POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: NATUS VINCERE VS G2 (BO3) - IEM COLOGNE MAJOR STAGE 3

Counter-Strike: Natus Vincere vs G2 (BO3) - IEM Cologne Major Stage 3

YES · live
64.5¢
NO · live
35.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-navi-g2-2026-06-15 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
49.57%
max drawdown
1.53%
sharpe
—
ulcer index
1.47%
RMS drawdown
pain index
1.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.53%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
714
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-navi-g2-2026-06-15/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
64.5¢
NO · live
35.5¢
YES price · live 24h
n=7 · μ=0.6500 · σ=0.0076 · range [0.6450, 0.6650] · R²=0.431▼ FALLING -0.77%σ NORMAL 1.18%LAST 0.64500.66500.66000.65500.65000.6450μ = 0.6500max 0.6650min 0.6450dataMA(2)OLS R²=0.43μ lineμ ± σ bandmaxminlive endpoint
7 ticks · last 64.50¢
YES / NO split · live
YES 64.5%NO 35.5%YES64.5%64.50¢ · odds 1/1.55
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.938 / 1.00 bits (94%) · high uncertainty
YES
64.5%64.5¢1.55×▬ +0.00pp
NO
35.5%35.5¢2.82×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=6 · Σ=350 · μ=58.3 · σ=66.5 · CV=1.14BURSTYcumulative energy ↗ · 50% by h=203875113150μ = 5815050%h1h2h3h4h5h6#1 peak#2-3> μactivequietμ linecum energy
Σ 350bp moved · peak 150bp · n=6 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
64.50¢ (64.50%)
▼NO mid
35.50¢ (35.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$103.4k
≋liquidity $
$308.6k
◳history points
7 ticks (live)

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

YES price · CLOB mid
n=7 · μ=0.6500 · σ=0.0076 · range [0.6450, 0.6650] · R²=0.431▼ FALLING -0.77%σ NORMAL 1.18%LAST 0.64500.66500.66000.65500.65000.6450μ = 0.6500max 0.6650min 0.6450dataMA(2)OLS R²=0.43μ lineμ ± σ bandmaxmin
7 YES observations from clob.polymarket.com · last 64.50¢
NO price · CLOB mid
n=7 · μ=0.3500 · σ=0.0076 · range [0.3350, 0.3550] · R²=0.431▲ RISING +1.43%σ NORMAL 2.18%LAST 0.35500.35500.35000.34500.34000.3350μ = 0.3500max 0.3550min 0.3350dataMA(2)OLS R²=0.43μ lineμ ± σ bandmaxmin
7 NO observations from clob.polymarket.com · last 35.50¢

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=7RIGHT-SKEWED (G₁=0.96)
μ MEAN65.00¢95% CI: [64.43¢, 65.57¢]
σ STD DEV0.76ppσ² = 0.583 · CV = 1.18%
med MEDIAN64.50¢Q₁ 64.50¢ · Q₃ 65.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.00pp · IQR 0.75pp (1.349σ→1.03pp)
min 64.50¢Q₁ 64.50¢med 64.50¢Q₃ 65.25¢max 66.50¢μ
SKEWNESS · G₁0.962right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.743mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.65
σ × 1.349 ↔ IQRdiverges from normalratio = 1.37
range ↔ σconcentrated (range < 4σ)range / σ = 2.62
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.160within white-noise band
ρ(2) AUTOCORR-0.380lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-1.947fails 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..5WHITE NOISE · no significant lags
k=1-0.160k=2-0.380k=3-0.005k=4+0.013k=5+0.0000+1−1+0.82−0.82+ momentum (ρ > +0.82)− reversal (ρ < −0.82)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]MARGINAL @ 10% (|t|=1.95)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.16moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.95)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 ID2546603
SLUGcs2-navi-g2-2026-06-15
CATEGORYCounter-Strike: …ajor Stage 3
TWO-SIDED PRICINGFAVOURS YES (65¢)
PRIMARY · YES64.50¢implied prob 64.50% · decimal odds 1.55×
COUNTER · NO35.50¢implied prob 35.50% · decimal odds 2.82×
64.50¢
35.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME103.36k USD 24h
LIQUIDITY308.63k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (65¢)|primary − counter| = 0.290 · entropy 0.938 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 64.5%NO 35.5%YES p̂64.5%H = 0.938 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.55×(65¢)NO2.82×(36¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.938 bits (94% 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 2026-06-15 23:00 UTC
0days
19hrs
13min
19.2 hours·θ = 3.742 pp/day
YES →$1.00(P = 64.5%)
NO →$0.00(P = 35.5%)
current: $0.6450 · expected return per side: $0.35 on YES hit · $0.65 on NO hit
0%25%50%75%100%YES $1NO $0NOW+9.6hRESOLVESP projection · σ=0.76% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.742 pp/day
now19.23h left
3.742 pp/day×1.00
−25%14.42h left
4.320 pp/day×1.15
−50%9.61h left
5.292 pp/day×1.41
−75%4.81h left
7.483 pp/day×2.00
−90%1.92h left
11.832 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.

