POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: MASQ VS LPH GAMING (BO3) - UNITED21 GROUP B

Counter-Strike: MASQ vs LPH Gaming (BO3) - United21 Group B

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-masq-lph-2026-06-20 · fresh · feed 16s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4517.45%
max drawdown
45.68%
sharpe
—
ulcer index
12.88%
RMS drawdown
pain index
4.56%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
45.68%
cond. drawdown
gain/pain
3.64
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.64
upside/downside
roll spread
77.1 bps
implied (price-only)
bars used
230
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-masq-lph-2026-06-20/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=25 · μ=0.3714 · σ=0.1477 · range [0.2850, 0.9995] · R²=0.210▲ RISING +189.71%σ EXTREME 39.76%LAST 0.99950.99950.82090.64220.46360.2850μ = 0.3714max 0.9995min 0.2850dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
25 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=24 · Σ=14,045 · μ=585.2 · σ=1582.4 · CV=2.70BURSTY · concentratedcumulative energy ↗ · 50% by h=2401,7863,5735,3597,145μ = 5857,14550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 14045bp moved · peak 7145bp · n=24 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 $
$40.6k
≋liquidity $
$49.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3714 · σ=0.1477 · range [0.2850, 0.9995] · R²=0.210▲ RISING +189.71%σ EXTREME 39.76%LAST 0.99950.99950.82090.64220.46360.2850μ = 0.3714max 0.9995min 0.2850dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.6284 · σ=0.1476 · range [0.0005, 0.7150] · R²=0.211▼ FALLING -99.92%σ EXTREME 23.49%LAST 0.00050.71500.53640.35770.17910.0005μ = 0.6284max 0.7150min 0.0005dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0486 · σ=0.1537 · skew=2.37 (right-skewed) · kurt=8.51 (leptokurtic (fat tails))16128401-25.88ppbin -25.88pp · n=1 · 6.3% peakbin -25.88pp · n=1 · 6.3% peak-15.63pp5-5.39ppbin -5.39pp · n=5 · 31.3% peakbin -5.39pp · n=5 · 31.3% peak164.86ppbin 4.86pp · n=16 · 100.0% peakbin 4.86pp · n=16 · 100.0% peak15.10pp125.35ppbin 25.35pp · n=1 · 6.3% peakbin 25.35pp · n=1 · 6.3% peak35.59pp45.84pp56.08pp166.33ppbin 66.33pp · n=1 · 6.3% peakbin 66.33pp · n=1 · 6.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=2.79 · kurt=10.89 · near 6 / mid 14 / far 4 · OLS slope=0.70 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.17σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=10.38)
μ MEAN37.14¢95% CI: [31.35¢, 42.93¢]
σ STD DEV14.77ppσ² = 218.082 · CV = 39.76%
med MEDIAN33.50¢Q₁ 32.00¢ · Q₃ 34.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 71.45pp · IQR 2.00pp (1.349σ→19.92pp)
min 28.50¢Q₁ 32.00¢med 33.50¢Q₃ 34.00¢max 99.95¢μ
SKEWNESS · G₁3.235right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂10.377leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.25
σ × 1.349 ↔ IQRdiverges from normalratio = 9.96
range ↔ σwide tails (range > 4σ)range / σ = 4.84
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) -0.36 + ADF rejected
ρ(1) AUTOCORR-0.355within white-noise band
ρ(2) AUTOCORR-0.048lag-2 not significant
H · HURST EXPONENT0.997strongly persistent
OLS TREND · t-STAT+2.470significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.997
H = 0.997STRONGLY 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=1-0.355k=2-0.048k=3+0.225k=4-0.013k=5+0.0060+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)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) -0.36 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong 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 ID2581753
SLUGcs2-masq-lph-2026-06-20
CATEGORYCounter-Strike: …ed21 Group B
TWO-SIDED PRICINGFAVOURS YES (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME40.63k USD 24h
LIQUIDITY49.46k 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%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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 · VERY HIGHresolves 2026-06-20 14:00 UTC
0days
02hrs
02min
2.0 hours·θ = 72.346 pp/day
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+1.0hRESOLVESP projection · σ=14.77% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 72.346 pp/day
now2.04h left
72.346 pp/day×1.00
−25%1.53h left
83.538 pp/day×1.15
−50%1.02h left
102.313 pp/day×1.41
−75%0.51h left
144.692 pp/day×2.00
−90%0.20h left
