POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: THEMONGOLZ VS MONTE (BO3) - IEM COLOGNE MAJOR STAGE 3

Map Handicap: MGLZ (-1.5) vs Monte (+1.5)

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-mglz-mnte-2026-06-14-map-handicap-away-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
867.60%
max drawdown
99.87%
sharpe
—
ulcer index
42.37%
RMS drawdown
pain index
22.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.87%
cond. drawdown
gain/pain
0.10
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.10
upside/downside
roll spread
14.3 bps
implied (price-only)
bars used
1811
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-mglz-mnte-2026-06-14-map-handicap-away-1pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH13ms⏱--:--:-- 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=16 · μ=0.3292 · σ=0.1763 · range [0.0005, 0.6500] · R²=0.603▼ FALLING -99.92%σ EXTREME 53.55%LAST 0.00050.65000.48760.32520.16290.0005μ = 0.3292max 0.6500min 0.0005dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxminlive endpoint
16 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=15 · Σ=7,095 · μ=473.0 · σ=1147.8 · CV=2.43BURSTY · concentratedcumulative energy ↗ · 50% by h=1309741,9482,9213,895μ = 4733,89550%h1h3h5h7h9h11h13h15#1 peak#2-3> μactivequietμ linecum energy
Σ 7095bp moved · peak 3895bp · n=15 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
13ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$104.1k
≋liquidity $
$247.2k
◳history points
16 ticks (live)

