POLYMARKET · PREDICTION MARKET · CÔTE D'IVOIRE VS. ECUADOR - MORE MARKETS

Spread: Côte d'Ivoire (-2.5)

YES · live
0.9¢
NO · live
99.2¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-spread-home-2pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
140.90%
max drawdown
75.71%
sharpe
—
ulcer index
44.67%
RMS drawdown
pain index
34.68%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.71%
cond. drawdown
gain/pain
0.52
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.52
upside/downside
roll spread
39.5 bps
implied (price-only)
bars used
420
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-civ-ecu-2026-06-14-spread-home-2pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
0.9¢
NO · live
99.2¢
YES price · live 24h
n=25 · μ=0.0245 · σ=0.0052 · range [0.0075, 0.0275] · R²=0.393▼ FALLING -72.22%σ EXTREME 21.03%LAST 0.00750.02750.02250.01750.01250.0075μ = 0.0245max 0.0275min 0.0075dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.75¢
YES / NO split · live
YES 0.9%NO 99.2%NO99.2%99.15¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.071 / 1.00 bits (7%) · informative — one side favoured
YES
0.9%0.9¢117.65×▬ +0.00pp
NO
99.2%99.2¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=365 · μ=15.2 · σ=28.1 · CV=1.85BURSTY · concentratedcumulative energy ↗ · 50% by h=210336598130μ = 1513050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 365bp moved · peak 130bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
0.85¢ (0.85%)
▼NO mid
99.15¢ (99.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$80.8k
≋liquidity $
$19.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0245 · σ=0.0052 · range [0.0075, 0.0275] · R²=0.393▼ FALLING -72.22%σ EXTREME 21.03%LAST 0.00750.02750.02250.01750.01250.0075μ = 0.0245max 0.0275min 0.0075dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.75¢
NO price · CLOB mid
n=25 · μ=0.9755 · σ=0.0052 · range [0.9725, 0.9925] · R²=0.393▲ RISING +2.00%σ LOW 0.53%LAST 0.99250.99250.98750.98250.97750.9725μ = 0.9755max 0.9925min 0.9725dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0007 · σ=0.0029 · skew=-2.30 (left-skewed) · kurt=7.36 (leptokurtic (fat tails))15118401-1.21ppbin -1.21pp · n=1 · 6.7% peakbin -1.21pp · n=1 · 6.7% peak-1.04pp-0.86pp-0.69pp-0.51pp3-0.34ppbin -0.34pp · n=3 · 20.0% peakbin -0.34pp · n=3 · 20.0% peak3-0.16ppbin -0.16pp · n=3 · 20.0% peakbin -0.16pp · n=3 · 20.0% peak150.01ppbin 0.01pp · n=15 · 100.0% peakbin 0.01pp · n=15 · 100.0% peak0.19pp20.36ppbin 0.36pp · n=2 · 13.3% peakbin 0.36pp · n=2 · 13.3% 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=-2.43 · kurt=8.30 · near 7 / mid 16 / far 1 · OLS slope=0.83 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.97σsample ↓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=5.09)
μ MEAN2.45¢95% CI: [2.25¢, 2.66¢]
σ STD DEV0.52ppσ² = 0.266 · CV = 21.03%
med MEDIAN2.70¢Q₁ 2.45¢ · Q₃ 2.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.00pp · IQR 0.25pp (1.349σ→0.70pp)
min 0.75¢Q₁ 2.45¢med 2.70¢Q₃ 2.70¢max 2.75¢μ
SKEWNESS · G₁-2.467left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.090leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.48
σ × 1.349 ↔ IQRdiverges from normalratio = 2.78
range ↔ σconcentrated (range < 4σ)range / σ = 3.88
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+0.169within white-noise band
ρ(2) AUTOCORR-0.052lag-2 not significant
H · HURST EXPONENT0.563persistent
OLS TREND · t-STAT-3.861significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.563
H = 0.563PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1+0.169k=2-0.052k=3-0.222k=4+0.136k=5-0.0920+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]SIGNIFICANT @ 1% (|t|=3.86)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.30moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.86)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 ID2326732
SLUGfifwc-civ-ecu-2026-06-14-spread-home-2pt5
CATEGORYCôte d'Ivoire vs. Ecuador - More Markets
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.85¢implied prob 0.85% · decimal odds 117.65×
COUNTER · NO99.15¢implied prob 99.15% · decimal odds 1.01×
0.85¢
99.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME80.76k USD 24h
LIQUIDITY19.69k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.983 · entropy 0.071 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 0.9%NO 99.2%YES p̂0.9%H = 0.071 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES117.65×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.071 bits (7% of max) · informative — one side strongly favoured
