POLYMARKET · PREDICTION MARKET · BRAZIL VS. HAITI - MORE MARKETS

Spread: Brazil (-4.5)

YES · live
19.0¢
NO · live
81.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-bra-hai-2026-06-19-spread-home-4pt5 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-fifwc-bra-hai-2026-06-19-spread-home-4pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9ms⏱--:--:-- 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
19.0¢
NO · live
81.0¢
YES price · live 24h
n=25 · μ=0.2224 · σ=0.0661 · range [0.1650, 0.3950] · R²=0.135▼ FALLING -11.63%σ EXTREME 29.71%LAST 0.19000.39500.33750.28000.22250.1650μ = 0.2224max 0.3950min 0.1650dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 19.00¢
YES / NO split · live
YES 19.0%NO 81.0%NO81.0%81.00¢ · odds 1/1.23
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.701 / 1.00 bits (70%) · moderate uncertainty
YES
19.0%19.0¢5.26×▬ +0.00pp
NO
81.0%81.0¢1.23×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,650 · μ=402.1 · σ=617.2 · CV=1.54BURSTY · concentratedcumulative energy ↗ · 50% by h=1905001,0001,5002,000μ = 4022,00050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9650bp moved · peak 2000bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9ms
▲YES mid
19.00¢ (19.00%)
▼NO mid
81.00¢ (81.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$118.4k
≋liquidity $
$63.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2224 · σ=0.0661 · range [0.1650, 0.3950] · R²=0.135▼ FALLING -11.63%σ EXTREME 29.71%LAST 0.19000.39500.33750.28000.22250.1650μ = 0.2224max 0.3950min 0.1650dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 19.00¢
NO price · CLOB mid
n=25 · μ=0.7776 · σ=0.0661 · range [0.6050, 0.8350] · R²=0.135▲ RISING +3.18%σ HIGH 8.50%LAST 0.81000.83500.77750.72000.66250.6050μ = 0.7776max 0.8350min 0.6050dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 81.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0035 · σ=0.0717 · skew=0.69 (right-skewed) · kurt=2.24 (leptokurtic (fat tails))1296302-15.15ppbin -15.15pp · n=2 · 16.7% peakbin -15.15pp · n=2 · 16.7% peak-11.45pp-7.75pp5-4.05ppbin -4.05pp · n=5 · 41.7% peakbin -4.05pp · n=5 · 41.7% peak12-0.35ppbin -0.35pp · n=12 · 100.0% peakbin -0.35pp · n=12 · 100.0% peak33.35ppbin 3.35pp · n=3 · 25.0% peakbin 3.35pp · n=3 · 25.0% peak7.05pp10.75pp14.45pp218.15ppbin 18.15pp · n=2 · 16.7% peakbin 18.15pp · n=2 · 16.7% 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=0.66 · kurt=2.69 · near 10 / mid 14 / far 0 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-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 RIGHT-SKEWED (G₁=1.61)
μ MEAN22.24¢95% CI: [19.65¢, 24.83¢]
σ STD DEV6.61ppσ² = 43.648 · CV = 29.71%
med MEDIAN19.00¢Q₁ 19.00¢ · Q₃ 22.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 23.00pp · IQR 3.00pp (1.349σ→8.91pp)
min 16.50¢Q₁ 19.00¢med 19.00¢Q₃ 22.00¢max 39.50¢μ
SKEWNESS · G₁1.614right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.088leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRdiverges from normalratio = 2.97
range ↔ σconcentrated (range < 4σ)range / σ = 3.48
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) -0.50 + ADF rejected
ρ(1) AUTOCORR-0.496negative · reversal
ρ(2) AUTOCORR+0.255lag-2 not significant
H · HURST EXPONENT0.810strongly persistent
OLS TREND · t-STAT+1.893fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.810
H = 0.810STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.496k=2+0.255k=3-0.170k=4+0.080k=5-0.1100+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]MARGINAL @ 10% (|t|=1.89)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.50 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.89)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 ID2527249
SLUGfifwc-bra-hai-2026-06-19-spread-home-4pt5
CATEGORYBrazil vs. Haiti - More Markets
TWO-SIDED PRICINGFAVOURS NO (81¢)
PRIMARY · YES19.00¢implied prob 19.00% · decimal odds 5.26×
COUNTER · NO81.00¢implied prob 81.00% · decimal odds 1.23×
19.00¢
81.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME118.39k USD 24h
LIQUIDITY63.58k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (81¢)|primary − counter| = 0.620 · entropy 0.701 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 19.0%NO 81.0%YES p̂19.0%H = 0.701 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES5.26×(19¢)NO1.23×(81¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.701 bits (70% of max) · moderate 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 · LOWresolves 2026-06-20 00:30 UTC
5days
05hrs
13min
5.22 days·θ = 32.366 pp/day
YES →$1.00(P = 19.0%)
NO →$0.00(P = 81.0%)
current: $0.1900 · expected return per side: $0.81 on YES hit · $0.19 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.6dRESOLVESP projection · σ=6.61% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 32.366 pp/day
now5.22d left
32.366 pp/day×1.00
−25%3.91d left
37.373 pp/day×1.15
−50%2.61d left
45.772 pp/day×1.41
−75%1.30d left
