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

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

YES · live
61.5¢
NO · live
38.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-civ-ecu-2026-06-14-team-total-home-0pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
91.10%
max drawdown
0.83%
sharpe
—
ulcer index
0.50%
RMS drawdown
pain index
0.30%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.83%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
318
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-home-0pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9ms⏱--:--:-- 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
61.5¢
NO · live
38.5¢
YES price · live 24h
n=25 · μ=0.6008 · σ=0.0069 · range [0.5900, 0.6200] · R²=0.366▲ RISING +5.08%σ NORMAL 1.14%LAST 0.62000.62000.61250.60500.59750.5900μ = 0.6008max 0.6200min 0.5900dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 62.00¢
YES / NO split · live
YES 61.5%NO 38.5%YES61.5%61.50¢ · odds 1/1.63
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.961 / 1.00 bits (96%) · max uncertainty (~50/50)
YES
61.5%61.5¢1.63×▬ +0.00pp
NO
38.5%38.5¢2.60×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=800 · μ=33.3 · σ=43.4 · CV=1.30BURSTY · concentratedcumulative energy ↗ · 50% by h=1403875113150μ = 3315050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 800bp moved · peak 150bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9ms
▲YES mid
61.50¢ (61.50%)
▼NO mid
38.50¢ (38.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$156.8k
≋liquidity $
$54.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6008 · σ=0.0069 · range [0.5900, 0.6200] · R²=0.366▲ RISING +5.08%σ NORMAL 1.14%LAST 0.62000.62000.61250.60500.59750.5900μ = 0.6008max 0.6200min 0.5900dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 62.00¢
NO price · CLOB mid
n=25 · μ=0.3992 · σ=0.0069 · range [0.3800, 0.4100] · R²=0.366▼ FALLING -7.32%σ NORMAL 1.72%LAST 0.38000.41000.40250.39500.38750.3800μ = 0.3992max 0.4100min 0.3800dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 38.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0024 · σ=0.0050 · skew=0.33 (symmetric) · kurt=0.30 (mesokurtic)13107301-0.88ppbin -0.88pp · n=1 · 7.7% peakbin -0.88pp · n=1 · 7.7% peak-0.63pp3-0.38ppbin -0.38pp · n=3 · 23.1% peakbin -0.38pp · n=3 · 23.1% peak-0.13pp130.13ppbin 0.13pp · n=13 · 100.0% peakbin 0.13pp · n=13 · 100.0% peak0.38pp40.63ppbin 0.63pp · n=4 · 30.8% peakbin 0.63pp · n=4 · 30.8% peak0.88pp21.13ppbin 1.13pp · n=2 · 15.4% peakbin 1.13pp · n=2 · 15.4% peak11.38ppbin 1.38pp · n=1 · 7.7% peakbin 1.38pp · n=1 · 7.7% 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=0.57 · kurt=0.77 · near 13 / mid 11 / far 0 · OLS slope=0.96 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=0.74)
μ MEAN60.08¢95% CI: [59.81¢, 60.35¢]
σ STD DEV0.69ppσ² = 0.473 · CV = 1.14%
med MEDIAN60.00¢Q₁ 60.00¢ · Q₃ 60.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.00pp · IQR 0.50pp (1.349σ→0.93pp)
min 59.00¢Q₁ 60.00¢med 60.00¢Q₃ 60.50¢max 62.00¢μ
SKEWNESS · G₁0.741right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.989mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRdiverges from normalratio = 1.85
range ↔ σwide tails (range > 4σ)range / σ = 4.36
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.050within white-noise band
ρ(2) AUTOCORR-0.137lag-2 not significant
H · HURST EXPONENT0.894strongly persistent
OLS TREND · t-STAT+3.647significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.894
H = 0.894STRONGLY PERSISTENT
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=1-0.050k=2-0.137k=3+0.068k=4-0.151k=5-0.1910+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|=3.65)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.65)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 ID2482184
SLUGfifwc-civ-ecu-2026-06-14-team-total-home-0pt5
CATEGORYCôte d'Ivoire vs. Ecuador - More Markets
TWO-SIDED PRICINGFAVOURS YES (62¢)
PRIMARY · YES61.50¢implied prob 61.50% · decimal odds 1.63×
COUNTER · NO38.50¢implied prob 38.50% · decimal odds 2.60×
61.50¢
38.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME156.80k USD 24h
