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

Côte d'Ivoire vs. Ecuador: Ecuador O/U 1.5

YES · live
31.5¢
NO · live
68.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-team-total-away-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
103.67%
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)
upside/downside
roll spread
4.2 bps
implied (price-only)
bars used
488
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-1pt5/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
31.5¢
NO · live
68.5¢
YES price · live 24h
n=25 · μ=0.2974 · σ=0.0120 · range [0.2850, 0.3250] · R²=0.019 RISING +3.17%σ NORMAL 4.03%LAST 0.32500.32500.31500.30500.29500.2850μ = 0.2974max 0.3250min 0.2850dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 32.50¢
YES / NO split · live
YES 31.5%NO 68.5%NO68.5%68.50¢ · odds 1/1.46
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.899 / 1.00 bits (90%) · high uncertainty
YES
31.5%31.5¢3.17× +0.00pp
NO
68.5%68.5¢1.46× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=900 · μ=37.5 · σ=74.1 · CV=1.98BURSTY · concentratedcumulative energy ↗ · 50% by h=13075150225300μ = 3830050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 900bp moved · peak 300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
31.50¢ (31.50%)
NO mid
68.50¢ (68.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$40.6k
liquidity $
$46.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2974 · σ=0.0120 · range [0.2850, 0.3250] · R²=0.019 RISING +3.17%σ NORMAL 4.03%LAST 0.32500.32500.31500.30500.29500.2850μ = 0.2974max 0.3250min 0.2850dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 32.50¢
NO price · CLOB mid
n=25 · μ=0.7026 · σ=0.0120 · range [0.6750, 0.7150] · R²=0.019 FALLING -1.46%σ NORMAL 1.71%LAST 0.67500.71500.70500.69500.68500.6750μ = 0.7026max 0.7150min 0.6750dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 67.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0027 · σ=0.0077 · skew=-2.05 (left-skewed) · kurt=7.67 (leptokurtic (fat tails))16128401-2.75ppbin -2.75pp · n=1 · 6.3% peakbin -2.75pp · n=1 · 6.3% peak-2.25pp-1.75pp-1.25pp-0.75pp2-0.25ppbin -0.25pp · n=2 · 12.5% peakbin -0.25pp · n=2 · 12.5% peak160.25ppbin 0.25pp · n=16 · 100.0% peakbin 0.25pp · n=16 · 100.0% peak20.75ppbin 0.75pp · n=2 · 12.5% peakbin 0.75pp · n=2 · 12.5% peak21.25ppbin 1.25pp · n=2 · 12.5% peakbin 1.25pp · n=2 · 12.5% peak11.75ppbin 1.75pp · n=1 · 6.3% peakbin 1.75pp · n=1 · 6.3% 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=-1.46 · kurt=6.64 · near 6 / mid 16 / far 2 · OLS slope=0.83 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.69σsample ↓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=25RIGHT-SKEWED (G₁=0.87)
μ MEAN29.74¢95% CI: [29.27¢, 30.21¢]
σ STD DEV1.20ppσ² = 1.440 · CV = 4.03%
med MEDIAN29.50¢Q₁ 29.00¢ · Q₃ 30.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 28.50¢Q₁ 29.00¢med 29.50¢Q₃ 30.50¢max 32.50¢μ
SKEWNESS · G₁0.874right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.720mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRconsistent with normalratio = 1.08
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.204within white-noise band
ρ(2) AUTOCORR-0.029lag-2 not significant
H · HURST EXPONENT1.013strongly persistent
OLS TREND · t-STAT-0.662fails 5% test
HURST EXPONENT [0, 1]
H = 1.013STRONGLY 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+0.204k=2-0.029k=3-0.118k=4-0.032k=5-0.0020+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.66)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 ID2482188
SLUGfifwc-civ-ecu-2026-06-14-team-total-away-1pt5
CATEGORYCôte d'Ivoire vs. Ecuador - More Markets
TWO-SIDED PRICING
PRIMARY · YES31.50¢implied prob 31.50% · decimal odds 3.17×
COUNTER · NO68.50¢implied prob 68.50% · decimal odds 1.46×
31.50¢
68.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME40.64k USD 24h
