POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: TDK vs Walczaki (BO3) - European Pro League Series 7 Playoffs

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-tdk-wal2-2026-06-18 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3093.45%
max drawdown
99.93%
sharpe
—
ulcer index
65.60%
RMS drawdown
pain index
47.65%
mean drawdown
mod. VaR 95%
1.85%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.93%
cond. drawdown
gain/pain
0.69
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.69
upside/downside
roll spread
44.5 bps
implied (price-only)
bars used
454
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-tdk-wal2-2026-06-18/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.4s⏱--:--:-- 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=25 · μ=0.5628 · σ=0.2082 · range [0.0005, 0.6850] · R²=0.405▼ FALLING -99.92%σ EXTREME 36.99%LAST 0.00050.68500.51390.34270.17160.0005μ = 0.5628max 0.6850min 0.0005dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxminlive endpoint
25 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=24 · Σ=8,845 · μ=368.5 · σ=679.9 · CV=1.84BURSTY · concentratedcumulative energy ↗ · 50% by h=2006131,2251,8382,450μ = 3692,45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8845bp moved · peak 2450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.4s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$44.4k
≋liquidity $
$186.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5628 · σ=0.2082 · range [0.0005, 0.6850] · R²=0.405▼ FALLING -99.92%σ EXTREME 36.99%LAST 0.00050.68500.51390.34270.17160.0005μ = 0.5628max 0.6850min 0.0005dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.4372 · σ=0.2082 · range [0.3150, 0.9995] · R²=0.405▲ RISING +153.04%σ EXTREME 47.62%LAST 0.99950.99950.82840.65730.48610.3150μ = 0.4372max 0.9995min 0.3150dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0268 · σ=0.0669 · skew=-2.09 (left-skewed) · kurt=3.13 (leptokurtic (fat tails))13107301-23.10ppbin -23.10pp · n=1 · 7.7% peakbin -23.10pp · n=1 · 7.7% peak1-20.30ppbin -20.30pp · n=1 · 7.7% peakbin -20.30pp · n=1 · 7.7% peak-17.50pp1-14.70ppbin -14.70pp · n=1 · 7.7% peakbin -14.70pp · n=1 · 7.7% peak-11.90pp-9.10pp1-6.30ppbin -6.30pp · n=1 · 7.7% peakbin -6.30pp · n=1 · 7.7% peak1-3.50ppbin -3.50pp · n=1 · 7.7% peakbin -3.50pp · n=1 · 7.7% peak13-0.70ppbin -0.70pp · n=13 · 100.0% peakbin -0.70pp · n=13 · 100.0% peak62.10ppbin 2.10pp · n=6 · 46.2% peakbin 2.10pp · n=6 · 46.2% 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=-2.09 · kurt=3.06 · near 7 / mid 14 / far 3 · OLS slope=0.81 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=25STRONGLY LEFT-SKEWED (G₁=-1.79)
μ MEAN56.28¢95% CI: [48.12¢, 64.45¢]
σ STD DEV20.82ppσ² = 433.450 · CV = 36.99%
med MEDIAN66.00¢Q₁ 62.50¢ · Q₃ 67.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 68.45pp · IQR 5.00pp (1.349σ→28.09pp)
min 0.05¢Q₁ 62.50¢med 66.00¢Q₃ 67.50¢max 68.50¢μ
SKEWNESS · G₁-1.793left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.774leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.47
σ × 1.349 ↔ IQRdiverges from normalratio = 5.62
range ↔ σconcentrated (range < 4σ)range / σ = 3.29
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.405within white-noise band
ρ(2) AUTOCORR+0.307lag-2 not significant
H · HURST EXPONENT1.035strongly persistent
OLS TREND · t-STAT-3.960significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.035
H = 1.035STRONGLY 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+0.405k=2+0.307k=3+0.309k=4-0.087k=5-0.0390+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 @ 1% (|t|=3.96)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.96)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 ID2566001