LIQUIDITY54.25k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (62¢)|primary − counter| = 0.230 · entropy 0.961 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 61.5%NO 38.5%YES p̂61.5%H = 0.961 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.63×(62¢)NO2.60×(39¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.961 bits (96% 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 1.50% · worst -1.00% · typical |Δ| 0.33%MILD BULLISH +3.00%BEST+1.50%23hWORST-1.00%19hTYPICAL |Δ|0.33%mean absoluteCUMULATIVE+3.00%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.19% · Σ +1.50%CUMULATIVE Δ PATH · final +3.00%+3.00%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h1.00% · 3h1.00% · 3h1.00%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h1.00% · 9h1.00% · 9h1.00%9h0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-1.00% · 19h-1.00% · 19h-1.00%19h▼ WORST0.00% · 20h0.00% · 20h·20h0.50% · 21h0.50% · 21h0.50%21h0.00% · 22h0.00% · 22h·22h1.50% · 23h1.50% · 23h1.50%23h★ BEST0.50% · 24h0.50% · 24h0.50%24hTIME PATTERNUS-led (+1.50%)RUNSup max 2 · down max 1BREADTH29% up · 17% down · 54% flat
7 up bars · 4 down · best 1.50% · worst -1.00% · typical |Δ| 0.333%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +3.01% · SHALLOW DDFINAL+3.01%MAX DD-1.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+3.01%UNDERWATER13/25 (52%)STREAK↗ 2EQUITY CURVE · end 1.0301 · peak 1.0301 · range [1.0000, 1.0301]1.03011.0000break-even = 1★ PEAK 1.0301UNDERWATER DRAWDOWN · max -1.00% · moderate0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 2 total#1 -1.00%bar 12-23 · 12 bars · recovered#2 -0.50%bar 9-9 · 1 bars · recoveredDD SEVERITYmoderate (max -1.00%)RECOVERYfully recoveredTIME UNDER WATER52% of session · 13/25 bars
final equity 1.0301 (3.01%) · max DD -1.00% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −4 (58% positive) · μ=8.27 · σ=19.17MIXED EDGELAST 28.48 (+1.05σ vs μ)38.2119.100.00-19.10-38.21μ = 8.2738.2138.2138.2138.2115.8715.8715.8715.8715.8715.870.000.000.000.0013.3413.3413.3413.34-20.72-20.720.000.0020.7220.7220.7220.72-30.21-30.21-15.87-15.870.000.00-15.87-15.8719.1019.1028.4828.48v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 28.480 · range [-30.21, 38.21] · μ 8.267 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=48.3617 · σ=11.7871 · range [35.2278, 76.8960] · R²=0.231▲ RISING +101.25%σ EXTREME 24.37%LAST 76.896076.896066.479056.061945.644935.2278μ = 48.3617max 76.8960min 35.2278dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 76.90% · range [35.23%, 76.90%] · μ 48.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −15 (16% positive) · μ=-0.204 · σ=0.180MEAN-REVERSIONLAST 0.056 (+1.44σ vs μ)0.4540.2270.000-0.227-0.454μ = -0.204-0.233-0.233-0.233-0.233-0.006-0.006-0.385-0.385-0.454-0.454-0.333-0.333-0.333-0.333-0.321-0.321-0.150-0.150-0.422-0.422-0.250-0.250-0.422-0.422-0.363-0.3630.0420.042-0.040-0.0400.0000.000-0.040-0.0400.0170.0170.0560.056v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.056 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
3.0297
p-VALUE (log scale)
0.2198
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.6457
p-VALUE (log scale)
0.7568
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
-1.3879
p-VALUE (log scale)
0.5867
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0158
p-VALUE (log scale)
0.0438
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5015
p-VALUE (log scale)
0.0413
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
-0.8724
p-VALUE (log scale)
0.3830
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.735 ≈ 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=2.92e-5 · top T=3.43h (23.5%) · top-3 cover 45.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)8.2e-56.2e-54.1e-52.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.80e-5 · 8.0% energyperiod 24.0 · power 2.80e-5 · 8.0% energyperiod 12.0 · power 2.44e-5 · 7.0% energyperiod 12.0 · power 2.44e-5 · 7.0% energyperiod 8.0 · power 1.88e-5 · 5.4% energyperiod 8.0 · power 1.88e-5 · 5.4% energyperiod 6.0 · power 3.75e-5 · 10.7% energyperiod 6.0 · power 3.75e-5 · 10.7% energyperiod 4.8 · power 2.15e-5 · 6.1% energyperiod 4.8 · power 2.15e-5 · 6.1% energyperiod 4.0 · power 8.33e-6 · 2.4% energyperiod 4.0 · power 8.33e-6 · 2.4% energyperiod 3.4 · power 8.24e-5 · 23.5% energyperiod 3.4 · power 8.24e-5 · 23.5% energyperiod 3.0 · power 3.75e-5 · 10.7% energyperiod 3.0 · power 3.75e-5 · 10.7% energyperiod 2.7 · power 1.88e-5 · 5.4% energyperiod 2.7 · power 1.88e-5 · 5.4% energyperiod 2.4 · power 1.72e-5 · 4.9% energyperiod 2.4 · power 1.72e-5 · 4.9% energyperiod 2.2 · power 1.81e-5 · 5.2% energyperiod 2.2 · power 1.81e-5 · 5.2% energyperiod 2.0 · power 3.75e-5 · 10.7% energyperiod 2.0 · power 3.75e-5 · 10.7% energy50% by T=3.4h#1 dominantT=3.43h#2T=6.00h#3T=3.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 23.5% of total energy · Σ|X̂|²/n = 3.500e-4