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

YES price · CLOB mid
n=16 · μ=0.3292 · σ=0.1763 · range [0.0005, 0.6500] · R²=0.603▼ FALLING -99.92%σ EXTREME 53.55%LAST 0.00050.65000.48760.32520.16290.0005μ = 0.3292max 0.6500min 0.0005dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
16 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=16 · μ=0.6708 · σ=0.1763 · range [0.3500, 0.9995] · R²=0.603▲ RISING +185.57%σ EXTREME 26.27%LAST 0.99950.99950.83710.67470.51240.3500μ = 0.6708max 0.9995min 0.3500dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
16 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=15 · 10 bins · μ=-0.0399 · σ=0.1075 · skew=-2.31 (left-skewed) · kurt=3.73 (leptokurtic (fat tails))1296301-36.88ppbin -36.88pp · n=1 · 8.3% peakbin -36.88pp · n=1 · 8.3% peak-32.73pp-28.59pp1-24.44ppbin -24.44pp · n=1 · 8.3% peakbin -24.44pp · n=1 · 8.3% peak-20.30pp-16.15pp-12.01pp-7.86pp1-3.72ppbin -3.72pp · n=1 · 8.3% peakbin -3.72pp · n=1 · 8.3% peak120.43ppbin 0.43pp · n=12 · 100.0% peakbin 0.43pp · n=12 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=15
Q-Q plot · standardised Δp vs N(0,1)
n=15 · skew=-2.33 · kurt=3.84 · near 3 / mid 9 / far 3 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILFAT 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=16LEFT-SKEWED (G₁=-0.81)
μ MEAN32.92¢95% CI: [24.28¢, 41.55¢]
σ STD DEV17.63ppσ² = 310.683 · CV = 53.55%
med MEDIAN39.00¢Q₁ 36.38¢ · Q₃ 39.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 64.95pp · IQR 3.13pp (1.349σ→23.78pp)
min 0.05¢Q₁ 36.38¢med 39.00¢Q₃ 39.50¢max 65.00¢μ
SKEWNESS · G₁-0.811left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.038mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.35
σ × 1.349 ↔ IQRdiverges from normalratio = 7.61
range ↔ σconcentrated (range < 4σ)range / σ = 3.68
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: INDETERMINATE · weak signal at n=15
ρ(1) AUTOCORR-0.099within white-noise band
ρ(2) AUTOCORR-0.161lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-4.609significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-WALK
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=1-0.099k=2-0.161k=3-0.033k=4-0.054k=5-0.0250+1−1+0.52−0.52+ momentum (ρ > +0.52)− reversal (ρ < −0.52)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=4.61)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=15from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.10low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.61)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 ID2536998
SLUGcs2-mglz-mnte-2026-06-14-map-handicap-away-1pt5
CATEGORYCounter-Strike: …ajor Stage 3
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 · LIQUIDITYDEEP
24H VOLUME104.14k USD 24h
LIQUIDITY247.16k 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 DEPTHDEEP100k+ 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 2026-06-14 18:00 UTC
0days
03hrs
43min
3.7 hours·θ = 86.350 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+1.9hRESOLVESP projection · σ=17.63% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 86.350 pp/day
now3.72h left
86.350 pp/day×1.00
−25%2.79h left
99.709 pp/day×1.15
−50%1.86h left
122.118 pp/day×1.41
−75%0.93h left
172.701 pp/day×2.00
−90%0.37h left
273.064 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=15 bars · best 2.50% · worst -38.95% · typical |Δ| 4.73%BEARISH SESSION -64.95%BEST+2.50%11hWORST-38.95%13hTYPICAL |Δ|4.73%mean absoluteCUMULATIVE-64.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -3.93% · Σ -27.50%EUROPE · 08-16 UTCμ -4.68% · Σ -37.45%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final -64.95%+0.00%-64.95%-25.50% · 1h-25.50% · 1h-25.50%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-2.00% · 7h-2.00% · 7h-2.00%7h-1.50% · 8h-1.50% · 8h-1.50%8h0.50% · 9h0.50% · 9h0.50%9h0.00% · 10h0.00% · 10h·10h2.50% · 11h2.50% · 11h2.50%11h★ BEST0.00% · 12h0.00% · 12h·12h-38.95% · 13h-38.95% · 13h-38.95%13h▼ WORST0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15hTIME PATTERNUS-led (+0.00%)RUNSup max 1 · down max 2BREADTH13% up · 27% down · 60% flat
2 up bars · 4 down · best 2.50% · worst -38.95% · typical |Δ| 4.730%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=16 barsSEVERE DRAWDOWN -54.77%FINAL-54.77%MAX DD-54.77%RECOVERYONGOING · 15 barsMAX RUN-UP+0.00%UNDERWATER15/16 (94%)STREAK▬ 0EQUITY CURVE · end 0.4523 · peak 1.0000 · range [0.4523, 1.0000]1.00000.4523break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -54.77% · severe0%-54.77%▼ TROUGH -54.77%TOP DRAWDOWN PERIODS · 1 total#1 -54.77%bar 2-16 · 15 bars · ONGOINGDD SEVERITYsevere (max -54.77%)RECOVERYongoing · 15 barsTIME UNDER WATER94% of session · 15/16 bars
final equity 0.4523 (-54.77%) · max DD -54.77% · time-under-water 15/16 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=12 · +2 / −8 (17% positive) · μ=-28.60 · σ=40.02UNPROFITABLE STRATEGYLAST -46.80 (-0.45σ vs μ)79.4539.730.00-39.73-79.45μ = -28.60-46.80-46.800.000.000.000.00-46.80-46.80-79.45-79.45-58.98-58.98-58.98-58.9821.2521.2558.9858.98-42.80-42.80-42.80-42.80-46.80-46.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -46.797 · range [-79.45, 58.98] · μ -28.598 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=12 · μ=618.7526 · σ=808.3692 · range [0.0000, 1865.0226] · R²=0.333▲ RISING +52.75%σ EXTREME 130.64%LAST 1822.76011865.02261398.7670932.5113466.25570.0000μ = 618.7526max 1865.0226min 0.0000dataMA(2)OLS R²=0.33μ lineμ ± σ bandmaxmin
latest 1822.76% · range [0.00%, 1865.02%] · μ 618.75% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=12 · +2 / −8 (17% positive) · μ=-0.130 · σ=0.232MEAN-REVERSIONLAST -0.417 (-1.24σ vs μ)0.5740.2870.000-0.287-0.574μ = -0.130-0.083-0.0830.0000.0000.0000.000-0.083-0.0830.1520.152-0.221-0.2210.2210.221-0.132-0.132-0.574-0.574-0.051-0.051-0.368-0.368-0.417-0.417v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.417 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
39.7231
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
0.7905
p-VALUE (log scale)
0.9755
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
-1.3796
p-VALUE (log scale)
0.5906
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
-0.7071
p-VALUE (log scale)
0.4795
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (3 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4977
p-VALUE (log scale)
0.0422
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (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=7 bins · noise floor μ=1.36e-2 · top T=3.00h (31.7%) · top-3 cover 69.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-22.3e-21.5e-27.5e-30.0e+0μ noise floor2× noise (significance)period 15.0 · power 1.61e-2 · 17.0% energyperiod 15.0 · power 1.61e-2 · 17.0% energyperiod 7.5 · power 5.21e-3 · 5.5% energyperiod 7.5 · power 5.21e-3 · 5.5% energyperiod 5.0 · power 5.00e-3 · 5.3% energyperiod 5.0 · power 5.00e-3 · 5.3% energyperiod 3.8 · power 1.84e-2 · 19.4% energyperiod 3.8 · power 1.84e-2 · 19.4% energyperiod 3.0 · power 3.01e-2 · 31.7% energyperiod 3.0 · power 3.01e-2 · 31.7% energyperiod 2.5 · power 1.71e-2 · 18.0% energyperiod 2.5 · power 1.71e-2 · 18.0% energyperiod 2.1 · power 2.96e-3 · 3.1% energyperiod 2.1 · power 2.96e-3 · 3.1% energy50% by T=3.0h#1 dominantT=3.00h#2T=3.75h#3T=2.50hT=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 ≈ 3.00h (freq 0.333) · concentrates 31.7% of total energy · Σ|X̂|²/n = 9.494e-2

