POLYMARKET · PREDICTION MARKET · CÔTE D'IVOIRE VS. ECUADOR

Will Ecuador win on 2026-06-14?

YES · live
37.5¢
NO · live
62.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-ecu · fresh · feed 0s old
24h sparkline · 60 pts -2.60%
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-2.60%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -2.60%
Same bundle via M2M API: /api/m2m/pm-fifwc-civ-ecu-2026-06-14-ecu/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4ms--:--:-- 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
37.5¢
NO · live
62.5¢
YES price · live 24h
n=25 · μ=0.3822 · σ=0.0098 · range [0.3750, 0.4050] · R²=0.692 FALLING -7.41%σ NORMAL 2.56%LAST 0.37500.40500.39750.39000.38250.3750μ = 0.3822max 0.4050min 0.3750dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 37.50¢
YES / NO split · live
YES 37.5%NO 62.5%NO62.5%62.50¢ · odds 1/1.60
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.954 / 1.00 bits (95%) · max uncertainty (~50/50)
YES
37.5%37.5¢2.67× +0.00pp
NO
62.5%62.5¢1.60× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=300 · μ=12.5 · σ=44.8 · CV=3.59BURSTY · concentratedcumulative energy ↗ · 50% by h=3050100150200μ = 1320050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 300bp moved · peak 200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
37.50¢ (37.50%)
NO mid
62.50¢ (62.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$518.6k
liquidity $
$2.2M
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3822 · σ=0.0098 · range [0.3750, 0.4050] · R²=0.692 FALLING -7.41%σ NORMAL 2.56%LAST 0.37500.40500.39750.39000.38250.3750μ = 0.3822max 0.4050min 0.3750dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 37.50¢
NO price · CLOB mid
n=25 · μ=0.6178 · σ=0.0098 · range [0.5950, 0.6250] · R²=0.692 RISING +5.04%σ NORMAL 1.59%LAST 0.62500.62500.61750.61000.60250.5950μ = 0.6178max 0.6250min 0.5950dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 62.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0021 · σ=0.0039 · skew=-3.69 (left-skewed) · kurt=12.61 (leptokurtic (fat tails))221711601-1.90ppbin -1.90pp · n=1 · 4.5% peakbin -1.90pp · n=1 · 4.5% peak-1.70pp-1.50pp-1.30pp-1.10pp1-0.90ppbin -0.90pp · n=1 · 4.5% peakbin -0.90pp · n=1 · 4.5% peak-0.70pp-0.50pp-0.30pp22-0.10ppbin -0.10pp · n=22 · 100.0% peakbin -0.10pp · n=22 · 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=-3.56 · kurt=11.53 · near 5 / mid 12 / far 7 · OLS slope=0.56 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.23σΔ=+1.54σΔ=-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=25STRONGLY RIGHT-SKEWED (G₁=1.31)
μ MEAN38.22¢95% CI: [37.84¢, 38.60¢]
σ STD DEV0.98ppσ² = 0.960 · CV = 2.56%
med MEDIAN37.50¢Q₁ 37.50¢ · Q₃ 38.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 37.50¢Q₁ 37.50¢med 37.50¢Q₃ 38.50¢max 40.50¢μ
SKEWNESS · G₁1.314right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.673mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.73
σ × 1.349 ↔ IQRdiverges from normalratio = 1.32
range ↔ σconcentrated (range < 4σ)range / σ = 3.06
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.084within white-noise band
ρ(2) AUTOCORR-0.088lag-2 not significant
H · HURST EXPONENT1.184strongly persistent
OLS TREND · t-STAT-7.194significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.184STRONGLY 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=1-0.084k=2-0.088k=3-0.037k=4-0.041k=5-0.0440+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.19)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 ID1897066
SLUGfifwc-civ-ecu-2026-06-14-ecu
CATEGORYCôte d'Ivoire vs. Ecuador
TWO-SIDED PRICING
PRIMARY · YES37.50¢implied prob 37.50% · decimal odds 2.67×
COUNTER · NO62.50¢implied prob 62.50% · decimal odds 1.60×
37.50¢
62.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME518.61k USD 24h
LIQUIDITY2.25M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (63¢)|primary − counter| = 0.250 · entropy 0.954 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 37.5%NO 62.5%YES37.5%H = 0.954 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.67×(38¢)NO1.60×(63¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.954 bits (95% of max) · maximum uncertainty (~50/50)
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 · HIGHresolves 2026-06-14 23:00 UTC
0days
06hrs
52min
YES$1.00(P = 37.5%)
NO$0.00(P = 62.5%)
current: $0.3750 · expected return per side: $0.63 on YES hit · $0.38 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4hRESOLVESP projection · σ=0.98% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.800 pp/day
now6.87h left
4.800 pp/day×1.00
−25%5.15h left
5.543 pp/day×1.15
−50%3.44h left
6.788 pp/day×1.41
−75%1.72h left
9.600 pp/day×2.00
−90%0.69h left
15.179 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 0.00% · worst -2.00% · typical |Δ| 0.13%BEARISH SESSION -3.00%BEST+0.00%1hWORST-2.00%3hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-3.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -3.00%+0.00%-3.00%0.00% · 1h0.00% · 1h·1h★ BEST0.00% · 2h0.00% · 2h·2h-2.00% · 3h-2.00% · 3h-2.00%3h▼ WORST0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h-1.00% · 12h-1.00% · 12h-1.00%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.00%)RUNSup max 0 · down max 1BREADTH0% up · 8% down · 92% flat
0 up bars · 2 down · best 0.00% · worst -2.00% · typical |Δ| 0.125%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.98%)FINAL-2.98%MAX DD-2.98%RECOVERYONGOING · 22 barsMAX RUN-UP+0.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9702 · peak 1.0000 · range [0.9702, 1.0000]1.00000.9702break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.98% · moderate0%-2.98%▼ TROUGH -2.98%TOP DRAWDOWN PERIODS · 1 total#1 -2.98%bar 4-25 · 22 bars · ONGOINGDD SEVERITYmoderate (max -2.98%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9702 (-2.98%) · max DD -2.98% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −9 (0% positive) · μ=-18.10 · σ=19.60UNPROFITABLE STRATEGYLAST 0.00 (+0.92σ vs μ)38.2119.100.00-19.10-38.21μ = -18.10-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.000.000.000.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-38.21, 0.00] · μ -18.099 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=24.1326 · σ=29.0734 · range [0.0000, 76.4199] · R²=0.438 FALLING -100.00%σ EXTREME 120.47%LAST 0.000076.419957.314938.209919.10500.0000μ = 24.1326max 76.4199min 0.0000dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 76.42%] · μ 24.13% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −9 (0% positive) · μ=-0.079 · σ=0.108MEAN-REVERSIONLAST 0.000 (+0.73σ vs μ)0.2330.1170.000-0.117-0.233μ = -0.079-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
272.2962
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
0.5680
p-VALUE (log scale)
0.9873
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
-2.4679
p-VALUE (log scale)
0.1300
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (0+/2-)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7481
p-VALUE (log scale)
0.0095
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
-0.3503
p-VALUE (log scale)
0.7261
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.893 ≈ 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=1.94e-5 · top T=3.00h (16.1%) · top-3 cover 44.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.8e-52.8e-51.9e-59.4e-60.0e+0μ noise floorperiod 24.0 · power 9.05e-6 · 3.9% energyperiod 24.0 · power 9.05e-6 · 3.9% energyperiod 12.0 · power 2.08e-5 · 8.9% energyperiod 12.0 · power 2.08e-5 · 8.9% energyperiod 8.0 · power 3.26e-5 · 14.0% energyperiod 8.0 · power 3.26e-5 · 14.0% energyperiod 6.0 · power 4.17e-6 · 1.8% energyperiod 6.0 · power 4.17e-6 · 1.8% energyperiod 4.8 · power 3.26e-5 · 14.0% energyperiod 4.8 · power 3.26e-5 · 14.0% energyperiod 4.0 · power 2.08e-5 · 8.9% energyperiod 4.0 · power 2.08e-5 · 8.9% energyperiod 3.4 · power 9.05e-6 · 3.9% energyperiod 3.4 · power 9.05e-6 · 3.9% energyperiod 3.0 · power 3.75e-5 · 16.1% energyperiod 3.0 · power 3.75e-5 · 16.1% energyperiod 2.7 · power 9.05e-6 · 3.9% energyperiod 2.7 · power 9.05e-6 · 3.9% energyperiod 2.4 · power 2.08e-5 · 8.9% energyperiod 2.4 · power 2.08e-5 · 8.9% energyperiod 2.2 · power 3.26e-5 · 14.0% energyperiod 2.2 · power 3.26e-5 · 14.0% energyperiod 2.0 · power 4.17e-6 · 1.8% energyperiod 2.0 · power 4.17e-6 · 1.8% energy50% by T=4.0h#1 dominantT=3.00h#2T=2.18h#3T=4.80hT=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 16.1% of total energy · Σ|X̂|²/n = 2.333e-4