LIQUIDITY46.45k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (69¢)|primary − counter| = 0.370 · entropy 0.899 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 31.5%NO 68.5%YES31.5%H = 0.899 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES3.17×(32¢)NO1.46×(69¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.899 bits (90% of max) · high 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 -3.00% · typical |Δ| 0.38%MILD BULLISH +1.00%BEST+2.00%22hWORST-3.00%4hTYPICAL |Δ|0.38%mean absoluteCUMULATIVE+1.00%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.31% · Σ +2.50%CUMULATIVE Δ PATH · final +1.00%+1.00%-3.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-3.00% · 4h-3.00% · 4h-3.00%4h▼ WORST0.00% · 5h0.00% · 5h·5h0.50% · 6h0.50% · 6h0.50%6h0.50% · 7h0.50% · 7h0.50%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.50% · 13h-0.50% · 13h-0.50%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·19h-0.50% · 20h-0.50% · 20h-0.50%20h0.00% · 21h0.00% · 21h·21h2.00% · 22h2.00% · 22h2.00%22h★ BEST1.00% · 23h1.00% · 23h1.00%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNUS-led (+2.50%)RUNSup max 3 · down max 1BREADTH21% up · 13% down · 67% flat
5 up bars · 3 down · best 2.00% · worst -3.00% · typical |Δ| 0.375%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.92%FINAL+0.92%MAX DD-3.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.92%UNDERWATER20/25 (80%)STREAK↗ 3EQUITY CURVE · end 1.0092 · peak 1.0092 · range [0.9700, 1.0092]1.00920.9700break-even = 1★ PEAK 1.0092UNDERWATER DRAWDOWN · max -3.00% · moderate0%-3.00%▼ TROUGH -3.00%TOP DRAWDOWN PERIODS · 1 total#1 -3.00%bar 5-24 · 20 bars · recoveredDD SEVERITYmoderate (max -3.00%)RECOVERYfully recoveredTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0092 (0.92%) · max DD -3.00% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-6.26 · σ=39.67UNPROFITABLE STRATEGYLAST 59.51 (+1.66σ vs μ)60.4230.210.00-30.21-60.42μ = -6.26-30.44-30.44-23.47-23.47-23.47-23.47-23.47-23.4760.4260.4260.4260.4238.2138.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.210.000.00-38.21-38.21-38.21-38.2126.5826.5842.5142.5159.5159.51v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 59.511 · range [-38.21, 60.42] · μ -6.258 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=50.9228 · σ=45.6603 · range [0.0000, 124.4026] · R²=0.129 FALLING -28.40%σ EXTREME 89.67%LAST 85.8662124.402693.301962.201331.10060.0000μ = 50.9228max 124.4026min 0.0000dataMA(3)OLS R²=0.13μ lineμ ± σ bandmaxmin
latest 85.87% · range [0.00%, 124.40%] · μ 50.92% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −12 (32% positive) · μ=-0.020 · σ=0.194MEAN-REVERSIONLAST 0.285 (+1.58σ vs μ)0.4170.2080.000-0.208-0.417μ = -0.020-0.173-0.173-0.079-0.079-0.060-0.0600.0530.0530.1670.1670.4170.417-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.233-0.2330.0160.0160.2850.2850.2850.285v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.285 · |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
82.9585
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
1.5919
p-VALUE (log scale)
0.9021
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
-1.3305
p-VALUE (log scale)
0.6134
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
-0.6179
p-VALUE (log scale)
0.5366
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1808
p-VALUE (log scale)
0.3903
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
0.8487
p-VALUE (log scale)
0.3961
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.258 ≈ 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=6.67e-5 · top T=8.00h (23.6%) · top-3 cover 56.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-41.4e-49.4e-54.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.43e-5 · 5.5% energyperiod 24.0 · power 4.43e-5 · 5.5% energyperiod 12.0 · power 1.44e-4 · 18.0% energyperiod 12.0 · power 1.44e-4 · 18.0% energyperiod 8.0 · power 1.89e-4 · 23.6% energyperiod 8.0 · power 1.89e-4 · 23.6% energyperiod 6.0 · power 3.23e-5 · 4.0% energyperiod 6.0 · power 3.23e-5 · 4.0% energyperiod 4.8 · power 3.48e-5 · 4.4% energyperiod 4.8 · power 3.48e-5 · 4.4% energyperiod 4.0 · power 1.21e-4 · 15.1% energyperiod 4.0 · power 1.21e-4 · 15.1% energyperiod 3.4 · power 4.07e-5 · 5.1% energyperiod 3.4 · power 4.07e-5 · 5.1% energyperiod 3.0 · power 1.98e-5 · 2.5% energyperiod 3.0 · power 1.98e-5 · 2.5% energyperiod 2.7 · power 5.31e-5 · 6.6% energyperiod 2.7 · power 5.31e-5 · 6.6% energyperiod 2.4 · power 7.90e-5 · 9.9% energyperiod 2.4 · power 7.90e-5 · 9.9% energyperiod 2.2 · power 3.84e-5 · 4.8% energyperiod 2.2 · power 3.84e-5 · 4.8% energyperiod 2.0 · power 4.17e-6 · 0.5% energyperiod 2.0 · power 4.17e-6 · 0.5% energy50% by T=6.0h#1 dominantT=8.00h#2T=12.00h#3T=4.00hT=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 23.6% of total energy · Σ|X̂|²/n = 8.000e-4

