POLYMARKET · PREDICTION MARKET · CÔTE D'IVOIRE VS. ECUADOR - EXACT SCORE

Exact Score: Côte d'Ivoire 1 - 0 Ecuador?

YES · live
17.5¢
NO · live
82.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-exact-score-1-0 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
250.61%
max drawdown
3.57%
sharpe
ulcer index
1.24%
RMS drawdown
pain index
0.43%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
3.57%
cond. drawdown
gain/pain
13.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
13.00
upside/downside
roll spread
21.7 bps
implied (price-only)
bars used
418
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-civ-ecu-2026-06-14-exact-score-1-0/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH7ms--:--:-- 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
17.5¢
NO · live
82.5¢
YES price · live 24h
n=25 · μ=0.1258 · σ=0.0185 · range [0.1150, 0.1950] · R²=0.106 RISING +56.00%σ HIGH 14.68%LAST 0.19500.19500.17500.15500.13500.1150μ = 0.1258max 0.1950min 0.1150dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 19.50¢
YES / NO split · live
YES 17.5%NO 82.5%NO82.5%82.50¢ · odds 1/1.21
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.669 / 1.00 bits (67%) · moderate uncertainty
YES
17.5%17.5¢5.71× +0.00pp
NO
82.5%82.5¢1.21× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,400 · μ=58.3 · σ=124.8 · CV=2.14BURSTY · concentratedcumulative energy ↗ · 50% by h=230150300450600μ = 5860050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1400bp moved · peak 600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
7ms
YES mid
17.50¢ (17.50%)
NO mid
82.50¢ (82.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$45.9k
liquidity $
$5.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1258 · σ=0.0185 · range [0.1150, 0.1950] · R²=0.106 RISING +56.00%σ HIGH 14.68%LAST 0.19500.19500.17500.15500.13500.1150μ = 0.1258max 0.1950min 0.1150dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 19.50¢
NO price · CLOB mid
n=25 · μ=0.8742 · σ=0.0185 · range [0.8050, 0.8850] · R²=0.106 FALLING -8.00%σ NORMAL 2.11%LAST 0.80500.88500.86500.84500.82500.8050μ = 0.8742max 0.8850min 0.8050dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 80.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0031 · σ=0.0128 · skew=3.08 (right-skewed) · kurt=10.06 (leptokurtic (fat tails))1296306-0.65ppbin -0.65pp · n=6 · 50.0% peakbin -0.65pp · n=6 · 50.0% peak120.05ppbin 0.05pp · n=12 · 100.0% peakbin 0.05pp · n=12 · 100.0% peak40.75ppbin 0.75pp · n=4 · 33.3% peakbin 0.75pp · n=4 · 33.3% peak1.45pp12.15ppbin 2.15pp · n=1 · 8.3% peakbin 2.15pp · n=1 · 8.3% peak2.85pp3.55pp4.25pp4.95pp15.65ppbin 5.65pp · n=1 · 8.3% peakbin 5.65pp · n=1 · 8.3% 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=3.36 · kurt=11.66 · near 9 / mid 13 / far 2 · OLS slope=0.75 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.28σsample ↓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=6.93)
μ MEAN12.58¢95% CI: [11.86¢, 13.30¢]
σ STD DEV1.85ppσ² = 3.410 · CV = 14.68%
med MEDIAN12.00¢Q₁ 12.00¢ · Q₃ 12.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 11.50¢Q₁ 12.00¢med 12.00¢Q₃ 12.50¢max 19.50¢μ
SKEWNESS · G₁2.808right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.932leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 4.98
range ↔ σwide tails (range > 4σ)range / σ = 4.33
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.192within white-noise band
ρ(2) AUTOCORR+0.027lag-2 not significant
H · HURST EXPONENT0.606persistent
OLS TREND · t-STAT+1.648fails 5% test
HURST EXPONENT [0, 1]
H = 0.606PERSISTENT
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+0.192k=2+0.027k=3-0.100k=4-0.001k=5-0.0190+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 CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.40high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.65)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 ID2322452
SLUGfifwc-civ-ecu-2026-06-14-exact-score-1-0
CATEGORYCôte d'Ivoire vs. Ecuador - Exact Score
TWO-SIDED PRICING
PRIMARY · YES17.50¢implied prob 17.50% · decimal odds 5.71×
COUNTER · NO82.50¢implied prob 82.50% · decimal odds 1.21×
17.50¢
82.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME45.89k USD 24h