228.779 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=24 bars · best 71.45% · worst -31.00% · typical |Δ| 5.85%MILD BULLISH +65.45%BEST+71.45%24hWORST-31.00%23hTYPICAL |Δ|5.85%mean absoluteCUMULATIVE+65.45%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.57% · Σ -4.00%EUROPE · 08-16 UTCμ +0.38% · Σ +3.00%US · 16-24 UTCμ -0.63% · Σ -5.00%CUMULATIVE Δ PATH · final +65.45%+65.45%-6.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%3h0.00% · 4h0.00% · 4h·4h-3.00% · 5h-3.00% · 5h-3.00%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h1.00% · 8h1.00% · 8h1.00%8h0.00% · 9h0.00% · 9h·9h0.50% · 10h0.50% · 10h0.50%10h0.00% · 11h0.00% · 11h·11h1.50% · 12h1.50% · 12h1.50%12h0.50% · 13h0.50% · 13h0.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-1.50% · 18h-1.50% · 18h-1.50%18h0.50% · 19h0.50% · 19h0.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h21.50% · 21h21.50% · 21h21.50%21h6.00% · 22h6.00% · 22h6.00%22h-31.00% · 23h-31.00% · 23h-31.00%23h▼ WORST71.45% · 24h71.45% · 24h71.45%24h★ BESTTIME PATTERNEurope-led (+3.00%)RUNSup max 2 · down max 1BREADTH33% up · 25% down · 42% flat
8 up bars · 6 down · best 71.45% · worst -31.00% · typical |Δ| 5.852%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +48.47%FINAL+48.47%MAX DD-31.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+48.47%UNDERWATER19/25 (76%)STREAK↗ 1EQUITY CURVE · end 1.4847 · peak 1.4847 · range [0.8660, 1.4847]1.48470.8660break-even = 1★ PEAK 1.4847UNDERWATER DRAWDOWN · max -31.00% · severe0%-31.00%▼ TROUGH -31.00%TOP DRAWDOWN PERIODS · 2 total#1 -31.00%bar 24-24 · 1 bars · recovered#2 -3.97%bar 4-21 · 18 bars · recoveredDD SEVERITYsevere (max -31.00%)RECOVERYfully recoveredTIME UNDER WATER76% of session · 19/25 bars
final equity 1.4847 (48.47%) · max DD -31.00% · time-under-water 19/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=11.15 · σ=45.03MIXED EDGELAST 31.13 (+0.44σ vs μ)93.4046.700.00-46.70-93.40μ = 11.15-51.52-51.52-51.52-51.52-33.95-33.95-22.83-22.83-16.65-16.6555.9355.9373.9973.9993.4093.4045.6745.6745.6745.6733.9533.9533.9533.95-33.95-33.95-33.95-33.95-33.95-33.9534.9534.9546.0246.02-4.57-4.5731.1331.13v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 31.134 · range [-51.52, 93.40] · μ 11.146 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=403.3375 · σ=785.5580 · range [39.1535, 3186.4398] · R²=0.371▲ RISING +2711.18%σ EXTREME 194.76%LAST 3186.43983186.43982399.61821612.7967825.975139.1535μ = 403.3375max 3186.4398min 39.1535dataMA(3)OLS R²=0.37μ lineμ ± σ bandmaxmin
latest 3186.44% · range [39.15%, 3186.44%] · μ 403.34% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.224 · σ=0.233MEAN-REVERSIONLAST -0.408 (-0.79σ vs μ)0.5530.2760.000-0.276-0.553μ = -0.224-0.424-0.424-0.424-0.424-0.184-0.184-0.083-0.0830.0190.019-0.500-0.500-0.500-0.500-0.443-0.443-0.190-0.190-0.048-0.0480.0260.0260.1840.184-0.184-0.184-0.500-0.500-0.553-0.553-0.045-0.0450.0300.030-0.032-0.032-0.408-0.408v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.408 · |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
227.5279
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
5.0045
p-VALUE (log scale)
0.4160
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
-2.2254
p-VALUE (log scale)
0.2019
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
0.0813
p-VALUE (log scale)
0.9352
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5017
p-VALUE (log scale)
0.0413
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.7067
p-VALUE (log scale)
0.0068
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.176 → 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=12 bins · noise floor μ=2.81e-2 · top T=3.00h (15.3%) · top-3 cover 42.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.1e-23.9e-22.6e-21.3e-20.0e+0μ noise floorperiod 24.0 · power 1.44e-2 · 4.3% energyperiod 24.0 · power 1.44e-2 · 4.3% energyperiod 12.0 · power 1.26e-2 · 3.7% energyperiod 12.0 · power 1.26e-2 · 3.7% energyperiod 8.0 · power 5.55e-3 · 1.6% energyperiod 8.0 · power 5.55e-3 · 1.6% energyperiod 6.0 · power 6.59e-3 · 2.0% energyperiod 6.0 · power 6.59e-3 · 2.0% energyperiod 4.8 · power 1.37e-2 · 4.1% energyperiod 4.8 · power 1.37e-2 · 4.1% energyperiod 4.0 · power 3.04e-2 · 9.0% energyperiod 4.0 · power 3.04e-2 · 9.0% energyperiod 3.4 · power 4.22e-2 · 12.5% energyperiod 3.4 · power 4.22e-2 · 12.5% energyperiod 3.0 · power 5.15e-2 · 15.3% energyperiod 3.0 · power 5.15e-2 · 15.3% energyperiod 2.7 · power 4.81e-2 · 14.3% energyperiod 2.7 · power 4.81e-2 · 14.3% energyperiod 2.4 · power 4.29e-2 · 12.7% energyperiod 2.4 · power 4.29e-2 · 12.7% energyperiod 2.2 · power 3.51e-2 · 10.4% energyperiod 2.2 · power 3.51e-2 · 10.4% energyperiod 2.0 · power 3.41e-2 · 10.1% energyperiod 2.0 · power 3.41e-2 · 10.1% energy50% by T=3.0h#1 dominantT=3.00h#2T=2.67h#3T=2.40hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← 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 ≈ 3.00h (freq 0.333) · concentrates 15.3% of total energy · Σ|X̂|²/n = 3.372e-1