▸ Depth section using sovereign-store price series (488 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 0.078pp · expected |Δp| over horizon 0.19ppterminal variance p(1−p) = 0.2158 · n = 488n = 488
μ per bar
+0.006pp
average Δp · drift
σ per bar
0.078pp
one-bar volatility · logit-free
Per-day movedaily
0.38pp
σ × √24
Per-horizon move0d
0.19pp
σ × √6
Terminal variancebinary
0.2158
p(1−p) at resolution
Current pricep
31.5¢
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 0.12pp · ES₉₅ 0.16pp · method parametric · drift-correcteddrift +0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 488
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.16pp
mean of the tail
Max drawdown
0.0pp
peak 28.5¢ → trough 28.5¢
Median step
0.50pp
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
31.5%
= price
Decimal oddsEU
3.175
total return per $1
AmericanUS
+217
$100 wins $217
FractionalUK
2.17 / 1
profit per $1 risked
Profit per $100stake
+$217.46
clean dollar framing
-1000-5000+500+1000020406080100you · 31.5%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)
0.899 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.899 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.67 bit
self-information
Surprise · NO−log₂(1−p)
0.55 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
17946743976116255550063943905858531100450735862354777734483463463402888751531
NO token ID
102844942939499068390740541979282109608367264066351477701783660042105072726610
Snapshot fetched
2026-06-14 23:06:46 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:06:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2c82085188b21bcfc7c45a853a456400813203c8a928f4e53d0e1e81f0ba32fe · 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
0.325000
(best bid + best ask) / 2
Spread
923.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.255
bid-heavy
Imbalance (top-5)
-0.258
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-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5139955815.23bp0.7800005FILLED
BUY$10.00K0.74600712954.08bp0.99000013PARTIAL
BUY$100.00K0.74600712954.08bp0.99000013PARTIAL
SELL$1.00K0.1456225519.31bp0.0900008FILLED
SELL$10.00K0.1075616690.43bp0.01000014PARTIAL
SELL$100.00K0.1075616690.43bp0.01000014PARTIAL

Risk metrics

sovereign store · 488 barsperiods/year ≈ 1.75M
Realized vol (annualised)
344.50%
σ per bar = 0.002602
Mean return (annualised)
36028.04%
μ per bar = 0.000206
Sharpe (rf=0)
104.58
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.28 → trough 0.28 over 0 bars

/api/asset/pm-fifwc-civ-ecu-2026-06-14-team-total-away-1pt5/risk · same metrics, JSON