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

Côte d'Ivoire vs. Ecuador: Ecuador O/U 0.5

YES · live
47.0¢
NO · live
53.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-team-total-away-0pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
895.66%
max drawdown
31.39%
sharpe
ulcer index
13.27%
RMS drawdown
pain index
8.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
25.77%
cond. drawdown
gain/pain
0.07
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.07
upside/downside
roll spread
16.1 bps
implied (price-only)
bars used
419
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-civ-ecu-2026-06-14-team-total-away-0pt5/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
47.0¢
NO · live
53.0¢
YES price · live 24h
n=25 · μ=0.6520 · σ=0.0678 · range [0.3700, 0.6900] · R²=0.227 FALLING -45.59%σ HIGH 10.40%LAST 0.37000.69000.61000.53000.45000.3700μ = 0.6520max 0.6900min 0.3700dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 37.00¢
YES / NO split · live
YES 47.0%NO 53.0%NO53.0%53.00¢ · odds 1/1.89
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.997 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
47.0%47.0¢2.13× +0.00pp
NO
53.0%53.0¢1.89× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,000 · μ=166.7 · σ=450.5 · CV=2.70BURSTY · concentratedcumulative energy ↗ · 50% by h=2304629251,3871,850μ = 1671,85050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4000bp moved · peak 1850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2ms
YES mid
47.00¢ (47.00%)
NO mid
53.00¢ (53.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$61.0k
liquidity $
$4.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6520 · σ=0.0678 · range [0.3700, 0.6900] · R²=0.227 FALLING -45.59%σ HIGH 10.40%LAST 0.37000.69000.61000.53000.45000.3700μ = 0.6520max 0.6900min 0.3700dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 37.00¢
NO price · CLOB mid
n=25 · μ=0.3480 · σ=0.0678 · range [0.3100, 0.6300] · R²=0.227 RISING +96.88%σ EXTREME 19.49%LAST 0.63000.63000.55000.47000.39000.3100μ = 0.3480max 0.6300min 0.3100dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 63.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0082 · σ=0.0452 · skew=-2.94 (left-skewed) · kurt=7.19 (leptokurtic (fat tails))17139401-17.47ppbin -17.47pp · n=1 · 5.9% peakbin -17.47pp · n=1 · 5.9% peak-15.42pp1-13.37ppbin -13.37pp · n=1 · 5.9% peakbin -13.37pp · n=1 · 5.9% peak-11.33pp-9.28pp-7.23pp-5.18pp-3.13pp5-1.08ppbin -1.08pp · n=5 · 29.4% peakbin -1.08pp · n=5 · 29.4% peak170.97ppbin 0.97pp · n=17 · 100.0% peakbin 0.97pp · n=17 · 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=-3.05 · kurt=7.85 · near 5 / mid 12 / far 7 · OLS slope=0.67 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.76σsample ↓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=9.84)
μ MEAN65.20¢95% CI: [62.54¢, 67.86¢]
σ STD DEV6.78ppσ² = 46.021 · CV = 10.40%
med MEDIAN66.50¢Q₁ 66.50¢ · Q₃ 67.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 37.00¢Q₁ 66.50¢med 66.50¢Q₃ 67.50¢max 69.00¢μ
SKEWNESS · G₁-3.250left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂9.838leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 9.15
range ↔ σwide tails (range > 4σ)range / σ = 4.72
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+0.382within white-noise band
ρ(2) AUTOCORR-0.058lag-2 not significant
H · HURST EXPONENT0.986strongly persistent
OLS TREND · t-STAT-2.596significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.986STRONGLY 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+0.382k=2-0.058k=3-0.030k=4-0.049k=5-0.0120+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 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.60)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 ID2482187
SLUGfifwc-civ-ecu-2026-06-14-team-total-away-0pt5
CATEGORYCôte d'Ivoire vs. Ecuador - More Markets
TWO-SIDED PRICING
PRIMARY · YES47.00¢implied prob 47.00% · decimal odds 2.13×
COUNTER · NO53.00¢implied prob 53.00% · decimal odds 1.89×
47.00¢
53.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME60.99k USD 24h