▸ Depth section using sovereign-store price series (230 bars · effective 1752908 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 3.413pp · expected |Δp| over horizon 8.36ppterminal variance p(1−p) = 0.0005 · n = 230✓ n = 230
μ per bar
+0.271pp
average Δp · drift
σ per bar
3.413pp
one-bar volatility · logit-free
Per-day movedaily
16.72pp
σ × √24
Per-horizon move0d
8.36pp
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 5.34pp · ES₉₅ 6.77pp · method parametric · drift-correcteddrift +0.271pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.04✓ n = 230
VaR 95%
5.34pp
1.645·σ (parametric) of Δp
ES 95%
6.77pp
mean of the tail
Max drawdown
45.7pp
peak 40.5¢ → trough 22.0¢
Median step
2.00pp
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
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
78682018640522198160324666391102447162851624547339216740863387515913748792882
NO token ID
105022096136417935791695655131841208606343829432121129008680715062897361347654
Snapshot fetched
2026-06-20 11:57:26 UTC
Snapshot age
16.5s
History points
25 CLOB mids
Page rendered
2026-06-20 11:57:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8d839ba40d8617fffab3f50413ae88c4783ff318360994173121acbafa461df9 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Counter-Strike: MASQ vs LPH Gaming (BO3) - United21 Group B

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-masq-lph-2026-06-20/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 · 230 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9883.87%
σ per bar = 0.074653
Mean return (annualised)
740265.92%
μ per bar = 0.004223
Sharpe (rf=0)
74.90
annualised; risk-free assumed zero
Max drawdown
45.68%
peak 0.41 → trough 0.22 over 33 bars

/api/asset/pm-cs2-masq-lph-2026-06-20/risk · same metrics, JSON