POLYMARKET · PREDICTION MARKET · GERMANY VS. CÔTE D'IVOIRE - FIRST TEAM TO SCORE

Germany to score first vs. Côte d'Ivoire?

YES · live
69.5¢
NO · live
30.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-civ-2026-06-20-first-to-score-home · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
504
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-civ-2026-06-20-first-to-score-home/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.8s⏱--:--:-- 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
69.5¢
NO · live
30.5¢
YES price · live 24h
n=25 · μ=0.6810 · σ=0.0109 · range [0.6700, 0.6950] · R²=0.636▲ RISING +2.96%σ NORMAL 1.60%LAST 0.69500.69500.68870.68250.67630.6700μ = 0.6810max 0.6950min 0.6700dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 69.50¢
YES / NO split · live
YES 69.5%NO 30.5%YES69.5%69.50¢ · odds 1/1.44
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.887 / 1.00 bits (89%) · high uncertainty
YES
69.5%69.5¢1.44×▬ +0.00pp
NO
30.5%30.5¢3.28×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=500 · μ=20.8 · σ=44.0 · CV=2.11BURSTY · concentratedcumulative energy ↗ · 50% by h=12050100150200μ = 2120050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 500bp moved · peak 200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.8s
▲YES mid
69.50¢ (69.50%)
▼NO mid
30.50¢ (30.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$23.0k
≋liquidity $
$54.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6810 · σ=0.0109 · range [0.6700, 0.6950] · R²=0.636▲ RISING +2.96%σ NORMAL 1.60%LAST 0.69500.69500.68870.68250.67630.6700μ = 0.6810max 0.6950min 0.6700dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 69.50¢
NO price · CLOB mid
n=25 · μ=0.3190 · σ=0.0109 · range [0.3050, 0.3300] · R²=0.636▼ FALLING -6.15%σ NORMAL 3.42%LAST 0.30500.33000.32370.31750.31130.3050μ = 0.3190max 0.3300min 0.3050dataMA(5)OLS R²=0.64μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 30.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0020 · σ=0.0043 · skew=2.30 (right-skewed) · kurt=7.17 (leptokurtic (fat tails))17139403-0.38ppbin -0.38pp · n=3 · 17.6% peakbin -0.38pp · n=3 · 17.6% peak-0.13pp170.12ppbin 0.12pp · n=17 · 100.0% peakbin 0.12pp · n=17 · 100.0% peak0.37pp30.62ppbin 0.62pp · n=3 · 17.6% peakbin 0.62pp · n=3 · 17.6% peak0.87pp1.12pp1.37pp1.62pp11.87ppbin 1.87pp · n=1 · 5.9% peakbin 1.87pp · n=1 · 5.9% 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=2.65 · kurt=8.76 · near 8 / mid 14 / far 2 · OLS slope=0.78 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.03σsample ↓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=25PLATYKURTIC · THIN TAILS (G₂=-1.73)
μ MEAN68.10¢95% CI: [67.67¢, 68.53¢]
σ STD DEV1.09ppσ² = 1.187 · CV = 1.60%
med MEDIAN67.50¢Q₁ 67.50¢ · Q₃ 69.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.50pp · IQR 2.00pp (1.349σ→1.47pp)
min 67.00¢Q₁ 67.50¢med 67.50¢Q₃ 69.50¢max 69.50¢μ
SKEWNESS · G₁0.450approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.733platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.55
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 2.29
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-0.079within white-noise band
ρ(2) AUTOCORR+0.013lag-2 not significant
H · HURST EXPONENT0.736strongly persistent
OLS TREND · t-STAT+6.339significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.736
H = 0.736STRONGLY 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=1-0.079k=2+0.013k=3-0.035k=4-0.185k=5+0.0560+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|=6.34)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.55high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.34)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 ID2480387
SLUGfifwc-ger-civ-2026-06-20-first-to-score-home
CATEGORYGermany vs. Côte d'Ivoire - First Team to Score
TWO-SIDED PRICINGFAVOURS YES (70¢)
PRIMARY · YES69.50¢implied prob 69.50% · decimal odds 1.44×
COUNTER · NO30.50¢implied prob 30.50% · decimal odds 3.28×
69.50¢
30.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME23.04k USD 24h
LIQUIDITY54.51k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (70¢)|primary − counter| = 0.390 · entropy 0.887 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 69.5%NO 30.5%YES p̂69.5%H = 0.887 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.44×(70¢)NO3.28×(31¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.887 bits (89% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · HIGHresolves 2026-06-20 20:00 UTC
0days
09hrs
06min
9.1 hours·θ = 5.339 pp/day
YES →$1.00(P = 69.5%)
NO →$0.00(P = 30.5%)