LIQUIDITY4.12k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (53¢)|primary − counter| = 0.060 · entropy 0.997 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 47.0%NO 53.0%YES47.0%H = 0.997 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.13×(47¢)NO1.89×(53¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.997 bits (100% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 2.00% · worst -18.50% · typical |Δ| 1.67%BEARISH SESSION -31.00%BEST+2.00%22hWORST-18.50%23hTYPICAL |Δ|1.67%mean absoluteCUMULATIVE-31.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.21% · Σ -1.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -2.00% · Σ -16.00%CUMULATIVE Δ PATH · final -31.00%+1.00%-31.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h-1.50% · 4h-1.50% · 4h-1.50%4h-0.50% · 5h-0.50% · 5h-0.50%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·10h1.00% · 11h1.00% · 11h1.00%11h0.00% · 12h0.00% · 12h·12h-0.50% · 13h-0.50% · 13h-0.50%13h0.00% · 14h0.00% · 14h·14h-0.50% · 15h-0.50% · 15h-0.50%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.50% · 18h-0.50% · 18h-0.50%18h0.50% · 19h0.50% · 19h0.50%19h0.50% · 20h0.50% · 20h0.50%20h0.00% · 21h0.00% · 21h·21h2.00% · 22h2.00% · 22h2.00%22h★ BEST-18.50% · 23h-18.50% · 23h-18.50%23h▼ WORST-13.50% · 24h-13.50% · 24h-13.50%24hTIME PATTERNEurope-led (+0.00%)RUNSup max 2 · down max 2BREADTH21% up · 29% down · 50% flat
5 up bars · 7 down · best 2.00% · worst -18.50% · typical |Δ| 1.667%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -28.83%FINAL-28.83%MAX DD-29.50%RECOVERYONGOING · 2 barsMAX RUN-UP+0.96%UNDERWATER20/25 (80%)STREAK↘ 2EQUITY CURVE · end 0.7117 · peak 1.0096 · range [0.7117, 1.0096]1.00960.7117break-even = 1★ PEAK 1.0096UNDERWATER DRAWDOWN · max -29.50% · severe0%-29.50%▼ TROUGH -29.50%TOP DRAWDOWN PERIODS · 2 total#1 -29.50%bar 24-25 · 2 bars · ONGOING#2 -2.49%bar 5-22 · 18 bars · recoveredDD SEVERITYsevere (max -29.50%)RECOVERYongoing · 2 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.7117 (-28.83%) · max DD -29.50% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −10 (32% positive) · μ=-14.07 · σ=37.08UNPROFITABLE STRATEGYLAST -51.30 (-1.00σ vs μ)85.4442.720.00-42.72-85.44μ = -14.07-33.95-33.95-33.95-33.95-33.95-33.95-51.52-51.52-38.21-38.2138.2138.2138.2138.2115.8715.8715.8715.870.000.000.000.00-60.42-60.42-85.44-85.44-20.72-20.720.000.0020.7220.7245.2845.28-31.99-31.99-51.30-51.30v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.298 · range [-85.44, 45.28] · μ -14.068 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=123.0817 · σ=231.7850 · range [19.1050, 825.3702] · R²=0.269 RISING +1179.53%σ EXTREME 188.32%LAST 825.3702825.3702623.8039422.2376220.671319.1050μ = 123.0817max 825.3702min 19.1050dataMA(3)OLS R²=0.27μ lineμ ± σ bandmaxmin
latest 825.37% · range [19.10%, 825.37%] · μ 123.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −14 (11% positive) · μ=-0.123 · σ=0.224MEAN-REVERSIONLAST 0.289 (+1.84σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.123-0.184-0.184-0.184-0.184-0.237-0.2370.2580.258-0.033-0.033-0.033-0.033-0.233-0.233-0.075-0.075-0.040-0.0400.0000.0000.0000.000-0.583-0.583-0.500-0.500-0.480-0.4800.0000.000-0.069-0.069-0.103-0.103-0.119-0.1190.2890.289v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.289 · |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
143.8756
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
4.1629
p-VALUE (log scale)
0.5280
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
2.3151
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
-0.5205
p-VALUE (log scale)
0.6027
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3982
p-VALUE (log scale)
0.0779
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
-0.6381
p-VALUE (log scale)
0.5234
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.806 ≈ 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=2.06e-3 · top T=24.00h (15.2%) · top-3 cover 44.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.8e-32.8e-31.9e-39.4e-40.0e+0μ noise floorperiod 24.0 · power 3.76e-3 · 15.2% energyperiod 24.0 · power 3.76e-3 · 15.2% energyperiod 12.0 · power 3.14e-3 · 12.7% energyperiod 12.0 · power 3.14e-3 · 12.7% energyperiod 8.0 · power 3.67e-3 · 14.8% energyperiod 8.0 · power 3.67e-3 · 14.8% energyperiod 6.0 · power 3.31e-3 · 13.4% energyperiod 6.0 · power 3.31e-3 · 13.4% energyperiod 4.8 · power 3.50e-3 · 14.2% energyperiod 4.8 · power 3.50e-3 · 14.2% energyperiod 4.0 · power 2.13e-3 · 8.6% energyperiod 4.0 · power 2.13e-3 · 8.6% energyperiod 3.4 · power 1.65e-3 · 6.7% energyperiod 3.4 · power 1.65e-3 · 6.7% energyperiod 3.0 · power 1.14e-3 · 4.6% energyperiod 3.0 · power 1.14e-3 · 4.6% energyperiod 2.7 · power 1.37e-3 · 5.5% energyperiod 2.7 · power 1.37e-3 · 5.5% energyperiod 2.4 · power 6.17e-4 · 2.5% energyperiod 2.4 · power 6.17e-4 · 2.5% energyperiod 2.2 · power 3.33e-4 · 1.3% energyperiod 2.2 · power 3.33e-4 · 1.3% energyperiod 2.0 · power 1.04e-4 · 0.4% energyperiod 2.0 · power 1.04e-4 · 0.4% energy50% by T=6.0h#1 dominantT=24.00h#2T=8.00h#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 ≈ 24.00h (freq 0.042) · concentrates 15.2% of total energy · Σ|X̂|²/n = 2.472e-2

