POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: MOUZ VS FUT ESPORTS (BO3) - IEM COLOGNE MAJOR STAGE 3

Counter-Strike: MOUZ vs FUT Esports (BO3) - IEM Cologne Major Stage 3

YES · live
55.5¢
NO · live
44.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-mouz-fut-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
905.01%
max drawdown
56.41%
sharpe
—
ulcer index
12.19%
RMS drawdown
pain index
4.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
46.82%
cond. drawdown
gain/pain
0.78
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.78
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-mouz-fut-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
55.5¢
NO · live
44.5¢
YES price · live 24h
n=15 · μ=0.5440 · σ=0.0537 · range [0.3650, 0.5950] · R²=0.088▼ FALLING -8.26%σ HIGH 9.86%LAST 0.50000.59500.53750.48000.42250.3650μ = 0.5440max 0.5950min 0.3650dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
15 ticks · last 50.00¢
YES / NO split · live
YES 55.5%NO 44.5%YES55.5%55.50¢ · odds 1/1.80
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.991 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
55.5%55.5¢1.80×▬ +0.00pp
NO
44.5%44.5¢2.25×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=14 · Σ=4,350 · μ=310.7 · σ=673.2 · CV=2.17BURSTY · concentratedcumulative energy ↗ · 50% by h=1305751,1501,7252,300μ = 3112,30050%h1h3h5h7h9h11h13#1 peak#2-3> μactivequietμ linecum energy
Σ 4350bp moved · peak 2300bp · n=14 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
55.50¢ (55.50%)
▼NO mid
44.50¢ (44.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$951.3k
≋liquidity $
$48.6k
◳history points
15 ticks (live)

