POLYMARKET · PREDICTION MARKET · SPORTS

Dota 2: Team Resilience vs Yakult Brothers (BO3) - The International China Closed Qualifier Playoffs

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · dota2-tr7-yb1-2026-06-18 · fresh · feed 4s old
24h sparkline · 60 pts▲ 70.85%
realized vol (ann.)
1388.51%
max drawdown
45.70%
sharpe
—
ulcer index
7.22%
RMS drawdown
pain index
2.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
28.43%
cond. drawdown
gain/pain
1.51
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.51
upside/downside
roll spread
5.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
70.85%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +70.85%
Same bundle via M2M API: /api/m2m/pm-dota2-tr7-yb1-2026-06-18/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.2s⏱--:--:-- 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=0.6408 · σ=0.1322 · range [0.4100, 0.9995] · R²=0.267▲ RISING +75.35%σ EXTREME 20.64%LAST 0.99950.99950.85210.70470.55740.4100μ = 0.6408max 0.9995min 0.4100dataMA(5)OLS R²=0.27μ 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=10,195 · μ=424.8 · σ=1032.0 · CV=2.43BURSTY · concentratedcumulative energy ↗ · 50% by h=2201,2382,4753,7134,950μ = 4254,95050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 10195bp moved · peak 4950bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.2s
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$111.1k
≋liquidity $
$214.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6408 · σ=0.1322 · range [0.4100, 0.9995] · R²=0.267▲ RISING +75.35%σ EXTREME 20.64%LAST 0.99950.99950.85210.70470.55740.4100μ = 0.6408max 0.9995min 0.4100dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.3592 · σ=0.1322 · range [0.0005, 0.5900] · R²=0.267▼ FALLING -99.88%σ EXTREME 36.81%LAST 0.00050.59000.44260.29520.14790.0005μ = 0.3592max 0.5900min 0.0005dataMA(5)OLS R²=0.27μ 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=0.0165 · σ=0.0995 · skew=3.59 (right-skewed) · kurt=14.01 (leptokurtic (fat tails))191410501-13.20ppbin -13.20pp · n=1 · 5.3% peakbin -13.20pp · n=1 · 5.3% peak1-6.60ppbin -6.60pp · n=1 · 5.3% peakbin -6.60pp · n=1 · 5.3% peak190.00ppbin 0.00pp · n=19 · 100.0% peakbin 0.00pp · n=19 · 100.0% peak26.60ppbin 6.60pp · n=2 · 10.5% peakbin 6.60pp · n=2 · 10.5% peak13.20pp19.80pp26.40pp33.00pp39.60pp146.20ppbin 46.20pp · n=1 · 5.3% peakbin 46.20pp · 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=3.38 · kurt=13.16 · near 6 / mid 17 / far 1 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.38σsample ↓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=2.36)
μ MEAN64.08¢95% CI: [58.89¢, 69.26¢]
σ STD DEV13.22ppσ² = 174.882 · CV = 20.64%
med MEDIAN61.50¢Q₁ 58.50¢ · Q₃ 63.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 58.95pp · IQR 5.00pp (1.349σ→17.84pp)
min 41.00¢Q₁ 58.50¢med 61.50¢Q₃ 63.50¢max 99.95¢μ
SKEWNESS · G₁1.662right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.362leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 3.57
range ↔ σwide tails (range > 4σ)range / σ = 4.46
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.132within white-noise band
ρ(2) AUTOCORR-0.154lag-2 not significant
H · HURST EXPONENT0.976strongly persistent
OLS TREND · t-STAT+2.896significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.976
H = 0.976STRONGLY 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=1-0.132k=2-0.154k=3+0.016k=4-0.027k=5-0.0290+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|=2.90)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.90)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 ID2566899
SLUGdota2-tr7-yb1-2026-06-18
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME111.15k USD 24h