▸ Depth section using sovereign-store price series (318 bars · effective 1753200 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 0.069pp · expected |Δp| over horizon 0.17ppterminal variance p(1−p) = 0.2368 · n = 318✓ n = 318
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.069pp
one-bar volatility · logit-free
Per-day movedaily
0.34pp
σ × √24
Per-horizon move0d
0.17pp
σ × √6
Terminal variancebinary
0.2368
p(1−p) at resolution
Current pricep
61.5¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 318
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
0.8pp
peak 60.5¢ → trough 60.0¢
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
61.5%
= price
Decimal oddsEU
1.626
total return per $1
AmericanUS
-160
risk $160 to win $100
FractionalUK
0.63 / 1
profit per $1 risked
Profit per $100stake
+$62.60
clean dollar framing
-1000-5000+500+1000020406080100you · 61.5%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)
0.961 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.961 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.70 bit
self-information
Surprise · NO−log₂(1−p)
1.38 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
35178883012317930202926836052932204382842223198836326408046147585742136954765
NO token ID
4175055165289060269961909879845521036540330687545547219673621451165713039820
Snapshot fetched
2026-06-14 23:07:38 UTC
Snapshot age
9ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:07:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9c86af759138981858fe065e0da003aef92b3f6915c291e42331b2788c18c95a · 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
0.615000
(best bid + best ask) / 2
Spread
162.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.458
bid-heavy
Imbalance (top-5)
+0.163
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-team-total-home-0pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.62000081.30bp0.6200001FILLED
BUY$10.00K0.644372477.59bp0.9900007PARTIAL
BUY$100.00K0.644372477.59bp0.9900007PARTIAL
SELL$1.00K0.599268255.81bp0.5900003FILLED
SELL$10.00K0.3956093567.34bp0.01000018PARTIAL
SELL$100.00K0.3956093567.34bp0.01000018PARTIAL

Risk metrics

▸ sovereign store · 318 barsperiods/year ≈ 1.75M
Realized vol (annualised)
150.02%
σ per bar = 0.001133
Mean return (annualised)
9066.76%
μ per bar = 0.000052
Sharpe (rf=0)
60.44
annualised; risk-free assumed zero
Max drawdown
0.83%
peak 0.60 → trough 0.60 over 116 bars

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