POLYMARKET · PREDICTION MARKET · CZECHIA VS. SOUTH AFRICA - MORE MARKETS

Czechia vs. South Africa: Czechia O/U 1.5

YES · live
47.5¢
NO · live
52.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-cze-rsa-2026-06-18-team-total-home-1pt5 · fresh · feed 13s old
24h sparkline · 60 pts
realized vol (ann.)
59.86%
max drawdown
1.06%
sharpe
ulcer index
0.72%
RMS drawdown
pain index
0.49%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.06%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
979
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-cze-rsa-2026-06-18-team-total-home-1pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING13.1s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
47.5¢
NO · live
52.5¢
YES price · live 24h
n=25 · μ=0.4738 · σ=0.0071 · range [0.4650, 0.4900] · R²=0.480 FALLING -3.06%σ NORMAL 1.50%LAST 0.47500.49000.48380.47750.47130.4650μ = 0.4738max 0.4900min 0.4650dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 47.50¢
YES / NO split · live
YES 47.5%NO 52.5%NO52.5%52.50¢ · odds 1/1.90
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.998 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
47.5%47.5¢2.11× +0.00pp
NO
52.5%52.5¢1.90× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=750 · μ=31.2 · σ=35.5 · CV=1.14BURSTYcumulative energy ↗ · 50% by h=70255075100μ = 3110050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 750bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
13.1s
YES mid
47.50¢ (47.50%)
NO mid
52.50¢ (52.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$47.8k
liquidity $
$309.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4738 · σ=0.0071 · range [0.4650, 0.4900] · R²=0.480 FALLING -3.06%σ NORMAL 1.50%LAST 0.47500.49000.48380.47750.47130.4650μ = 0.4738max 0.4900min 0.4650dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 47.50¢
NO price · CLOB mid
n=25 · μ=0.5262 · σ=0.0071 · range [0.5100, 0.5350] · R²=0.480 RISING +2.94%σ NORMAL 1.35%LAST 0.52500.53500.52880.52250.51620.5100μ = 0.5262max 0.5350min 0.5100dataMA(5)OLS R²=0.48μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 52.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0045 · skew=-0.34 (symmetric) · kurt=-0.39 (mesokurtic)1296302-0.90ppbin -0.90pp · n=2 · 16.7% peakbin -0.90pp · n=2 · 16.7% peak-0.70pp5-0.50ppbin -0.50pp · n=5 · 41.7% peakbin -0.50pp · n=5 · 41.7% peak-0.30pp-0.10pp120.10ppbin 0.10pp · n=12 · 100.0% peakbin 0.10pp · n=12 · 100.0% peak0.30pp40.50ppbin 0.50pp · n=4 · 33.3% peakbin 0.50pp · n=4 · 33.3% peak0.70pp10.90ppbin 0.90pp · n=1 · 8.3% peakbin 0.90pp · 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=-0.06 · kurt=0.07 · near 13 / mid 11 / far 0 · OLS slope=0.97 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALLOWER 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=0.82)
μ MEAN47.38¢95% CI: [47.10¢, 47.66¢]
σ STD DEV0.71ppσ² = 0.506 · CV = 1.50%
med MEDIAN47.00¢Q₁ 47.00¢ · Q₃ 47.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 46.50¢Q₁ 47.00¢med 47.00¢Q₃ 47.50¢max 49.00¢μ
SKEWNESS · G₁0.824right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.127mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.53
σ × 1.349 ↔ IQRdiverges from normalratio = 1.92
range ↔ σconcentrated (range < 4σ)range / σ = 3.52
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-0.104within white-noise band
ρ(2) AUTOCORR-0.498lag-2 dependence detected
H · HURST EXPONENT0.667persistent
OLS TREND · t-STAT-4.604significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.667PERSISTENT
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=1-0.104k=2-0.498k=3+0.210k=4+0.270k=5-0.0100+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 CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.44high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.60)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 ID2482057
SLUGfifwc-cze-rsa-2026-06-18-team-total-home-1pt5
CATEGORYCzechia vs. South Africa - More Markets
TWO-SIDED PRICING
PRIMARY · YES47.50¢implied prob 47.50% · decimal odds 2.11×
COUNTER · NO52.50¢implied prob 52.50% · decimal odds 1.90×
47.50¢
52.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME47.76k USD 24h
LIQUIDITY309.11k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (53¢)|primary − counter| = 0.050 · entropy 0.998 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 47.5%NO 52.5%YES47.5%H = 0.998 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.11×(48¢)NO1.90×(53¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.998 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-18 16:00 UTC
0days
04hrs
54min
YES$1.00(P = 47.5%)
NO$0.00(P = 52.5%)
current: $0.4750 · expected return per side: $0.53 on YES hit · $0.47 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=0.71% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.484 pp/day
