s
History points
14 CLOB mids
Page rendered
2026-06-18 14:17:33 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4aafec0e8e8534cf60ad13ccbfe0737566a20dbc0f480603289abc85c48f90ad · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
bid-heavy
Imbalance (top-5)
+1.000
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-m8-kol-2026-06-18-game2/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 269 barsperiods/year ≈ 1.75M
Realized vol (annualised)
910.95%
σ per bar = 0.006882
Mean return (annualised)
102095.76%
μ per bar = 0.000583
Sharpe (rf=0)
112.08
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.85 → trough 0.85 over 0 bars

/api/asset/pm-cs2-m8-kol-2026-06-18-game2/risk · same metrics, JSON