64.732 pp/day×2.00
−90%12.52h left
102.350 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 20.00% · worst -17.00% · typical |Δ| 4.02%BEARISH SESSION -2.50%BEST+20.00%20hWORST-17.00%19hTYPICAL |Δ|4.02%mean absoluteCUMULATIVE-2.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -2.50%+18.00%-5.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h1.00% · 3h1.00% · 3h1.00%3h-0.50% · 4h-0.50% · 4h-0.50%4h-2.00% · 5h-2.00% · 5h-2.00%5h-2.50% · 6h-2.50% · 6h-2.50%6h1.00% · 7h1.00% · 7h1.00%7h3.50% · 8h3.50% · 8h3.50%8h-3.00% · 9h-3.00% · 9h-3.00%9h-1.50% · 10h-1.50% · 10h-1.50%10h0.00% · 11h0.00% · 11h·11h1.50% · 12h1.50% · 12h1.50%12h0.00% · 13h0.00% · 13h·13h-2.50% · 14h-2.50% · 14h-2.50%14h2.50% · 15h2.50% · 15h2.50%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h17.50% · 18h17.50% · 18h17.50%18h-17.00% · 19h-17.00% · 19h-17.00%19h▼ WORST20.00% · 20h20.00% · 20h20.00%20h★ BEST-2.50% · 21h-2.50% · 21h-2.50%21h-4.00% · 22h-4.00% · 22h-4.00%22h-14.00% · 23h-14.00% · 23h-14.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.50%)RUNSup max 2 · down max 3BREADTH29% up · 42% down · 29% flat
7 up bars · 10 down · best 20.00% · worst -17.00% · typical |Δ| 4.021%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.35%FINAL-8.35%MAX DD-19.83%RECOVERYONGOING · 6 barsMAX RUN-UP+14.31%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9165 · peak 1.1431 · range [0.9165, 1.1431]1.14310.9165break-even = 1★ PEAK 1.1431UNDERWATER DRAWDOWN · max -19.83% · severe0%-19.83%▼ TROUGH -19.83%TOP DRAWDOWN PERIODS · 2 total#1 -19.83%bar 20-25 · 6 bars · ONGOING#2 -6.03%bar 5-18 · 14 bars · recoveredDD SEVERITYsevere (max -19.83%)RECOVERYongoing · 6 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9165 (-8.35%) · max DD -19.83% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −7 (53% positive) · μ=-3.69 · σ=24.34MIXED EDGELAST -20.86 (-0.71σ vs μ)50.0225.010.00-25.01-50.02μ = -3.69-46.94-46.94-31.55-31.553.513.51-22.03-22.03-28.02-28.02-16.00-16.0010.1910.193.443.44-50.02-50.020.000.0013.8013.8013.8013.8037.3137.310.710.7126.5526.5520.4020.4015.5615.560.000.00-20.86-20.86v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -20.861 · range [-50.02, 37.31] · μ -3.693 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=553.1606 · σ=514.6601 · range [124.4026, 1458.0988] · R²=0.719▲ RISING +884.53%σ EXTREME 93.04%LAST 1224.77631458.09881124.6747791.2507457.8266124.4026μ = 553.1606max 1458.0988min 124.4026dataMA(3)OLS R²=0.72μ lineμ ± σ bandmaxmin
latest 1224.78% · range [124.40%, 1458.10%] · μ 553.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.241 · σ=0.355MEAN-REVERSIONLAST -0.390 (-0.42σ vs μ)0.8000.4000.000-0.400-0.800μ = -0.2410.4590.4590.0680.0680.2760.276-0.125-0.125-0.042-0.042-0.174-0.174-0.088-0.088-0.224-0.2240.2490.249-0.368-0.368-0.465-0.465-0.439-0.439-0.055-0.055-0.503-0.503-0.716-0.716-0.800-0.800-0.736-0.736-0.512-0.512-0.390-0.390v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.390 · |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
15.2629
p-VALUE (log scale)
0.0005
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
10.0007
p-VALUE (log scale)
0.0744
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.0695
p-VALUE (log scale)
0.0299
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.3963
p-VALUE (log scale)
0.6919
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3021
p-VALUE (log scale)
0.1783
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
-1.6449
p-VALUE (log scale)
0.1000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.499 ≈ 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=6.01e-3 · top T=2.00h (24.8%) · top-3 cover 58.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.8e-21.3e-28.9e-34.5e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.58e-3 · 2.2% energyperiod 24.0 · power 1.58e-3 · 2.2% energyperiod 12.0 · power 2.81e-3 · 3.9% energyperiod 12.0 · power 2.81e-3 · 3.9% energyperiod 8.0 · power 2.70e-3 · 3.7% energyperiod 8.0 · power 2.70e-3 · 3.7% energyperiod 6.0 · power 2.38e-3 · 3.3% energyperiod 6.0 · power 2.38e-3 · 3.3% energyperiod 4.8 · power 2.14e-3 · 3.0% energyperiod 4.8 · power 2.14e-3 · 3.0% energyperiod 4.0 · power 2.78e-3 · 3.9% energyperiod 4.0 · power 2.78e-3 · 3.9% energyperiod 3.4 · power 5.43e-3 · 7.5% energyperiod 3.4 · power 5.43e-3 · 7.5% energyperiod 3.0 · power 4.48e-3 · 6.2% energyperiod 3.0 · power 4.48e-3 · 6.2% energyperiod 2.7 · power 5.33e-3 · 7.4% energyperiod 2.7 · power 5.33e-3 · 7.4% energyperiod 2.4 · power 1.15e-2 · 15.9% energyperiod 2.4 · power 1.15e-2 · 15.9% energyperiod 2.2 · power 1.32e-2 · 18.3% energyperiod 2.2 · power 1.32e-2 · 18.3% energyperiod 2.0 · power 1.79e-2 · 24.8% energyperiod 2.0 · power 1.79e-2 · 24.8% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.18h#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 ≈ 2.00h (freq 0.500) · concentrates 24.8% of total energy · Σ|X̂|²/n = 7.214e-2