now4.91h left
3.484 pp/day×1.00
−25%3.69h left
4.023 pp/day×1.15
−50%2.46h left
4.927 pp/day×1.41
−75%1.23h left
6.969 pp/day×2.00
−90%0.49h left
11.018 pp/day×3.16
θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -1.00% · typical |Δ| 0.31%BEARISH SESSION -1.50%BEST+1.00%22hWORST-1.00%1hTYPICAL |Δ|0.31%mean absoluteCUMULATIVE-1.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ +0.06% · Σ +0.50%CUMULATIVE Δ PATH · final -1.50%+0.00%-2.50%-1.00% · 1h-1.00% · 1h-1.00%1h▼ WORST0.50% · 2h0.50% · 2h0.50%2h0.50% · 3h0.50% · 3h0.50%3h-1.00% · 4h-1.00% · 4h-1.00%4h-0.50% · 5h-0.50% · 5h-0.50%5h0.00% · 6h0.00% · 6h·6h0.50% · 7h0.50% · 7h0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-0.50% · 17h-0.50% · 17h-0.50%17h0.00% · 18h0.00% · 18h·18h0.50% · 19h0.50% · 19h0.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h★ BEST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.50%)RUNSup max 2 · down max 2BREADTH21% up · 29% down · 50% flat
5 up bars · 7 down · best 1.00% · worst -1.00% · typical |Δ| 0.312%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.51%)FINAL-1.51%MAX DD-2.49%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9849 · peak 1.0000 · range [0.9751, 1.0000]1.00000.9751break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.49% · moderate0%-2.49%▼ TROUGH -2.49%TOP DRAWDOWN PERIODS · 1 total#1 -2.49%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -2.49%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9849 (-1.51%) · max DD -2.49% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −12 (16% positive) · μ=-18.03 · σ=26.35UNPROFITABLE STRATEGYLAST 30.21 (+1.83σ vs μ)60.4230.210.00-30.21-60.42μ = -18.03-33.95-33.950.000.00-25.76-25.76-60.42-60.42-38.21-38.21-20.72-20.72-20.72-20.72-60.42-60.42-38.21-38.210.000.000.000.00-38.21-38.21-38.21-38.210.000.00-20.72-20.72-20.72-20.7213.3413.3430.2130.2130.2130.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 30.208 · range [-60.42, 30.21] · μ -18.027 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=35.2779 · σ=18.5756 · range [0.0000, 64.5058] · R²=0.055 FALLING -25.07%σ EXTREME 52.66%LAST 48.332264.505848.379432.252916.12650.0000μ = 35.2779max 64.5058min 0.0000dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 48.33% · range [0.00%, 64.51%] · μ 35.28% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −13 (16% positive) · μ=-0.099 · σ=0.202MEAN-REVERSIONLAST -0.271 (-0.85σ vs μ)0.4220.2110.000-0.211-0.422μ = -0.099-0.184-0.1840.1250.125-0.242-0.2420.1670.167-0.133-0.133-0.069-0.069-0.127-0.1270.4170.417-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.233-0.2330.0000.000-0.363-0.363-0.422-0.422-0.150-0.150-0.333-0.333-0.271-0.271v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.271 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.1694
p-VALUE (log scale)
0.9188
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
10.9213
p-VALUE (log scale)
0.0524
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
-2.6935
p-VALUE (log scale)
0.0787
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
0.7287
p-VALUE (log scale)
0.4662
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
0.6376
p-VALUE (log scale)
0.0192
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
-1.6364
p-VALUE (log scale)
0.1018
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.502 ≈ 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=2.15e-5 · top T=4.00h (45.6%) · top-3 cover 69.1%STRONG CYCLE @ T≈4.0cumulative energy ↗ (1 bin above 2× noise)1.2e-48.8e-55.9e-52.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.09e-6 · 3.5% energyperiod 24.0 · power 9.09e-6 · 3.5% energyperiod 12.0 · power 6.88e-6 · 2.7% energyperiod 12.0 · power 6.88e-6 · 2.7% energyperiod 8.0 · power 6.79e-6 · 2.6% energyperiod 8.0 · power 6.79e-6 · 2.6% energyperiod 6.0 · power 1.04e-6 · 0.4% energyperiod 6.0 · power 1.04e-6 · 0.4% energyperiod 4.8 · power 3.24e-5 · 12.5% energyperiod 4.8 · power 3.24e-5 · 12.5% energyperiod 4.0 · power 1.18e-4 · 45.6% energyperiod 4.0 · power 1.18e-4 · 45.6% energyperiod 3.4 · power 1.33e-5 · 5.2% energyperiod 3.4 · power 1.33e-5 · 5.2% energyperiod 3.0 · power 9.37e-6 · 3.6% energyperiod 3.0 · power 9.37e-6 · 3.6% energyperiod 2.7 · power 2.45e-5 · 9.5% energyperiod 2.7 · power 2.45e-5 · 9.5% energyperiod 2.4 · power 2.85e-5 · 11.0% energyperiod 2.4 · power 2.85e-5 · 11.0% energyperiod 2.2 · power 7.72e-6 · 3.0% energyperiod 2.2 · power 7.72e-6 · 3.0% energyperiod 2.0 · power 1.04e-6 · 0.4% energyperiod 2.0 · power 1.04e-6 · 0.4% energy50% by T=4.0h#1 dominantT=4.00h#2T=4.80h#3T=2.40hT=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 45.6% of total energy · Σ|X̂|²/n = 2.583e-4

