POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Gentle Mates vs ex-RUBY (BO3) - CCT Europe Series #4 Playoffs

YES · live
63.5¢
NO · live
36.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-m8-ruby1-2026-06-20 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
56.69%
max drawdown
1.55%
sharpe
—
ulcer index
1.55%
RMS drawdown
pain index
1.55%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.55%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
546
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-m8-ruby1-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.5s⏱--:--:-- 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
63.5¢
NO · live
36.5¢
YES price · live 24h
n=18 · μ=0.6444 · σ=0.0436 · range [0.5800, 0.7050] · R²=0.341▼ FALLING -8.63%σ HIGH 6.77%LAST 0.63500.70500.67370.64250.61120.5800μ = 0.6444max 0.7050min 0.5800dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxminlive endpoint
18 ticks · last 63.50¢
YES / NO split · live
YES 63.5%NO 36.5%YES63.5%63.50¢ · odds 1/1.57
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.947 / 1.00 bits (95%) · high uncertainty
YES
63.5%63.5¢1.57×▬ +0.00pp
NO
36.5%36.5¢2.74×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=17 · Σ=4,400 · μ=258.8 · σ=360.7 · CV=1.39BURSTY · concentratedcumulative energy ↗ · 50% by h=703136259381,250μ = 2591,25050%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 4400bp moved · peak 1250bp · n=17 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.5s
▲YES mid
63.50¢ (63.50%)
▼NO mid
36.50¢ (36.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$96.2k
≋liquidity $
$65.8k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.6444 · σ=0.0436 · range [0.5800, 0.7050] · R²=0.341▼ FALLING -8.63%σ HIGH 6.77%LAST 0.63500.70500.67370.64250.61120.5800μ = 0.6444max 0.7050min 0.5800dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 63.50¢
NO price · CLOB mid
n=18 · μ=0.3556 · σ=0.0436 · range [0.2950, 0.4200] · R²=0.341▲ RISING +19.67%σ HIGH 12.27%LAST 0.36500.42000.38870.35750.32620.2950μ = 0.3556max 0.4200min 0.2950dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 36.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=-0.0070 · σ=0.0400 · skew=-0.78 (left-skewed) · kurt=1.62 (leptokurtic (fat tails))864201-11.45ppbin -11.45pp · n=1 · 12.5% peakbin -11.45pp · n=1 · 12.5% peak-9.35pp1-7.25ppbin -7.25pp · n=1 · 12.5% peakbin -7.25pp · n=1 · 12.5% peak-5.15pp1-3.05ppbin -3.05pp · n=1 · 12.5% peakbin -3.05pp · n=1 · 12.5% peak8-0.95ppbin -0.95pp · n=8 · 100.0% peakbin -0.95pp · n=8 · 100.0% peak31.15ppbin 1.15pp · n=3 · 37.5% peakbin 1.15pp · n=3 · 37.5% peak23.25ppbin 3.25pp · n=2 · 25.0% peakbin 3.25pp · n=2 · 25.0% peak5.35pp17.45ppbin 7.45pp · n=1 · 12.5% peakbin 7.45pp · n=1 · 12.5% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=17
Q-Q plot · standardised Δp vs N(0,1)
n=17 · skew=-0.93 · kurt=2.06 · near 9 / mid 8 / far 0 · OLS slope=0.95 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=18PLATYKURTIC · THIN TAILS (G₂=-1.38)
μ MEAN64.44¢95% CI: [62.43¢, 66.46¢]
σ STD DEV4.36ppσ² = 19.026 · CV = 6.77%
med MEDIAN64.00¢Q₁ 61.25¢ · Q₃ 67.38¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 12.50pp · IQR 6.13pp (1.349σ→5.88pp)
min 58.00¢Q₁ 61.25¢med 64.00¢Q₃ 67.38¢max 70.50¢μ
SKEWNESS · G₁-0.075approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.381platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRconsistent with normalratio = 0.96
range ↔ σconcentrated (range < 4σ)range / σ = 2.87
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) -0.45 + ADF rejected
ρ(1) AUTOCORR-0.450within white-noise band
ρ(2) AUTOCORR-0.145lag-2 not significant
H · HURST EXPONENT0.932strongly persistent
OLS TREND · t-STAT-2.874significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.932
H = 0.932STRONGLY 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=1-0.450k=2-0.145k=3+0.367k=4-0.249k=5+0.0100+1−1+0.49−0.49+ momentum (ρ > +0.49)− reversal (ρ < −0.49)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=2.87)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.45 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.87)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 ID2608151
SLUGcs2-m8-ruby1-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (64¢)
PRIMARY · YES63.50¢implied prob 63.50% · decimal odds 1.57×
COUNTER · NO36.50¢implied prob 36.50% · decimal odds 2.74×
63.50¢
36.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME96.16k USD 24h
LIQUIDITY65.75k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (64¢)|primary − counter| = 0.270 · entropy 0.947 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 63.5%NO 36.5%YES p̂63.5%H = 0.947 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.57×(64¢)NO2.74×(37¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.947 bits (95% 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 20:00 UTC
