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

Côte d'Ivoire vs. Ecuador: O/U 8.5 Total Corners

YES · live
13.0¢
NO · live
87.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-corners-total-8pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
1031.37%
max drawdown
69.05%
sharpe
ulcer index
38.39%
RMS drawdown
pain index
27.39%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
66.96%
cond. drawdown
gain/pain
0.02
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.02
upside/downside
roll spread
50.1 bps
implied (price-only)
bars used
376
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-8pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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
13.0¢
NO · live
87.0¢
YES price · live 24h
n=25 · μ=0.4370 · σ=0.1069 · range [0.0400, 0.5050] · R²=0.408 FALLING -92.08%σ EXTREME 24.47%LAST 0.04000.50500.38870.27250.15630.0400μ = 0.4370max 0.5050min 0.0400dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.00¢
YES / NO split · live
YES 13.0%NO 87.0%NO87.0%87.00¢ · odds 1/1.15
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.557 / 1.00 bits (56%) · moderate uncertainty
YES
13.0%13.0¢7.69× +0.00pp
NO
87.0%87.0¢1.15× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,750 · μ=239.6 · σ=560.9 · CV=2.34BURSTY · concentratedcumulative energy ↗ · 50% by h=2306631,3251,9882,650μ = 2402,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5750bp moved · peak 2650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
13.00¢ (13.00%)
NO mid
87.00¢ (87.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$94.0k
liquidity $
$1.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4370 · σ=0.1069 · range [0.0400, 0.5050] · R²=0.408 FALLING -92.08%σ EXTREME 24.47%LAST 0.04000.50500.38870.27250.15630.0400μ = 0.4370max 0.5050min 0.0400dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.00¢
NO price · CLOB mid
n=25 · μ=0.5630 · σ=0.1069 · range [0.4950, 0.9600] · R²=0.408 RISING +93.94%σ EXTREME 19.00%LAST 0.96000.96000.84380.72750.61120.4950μ = 0.5630max 0.9600min 0.4950dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0204 · σ=0.0545 · skew=-3.26 (left-skewed) · kurt=10.60 (leptokurtic (fat tails))14117401-25.08ppbin -25.08pp · n=1 · 7.1% peakbin -25.08pp · n=1 · 7.1% peak-22.23pp-19.38pp-16.53pp-13.67pp1-10.82ppbin -10.82pp · n=1 · 7.1% peakbin -10.82pp · n=1 · 7.1% peak-7.97pp1-5.12ppbin -5.12pp · n=1 · 7.1% peakbin -5.12pp · n=1 · 7.1% peak7-2.27ppbin -2.27pp · n=7 · 50.0% peakbin -2.27pp · n=7 · 50.0% peak140.58ppbin 0.58pp · n=14 · 100.0% peakbin 0.58pp · n=14 · 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=-3.51 · kurt=11.99 · near 7 / mid 14 / far 3 · OLS slope=0.71 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.30σsample ↓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=6.70)
μ MEAN43.70¢95% CI: [39.51¢, 47.89¢]
σ STD DEV10.69ppσ² = 114.375 · CV = 24.47%
med MEDIAN46.50¢Q₁ 44.50¢ · Q₃ 48.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 4.00¢Q₁ 44.50¢med 46.50¢Q₃ 48.50¢max 50.50¢μ
SKEWNESS · G₁-2.762left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.700leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.26
σ × 1.349 ↔ IQRdiverges from normalratio = 3.61
range ↔ σwide tails (range > 4σ)range / σ = 4.35
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) 0.42
ρ(1) AUTOCORR+0.424positive · momentum
ρ(2) AUTOCORR-0.034lag-2 not significant
H · HURST EXPONENT0.644persistent
OLS TREND · t-STAT-3.981significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.644PERSISTENT
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+0.424k=2-0.034k=3-0.102k=4-0.046k=5+0.0320+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) 0.42from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.71very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.98)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 ID2497485
SLUGfifwc-civ-ecu-2026-06-14-corners-total-8pt5
CATEGORYCôte d'Ivoire vs. Ecuador - Total Corners
TWO-SIDED PRICING
PRIMARY · YES13.00¢implied prob 13.00% · decimal odds 7.69×
COUNTER · NO87.00¢implied prob 87.00% · decimal odds 1.15×
13.00¢
87.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME93.97k USD 24h