▸ Depth section using sovereign-store price series (3801 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 0.016pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.2344 · n = 3801n = 3801
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.016pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6.872523611111111
Terminal variancebinary
0.2344
p(1−p) at resolution
Current pricep
37.5¢
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00n = 3801
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
2.6pp
peak 38.5¢ → trough 37.5¢
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
37.5%
= price
Decimal oddsEU
2.667
total return per $1
AmericanUS
+167
$100 wins $167
FractionalUK
1.67 / 1
profit per $1 risked
Profit per $100stake
+$166.67
clean dollar framing
-1000-5000+500+1000020406080100you · 37.5%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)
0.954 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.954 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.42 bit
self-information
Surprise · NO−log₂(1−p)
0.68 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
28508563298912772074214719307109307518904085025750423135797235005006783326548
NO token ID
12239249230073108593853265047016452397635046603059734423159328031418185142103
Snapshot fetched
2026-06-14 16:07:38 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:07:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ae550ac023cb9b18f4247a9cb9c5cb0038c82f2361bfaf867b2b50fc1c8c74f0 · 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

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
0.375000
(best bid + best ask) / 2
Spread
266.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.588
ask-heavy
Imbalance (top-5)
-0.752
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-ecu/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.380000133.33bp0.3800001FILLED
BUY$10.00K0.380000133.33bp0.3800001FILLED
BUY$100.00K0.380000133.33bp0.3800001FILLED
SELL$1.00K0.370000133.33bp0.3700001FILLED
SELL$10.00K0.370000133.33bp0.3700001FILLED
SELL$100.00K0.363701301.30bp0.3600002FILLED

Risk metrics

sovereign store · 3,801 barsperiods/year ≈ 1.75M
Realized vol (annualised)
56.52%
σ per bar = 0.000427
Mean return (annualised)
-1213.93%
μ per bar = -0.000007
Sharpe (rf=0)
-21.48
annualised; risk-free assumed zero
Max drawdown
2.60%
peak 0.39 → trough 0.38 over 1610 bars

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