current: $0.6950 · expected return per side: $0.31 on YES hit · $0.69 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.6hRESOLVESP projection · σ=1.09% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.339 pp/day
now9.10h left
5.339 pp/day×1.00
−25%6.83h left
6.164 pp/day×1.15
−50%4.55h left
7.550 pp/day×1.41
−75%2.28h left
10.677 pp/day×2.00
−90%0.91h left
16.882 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 2.00% · worst -0.50% · typical |Δ| 0.21%MILD BULLISH +2.00%BEST+2.00%16hWORST-0.50%4hTYPICAL |Δ|0.21%mean absoluteCUMULATIVE+2.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ +0.25% · Σ +2.00%CUMULATIVE Δ PATH · final +2.00%+2.00%-0.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h▼ WORST0.50% · 5h0.50% · 5h0.50%5h0.00% · 6h0.00% · 6h·6h-0.50% · 7h-0.50% · 7h-0.50%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.50% · 10h0.50% · 10h0.50%10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h0.00% · 15h0.00% · 15h·15h2.00% · 16h2.00% · 16h2.00%16h★ BEST0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+2.00%)RUNSup max 1 · down max 1BREADTH17% up · 13% down · 71% flat
4 up bars · 3 down · best 2.00% · worst -0.50% · typical |Δ| 0.208%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.99%FINAL+1.99%MAX DD-0.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+1.99%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 1.0199 · peak 1.0199 · range [0.9950, 1.0199]1.01990.9950break-even = 1★ PEAK 1.0199UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 1 total#1 -0.50%bar 5-16 · 12 bars · recoveredDD SEVERITYshallow (max -0.50%)RECOVERYfully recoveredTIME UNDER WATER48% of session · 12/25 bars
final equity 1.0199 (1.99%) · max DD -0.50% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −4 (47% positive) · μ=11.81 · σ=24.22MIXED EDGELAST 0.00 (-0.49σ vs μ)48.6824.340.00-24.34-48.68μ = 11.810.000.00-20.72-20.72-20.72-20.72-20.72-20.7220.7220.720.000.00-20.72-20.720.000.0020.7220.7220.7220.7235.6335.6335.6335.6348.6848.6848.6848.6838.2138.2138.2138.210.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-20.72, 48.68] · μ 11.807 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=42.2145 · σ=27.6986 · range [0.0000, 81.9512] · R²=0.002▼ FALLING -100.00%σ EXTREME 65.61%LAST 0.000081.951261.463440.975620.48780.0000μ = 42.2145max 81.9512min 0.0000dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 81.95%] · μ 42.21% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −12 (11% positive) · μ=-0.148 · σ=0.189MEAN-REVERSIONLAST 0.000 (+0.78σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.148-0.500-0.500-0.363-0.363-0.422-0.422-0.363-0.3630.0490.0490.0000.0000.0490.0490.0000.000-0.010-0.010-0.010-0.010-0.029-0.029-0.246-0.246-0.379-0.379-0.314-0.314-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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
157.3238
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
1.3823
p-VALUE (log scale)
0.9254
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
-0.7327
p-VALUE (log scale)
0.8319
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
1.3339
p-VALUE (log scale)
0.1822
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6935
p-VALUE (log scale)
0.0141
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
-0.0551
p-VALUE (log scale)
0.9560
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.983 ≈ 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=2.29e-5 · top T=2.67h (20.8%) · top-3 cover 45.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.7e-54.3e-52.9e-51.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.72e-5 · 9.9% energyperiod 24.0 · power 2.72e-5 · 9.9% energyperiod 12.0 · power 1.58e-5 · 5.8% energyperiod 12.0 · power 1.58e-5 · 5.8% energyperiod 8.0 · power 2.19e-5 · 8.0% energyperiod 8.0 · power 2.19e-5 · 8.0% energyperiod 6.0 · power 3.23e-5 · 11.7% energyperiod 6.0 · power 3.23e-5 · 11.7% energyperiod 4.8 · power 2.44e-5 · 8.9% energyperiod 4.8 · power 2.44e-5 · 8.9% energyperiod 4.0 · power 4.17e-6 · 1.5% energyperiod 4.0 · power 4.17e-6 · 1.5% energyperiod 3.4 · power 2.25e-5 · 8.2% energyperiod 3.4 · power 2.25e-5 · 8.2% energyperiod 3.0 · power 1.35e-5 · 4.9% energyperiod 3.0 · power 1.35e-5 · 4.9% energyperiod 2.7 · power 5.73e-5 · 20.8% energyperiod 2.7 · power 5.73e-5 · 20.8% energyperiod 2.4 · power 5.00e-6 · 1.8% energyperiod 2.4 · power 5.00e-6 · 1.8% energyperiod 2.2 · power 3.42e-5 · 12.4% energyperiod 2.2 · power 3.42e-5 · 12.4% energyperiod 2.0 · power 1.67e-5 · 6.1% energyperiod 2.0 · power 1.67e-5 · 6.1% energy50% by T=3.4h#1 dominantT=2.67h#2T=2.18h#3T=6.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 20.8% of total energy · Σ|X̂|²/n = 2.750e-4