LIQUIDITY1.68k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (87¢)|primary − counter| = 0.740 · entropy 0.557 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 13.0%NO 87.0%YES13.0%H = 0.557 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES7.69×(13¢)NO1.15×(87¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.557 bits (56% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 2.00% · worst -26.50% · typical |Δ| 2.40%BEARISH SESSION -46.50%BEST+2.00%6hWORST-26.50%23hTYPICAL |Δ|2.40%mean absoluteCUMULATIVE-46.50%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ -0.44% · Σ -3.50%US · 16-24 UTCμ -3.88% · Σ -31.00%CUMULATIVE Δ PATH · final -46.50%+0.00%-46.50%-1.00% · 1h-1.00% · 1h-1.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h2.00% · 6h2.00% · 6h2.00%6h★ BEST-1.00% · 7h-1.00% · 7h-1.00%7h-1.50% · 8h-1.50% · 8h-1.50%8h-1.50% · 9h-1.50% · 9h-1.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h-1.00% · 17h-1.00% · 17h-1.00%17h-2.00% · 18h-2.00% · 18h-2.00%18h0.00% · 19h0.00% · 19h·19h1.50% · 20h1.50% · 20h1.50%20h1.50% · 21h1.50% · 21h1.50%21h-4.00% · 22h-4.00% · 22h-4.00%22h-26.50% · 23h-26.50% · 23h-26.50%23h▼ WORST-11.00% · 24h-11.00% · 24h-11.00%24hTIME PATTERNAsia-led (+-1.00%)RUNSup max 2 · down max 3BREADTH17% up · 54% down · 29% flat
4 up bars · 13 down · best 2.00% · worst -26.50% · typical |Δ| 2.396%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -40.33%FINAL-40.33%MAX DD-40.33%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 3EQUITY CURVE · end 0.5967 · peak 1.0000 · range [0.5967, 1.0000]1.00000.5967break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -40.33% · severe0%-40.33%▼ TROUGH -40.33%TOP DRAWDOWN PERIODS · 1 total#1 -40.33%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsevere (max -40.33%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.5967 (-40.33%) · max DD -40.33% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −17 (0% positive) · μ=-41.24 · σ=28.21UNPROFITABLE STRATEGYLAST -54.98 (-0.49σ vs μ)82.8941.440.00-41.44-82.89μ = -41.240.000.000.000.00-6.28-6.28-29.55-29.55-29.55-29.55-23.47-23.47-82.89-82.89-60.42-60.42-51.52-51.52-38.21-38.21-60.42-60.42-76.42-76.42-82.89-82.89-82.89-82.89-26.69-26.69-5.60-5.60-29.20-29.20-42.66-42.66-54.98-54.98v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -54.975 · range [-82.89, 0.00] · μ -41.243 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=189.2075 · σ=294.5261 · range [19.1050, 1022.4642] · R²=0.277 RISING +858.13%σ EXTREME 155.66%LAST 1022.46421022.4642771.6244520.7846269.944819.1050μ = 189.2075max 1022.4642min 19.1050dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
latest 1022.46% · range [19.10%, 1022.46%] · μ 189.21% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=0.037 · σ=0.270CLOSE TO MARTINGALELAST 0.295 (+0.96σ vs μ)0.5380.2690.000-0.269-0.538μ = 0.037-0.077-0.077-0.538-0.538-0.190-0.1900.0180.018-0.030-0.0300.0350.0350.4610.4610.4170.417-0.061-0.061-0.233-0.233-0.333-0.3330.0670.0670.2550.255-0.098-0.0980.1790.1790.4760.476-0.067-0.0670.1260.1260.2950.295v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.295 · |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
287.9496
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
5.3216
p-VALUE (log scale)
0.3781
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
2.3361
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
-0.0841
p-VALUE (log scale)
0.9330
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
0.5686
p-VALUE (log scale)
0.0262
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
0.2594
p-VALUE (log scale)
0.7954
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.079 ≈ 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=3.24e-3 · top T=8.00h (17.8%) · top-3 cover 48.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.9e-35.2e-33.5e-31.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.92e-3 · 15.2% energyperiod 24.0 · power 5.92e-3 · 15.2% energyperiod 12.0 · power 6.05e-3 · 15.6% energyperiod 12.0 · power 6.05e-3 · 15.6% energyperiod 8.0 · power 6.94e-3 · 17.8% energyperiod 8.0 · power 6.94e-3 · 17.8% energyperiod 6.0 · power 4.93e-3 · 12.7% energyperiod 6.0 · power 4.93e-3 · 12.7% energyperiod 4.8 · power 5.63e-3 · 14.5% energyperiod 4.8 · power 5.63e-3 · 14.5% energyperiod 4.0 · power 2.65e-3 · 6.8% energyperiod 4.0 · power 2.65e-3 · 6.8% energyperiod 3.4 · power 1.44e-3 · 3.7% energyperiod 3.4 · power 1.44e-3 · 3.7% energyperiod 3.0 · power 1.89e-3 · 4.9% energyperiod 3.0 · power 1.89e-3 · 4.9% energyperiod 2.7 · power 1.52e-3 · 3.9% energyperiod 2.7 · power 1.52e-3 · 3.9% energyperiod 2.4 · power 8.06e-4 · 2.1% energyperiod 2.4 · power 8.06e-4 · 2.1% energyperiod 2.2 · power 4.66e-4 · 1.2% energyperiod 2.2 · power 4.66e-4 · 1.2% energyperiod 2.0 · power 6.51e-4 · 1.7% energyperiod 2.0 · power 6.51e-4 · 1.7% energy50% by T=6.0h#1 dominantT=8.00h#2T=12.00h#3T=24.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 17.8% of total energy · Σ|X̂|²/n = 3.888e-2