LIQUIDITY5.83k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (83¢)|primary − counter| = 0.650 · entropy 0.669 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 17.5%NO 82.5%YES17.5%H = 0.669 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES5.71×(18¢)NO1.21×(83¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.669 bits (67% 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 6.00% · worst -1.00% · typical |Δ| 0.58%MILD BULLISH +7.00%BEST+6.00%23hWORST-1.00%9hTYPICAL |Δ|0.58%mean absoluteCUMULATIVE+7.00%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.75% · Σ +6.00%CUMULATIVE Δ PATH · final +7.00%+7.00%-1.00%-0.50% · 1h-0.50% · 1h-0.50%1h0.50% · 2h0.50% · 2h0.50%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-0.50% · 7h-0.50% · 7h-0.50%7h1.00% · 8h1.00% · 8h1.00%8h-1.00% · 9h-1.00% · 9h-1.00%9h▼ WORST0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h0.50% · 12h0.50% · 12h0.50%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.50% · 15h-0.50% · 15h-0.50%15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.50% · 20h-0.50% · 20h-0.50%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h6.00% · 23h6.00% · 23h6.00%23h★ BEST2.00% · 24h2.00% · 24h2.00%24hTIME PATTERNUS-led (+6.00%)RUNSup max 2 · down max 1BREADTH25% up · 25% down · 50% flat
6 up bars · 6 down · best 6.00% · worst -1.00% · typical |Δ| 0.583%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +7.02% · SHALLOW DDFINAL+7.02%MAX DD-1.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+7.02%UNDERWATER21/25 (84%)STREAK↗ 2EQUITY CURVE · end 1.0702 · peak 1.0702 · range [0.9899, 1.0702]1.07020.9899break-even = 1★ PEAK 1.0702UNDERWATER DRAWDOWN · max -1.50% · moderate0%-1.50%▼ TROUGH -1.50%TOP DRAWDOWN PERIODS · 2 total#1 -1.50%bar 10-23 · 14 bars · recovered#2 -0.50%bar 2-8 · 7 bars · recoveredDD SEVERITYmoderate (max -1.50%)RECOVERYfully recoveredTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0702 (7.02%) · max DD -1.50% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −8 (21% positive) · μ=-2.57 · σ=21.20UNPROFITABLE STRATEGYLAST 47.08 (+2.34σ vs μ)47.0823.540.00-23.54-47.08μ = -2.570.000.000.000.0015.8715.87-11.74-11.74-11.74-11.74-22.83-22.83-10.60-10.600.000.00-30.21-30.21-20.72-20.720.000.0020.7220.720.000.000.000.00-20.72-20.720.000.00-38.21-38.2134.3434.3447.0847.08v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 47.081 · range [-38.21, 47.08] · μ -2.566 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=63.0942 · σ=61.8049 · range [19.1050, 233.8311] · R²=0.175 RISING +685.81%σ EXTREME 97.96%LAST 232.5790233.8311180.1496126.468172.786519.1050μ = 63.0942max 233.8311min 19.1050dataMA(3)OLS R²=0.17μ lineμ ± σ bandmaxmin
latest 232.58% · range [19.10%, 233.83%] · μ 63.09% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −16 (5% positive) · μ=-0.367 · σ=0.253MEAN-REVERSIONLAST 0.115 (+1.90σ vs μ)0.7010.3510.000-0.351-0.701μ = -0.367-0.500-0.5000.0000.000-0.385-0.385-0.664-0.664-0.701-0.701-0.690-0.690-0.664-0.664-0.500-0.500-0.208-0.208-0.363-0.363-0.500-0.500-0.363-0.363-0.500-0.500-0.500-0.500-0.304-0.3040.0000.000-0.233-0.233-0.012-0.0120.1150.115v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.115 · |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
270.8874
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
1.3326
p-VALUE (log scale)
0.9306
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
0.5100
p-VALUE (log scale)
0.9864
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
1.8166
p-VALUE (log scale)
0.0693
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
0.2457
p-VALUE (log scale)
0.2770
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
-0.4630
p-VALUE (log scale)
0.6434
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.859 ≈ 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=1.75e-4 · top T=24.00h (12.9%) · top-3 cover 36.1%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.7e-42.0e-41.4e-46.8e-50.0e+0μ noise floorperiod 24.0 · power 2.71e-4 · 12.9% energyperiod 24.0 · power 2.71e-4 · 12.9% energyperiod 12.0 · power 2.19e-4 · 10.4% energyperiod 12.0 · power 2.19e-4 · 10.4% energyperiod 8.0 · power 2.49e-4 · 11.9% energyperiod 8.0 · power 2.49e-4 · 11.9% energyperiod 6.0 · power 2.39e-4 · 11.4% energyperiod 6.0 · power 2.39e-4 · 11.4% energyperiod 4.8 · power 2.18e-4 · 10.4% energyperiod 4.8 · power 2.18e-4 · 10.4% energyperiod 4.0 · power 1.87e-4 · 8.9% energyperiod 4.0 · power 1.87e-4 · 8.9% energyperiod 3.4 · power 1.50e-4 · 7.1% energyperiod 3.4 · power 1.50e-4 · 7.1% energyperiod 3.0 · power 1.70e-4 · 8.1% energyperiod 3.0 · power 1.70e-4 · 8.1% energyperiod 2.7 · power 1.26e-4 · 6.0% energyperiod 2.7 · power 1.26e-4 · 6.0% energyperiod 2.4 · power 5.63e-5 · 2.7% energyperiod 2.4 · power 5.63e-5 · 2.7% energyperiod 2.2 · power 2.12e-4 · 10.1% energyperiod 2.2 · power 2.12e-4 · 10.1% energyperiod 2.0 · power 4.17e-6 · 0.2% energyperiod 2.0 · power 4.17e-6 · 0.2% energy50% by T=4.8h#1 dominantT=24.00h#2T=8.00h#3T=6.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 12.9% of total energy · Σ|X̂|²/n = 2.100e-3

