POLYMARKET · PREDICTION MARKET · CÔTE D'IVOIRE VS. ECUADOR - TOTAL CORNERS

Côte d'Ivoire vs. Ecuador: O/U 7.5 Total Corners

YES · live
30.5¢
NO · live
69.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-corners-total-7pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
1493.06%
max drawdown
58.10%
sharpe
ulcer index
27.16%
RMS drawdown
pain index
16.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
58.10%
cond. drawdown
gain/pain
0.28
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.28
upside/downside
roll spread
26.8 bps
implied (price-only)
bars used
379
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-civ-ecu-2026-06-14-corners-total-7pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH1ms--:--:-- 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
30.5¢
NO · live
69.5¢
YES price · live 24h
n=25 · μ=0.5742 · σ=0.1130 · range [0.1350, 0.6400] · R²=0.428 FALLING -78.91%σ EXTREME 19.67%LAST 0.13500.64000.51380.38750.26120.1350μ = 0.5742max 0.6400min 0.1350dataMA(5)OLS R²=0.43μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 13.50¢
YES / NO split · live
YES 30.5%NO 69.5%NO69.5%69.50¢ · odds 1/1.44
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.887 / 1.00 bits (89%) · high uncertainty
YES
30.5%30.5¢3.28× +0.00pp
NO
69.5%69.5¢1.44× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,550 · μ=231.3 · σ=569.3 · CV=2.46BURSTY · concentratedcumulative energy ↗ · 50% by h=2305881,1751,7632,350μ = 2312,35050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5550bp moved · peak 2350bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1ms
YES mid
30.50¢ (30.50%)
NO mid
69.50¢ (69.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$245.2k
liquidity $
$1.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5742 · σ=0.1130 · range [0.1350, 0.6400] · R²=0.428 FALLING -78.91%σ EXTREME 19.67%LAST 0.13500.64000.51380.38750.26120.1350μ = 0.5742max 0.6400min 0.1350dataMA(5)OLS R²=0.43μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 13.50¢
NO price · CLOB mid
n=25 · μ=0.4258 · σ=0.1130 · range [0.3600, 0.8650] · R²=0.428 RISING +140.28%σ EXTREME 26.53%LAST 0.86500.86500.73880.61250.48620.3600μ = 0.4258max 0.8650min 0.3600dataMA(5)OLS R²=0.43μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 86.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0227 · σ=0.0546 · skew=-2.89 (left-skewed) · kurt=6.95 (leptokurtic (fat tails))191410501-22.28ppbin -22.28pp · n=1 · 5.3% peakbin -22.28pp · n=1 · 5.3% peak-19.83pp1-17.38ppbin -17.38pp · n=1 · 5.3% peakbin -17.38pp · n=1 · 5.3% peak-14.93pp-12.48pp-10.03pp-7.58pp1-5.13ppbin -5.13pp · n=1 · 5.3% peakbin -5.13pp · n=1 · 5.3% peak2-2.67ppbin -2.67pp · n=2 · 10.5% peakbin -2.67pp · n=2 · 10.5% peak19-0.23ppbin -0.23pp · n=19 · 100.0% peakbin -0.23pp · n=19 · 100.0% 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=-2.98 · kurt=7.56 · near 5 / mid 16 / far 3 · OLS slope=0.70 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.75σsample ↓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=7.46)
μ MEAN57.42¢95% CI: [52.99¢, 61.85¢]
σ STD DEV11.30ppσ² = 127.618 · CV = 19.67%
med MEDIAN60.50¢Q₁ 58.00¢ · Q₃ 63.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 13.50¢Q₁ 58.00¢med 60.50¢Q₃ 63.00¢max 64.00¢μ
SKEWNESS · G₁-2.830left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂7.462leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRdiverges from normalratio = 3.05
range ↔ σwide tails (range > 4σ)range / σ = 4.47
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: MILD PERSISTENCE · ρ(1) 0.55
ρ(1) AUTOCORR+0.545positive · momentum
ρ(2) AUTOCORR+0.048lag-2 not significant
H · HURST EXPONENT0.798strongly persistent
OLS TREND · t-STAT-4.149significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.798STRONGLY 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+0.545k=2+0.048k=3-0.027k=4-0.035k=5-0.0550+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 CLASSIFICATIONMILD PERSISTENCE · ρ(1) 0.55from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.15)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 ID2508342
SLUGfifwc-civ-ecu-2026-06-14-corners-total-7pt5
CATEGORYCôte d'Ivoire vs. Ecuador - Total Corners
TWO-SIDED PRICING
PRIMARY · YES30.50¢implied prob 30.50% · decimal odds 3.28×
COUNTER · NO69.50¢implied prob 69.50% · decimal odds 1.44×
30.50¢
69.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME245.24k USD 24h