LIQUIDITY214.43k 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%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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 2026-06-18 12:15 UTC
0days
02hrs
25min
2.4 hours·θ = 64.785 pp/day
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+1.2hRESOLVESP projection · σ=13.22% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 64.785 pp/day
now2.43h left
64.785 pp/day×1.00
−25%1.82h left
74.808 pp/day×1.15
−50%1.21h left
91.621 pp/day×1.41
−75%0.61h left
129.571 pp/day×2.00
−90%0.24h left
204.870 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 49.50% · worst -16.50% · typical |Δ| 4.25%MILD BULLISH +42.95%BEST+49.50%22hWORST-16.50%21hTYPICAL |Δ|4.25%mean absoluteCUMULATIVE+42.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.64% · Σ +4.50%EUROPE · 08-16 UTCμ +0.25% · Σ +2.00%US · 16-24 UTCμ +4.56% · Σ +36.45%CUMULATIVE Δ PATH · final +42.95%+42.95%-16.00%1.50% · 1h1.50% · 1h1.50%1h-2.00% · 2h-2.00% · 2h-2.00%2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h5.00% · 5h5.00% · 5h5.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h0.50% · 7h0.50% · 7h0.50%7h-2.00% · 8h-2.00% · 8h-2.00%8h0.00% · 9h0.00% · 9h·9h1.00% · 10h1.00% · 10h1.00%10h3.00% · 11h3.00% · 11h3.00%11h-1.00% · 12h-1.00% · 12h-1.00%12h0.00% · 13h0.00% · 13h·13h1.00% · 14h1.00% · 14h1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-1.00% · 17h-1.00% · 17h-1.00%17h-2.00% · 18h-2.00% · 18h-2.00%18h1.00% · 19h1.00% · 19h1.00%19h-4.00% · 20h-4.00% · 20h-4.00%20h-16.50% · 21h-16.50% · 21h-16.50%21h▼ WORST49.50% · 22h49.50% · 22h49.50%22h★ BEST9.45% · 23h9.45% · 23h9.45%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+36.45%)RUNSup max 2 · down max 2BREADTH42% up · 33% down · 25% flat
10 up bars · 8 down · best 49.50% · worst -16.50% · typical |Δ| 4.248%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +36.83%FINAL+36.83%MAX DD-21.46%RECOVERYFULLY RECOVEREDMAX RUN-UP+36.83%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 1.3683 · peak 1.3683 · range [0.8362, 1.3683]1.36830.8362break-even = 1★ PEAK 1.3683UNDERWATER DRAWDOWN · max -21.46% · severe0%-21.46%▼ TROUGH -21.46%TOP DRAWDOWN PERIODS · 3 total#1 -21.46%bar 13-22 · 10 bars · recovered#2 -2.49%bar 7-11 · 5 bars · recovered#3 -2.00%bar 3-5 · 3 bars · recoveredDD SEVERITYsevere (max -21.46%)RECOVERYfully recoveredTIME UNDER WATER72% of session · 18/25 bars
final equity 1.3683 (36.83%) · max DD -21.46% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −5 (74% positive) · μ=8.86 · σ=29.35PROFITABLE STRATEGYLAST 27.15 (+0.62σ vs μ)54.1727.090.00-27.09-54.17μ = 8.8625.5425.5419.4319.4319.4319.4319.4319.4322.5922.5913.5713.5713.5713.579.069.0645.6745.6745.6745.6733.9533.95-20.72-20.72-30.21-30.21-13.34-13.34-52.32-52.32-54.17-54.1718.3918.3925.6225.6227.1527.15v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 27.147 · range [-54.17, 45.67] · μ 8.858 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=497.3451 · σ=736.2179 · range [70.4557, 2143.7108] · R²=0.400▲ RISING +828.04%σ EXTREME 148.03%LAST 2121.70252143.71081625.39701107.0832588.769470.4557μ = 497.3451max 2143.7108min 70.4557dataMA(3)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 2121.70% · range [70.46%, 2143.71%] · μ 497.35% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.139 · σ=0.189MEAN-REVERSIONLAST -0.227 (-0.46σ vs μ)0.4370.2190.000-0.219-0.437μ = -0.139-0.277-0.277-0.190-0.190-0.233-0.233-0.190-0.190-0.184-0.1840.1050.105-0.105-0.105-0.036-0.036-0.262-0.262-0.262-0.262-0.342-0.3420.0490.0490.3540.354-0.077-0.077-0.437-0.4370.1210.121-0.259-0.259-0.198-0.198-0.227-0.227v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.227 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