▸ Depth section using sovereign-store price series (419 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 0.677pp · expected |Δp| over horizon 1.66ppterminal variance p(1−p) = 0.2491 · n = 419n = 419
μ per bar
-0.050pp
average Δp · drift
σ per bar
0.677pp
one-bar volatility · logit-free
Per-day movedaily
3.32pp
σ × √24
Per-horizon move0d
1.66pp
σ × √6
Terminal variancebinary
0.2491
p(1−p) at resolution
Current pricep
47.0¢
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 1.16pp · ES₉₅ 1.45pp · method parametric · drift-correcteddrift -0.050pp/bar · quantised: yes · median step 4.00pp · unique ratio 0.02n = 419
VaR 95%
1.16pp
1.645·σ (parametric) of Δp
ES 95%
1.45pp
mean of the tail
Max drawdown
31.4pp
peak 68.5¢ → trough 47.0¢
Median step
4.00pp
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
47.0%
= price
Decimal oddsEU
2.128
total return per $1
AmericanUS
+113
$100 wins $113
FractionalUK
1.13 / 1
profit per $1 risked
Profit per $100stake
+$112.77
clean dollar framing
-1000-5000+500+1000020406080100you · 47.0%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)
0.997 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.997 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.09 bit
self-information
Surprise · NO−log₂(1−p)
0.92 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
103533390895832200106283462541787010577339503339121272985424095676641510648794
NO token ID
31404068597291659871666061943018323960105549537234432389232946639212203059659
Snapshot fetched
2026-06-15 00:27:36 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:27:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
15804914c0a489217f7ba7b327d80376fcf2eea2da4bd73ac22185ca7dd42f4d · 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 - 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
0.370000
(best bid + best ask) / 2
Spread
540.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.149
bid-heavy
Imbalance (top-5)
-0.714
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-team-total-away-0pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.383255358.25bp0.4000003FILLED
BUY$10.00K0.4086801045.40bp0.4300006FILLED
BUY$100.00K0.86566113396.24bp0.9900008FILLED
SELL$1.00K0.341049782.47bp0.3400002FILLED
SELL$10.00K0.1555685795.46bp0.06000014FILLED
SELL$100.00K0.0533768557.41bp0.01000018PARTIAL

Risk metrics

sovereign store · 419 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1552.26%
σ per bar = 0.011724
Mean return (annualised)
-154910.56%
μ per bar = -0.000884
Sharpe (rf=0)
-99.80
annualised; risk-free assumed zero
Max drawdown
31.39%
peak 0.69 → trough 0.47 over 251 bars

/api/asset/pm-fifwc-civ-ecu-2026-06-14-team-total-away-0pt5/risk · same metrics, JSON