LIQUIDITY1.65k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (70¢)|primary − counter| = 0.390 · entropy 0.887 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 30.5%NO 69.5%YES30.5%H = 0.887 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES3.28×(31¢)NO1.44×(70¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.887 bits (89% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -23.50% · typical |Δ| 2.31%BEARISH SESSION -50.50%BEST+1.00%15hWORST-23.50%23hTYPICAL |Δ|2.31%mean absoluteCUMULATIVE-50.50%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ -0.69% · Σ -5.50%US · 16-24 UTCμ -3.37% · Σ -27.00%CUMULATIVE Δ PATH · final -50.50%+0.00%-50.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-0.50% · 3h-0.50% · 3h-0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-0.50% · 6h-0.50% · 6h-0.50%6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h0.00% · 9h0.00% · 9h·9h-1.50% · 10h-1.50% · 10h-1.50%10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h-3.00% · 14h-3.00% · 14h-3.00%14h1.00% · 15h1.00% · 15h1.00%15h★ BEST1.00% · 16h1.00% · 16h1.00%16h-1.00% · 17h-1.00% · 17h-1.00%17h0.50% · 18h0.50% · 18h0.50%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-4.00% · 22h-4.00% · 22h-4.00%22h-23.50% · 23h-23.50% · 23h-23.50%23h▼ WORST-17.00% · 24h-17.00% · 24h-17.00%24hTIME PATTERNAsia-led (+-1.00%)RUNSup max 2 · down max 3BREADTH13% up · 46% down · 42% flat
3 up bars · 11 down · best 1.00% · worst -23.50% · typical |Δ| 2.313%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -42.64%FINAL-42.64%MAX DD-42.64%RECOVERYONGOING · 22 barsMAX RUN-UP+0.00%UNDERWATER22/25 (88%)STREAK↘ 3EQUITY CURVE · end 0.5736 · peak 1.0000 · range [0.5736, 1.0000]1.00000.5736break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -42.64% · severe0%-42.64%▼ TROUGH -42.64%TOP DRAWDOWN PERIODS · 1 total#1 -42.64%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsevere (max -42.64%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.5736 (-42.64%) · max DD -42.64% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-48.09 · σ=32.20UNPROFITABLE STRATEGYLAST -67.60 (-0.61σ vs μ)93.4046.700.00-46.70-93.40μ = -48.09-60.42-60.42-60.42-60.42-85.44-85.44-60.42-60.42-66.72-66.72-66.72-66.72-66.72-66.72-93.40-93.40-82.09-82.09-57.09-57.09-26.05-26.05-36.47-36.47-24.96-24.96-15.18-15.1830.8630.8611.7411.74-42.14-42.14-44.54-44.54-67.60-67.60v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -67.601 · range [-93.40, 30.86] · μ -48.093 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=171.4434 · σ=269.2740 · range [24.1661, 961.0770] · R²=0.406 RISING +3876.96%σ EXTREME 157.06%LAST 961.0770961.0770726.8493492.6215258.393824.1661μ = 171.4434max 961.0770min 24.1661dataMA(3)OLS R²=0.41μ lineμ ± σ bandmaxmin
latest 961.08% · range [24.17%, 961.08%] · μ 171.44% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.289 · σ=0.299MEAN-REVERSIONLAST 0.445 (+2.45σ vs μ)0.6640.3320.000-0.332-0.664μ = -0.289-0.333-0.333-0.583-0.583-0.500-0.500-0.583-0.583-0.346-0.346-0.589-0.589-0.589-0.589-0.589-0.589-0.077-0.077-0.423-0.423-0.012-0.012-0.090-0.090-0.123-0.123-0.268-0.268-0.239-0.239-0.664-0.664-0.050-0.0500.1250.1250.4450.445v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.445 · |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
134.7403
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
8.2952
p-VALUE (log scale)
0.1395
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
4.1816
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
-0.6155
p-VALUE (log scale)
0.5383
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5873
p-VALUE (log scale)
0.0238
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
0.4621
p-VALUE (log scale)
0.6440
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.141 ≈ 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=3.20e-3 · top T=12.00h (21.8%) · top-3 cover 54.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)8.4e-36.3e-34.2e-32.1e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.48e-3 · 16.9% energyperiod 24.0 · power 6.48e-3 · 16.9% energyperiod 12.0 · power 8.38e-3 · 21.8% energyperiod 12.0 · power 8.38e-3 · 21.8% energyperiod 8.0 · power 6.18e-3 · 16.1% energyperiod 8.0 · power 6.18e-3 · 16.1% energyperiod 6.0 · power 4.86e-3 · 12.7% energyperiod 6.0 · power 4.86e-3 · 12.7% energyperiod 4.8 · power 5.11e-3 · 13.3% energyperiod 4.8 · power 5.11e-3 · 13.3% energyperiod 4.0 · power 2.14e-3 · 5.6% energyperiod 4.0 · power 2.14e-3 · 5.6% energyperiod 3.4 · power 2.75e-3 · 7.2% energyperiod 3.4 · power 2.75e-3 · 7.2% energyperiod 3.0 · power 1.58e-3 · 4.1% energyperiod 3.0 · power 1.58e-3 · 4.1% energyperiod 2.7 · power 3.43e-4 · 0.9% energyperiod 2.7 · power 3.43e-4 · 0.9% energyperiod 2.4 · power 2.64e-4 · 0.7% energyperiod 2.4 · power 2.64e-4 · 0.7% energyperiod 2.2 · power 3.01e-4 · 0.8% energyperiod 2.2 · power 3.01e-4 · 0.8% energyperiod 2.0 · power 1.04e-6 · 0.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energy50% by T=8.0h#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 21.8% of total energy · Σ|X̂|²/n = 3.838e-2