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 0.45% · worst -1.30% · typical |Δ| 0.15%BEARISH SESSION -1.95%BEST+0.45%20hWORST-1.30%23hTYPICAL |Δ|0.15%mean absoluteCUMULATIVE-1.95%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.04% · Σ -0.30%US · 16-24 UTCμ -0.19% · Σ -1.55%CUMULATIVE Δ PATH · final -1.95%+0.05%-1.95%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.05% · 7h0.05% · 7h0.05%7h-0.05% · 8h-0.05% · 8h-0.05%8h0.00% · 9h0.00% · 9h·9h0.05% · 10h0.05% · 10h0.05%10h-0.30% · 11h-0.30% · 11h-0.30%11h0.00% · 12h0.00% · 12h·12h0.30% · 13h0.30% · 13h0.30%13h0.00% · 14h0.00% · 14h·14h-0.30% · 15h-0.30% · 15h-0.30%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-0.20% · 19h-0.20% · 19h-0.20%19h0.45% · 20h0.45% · 20h0.45%20h★ BEST-0.15% · 21h-0.15% · 21h-0.15%21h-0.35% · 22h-0.35% · 22h-0.35%22h-1.30% · 23h-1.30% · 23h-1.30%23h▼ WORST-0.15% · 24h-0.15% · 24h-0.15%24hTIME PATTERNAsia-led (+0.05%)RUNSup max 1 · down max 4BREADTH17% up · 33% down · 50% flat
4 up bars · 8 down · best 0.45% · worst -1.30% · typical |Δ| 0.152%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-1.94%)FINAL-1.94%MAX DD-1.99%RECOVERYONGOING · 17 barsMAX RUN-UP+0.05%UNDERWATER17/25 (68%)STREAK↘ 4EQUITY CURVE · end 0.9806 · peak 1.0005 · range [0.9806, 1.0005]1.00050.9806break-even = 1★ PEAK 1.0005UNDERWATER DRAWDOWN · max -1.99% · moderate0%-1.99%▼ TROUGH -1.99%TOP DRAWDOWN PERIODS · 1 total#1 -1.99%bar 9-25 · 17 bars · ONGOINGDD SEVERITYmoderate (max -1.99%)RECOVERYongoing · 17 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.9806 (-1.94%) · max DD -1.99% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −9 (21% positive) · μ=-10.07 · σ=23.64UNPROFITABLE STRATEGYLAST -46.61 (-1.55σ vs μ)58.6829.340.00-29.34-58.68μ = -10.070.000.0038.2138.210.000.000.000.0020.7220.72-29.55-29.55-29.55-29.550.000.004.094.09-17.03-17.03-20.72-20.720.000.000.000.00-58.68-58.68-3.03-3.036.806.80-14.20-14.20-41.75-41.75-46.61-46.61v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -46.612 · range [-58.68, 38.21] · μ -10.069 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=17.9579 · σ=14.9507 · range [0.0000, 54.2056] · R²=0.726▬ FLATσ EXTREME 83.25%LAST 53.247754.205640.654227.102813.55140.0000μ = 17.9579max 54.2056min 0.0000dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 53.25% · range [0.00%, 54.21%] · μ 17.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −14 (11% positive) · μ=-0.186 · σ=0.216MEAN-REVERSIONLAST 0.051 (+1.10σ vs μ)0.6150.3070.000-0.307-0.615μ = -0.1860.0000.000-0.033-0.033-0.500-0.500-0.500-0.500-0.363-0.363-0.197-0.197-0.364-0.364-0.081-0.081-0.085-0.085-0.064-0.064-0.010-0.0100.0000.0000.0000.000-0.362-0.362-0.276-0.276-0.615-0.615-0.272-0.2720.1300.1300.0510.051v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.051 · |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
139.7714
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
3.1654
p-VALUE (log scale)
0.6771
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
0.6432
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
1.1498
p-VALUE (log scale)
0.2502
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5456
p-VALUE (log scale)
0.0314
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
0.0504
p-VALUE (log scale)
0.9598
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.015 ≈ 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=9.84e-6 · top T=4.00h (18.1%) · top-3 cover 46.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.1e-51.6e-51.1e-55.4e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.97e-6 · 8.4% energyperiod 24.0 · power 9.97e-6 · 8.4% energyperiod 12.0 · power 1.19e-5 · 10.1% energyperiod 12.0 · power 1.19e-5 · 10.1% energyperiod 8.0 · power 1.38e-5 · 11.7% energyperiod 8.0 · power 1.38e-5 · 11.7% energyperiod 6.0 · power 1.97e-5 · 16.7% energyperiod 6.0 · power 1.97e-5 · 16.7% energyperiod 4.8 · power 4.88e-6 · 4.1% energyperiod 4.8 · power 4.88e-6 · 4.1% energyperiod 4.0 · power 2.14e-5 · 18.1% energyperiod 4.0 · power 2.14e-5 · 18.1% energyperiod 3.4 · power 5.51e-6 · 4.7% energyperiod 3.4 · power 5.51e-6 · 4.7% energyperiod 3.0 · power 3.47e-6 · 2.9% energyperiod 3.0 · power 3.47e-6 · 2.9% energyperiod 2.7 · power 3.97e-7 · 0.3% energyperiod 2.7 · power 3.97e-7 · 0.3% energyperiod 2.4 · power 4.88e-6 · 4.1% energyperiod 2.4 · power 4.88e-6 · 4.1% energyperiod 2.2 · power 7.86e-6 · 6.7% energyperiod 2.2 · power 7.86e-6 · 6.7% energyperiod 2.0 · power 1.43e-5 · 12.1% energyperiod 2.0 · power 1.43e-5 · 12.1% energy50% by T=4.8h#1 dominantT=4.00h#2T=6.00h#3T=2.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 18.1% of total energy · Σ|X̂|²/n = 1.181e-4