▸ Depth section using sovereign-store price series (979 bars · effective 1752616 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 0.045pp · expected |Δp| over horizon 0.11ppterminal variance p(1−p) = 0.2494 · n = 979n = 979
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.045pp
one-bar volatility · logit-free
Per-day movedaily
0.22pp
σ × √24
Per-horizon move0d
0.11pp
σ × √6
Terminal variancebinary
0.2494
p(1−p) at resolution
Current pricep
47.5¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00n = 979
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
1.1pp
peak 47.0¢ → trough 46.5¢
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
47.5%
= price
Decimal oddsEU
2.105
total return per $1
AmericanUS
+111
$100 wins $111
FractionalUK
1.11 / 1
profit per $1 risked
Profit per $100stake
+$110.53
clean dollar framing
-1000-5000+500+1000020406080100you · 47.5%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)
0.998 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.998 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.07 bit
self-information
Surprise · NO−log₂(1−p)
0.93 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
62645539708349697734071312057961993399809107846836638033860605711421702686926
NO token ID
5714337088484901190891056219183043829820209209287156873912127181024292698402
Snapshot fetched
2026-06-18 11:04:53 UTC
Snapshot age
13.1s
History points
25 CLOB mids
Page rendered
2026-06-18 11:05:07 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7155d3eaea0b973c4a5ed56a6b326fe623076039f112dfc522e5cec9d2c2a514 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Czechia vs. South Africa - 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
0.475000
(best bid + best ask) / 2
Spread
210.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.087
ask-heavy
Imbalance (top-5)
-0.404
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-cze-rsa-2026-06-18-team-total-home-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.480000105.26bp0.4800001FILLED
BUY$10.00K0.485063211.84bp0.4900002FILLED
BUY$100.00K0.5291551140.11bp0.5600009FILLED
SELL$1.00K0.460760299.78bp0.4600002FILLED
SELL$10.00K0.450771510.08bp0.4400004FILLED
SELL$100.00K0.2137245500.55bp0.01000038PARTIAL

Risk metrics

sovereign store · 979 barsperiods/year ≈ 1.75M
Realized vol (annualised)
127.75%
σ per bar = 0.000965
Mean return (annualised)
3813.00%
μ per bar = 0.000022
Sharpe (rf=0)
29.85
annualised; risk-free assumed zero
Max drawdown
1.06%
peak 0.47 → trough 0.47 over 34 bars

/api/asset/pm-fifwc-cze-rsa-2026-06-18-team-total-home-1pt5/risk · same metrics, JSON