▸ Depth section using sovereign-store price series (379 bars · effective 1753103 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 1.128pp · expected |Δp| over horizon 2.76ppterminal variance p(1−p) = 0.2120 · n = 379n = 379
μ per bar
-0.058pp
average Δp · drift
σ per bar
1.128pp
one-bar volatility · logit-free
Per-day movedaily
5.53pp
σ × √24
Per-horizon move0d
2.76pp
σ × √6
Terminal variancebinary
0.2120
p(1−p) at resolution
Current pricep
30.5¢
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 1.91pp · ES₉₅ 2.38pp · method parametric · drift-correcteddrift -0.058pp/bar · quantised: yes · median step 8.50pp · unique ratio 0.02n = 379
VaR 95%
1.91pp
1.645·σ (parametric) of Δp
ES 95%
2.38pp
mean of the tail
Max drawdown
58.1pp
peak 52.5¢ → trough 22.0¢
Median step
8.50pp
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
30.5%
= price
Decimal oddsEU
3.279
total return per $1
AmericanUS
+228
$100 wins $228
FractionalUK
2.28 / 1
profit per $1 risked
Profit per $100stake
+$227.87
clean dollar framing
-1000-5000+500+1000020406080100you · 30.5%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)
0.887 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.887 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.71 bit
self-information
Surprise · NO−log₂(1−p)
0.52 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
13675732646925821258073487793414714140598799342917696347365084426975130489882
NO token ID
21700720256473719333395454864875592185474921581484279512044164998536706821116
Snapshot fetched
2026-06-15 00:25:41 UTC
Snapshot age
1ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:25:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b273ecaee19445eea5259f0ad225b8c333e492cecb622199eb1a807973d8fa37 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Côte d'Ivoire vs. Ecuador - Total Corners

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
0.150000
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.932
ask-heavy
Imbalance (top-5)
-0.432
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-civ-ecu-2026-06-14-corners-total-7pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.41089117392.74bp0.96000013FILLED
BUY$10.00K0.85656247104.17bp0.98000014FILLED
BUY$100.00K0.91405850937.19bp0.99000015PARTIAL
SELL$1.00K0.0507986613.46bp0.0100004PARTIAL
SELL$10.00K0.0507986613.46bp0.0100004PARTIAL
SELL$100.00K0.0507986613.46bp0.0100004PARTIAL

Risk metrics

sovereign store · 379 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4847.99%
σ per bar = 0.036615
Mean return (annualised)
-251874.69%
μ per bar = -0.001437
Sharpe (rf=0)
-51.95
annualised; risk-free assumed zero
Max drawdown
58.10%
peak 0.53 → trough 0.22 over 284 bars

/api/asset/pm-fifwc-civ-ecu-2026-06-14-corners-total-7pt5/risk · same metrics, JSON