▸ Depth section using sovereign-store price series (420 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 0.106pp · expected |Δp| over horizon 0.26ppterminal variance p(1−p) = 0.0084 · n = 420✓ n = 420
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.106pp
one-bar volatility · logit-free
Per-day movedaily
0.52pp
σ × √24
Per-horizon move0d
0.26pp
σ × √6
Terminal variancebinary
0.0084
p(1−p) at resolution
Current pricep
0.9¢
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 0.18pp · ES₉₅ 0.22pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.02✓ n = 420
VaR 95%
0.18pp
1.645·σ (parametric) of Δp
ES 95%
0.22pp
mean of the tail
Max drawdown
75.7pp
peak 3.5¢ → trough 0.9¢
Median step
0.25pp
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
0.9%
= price
Decimal oddsEU
117.647
total return per $1
AmericanUS
+11665
$100 wins $11665
FractionalUK
116.65 / 1
profit per $1 risked
Profit per $100stake
+$11664.71
clean dollar framing
-1000-5000+500+1000020406080100you · 0.9%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)
0.071 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.071 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.88 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
4282891525224605617376552895411837755642840104820160639976916849107939479953
NO token ID
67546789592805259320292163728289886917922981030608322117136734218738206085726
Snapshot fetched
2026-06-15 00:25:09 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:25:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5c4a4564cf8d7dbc74bff60b4b6616f32e6171e92a2fa69f316f27a07875cfd8 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Côte d'Ivoire vs. Ecuador - 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
0.007500
(best bid + best ask) / 2
Spread
6666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.976
ask-heavy
Imbalance (top-5)
+0.614
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-spread-home-2pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.184083235443.86bp0.3580009FILLED
BUY$10.00K0.590659777545.55bp0.98000030FILLED
BUY$100.00K0.9311881231584.38bp0.99700036FILLED
SELL$1.00K0.0021057193.86bp0.0010004PARTIAL
SELL$10.00K0.0021057193.86bp0.0010004PARTIAL
SELL$100.00K0.0021057193.86bp0.0010004PARTIAL

Risk metrics

▸ sovereign store · 420 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6161.99%
σ per bar = 0.046539
Mean return (annualised)
-434295.68%
μ per bar = -0.002477
Sharpe (rf=0)
-70.48
annualised; risk-free assumed zero
Max drawdown
75.71%
peak 0.04 → trough 0.01 over 180 bars

/api/asset/pm-fifwc-civ-ecu-2026-06-14-spread-home-2pt5/risk · same metrics, JSON