POLYMARKET · PREDICTION MARKET · SPORTS

Dota 2: REKONIX vs Grind Back - Game 1 Winner

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · dota2-rnx-grind-2026-06-20-game1 · fresh · feed 10s old
24h sparkline · 60 pts
realized vol (ann.)
2378.93%
max drawdown
10.82%
sharpe
ulcer index
2.39%
RMS drawdown
pain index
0.69%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
7.56%
cond. drawdown
gain/pain
3.77
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
3.77
upside/downside
roll spread
34.7 bps
implied (price-only)
bars used
272
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-dota2-rnx-grind-2026-06-20-game1/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH9.8s--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.6600 · σ=0.1073 · range [0.5000, 0.9995] · R²=0.304 RISING +99.90%σ EXTREME 16.27%LAST 0.99950.99950.87460.74980.62490.5000μ = 0.6600max 0.9995min 0.5000dataMA(5)OLS R²=0.30μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%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
100.0%100.0¢1.00× +0.00pp
NO
0.1%0.1¢2000.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,695 · μ=320.6 · σ=871.2 · CV=2.72BURSTY · concentratedcumulative energy ↗ · 50% by h=2301,0362,0733,1094,145μ = 3214,14550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7695bp moved · peak 4145bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
9.8s
YES mid
99.95¢ (99.95%)
NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$142.1k
liquidity $
$202.6k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6600 · σ=0.1073 · range [0.5000, 0.9995] · R²=0.304 RISING +99.90%σ EXTREME 16.27%LAST 0.99950.99950.87460.74980.62490.5000μ = 0.6600max 0.9995min 0.5000dataMA(5)OLS R²=0.30μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.3402 · σ=0.1075 · range [0.0005, 0.5000] · R²=0.300 FALLING -99.90%σ EXTREME 31.60%LAST 0.00050.50000.37510.25020.12540.0005μ = 0.3402max 0.5000min 0.0005dataMA(5)OLS R²=0.30μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0109 · σ=0.0862 · skew=3.61 (right-skewed) · kurt=12.72 (leptokurtic (fat tails))191410501-6.48ppbin -6.48pp · n=1 · 5.3% peakbin -6.48pp · n=1 · 5.3% peak19-1.43ppbin -1.43pp · n=19 · 100.0% peakbin -1.43pp · n=19 · 100.0% peak23.61ppbin 3.61pp · n=2 · 10.5% peakbin 3.61pp · n=2 · 10.5% peak8.66pp113.70ppbin 13.70pp · n=1 · 5.3% peakbin 13.70pp · n=1 · 5.3% peak18.75pp23.79pp28.84pp33.88pp138.93ppbin 38.93pp · n=1 · 5.3% peakbin 38.93pp · n=1 · 5.3% 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=3.62 · kurt=13.37 · near 6 / mid 13 / far 5 · OLS slope=0.68 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.40σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=5.22)
μ MEAN66.00¢95% CI: [61.79¢, 70.20¢]
σ STD DEV10.73ppσ² = 115.238 · CV = 16.27%
med MEDIAN64.00¢Q₁ 63.00¢ · Q₃ 65.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 50.00¢Q₁ 63.00¢med 64.00¢Q₃ 65.00¢max 99.95¢μ
SKEWNESS · G₁2.367right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.221leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 7.24
range ↔ σwide tails (range > 4σ)range / σ = 4.65
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) -0.25 + ADF rejected
ρ(1) AUTOCORR-0.248within white-noise band
ρ(2) AUTOCORR+0.047lag-2 not significant
H · HURST EXPONENT0.767strongly persistent
OLS TREND · t-STAT+3.169significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.767STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.248k=2+0.047k=3+0.000k=4-0.022k=5-0.0150+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.25 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.78very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.17)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 ID2605368