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

YES price · CLOB mid
n=15 · μ=0.5440 · σ=0.0537 · range [0.3650, 0.5950] · R²=0.088▼ FALLING -8.26%σ HIGH 9.86%LAST 0.50000.59500.53750.48000.42250.3650μ = 0.5440max 0.5950min 0.3650dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxmin
15 YES observations from clob.polymarket.com · last 50.00¢
NO price · CLOB mid
n=15 · μ=0.4553 · σ=0.0531 · range [0.4050, 0.6350] · R²=0.077▲ RISING +7.69%σ HIGH 11.67%LAST 0.49000.63500.57750.52000.46250.4050μ = 0.4553max 0.6350min 0.4050dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
15 NO observations from clob.polymarket.com · last 49.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=14 · 10 bins · μ=0.0020 · σ=0.0660 · skew=-2.04 (left-skewed) · kurt=5.55 (leptokurtic (fat tails))1186301-21.18ppbin -21.18pp · n=1 · 9.1% peakbin -21.18pp · n=1 · 9.1% peak-17.52pp-13.87pp-10.22pp-6.58pp-2.92pp110.73ppbin 0.73pp · n=11 · 100.0% peakbin 0.73pp · n=11 · 100.0% peak14.38ppbin 4.38pp · n=1 · 9.1% peakbin 4.38pp · n=1 · 9.1% peak8.02pp111.68ppbin 11.68pp · n=1 · 9.1% peakbin 11.68pp · n=1 · 9.1% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=14
Q-Q plot · standardised Δp vs N(0,1)
n=14 · skew=-1.73 · kurt=5.07 · near 5 / mid 7 / far 2 · OLS slope=0.79 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-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=15LEPTOKURTIC · FAT TAILS (G₂=5.36)
μ MEAN54.40¢95% CI: [51.68¢, 57.12¢]
σ STD DEV5.37ppσ² = 28.793 · CV = 9.86%
med MEDIAN55.50¢Q₁ 54.50¢ · Q₃ 56.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 23.00pp · IQR 2.00pp (1.349σ→7.24pp)
min 36.50¢Q₁ 54.50¢med 55.50¢Q₃ 56.50¢max 59.50¢μ
SKEWNESS · G₁-2.414left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.360leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRdiverges from normalratio = 3.62
range ↔ σwide tails (range > 4σ)range / σ = 4.29
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) -0.54 + ADF rejected
ρ(1) AUTOCORR-0.537negative · reversal
ρ(2) AUTOCORR+0.090lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-1.118fails 5% test
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..51 SIGNIFICANT LAG · k=1
k=1 ★-0.537k=2+0.090k=3-0.015k=4-0.032k=5+0.0230+1−1+0.53−0.53+ momentum (ρ > +0.53)− reversal (ρ < −0.53)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.12)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.54 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.54high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.12)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 ID2536985
SLUGcs2-mouz-fut-2026-06-14
CATEGORYCounter-Strike: …ajor Stage 3
TWO-SIDED PRICINGFAVOURS YES (56¢)
PRIMARY · YES55.50¢implied prob 55.50% · decimal odds 1.80×
COUNTER · NO44.50¢implied prob 44.50% · decimal odds 2.25×
55.50¢
44.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME951.26k USD 24h
LIQUIDITY48.57k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (56¢)|primary − counter| = 0.110 · entropy 0.991 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 55.5%NO 44.5%YES p̂55.5%H = 0.991 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.80×(56¢)NO2.25×(44¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.991 bits (99% of max) · maximum uncertainty (~50/50)
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
04hrs
15min
4.3 hours·θ = 26.287 pp/day
YES →$1.00(P = 55.5%)
NO →$0.00(P = 44.5%)
current: $0.5550 · expected return per side: $0.44 on YES hit · $0.56 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1hRESOLVESP projection · σ=5.37% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 26.287 pp/day
now4.25h left
26.287 pp/day×1.00
−25%3.19h left
30.354 pp/day×1.15
−50%2.13h left
37.176 pp/day×1.41
−75%1.06h left
52.575 pp/day×2.00
−90%0.43h left
83.128 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=14 bars · best 13.50% · worst -23.00% · typical |Δ| 3.11%BEARISH SESSION -4.50%BEST+13.50%14hWORST-23.00%13hTYPICAL |Δ|3.11%mean absoluteCUMULATIVE-4.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ -0.93% · Σ -6.50%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final -4.50%+5.00%-18.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h1.00% · 3h1.00% · 3h1.00%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h1.00% · 9h1.00% · 9h1.00%9h0.00% · 10h0.00% · 10h·10h-1.00% · 11h-1.00% · 11h-1.00%11h3.00% · 12h3.00% · 12h3.00%12h-23.00% · 13h-23.00% · 13h-23.00%13h▼ WORST13.50% · 14h13.50% · 14h13.50%14h★ BESTTIME PATTERNAsia-led (+2.00%)RUNSup max 1 · down max 1BREADTH36% up · 14% down · 50% flat
5 up bars · 2 down · best 13.50% · worst -23.00% · typical |Δ| 3.107%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=15 barsSEVERE DRAWDOWN -8.18%FINAL-8.18%MAX DD-23.00%RECOVERYONGOING · 2 barsMAX RUN-UP+5.06%UNDERWATER3/15 (20%)STREAK↗ 1EQUITY CURVE · end 0.9182 · peak 1.0506 · range [0.8090, 1.0506]1.05060.8090break-even = 1★ PEAK 1.0506UNDERWATER DRAWDOWN · max -23.00% · severe0%-23.00%▼ TROUGH -23.00%TOP DRAWDOWN PERIODS · 2 total#1 -23.00%bar 14-15 · 2 bars · ONGOING#2 -1.00%bar 12-12 · 1 bars · recoveredDD SEVERITYsevere (max -23.00%)RECOVERYongoing · 2 barsTIME UNDER WATER20% of session · 3/15 bars
final equity 0.9182 (-8.18%) · max DD -23.00% · time-under-water 3/15 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=11 · +8 / −2 (73% positive) · μ=34.97 · σ=37.61PROFITABLE STRATEGYLAST -11.43 (-1.23σ vs μ)81.0640.530.00-40.53-81.06μ = 34.9746.8046.8046.8046.8046.8046.8046.8046.8046.8046.8081.0681.0681.0681.060.000.0041.1041.10-41.10-41.10-11.43-11.43v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -11.430 · range [-41.10, 81.06] · μ 34.970 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=11 · μ=284.9306 · σ=497.1999 · range [46.7974, 1437.0064] · R²=0.499▲ RISING +2970.69%σ EXTREME 174.50%LAST 1437.00641437.00641089.4542741.9019394.349746.7974μ = 284.9306max 1437.0064min 46.7974dataMA(2)OLS R²=0.50μ lineμ ± σ bandmaxmin
latest 1437.01% · range [46.80%, 1437.01%] · μ 284.93% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=11 · +0 / −10 (0% positive) · μ=-0.368 · σ=0.260MEAN-REVERSIONLAST -0.599 (-0.89σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.368-0.417-0.417-0.417-0.417-0.083-0.083-0.083-0.083-0.417-0.417-0.750-0.750-0.750-0.7500.0000.000-0.321-0.321-0.208-0.208-0.599-0.599v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.599 · |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
46.9052
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
5.1521
p-VALUE (log scale)
0.2712
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.1074
p-VALUE (log scale)
0.0262
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.2153
p-VALUE (log scale)
0.2243
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
0.2083
p-VALUE (log scale)
0.3423
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=7 bins · noise floor μ=5.88e-3 · top T=2.33h (27.8%) · top-3 cover 73.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.1e-28.6e-35.7e-32.9e-30.0e+0μ noise floorperiod 14.0 · power 9.01e-4 · 2.2% energyperiod 14.0 · power 9.01e-4 · 2.2% energyperiod 7.0 · power 2.04e-3 · 5.0% energyperiod 7.0 · power 2.04e-3 · 5.0% energyperiod 4.7 · power 2.83e-3 · 6.9% energyperiod 4.7 · power 2.83e-3 · 6.9% energyperiod 3.5 · power 5.20e-3 · 12.6% energyperiod 3.5 · power 5.20e-3 · 12.6% energyperiod 2.8 · power 8.67e-3 · 21.1% energyperiod 2.8 · power 8.67e-3 · 21.1% energyperiod 2.3 · power 1.15e-2 · 27.8% energyperiod 2.3 · power 1.15e-2 · 27.8% energyperiod 2.0 · power 1.00e-2 · 24.4% energyperiod 2.0 · power 1.00e-2 · 24.4% energy50% by T=2.3h#1 dominantT=2.33h#2T=2.00h#3T=2.80hT=2hT=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 ≈ 2.33h (freq 0.429) · concentrates 27.8% of total energy · Σ|X̂|²/n = 4.116e-2