▸ Depth section using sovereign-store price series (1811 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 0.656pp · expected |Δp| over horizon 1.61ppterminal variance p(1−p) = 0.0005 · n = 1811✓ n = 1811
μ per bar
-0.022pp
average Δp · drift
σ per bar
0.656pp
one-bar volatility · logit-free
Per-day movedaily
3.21pp
σ × √24
Per-horizon move0d
1.61pp
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 1.10pp · ES₉₅ 1.37pp · method parametric · drift-correcteddrift -0.022pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 1811
VaR 95%
1.10pp
1.645·σ (parametric) of Δp
ES 95%
1.37pp
mean of the tail
Max drawdown
99.9pp
peak 39.5¢ → trough 0.1¢
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

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
82551710211583823656664614433629926677824666150708164546012200599652778846037
NO token ID
48279894135838475550862698943857424982620881316256515371622580394068020757482
Snapshot fetched
2026-06-14 14:16:46 UTC
Snapshot age
13ms
History points
16 CLOB mids
Page rendered
2026-06-14 14:16:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5eb2821cd2b1fc9939fb6ae320fc4a2422f6228d29b0bad92bdb1909cfb0c58b · 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: TheMongolz vs Monte (BO3) - IEM Cologne Major Stage 3

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-mglz-mnte-2026-06-14-map-handicap-away-1pt5/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 · 1,811 barsperiods/year ≈ 1.75M
Realized vol (annualised)
13143.91%
σ per bar = 0.099276
Mean return (annualised)
-646157.95%
μ per bar = -0.003686
Sharpe (rf=0)
-49.16
annualised; risk-free assumed zero
Max drawdown
99.87%
peak 0.40 → trough 0.00 over 1597 bars

/api/asset/pm-cs2-mglz-mnte-2026-06-14-map-handicap-away-1pt5/risk · same metrics, JSON