SLUGdota2-rnx-grind-2026-06-20-game1
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME142.13k USD 24h
LIQUIDITY202.62k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (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 100.0%NO 0.1%YES100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
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 2026-06-20 14:00 UTC
0days
04hrs
20min
YES$1.00(P = 100.0%)
NO$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.2hRESOLVESP projection · σ=10.73% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 52.590 pp/day
now4.34h left
52.590 pp/day×1.00
−25%3.26h left
60.726 pp/day×1.15
−50%2.17h left
74.373 pp/day×1.41
−75%1.09h left
105.180 pp/day×2.00
−90%0.43h left
166.304 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 41.45% · worst -9.00% · typical |Δ| 3.21%MILD BULLISH +49.95%BEST+41.45%23hWORST-9.00%22hTYPICAL |Δ|3.21%mean absoluteCUMULATIVE+49.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +2.07% · Σ +14.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +4.43% · Σ +35.45%CUMULATIVE Δ PATH · final +49.95%+49.95%0.00%13.00% · 1h13.00% · 1h13.00%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·6h0.50% · 7h0.50% · 7h0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h-2.50% · 9h-2.50% · 9h-2.50%9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h3.00% · 12h3.00% · 12h3.00%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h1.00% · 15h1.00% · 15h1.00%15h0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h-0.50% · 19h-0.50% · 19h-0.50%19h0.50% · 20h0.50% · 20h0.50%20h2.00% · 21h2.00% · 21h2.00%21h-9.00% · 22h-9.00% · 22h-9.00%22h▼ WORST41.45% · 23h41.45% · 23h41.45%23h★ BEST0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+35.45%)RUNSup max 2 · down max 3BREADTH38% up · 21% down · 42% flat
9 up bars · 5 down · best 41.45% · worst -9.00% · typical |Δ| 3.206%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +51.96%FINAL+51.96%MAX DD-9.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+51.96%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 1.5196 · peak 1.5196 · range [1.0000, 1.5196]1.51961.0000break-even = 1★ PEAK 1.5196UNDERWATER DRAWDOWN · max -9.00% · significant0%-9.00%▼ TROUGH -9.00%TOP DRAWDOWN PERIODS · 3 total#1 -9.00%bar 23-23 · 1 bars · recovered#2 -3.96%bar 9-17 · 9 bars · recovered#3 -0.50%bar 20-21 · 2 bars · recoveredDD SEVERITYsignificant (max -9.00%)RECOVERYfully recoveredTIME UNDER WATER48% of session · 12/25 bars
final equity 1.5196 (51.96%) · max DD -9.00% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=19.12 · σ=38.44MIXED EDGELAST 29.99 (+0.28σ vs μ)66.7233.360.00-33.36-66.72μ = 19.1241.6741.6755.9355.9330.2130.21-36.50-36.50-51.10-51.10-51.10-51.10-4.27-4.27-8.63-8.63-4.33-4.3333.9533.9551.5251.5266.7266.7260.4260.4238.2138.2151.5251.5252.3252.32-23.33-23.3329.9929.9929.9929.99v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 29.987 · range [-51.10, 66.72] · μ 19.116 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=300.7772 · σ=498.1614 · range [39.1535, 1677.3089] · R²=0.246 RISING +241.95%σ EXTREME 165.62%LAST 1677.30891677.30891267.7701858.2312448.692439.1535μ = 300.7772max 1677.3089min 39.1535dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 1677.31% · range [39.15%, 1677.31%] · μ 300.78% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −12 (32% positive) · μ=-0.121 · σ=0.259MEAN-REVERSIONLAST -0.389 (-1.03σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.121-0.057-0.057-0.357-0.357-0.271-0.2710.1450.1450.2980.2980.1960.1960.1890.1890.2230.2230.1640.164-0.184-0.184-0.424-0.424-0.224-0.224-0.583-0.583-0.300-0.300-0.288-0.2880.0000.000-0.202-0.202-0.239-0.239-0.389-0.389v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.389 · |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