§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 5.2 d · σ/bar 7.413pp · expected |Δp| over horizon 82.96ppterminal variance p(1−p) = 0.1539 · n = 25⚠ low confidence · n < 100
μ per bar
-0.104pp
average Δp · drift
σ per bar
7.413pp
one-bar volatility · logit-free
Per-day movedaily
36.32pp
σ × √24
Per-horizon move5d
82.96pp
σ × √125.23237777777778
Terminal variancebinary
0.1539
p(1−p) at resolution
Current pricep
19.0¢
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 12.30pp · ES₉₅ 15.39pp · method parametric · drift-correcteddrift -0.104pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.52⊘ disabled · n < 30
VaR 95%
12.30pp
1.645·σ (parametric) of Δp
ES 95%
15.39pp
mean of the tail
Max drawdown
51.9pp
peak 39.5¢ → trough 19.0¢
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
19.0%
= price
Decimal oddsEU
5.263
total return per $1
AmericanUS
+426
$100 wins $426
FractionalUK
4.26 / 1
profit per $1 risked
Profit per $100stake
+$426.32
clean dollar framing
-1000-5000+500+1000020406080100you · 19.0%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)
0.701 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.701 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.40 bit
self-information
Surprise · NO−log₂(1−p)
0.30 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
9423038519144469046443462419926643863800451211785088682130894715614023221663
NO token ID
40620231076839249056753139346046901740112487542332730776092829917855955263583
Snapshot fetched
2026-06-14 19:16:03 UTC
Snapshot age
9ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:16:03 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cebdcfb943c1d52d210d1985fcb421df9057d64f2cec5b0aa40212321db3bd4e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.6¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,774HL PERPETH-USD perpetual$1,665.2HL PERPHYPE-USD perpetual$60.64

Also see: /arb opportunities · RSS feed · more in Brazil vs. Haiti - More Markets

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
0.190000
(best bid + best ask) / 2
Spread
2105.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.715
ask-heavy
Imbalance (top-5)
-0.690
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-fifwc-bra-hai-2026-06-19-spread-home-4pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2877245143.35bp0.2900003FILLED
BUY$10.00K0.3560128737.45bp0.6000008FILLED
BUY$100.00K0.67292625417.14bp0.86000026FILLED
SELL$1.00K0.1217613591.51bp0.0800008FILLED
SELL$10.00K0.0495557391.83bp0.01000015PARTIAL
SELL$100.00K0.0495557391.83bp0.01000015PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.277915
Mean return (annualised)
—
μ per bar = -0.005151
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
51.90%
peak 0.40 → trough 0.19 over 3 bars

/api/asset/pm-fifwc-bra-hai-2026-06-19-spread-home-4pt5/risk · same metrics, JSON