▸ Depth section using sovereign-store price series (714 bars · effective 1753395 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 0.8 d · σ/bar 0.037pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.2290 · n = 714✓ n = 714
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.037pp
one-bar volatility · logit-free
Per-day movedaily
0.18pp
σ × √24
Per-horizon move1d
0.16pp
σ × √19.229491944444444
Terminal variancebinary
0.2290
p(1−p) at resolution
Current pricep
64.5¢
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 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 714
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
1.5pp
peak 65.5¢ → trough 64.5¢
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
64.5%
= price
Decimal oddsEU
1.550
total return per $1
AmericanUS
-182
risk $182 to win $100
FractionalUK
0.55 / 1
profit per $1 risked
Profit per $100stake
+$55.04
clean dollar framing
-1000-5000+500+1000020406080100you · 64.5%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)
0.938 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.938 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.63 bit
self-information
Surprise · NO−log₂(1−p)
1.49 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
69857762338716338781373452659618279375700428676175221410746971597428034052844
NO token ID
14485560553205781412203655354783885655760920095378322625076388751868386208506
Snapshot fetched
2026-06-15 03:46:13 UTC
Snapshot age
4ms
History points
7 CLOB mids
Page rendered
2026-06-15 03:46:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ae95ba275df1a8b83bc1ce976c496c8af6eb03c62a82069f901b0687a4aa5f67 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSweden98.5¢HL PREDSpain91.8¢HL PREDUruguay66.4¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?85¢POLYMARKETWill Sweden win on 2026-06-14?100¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,902.5HL PERPETH-USD perpetual$1,722.45HL PERPHYPE-USD perpetual$64.91

Also see: /arb opportunities · RSS feed · more in Counter-Strike: Natus Vincere vs G2 (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
0.645000
(best bid + best ask) / 2
Spread
155.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.738
ask-heavy
Imbalance (top-5)
-0.759
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-navi-g2-2026-06-15/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.65000077.52bp0.6500001FILLED
BUY$10.00K0.65000077.52bp0.6500001FILLED
BUY$100.00K0.65000077.52bp0.6500001FILLED
SELL$1.00K0.64000077.52bp0.6400001FILLED
SELL$10.00K0.64000077.52bp0.6400001FILLED
SELL$100.00K0.591939822.65bp0.01000031PARTIAL

Risk metrics

▸ sovereign store · 714 barsperiods/year ≈ 1.75M
Realized vol (annualised)
76.29%
σ per bar = 0.000576
Mean return (annualised)
-3783.43%
μ per bar = -0.000022
Sharpe (rf=0)
-49.59
annualised; risk-free assumed zero
Max drawdown
1.53%
peak 0.66 → trough 0.65 over 50 bars

/api/asset/pm-cs2-navi-g2-2026-06-15/risk · same metrics, JSON