0days
10hrs
21min
10.4 hours·θ = 21.369 pp/day
YES →$1.00(P = 63.5%)
NO →$0.00(P = 36.5%)
current: $0.6350 · expected return per side: $0.36 on YES hit · $0.64 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.2hRESOLVESP projection · σ=4.36% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 21.369 pp/day
now10.36h left
21.369 pp/day×1.00
−25%7.77h left
24.675 pp/day×1.15
−50%5.18h left
30.220 pp/day×1.41
−75%2.59h left
42.738 pp/day×2.00
−90%1.04h left
67.574 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=17 bars · best 8.50% · worst -12.50% · typical |Δ| 2.59%BEARISH SESSION -6.00%BEST+8.50%7hWORST-12.50%6hTYPICAL |Δ|2.59%mean absoluteCUMULATIVE-6.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ -0.38% · Σ -3.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -6.00%+1.00%-11.50%1.00% · 1h1.00% · 1h1.00%1h0.00% · 2h0.00% · 2h·2h-3.50% · 3h-3.50% · 3h-3.50%3h0.50% · 4h0.50% · 4h0.50%4h3.00% · 5h3.00% · 5h3.00%5h-12.50% · 6h-12.50% · 6h-12.50%6h▼ WORST8.50% · 7h8.50% · 7h8.50%7h★ BEST-1.00% · 8h-1.00% · 8h-1.00%8h-7.00% · 9h-7.00% · 9h-7.00%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h2.00% · 12h2.00% · 12h2.00%12h4.00% · 13h4.00% · 13h4.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17hTIME PATTERNUS-led (+0.00%)RUNSup max 2 · down max 2BREADTH35% up · 29% down · 35% flat
6 up bars · 5 down · best 8.50% · worst -12.50% · typical |Δ| 2.588%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsSEVERE DRAWDOWN -7.39%FINAL-7.39%MAX DD-12.69%RECOVERYONGOING · 15 barsMAX RUN-UP+1.00%UNDERWATER15/18 (83%)STREAK▬ 0EQUITY CURVE · end 0.9261 · peak 1.0100 · range [0.8819, 1.0100]1.01000.8819break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -12.69% · significant0%-12.69%▼ TROUGH -12.69%TOP DRAWDOWN PERIODS · 1 total#1 -12.69%bar 4-18 · 15 bars · ONGOINGDD SEVERITYsignificant (max -12.69%)RECOVERYongoing · 15 barsTIME UNDER WATER83% of session · 15/18 bars
final equity 0.9261 (-7.39%) · max DD -12.69% · time-under-water 15/18 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +5 / −8 (36% positive) · μ=-1.68 · σ=40.62MIXED EDGELAST -46.80 (-1.11σ vs μ)73.3236.660.00-36.66-73.32μ = -1.68-22.93-22.930.000.00-43.02-43.02-1.31-1.31-5.26-5.26-31.23-31.231.831.83-55.60-55.60-29.64-29.6473.3273.3252.7652.7652.7652.7631.6631.66-46.80-46.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -46.797 · range [-55.60, 73.32] · μ -1.675 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=408.2730 · σ=280.4360 · range [46.7974, 841.4868] · R²=0.260▼ FALLING -75.51%σ EXTREME 68.69%LAST 46.7974841.4868642.8144444.1421245.469846.7974μ = 408.2730max 841.4868min 46.7974dataMA(2)OLS R²=0.26μ lineμ ± σ bandmaxmin
latest 46.80% · range [46.80%, 841.49%] · μ 408.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +1 / −13 (7% positive) · μ=-0.222 · σ=0.245MEAN-REVERSIONLAST -0.083 (+0.57σ vs μ)0.6510.3250.000-0.325-0.651μ = -0.222-0.300-0.300-0.012-0.012-0.264-0.264-0.604-0.604-0.651-0.651-0.389-0.389-0.004-0.004-0.324-0.324-0.033-0.0330.2500.250-0.343-0.343-0.089-0.089-0.258-0.258-0.083-0.083v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.083 · |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
10.6087
p-VALUE (log scale)
0.0050
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
9.2075
p-VALUE (log scale)
0.1000
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
-2.4759
p-VALUE (log scale)
0.1277
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
0.9915
p-VALUE (log scale)
0.3215
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
0.4282
p-VALUE (log scale)
0.0650
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
-1.7209
p-VALUE (log scale)
0.0853
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.583 ≈ 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=8 bins · noise floor μ=2.00e-3 · top T=2.83h (40.1%) · top-3 cover 72.7%STRONG CYCLE @ T≈2.8cumulative energy ↗ (1 bin above 2× noise)6.4e-34.8e-33.2e-31.6e-30.0e+0μ noise floor2× noise (significance)period 17.0 · power 6.77e-4 · 4.2% energyperiod 17.0 · power 6.77e-4 · 4.2% energyperiod 8.5 · power 1.77e-4 · 1.1% energyperiod 8.5 · power 1.77e-4 · 1.1% energyperiod 5.7 · power 7.94e-4 · 5.0% energyperiod 5.7 · power 7.94e-4 · 5.0% energyperiod 4.3 · power 1.14e-3 · 7.1% energyperiod 4.3 · power 1.14e-3 · 7.1% energyperiod 3.4 · power 2.51e-3 · 15.7% energyperiod 3.4 · power 2.51e-3 · 15.7% energyperiod 2.8 · power 6.41e-3 · 40.1% energyperiod 2.8 · power 6.41e-3 · 40.1% energyperiod 2.4 · power 2.71e-3 · 17.0% energyperiod 2.4 · power 2.71e-3 · 17.0% energyperiod 2.1 · power 1.57e-3 · 9.8% energyperiod 2.1 · power 1.57e-3 · 9.8% energy50% by T=2.8h#1 dominantT=2.83h#2T=2.43h#3T=3.40hT=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 ≈ 2.83h (freq 0.353) · concentrates 40.1% of total energy · Σ|X̂|²/n = 1.599e-2