SLUGcs2-tdk-wal2-2026-06-18
CATEGORYSports
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 · LIQUIDITYACTIVE
24H VOLUME44.42k USD 24h
LIQUIDITY186.01k 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 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 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 2026-06-18 16:30 UTC
0days
02hrs
27min
2.5 hours·θ = 101.994 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+1.2hRESOLVESP projection · σ=20.82% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 101.994 pp/day
now2.45h left
101.994 pp/day×1.00
−25%1.84h left
117.773 pp/day×1.15
−50%1.23h left
144.241 pp/day×1.41
−75%0.61h left
203.988 pp/day×2.00
−90%0.25h left
322.534 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 3.50% · worst -24.50% · typical |Δ| 3.69%BEARISH SESSION -60.45%BEST+3.50%2hWORST-24.50%20hTYPICAL |Δ|3.69%mean absoluteCUMULATIVE-60.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.93% · Σ +6.50%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ -8.43% · Σ -67.45%CUMULATIVE Δ PATH · final -60.45%+8.00%-60.45%2.50% · 1h2.50% · 1h2.50%1h3.50% · 2h3.50% · 2h3.50%2h★ BEST-0.50% · 3h-0.50% · 3h-0.50%3h0.50% · 4h0.50% · 4h0.50%4h1.00% · 5h1.00% · 5h1.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h0.50% · 7h0.50% · 7h0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h-3.00% · 9h-3.00% · 9h-3.00%9h-0.50% · 10h-0.50% · 10h-0.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h2.00% · 13h2.00% · 13h2.00%13h3.00% · 14h3.00% · 14h3.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-24.50% · 20h-24.50% · 20h-24.50%20h▼ WORST-16.00% · 21h-16.00% · 21h-16.00%21h-7.00% · 22h-7.00% · 22h-7.00%22h-20.95% · 23h-20.95% · 23h-20.95%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+6.50%)RUNSup max 2 · down max 4BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 3.50% · worst -24.50% · typical |Δ| 3.685%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -49.61%FINAL-49.61%MAX DD-53.38%RECOVERYONGOING · 5 barsMAX RUN-UP+8.09%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.5039 · peak 1.0809 · range [0.5039, 1.0809]1.08090.5039break-even = 1★ PEAK 1.0809UNDERWATER DRAWDOWN · max -53.38% · severe0%-53.38%▼ TROUGH -53.38%TOP DRAWDOWN PERIODS · 3 total#1 -53.38%bar 21-25 · 5 bars · ONGOING#2 -4.93%bar 7-17 · 11 bars · recovered#3 -0.50%bar 4-5 · 2 bars · recoveredDD SEVERITYsevere (max -53.38%)RECOVERYongoing · 5 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.5039 (-49.61%) · max DD -53.38% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=-9.41 · σ=57.87MIXED EDGELAST -100.60 (-1.58σ vs μ)100.6050.300.00-50.30-100.60μ = -9.4154.0454.0439.7339.730.000.00-26.65-26.65-39.18-39.18-66.72-66.72-51.52-51.52-24.46-24.467.387.3842.3942.3949.9549.9573.9973.9973.9973.9951.5251.52-36.33-36.33-56.38-56.38-69.42-69.42-100.60-100.60-100.60-100.60v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -100.602 · range [-100.60, 73.99] · μ -9.414 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=356.3342 · σ=387.8882 · range [72.4983, 1022.8925] · R²=0.578▲ RISING +512.78%σ EXTREME 108.86%LAST 993.38701022.8925785.2939547.6954310.096872.4983μ = 356.3342max 1022.8925min 72.4983dataMA(3)OLS R²=0.58μ lineμ ± σ bandmaxmin
latest 993.39% · range [72.50%, 1022.89%] · μ 356.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −9 (47% positive) · μ=-0.010 · σ=0.238CLOSE TO MARTINGALELAST -0.462 (-1.90σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.0100.0500.050-0.279-0.279-0.500-0.5000.0070.007-0.147-0.147-0.163-0.163-0.061-0.0610.1110.1110.3380.3380.2590.2590.1710.1710.0000.0000.1250.125-0.152-0.152-0.022-0.0220.3250.3250.2380.238-0.038-0.038-0.462-0.462v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.462 · |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