346.8169
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
1.7503
p-VALUE (log scale)
0.8829
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
-1.3548
p-VALUE (log scale)
0.6024
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
-0.2616
p-VALUE (log scale)
0.7936
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4978
p-VALUE (log scale)
0.0422
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.8635
p-VALUE (log scale)
0.0624
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.433 ≈ 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=12 bins · noise floor μ=8.58e-3 · top T=2.18h (17.7%) · top-3 cover 45.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-21.4e-29.1e-34.6e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.98e-3 · 8.7% energyperiod 24.0 · power 8.98e-3 · 8.7% energyperiod 12.0 · power 8.20e-3 · 8.0% energyperiod 12.0 · power 8.20e-3 · 8.0% energyperiod 8.0 · power 5.44e-3 · 5.3% energyperiod 8.0 · power 5.44e-3 · 5.3% energyperiod 6.0 · power 6.06e-3 · 5.9% energyperiod 6.0 · power 6.06e-3 · 5.9% energyperiod 4.8 · power 2.32e-3 · 2.3% energyperiod 4.8 · power 2.32e-3 · 2.3% energyperiod 4.0 · power 4.44e-3 · 4.3% energyperiod 4.0 · power 4.44e-3 · 4.3% energyperiod 3.4 · power 3.63e-3 · 3.5% energyperiod 3.4 · power 3.63e-3 · 3.5% energyperiod 3.0 · power 6.25e-3 · 6.1% energyperiod 3.0 · power 6.25e-3 · 6.1% energyperiod 2.7 · power 1.10e-2 · 10.7% energyperiod 2.7 · power 1.10e-2 · 10.7% energyperiod 2.4 · power 1.14e-2 · 11.0% energyperiod 2.4 · power 1.14e-2 · 11.0% energyperiod 2.2 · power 1.82e-2 · 17.7% energyperiod 2.2 · power 1.82e-2 · 17.7% energyperiod 2.0 · power 1.70e-2 · 16.6% energyperiod 2.0 · power 1.70e-2 · 16.6% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.00h#3T=2.40hT=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 ≈ 2.18h (freq 0.458) · concentrates 17.7% of total energy · Σ|X̂|²/n = 1.029e-1

▸ Depth section using sovereign-store price series (272 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 1.797pp · expected |Δp| over horizon 4.40ppterminal variance p(1−p) = 0.0005 · n = 272n = 272
μ per bar
+0.158pp
average Δp · drift
σ per bar
1.797pp
one-bar volatility · logit-free
Per-day movedaily
8.81pp
σ × √24
Per-horizon move0d
4.40pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 2.80pp · ES₉₅ 3.55pp · method parametric · drift-correcteddrift +0.158pp/bar · quantised: yes · median step 5.00pp · unique ratio 0.03n = 272
VaR 95%
2.80pp
1.645·σ (parametric) of Δp
ES 95%
3.55pp
mean of the tail
Max drawdown
10.8pp
peak 97.0¢ → trough 86.5¢
Median step
5.00pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
80119689949063626503507937284478467611233487928605828276156518022312758208851
NO token ID
73321612237090205853610667061261114579936835926835799760159261314909860475079
Snapshot fetched
2026-06-20 09:39:08 UTC
Snapshot age
9.8s
History points
25 CLOB mids
Page rendered
2026-06-20 09:39:18 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4037824312bca353c5de732d5c878717c301adc2b4f49f927bed5df8b6a88da9 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
bid-heavy
Imbalance (top-5)
+1.000
bid-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-dota2-rnx-grind-2026-06-20-game1/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 272 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2981.35%
σ per bar = 0.022519
Mean return (annualised)
363251.41%
μ per bar = 0.002072
Sharpe (rf=0)
121.84
annualised; risk-free assumed zero
Max drawdown
10.82%
peak 0.97 → trough 0.86 over 17 bars

/api/asset/pm-dota2-rnx-grind-2026-06-20-game1/risk · same metrics, JSON