▸ Depth section using sovereign-store price series (418 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 0.189pp · expected |Δp| over horizon 0.46ppterminal variance p(1−p) = 0.1444 · n = 418n = 418
μ per bar
+0.014pp
average Δp · drift
σ per bar
0.189pp
one-bar volatility · logit-free
Per-day movedaily
0.93pp
σ × √24
Per-horizon move0d
0.46pp
σ × √6
Terminal variancebinary
0.1444
p(1−p) at resolution
Current pricep
17.5¢
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 0.30pp · ES₉₅ 0.38pp · method parametric · drift-correcteddrift +0.014pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.01n = 418
VaR 95%
0.30pp
1.645·σ (parametric) of Δp
ES 95%
0.38pp
mean of the tail
Max drawdown
3.6pp
peak 14.0¢ → trough 13.5¢
Median step
2.00pp
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
17.5%
= price
Decimal oddsEU
5.714
total return per $1
AmericanUS
+471
$100 wins $471
FractionalUK
4.71 / 1
profit per $1 risked
Profit per $100stake
+$471.43
clean dollar framing
-1000-5000+500+1000020406080100you · 17.5%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)
0.669 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.669 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.51 bit
self-information
Surprise · NO−log₂(1−p)
0.28 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
29380288309058797813398679225477780247939504509698535672869844435158536412723
NO token ID
23417352356621206302943530849488631535945813427115294175223216979142574376099
Snapshot fetched
2026-06-15 00:25:41 UTC
Snapshot age
7ms
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
19f9c6bc66e778d0767def81507edd7d27c77a91b3d43b598dfea766827605c2 · 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 - Exact Score

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
0.195000
(best bid + best ask) / 2
Spread
512.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.553
ask-heavy
Imbalance (top-5)
-0.205
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-exact-score-1-0/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2264641613.53bp0.6200009FILLED
BUY$10.00K0.72102626975.69bp0.98000020FILLED
BUY$100.00K0.82504932310.19bp0.99000021PARTIAL
SELL$1.00K0.1382762908.91bp0.01000012PARTIAL
SELL$10.00K0.1382762908.91bp0.01000012PARTIAL
SELL$100.00K0.1382762908.91bp0.01000012PARTIAL

Risk metrics

sovereign store · 418 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1795.40%
σ per bar = 0.013560
Mean return (annualised)
176510.04%
μ per bar = 0.001007
Sharpe (rf=0)
98.31
annualised; risk-free assumed zero
Max drawdown
3.57%
peak 0.14 → trough 0.14 over 50 bars

/api/asset/pm-fifwc-civ-ecu-2026-06-14-exact-score-1-0/risk · same metrics, JSON