POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: NATUS VINCERE VS TEAM FALCONS (BO3) - IEM COLOGNE MAJOR STAGE 3
Counter-Strike: Natus Vincere vs Team Falcons - Map 1 Winner
0.1¢
100.0¢
▸ Advanced metrics · M2M bundle
polymarket · cs2-navi-fal2-2026-06-14-game1 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
131
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-cs2-navi-fal2-2026-06-14-game1/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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¢
21 ticks · last 0.05¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES0.1%0.1¢2000.00×▬ +0.00pp
NO100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 5995bp moved · peak 2545bp · n=20 ticks
4ms
0.05¢ (0.05%)
99.95¢ (99.95%)
100.00%
0.000pp
$415.8k
$375.3k
21 ticks (live)
§1 · 24h price history (YES + NO tokens)
21 YES observations from clob.polymarket.com · last 0.05¢
21 NO observations from clob.polymarket.com · last 99.95¢
§2 · Distribution of Δp
n=20
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=21LEPTOKURTIC · FAT TAILS (G₂=3.09)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-2.155left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.087leptokurtic · fat tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: TRENDING · variance ratio > 1
HURST EXPONENT [0, 1]
H = 0.585PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.006 bits (1% of max) · informative — one side strongly favoured
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
⏱ URGENCY · VERY HIGHresolves 2026-06-14 23:40 UTC
0days
03hrs
12min
YES →$1.00
NO →$0.00
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 78.513 pp/day
now3.21h left78.513 pp/day×1.00
−25%2.41h left90.659 pp/day×1.15
−50%1.61h left111.034 pp/day×1.41
−75%0.80h left157.026 pp/day×2.00
−90%0.32h left248.280 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
4 up bars · 6 down · best 2.50% · worst -25.45% · typical |Δ| 2.998%
§10 · Equity curve & underwater drawdown
final equity 0.5615 (-43.85%) · max DD -45.22% · time-under-water 18/21 bars
§11 · Rolling-window statistics (w = 5 bars)
latest -68.258 · range [-68.26, 68.35] · μ -17.386 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 1294.91% · range [33.09%, 1294.91%] · μ 286.21% · σ̂ scaled to annualised (×√8760)
latest 0.051 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
64.8931
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
4.8672
p-VALUE (log scale)
0.4331
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
1.1094
p-VALUE (log scale)
0.9990
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.1405
p-VALUE (log scale)
0.8883
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.4284
p-VALUE (log scale)
0.0649
Variance ratio q=2
REJECT H₀*H₀: Δp is a random walk · VR = 1
STATISTIC
2.2975
p-VALUE (log scale)
0.0216
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)
dominant period ≈ 10.00h (freq 0.100) · concentrates 22.5% of total energy · Σ|X̂|²/n = 5.814e-2
▸ Depth section using sovereign-store price series (131 bars · effective 1753297 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
Horizon 0.3 d · σ/bar 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.0005 · n = 131✓ n = 131
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move0d
0.00pp
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
VaR₉₅ 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.01⚠ low confidence · n < 200
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 0.1¢ → trough 0.1¢
Median step
0.00pp
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
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
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
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
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
57413315440437652205185403844460171775343856442439815950080917359834476306136- NO token ID
76191489168009151134252976431382549431282559393176645848872247078782005896059- Snapshot fetched
- 2026-06-14 20:27:15 UTC
- Snapshot age
- 4ms
- History points
- 21 CLOB mids
- Page rendered
- 2026-06-14 20:27:15 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
44d477cd999b526a804f9022c8857d5252580005c2cad694e80a30f2d7e62c5d· 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: Natus Vincere vs Team Falcons (BO3) - IEM Cologne Major Stage 3
Market depth
▸ volume + OI fallback · Polymarket YESno live order book wired for this venue · showing 24h volume + open interest as a depth proxy. Per-bp depth tiers will populate once a live L2 fetcher lands.
24h notional volume
$415.82K
rolling 24h traded $
Open interest / liquidity
$375.33K
live capital sitting in the book
Volume / OI
110.8%
turnover proxy
Slippage scenarios
▸ no book · Polymarket YESlive order book unavailable — slippage scenarios suppress. Re-render once the venue's L2 fetcher succeeds.
Risk metrics
▸ sovereign store · 131 barsperiods/year ≈ 1.75MRealized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars
/api/asset/pm-cs2-navi-fal2-2026-06-14-game1/risk · same metrics, JSON