▸ Depth section using sovereign-store price series (376 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 0.779pp · expected |Δp| over horizon 1.91ppterminal variance p(1−p) = 0.1131 · n = 376n = 376
μ per bar
-0.076pp
average Δp · drift
σ per bar
0.779pp
one-bar volatility · logit-free
Per-day movedaily
3.82pp
σ × √24
Per-horizon move0d
1.91pp
σ × √6
Terminal variancebinary
0.1131
p(1−p) at resolution
Current pricep
13.0¢
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 1.36pp · ES₉₅ 1.68pp · method parametric · drift-correcteddrift -0.076pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02n = 376
VaR 95%
1.36pp
1.645·σ (parametric) of Δp
ES 95%
1.68pp
mean of the tail
Max drawdown
69.0pp
peak 42.0¢ → trough 13.0¢
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
13.0%
= price
Decimal oddsEU
7.692
total return per $1
AmericanUS
+669
$100 wins $669
FractionalUK
6.69 / 1
profit per $1 risked
Profit per $100stake
+$669.23
clean dollar framing
-1000-5000+500+1000020406080100you · 13.0%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)
0.557 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.557 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.94 bit
self-information
Surprise · NO−log₂(1−p)
0.20 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
101780157308781337225405623785962844310946673773402467381518744035071110852775
NO token ID
5371901687972270452383196549888106483353609722244302601081441920080675954241
Snapshot fetched
2026-06-15 00:25:51 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:25:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c550230acbf70b04fa0b94f26c27f1d8a4a978c6f1848d4a48621a1b324868a6 · 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
0.040000
(best bid + best ask) / 2
Spread
5000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.800
ask-heavy
Imbalance (top-5)
+0.640
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-fifwc-civ-ecu-2026-06-14-corners-total-8pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.38621586553.87bp0.68000023FILLED
BUY$10.00K0.843584200895.90bp0.99000037FILLED
BUY$100.00K0.929143222285.66bp0.99000037PARTIAL
SELL$1.00K0.0209294767.79bp0.0100003PARTIAL
SELL$10.00K0.0209294767.79bp0.0100003PARTIAL
SELL$100.00K0.0209294767.79bp0.0100003PARTIAL

Risk metrics

sovereign store · 376 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4496.06%
σ per bar = 0.033957
Mean return (annualised)
-542640.92%
μ per bar = -0.003095
Sharpe (rf=0)
-120.69
annualised; risk-free assumed zero
Max drawdown
69.05%
peak 0.42 → trough 0.13 over 317 bars

/api/asset/pm-fifwc-civ-ecu-2026-06-14-corners-total-8pt5/risk · same metrics, JSON