330.0377
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
1.2059
p-VALUE (log scale)
0.9429
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
-1.3046
p-VALUE (log scale)
0.6252
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
1.5318
p-VALUE (log scale)
0.1256
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3951
p-VALUE (log scale)
0.0793
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.7147
p-VALUE (log scale)
0.4748
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.783 ≈ 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=1.19e-2 · top T=3.00h (12.3%) · top-3 cover 34.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.8e-21.3e-28.8e-34.4e-30.0e+0μ noise floorperiod 24.0 · power 6.01e-3 · 4.2% energyperiod 24.0 · power 6.01e-3 · 4.2% energyperiod 12.0 · power 8.62e-3 · 6.0% energyperiod 12.0 · power 8.62e-3 · 6.0% energyperiod 8.0 · power 1.07e-2 · 7.4% energyperiod 8.0 · power 1.07e-2 · 7.4% energyperiod 6.0 · power 1.60e-2 · 11.1% energyperiod 6.0 · power 1.60e-2 · 11.1% energyperiod 4.8 · power 8.86e-3 · 6.2% energyperiod 4.8 · power 8.86e-3 · 6.2% energyperiod 4.0 · power 1.43e-2 · 10.0% energyperiod 4.0 · power 1.43e-2 · 10.0% energyperiod 3.4 · power 1.52e-2 · 10.6% energyperiod 3.4 · power 1.52e-2 · 10.6% energyperiod 3.0 · power 1.76e-2 · 12.3% energyperiod 3.0 · power 1.76e-2 · 12.3% energyperiod 2.7 · power 1.39e-2 · 9.7% energyperiod 2.7 · power 1.39e-2 · 9.7% energyperiod 2.4 · power 1.30e-2 · 9.1% energyperiod 2.4 · power 1.30e-2 · 9.1% energyperiod 2.2 · power 1.34e-2 · 9.4% energyperiod 2.2 · power 1.34e-2 · 9.4% energyperiod 2.0 · power 5.72e-3 · 4.0% energyperiod 2.0 · power 5.72e-3 · 4.0% energy50% by T=3.4h#1 dominantT=3.00h#2T=6.00h#3T=3.43hT=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 ≈ 3.00h (freq 0.333) · concentrates 12.3% of total energy · Σ|X̂|²/n = 1.431e-1

▸ Depth section using sovereign-store price series (4074 bars · effective 1752324 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 0.743pp · expected |Δp| over horizon 1.82ppterminal variance p(1−p) = 0.0005 · n = 4074✓ n = 4074
μ per bar
+0.010pp
average Δp · drift
σ per bar
0.743pp
one-bar volatility · logit-free
Per-day movedaily
3.64pp
σ × √24
Per-horizon move0d
1.82pp
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 1.21pp · ES₉₅ 1.52pp · method parametric · drift-correcteddrift +0.010pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 4074
VaR 95%
1.21pp
1.645·σ (parametric) of Δp
ES 95%
1.52pp
mean of the tail
Max drawdown
45.7pp
peak 75.5¢ → trough 41.0¢
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
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
60726598102011141265607569520266707237434204526186247546406471664170459953311
NO token ID
90810178353569990535565492908087948604686523038771096660679121691154497737735
Snapshot fetched
2026-06-18 09:49:17 UTC
Snapshot age
4.2s
History points
25 CLOB mids
Page rendered
2026-06-18 09:49:21 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
bea95e0520c05ba97157510aee2bd4746ffd67884e7865cdabc9f9a5d4491c89 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
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-tr7-yb1-2026-06-18/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 · 4,074 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1593.09%
σ per bar = 0.012035
Mean return (annualised)
23044.94%
μ per bar = 0.000132
Sharpe (rf=0)
14.47
annualised; risk-free assumed zero
Max drawdown
45.70%
peak 0.76 → trough 0.41 over 84 bars

/api/asset/pm-dota2-tr7-yb1-2026-06-18/risk · same metrics, JSON