▸ Depth section using sovereign-store price series (2289 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 0.639pp · expected |Δp| over horizon 1.57ppterminal variance p(1−p) = 0.2484 · n = 2289✓ n = 2289
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.639pp
one-bar volatility · logit-free
Per-day movedaily
3.13pp
σ × √24
Per-horizon move0d
1.57pp
σ × √6
Terminal variancebinary
0.2484
p(1−p) at resolution
Current pricep
46.0¢
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 1.06pp · ES₉₅ 1.32pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 2.50pp · unique ratio 0.00✓ n = 2289
VaR 95%
1.06pp
1.645·σ (parametric) of Δp
ES 95%
1.32pp
mean of the tail
Max drawdown
56.4pp
peak 58.5¢ → trough 25.5¢
Median step
2.50pp
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
55.5%
= price
Decimal oddsEU
1.802
total return per $1
AmericanUS
-125
risk $125 to win $100
FractionalUK
0.80 / 1
profit per $1 risked
Profit per $100stake
+$80.18
clean dollar framing
-1000-5000+500+1000020406080100you · 55.5%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)
0.991 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.991 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.85 bit
self-information
Surprise · NO−log₂(1−p)
1.17 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
64262780691828801334075598558121971068832960465338051735095915919823669564228
NO token ID
92137967466173892320425932067022036241974496821307149883063572375061702927947
Snapshot fetched
2026-06-14 13:44:55 UTC
Snapshot age
3ms
History points
15 CLOB mids
Page rendered
2026-06-14 13:44:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1af12c611d064af8018c85cda66716a9f78fc88417a9bf3cf0fe6652d73eca30 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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Also see: /arb opportunities · RSS feed · more in Counter-Strike: MOUZ vs FUT Esports (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
0.555000
(best bid + best ask) / 2
Spread
180.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.052
ask-heavy
Imbalance (top-5)
-0.852
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-mouz-fut-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.56000090.09bp0.5600001FILLED
BUY$10.00K0.565489189.00bp0.5700002FILLED
BUY$100.00K0.7711693894.94bp0.99000031FILLED
SELL$1.00K0.514046737.91bp0.5100005FILLED
SELL$10.00K0.4923991127.94bp0.4800008FILLED
SELL$100.00K0.1729566883.67bp0.01000029PARTIAL

Risk metrics

▸ sovereign store · 2,289 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2251.36%
σ per bar = 0.017005
Mean return (annualised)
-14383.47%
μ per bar = -0.000082
Sharpe (rf=0)
-6.39
annualised; risk-free assumed zero
Max drawdown
56.41%
peak 0.58 → trough 0.26 over 298 bars

/api/asset/pm-cs2-mouz-fut-2026-06-14/risk · same metrics, JSON