▸ Depth section using sovereign-store price series (504 bars · effective 1752908 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 0.4 d · σ/bar 0.000pp · expected |Δp| over horizon 0.00ppterminal variance p(1−p) = 0.2120 · n = 504✓ n = 504
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.000pp
one-bar volatility · logit-free
Per-day movedaily
0.00pp
σ × √24
Per-horizon move0d
0.00pp
σ × √9.100755555555557
Terminal variancebinary
0.2120
p(1−p) at resolution
Current pricep
69.5¢
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.00pp · unique ratio 0.00✓ n = 504
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.0pp
peak 69.5¢ → trough 69.5¢
Median step
0.00pp
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
69.5%
= price
Decimal oddsEU
1.439
total return per $1
AmericanUS
-228
risk $228 to win $100
FractionalUK
0.44 / 1
profit per $1 risked
Profit per $100stake
+$43.88
clean dollar framing
-1000-5000+500+1000020406080100you · 69.5%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)
0.887 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.887 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.52 bit
self-information
Surprise · NO−log₂(1−p)
1.71 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
7402782514481822847737623945419631041612398717362166462195052038064958421034
NO token ID
2512856070803696842972096709963000143426082131589144129667185901340885273489
Snapshot fetched
2026-06-20 10:53:50 UTC
Snapshot age
6.8s
History points
25 CLOB mids
Page rendered
2026-06-20 10:53:57 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
612154af57f825efaa27b237ee4164d156248f0efc3c09628940dae22676c9aa · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Paraguay win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,623HL PERPHYPE-USD perpetual$70.94HL PERPETH-USD perpetual$1,727.1

Also see: /arb opportunities · RSS feed · more in Germany vs. Côte d'Ivoire - First Team to Score

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
0.695000
(best bid + best ask) / 2
Spread
143.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.105
ask-heavy
Imbalance (top-5)
-0.453
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-ger-civ-2026-06-20-first-to-score-home/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.70000071.94bp0.7000001FILLED
BUY$10.00K0.70000071.94bp0.7000001FILLED
BUY$100.00K0.7884761344.98bp0.95000023FILLED
SELL$1.00K0.69000071.94bp0.6900001FILLED
SELL$10.00K0.683902159.68bp0.6800002FILLED
SELL$100.00K0.1922797233.39bp0.01000037PARTIAL

Risk metrics

▸ sovereign store · 504 barsperiods/year ≈ 1.75M
Realized vol (annualised)
0.00%
σ per bar = 0.000000
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.69 → trough 0.69 over 0 bars

/api/asset/pm-fifwc-ger-civ-2026-06-20-first-to-score-home/risk · same metrics, JSON