▸ Depth section using sovereign-store price series (546 bars · effective 1752518 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 0.4 d · σ/bar 0.043pp · expected |Δp| over horizon 0.14ppterminal variance p(1−p) = 0.2318 · n = 546✓ n = 546
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.043pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move0d
0.14pp
σ × √10.356996111111112
Terminal variancebinary
0.2318
p(1−p) at resolution
Current pricep
63.5¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 546
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
1.6pp
peak 64.5¢ → trough 63.5¢
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
63.5%
= price
Decimal oddsEU
1.575
total return per $1
AmericanUS
-174
risk $174 to win $100
FractionalUK
0.57 / 1
profit per $1 risked
Profit per $100stake
+$57.48
clean dollar framing
-1000-5000+500+1000020406080100you · 63.5%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)
0.947 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.947 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.66 bit
self-information
Surprise · NO−log₂(1−p)
1.45 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
95337970563146848605501839584944528402715579562319611847638364714608737929280
NO token ID
33246213730660096279283109201336321772028234904017854535311424844285009588399
Snapshot fetched
2026-06-20 09:38:32 UTC
Snapshot age
2.5s
History points
18 CLOB mids
Page rendered
2026-06-20 09:38:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ff93ff462f6555a9a457fc8a5049af9de7d8789368a9033a286388b37f4d5043 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢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$63,617HL PERPHYPE-USD perpetual$70.65HL PERPETH-USD perpetual$1,728.1

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
0.635000
(best bid + best ask) / 2
Spread
157.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.085
bid-heavy
Imbalance (top-5)
-0.804
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-m8-ruby1-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.64000078.74bp0.6400001FILLED
BUY$10.00K0.64000078.74bp0.6400001FILLED
BUY$100.00K0.7079531148.87bp0.96000030FILLED
SELL$1.00K0.63000078.74bp0.6300001FILLED
SELL$10.00K0.5294291662.54bp0.29000023FILLED
SELL$100.00K0.0575159094.25bp0.01000043PARTIAL

Risk metrics

▸ sovereign store · 546 barsperiods/year ≈ 1.75M
Realized vol (annualised)
88.61%
σ per bar = 0.000669
Mean return (annualised)
-5024.52%
μ per bar = -0.000029
Sharpe (rf=0)
-56.71
annualised; risk-free assumed zero
Max drawdown
1.55%
peak 0.65 → trough 0.64 over 1 bars

/api/asset/pm-cs2-m8-ruby1-2026-06-20/risk · same metrics, JSON