36.7746
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
10.2364
p-VALUE (log scale)
0.0681
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
1.7170
p-VALUE (log scale)
0.9990
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
-0.9300
p-VALUE (log scale)
0.3524
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
0.4833
p-VALUE (log scale)
0.0454
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
2.5958
p-VALUE (log scale)
0.0094
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.790 → trending
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=5.16e-3 · top T=12.00h (29.8%) · top-3 cover 63.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.8e-21.4e-29.2e-34.6e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.49e-2 · 24.1% energyperiod 24.0 · power 1.49e-2 · 24.1% energyperiod 12.0 · power 1.85e-2 · 29.8% energyperiod 12.0 · power 1.85e-2 · 29.8% energyperiod 8.0 · power 5.63e-3 · 9.1% energyperiod 8.0 · power 5.63e-3 · 9.1% energyperiod 6.0 · power 2.93e-3 · 4.7% energyperiod 6.0 · power 2.93e-3 · 4.7% energyperiod 4.8 · power 2.45e-4 · 0.4% energyperiod 4.8 · power 2.45e-4 · 0.4% energyperiod 4.0 · power 2.44e-3 · 3.9% energyperiod 4.0 · power 2.44e-3 · 3.9% energyperiod 3.4 · power 4.27e-3 · 6.9% energyperiod 3.4 · power 4.27e-3 · 6.9% energyperiod 3.0 · power 4.04e-3 · 6.5% energyperiod 3.0 · power 4.04e-3 · 6.5% energyperiod 2.7 · power 4.17e-3 · 6.7% energyperiod 2.7 · power 4.17e-3 · 6.7% energyperiod 2.4 · power 3.67e-3 · 5.9% energyperiod 2.4 · power 3.67e-3 · 5.9% energyperiod 2.2 · power 9.35e-4 · 1.5% energyperiod 2.2 · power 9.35e-4 · 1.5% energyperiod 2.0 · power 2.31e-4 · 0.4% energyperiod 2.0 · power 2.31e-4 · 0.4% energy50% by T=12.0h#1 dominantT=12.00h#2T=24.00h#3T=8.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 29.8% of total energy · Σ|X̂|²/n = 6.196e-2

▸ Depth section using sovereign-store price series (454 bars · effective 1752810 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 2.337pp · expected |Δp| over horizon 5.73ppterminal variance p(1−p) = 0.0005 · n = 454✓ n = 454
μ per bar
-0.062pp
average Δp · drift
σ per bar
2.337pp
one-bar volatility · logit-free
Per-day movedaily
11.45pp
σ × √24
Per-horizon move0d
5.73pp
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 3.91pp · ES₉₅ 4.88pp · method parametric · drift-correcteddrift -0.062pp/bar · quantised: yes · median step 3.50pp · unique ratio 0.04✓ n = 454
VaR 95%
3.91pp
1.645·σ (parametric) of Δp
ES 95%
4.88pp
mean of the tail
Max drawdown
99.9pp
peak 70.5¢ → trough 0.1¢
Median step
3.50pp
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
22525957195710842754978377740580292436538325789934465295722989198544563125458
NO token ID
31227019298603318239436832653061533073850840632157772412594305104814877127741
Snapshot fetched
2026-06-18 14:02:52 UTC
Snapshot age
2.4s
History points
25 CLOB mids
Page rendered
2026-06-18 14:02:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
59335b8829d0d52fe9078212eb0a61eea4d2afa96cec7e8eb67200332bf86c9e · 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 Sports

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-tdk-wal2-2026-06-18/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 · 454 barsperiods/year ≈ 1.75M
Realized vol (annualised)
37177.57%
σ per bar = 0.280811
Mean return (annualised)
-2448493.15%
μ per bar = -0.013969
Sharpe (rf=0)
-65.86
annualised; risk-free assumed zero
Max drawdown
99.93%
peak 0.70 → trough 0.00 over 115 bars

/api/asset/pm-cs2-tdk-wal2-2026-06-18/risk · same metrics, JSON