POLYMARKET · PREDICTION MARKET · GERMANY VS. CURAÇAO - EXACT SCORE

Exact Score: Germany 0 - 2 Curaçao?

YES · live
0.4¢
NO · live
99.6¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-exact-score-0-2 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
7.47%
max drawdown
50.00%
sharpe
ulcer index
20.83%
RMS drawdown
pain index
13.74%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
36.33%
cond. drawdown
gain/pain
1.75
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.75
upside/downside
roll spread
9.6 bps
implied (price-only)
bars used
1021
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-kor-2026-06-14-exact-score-0-2/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH21ms--:--:-- 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
0.4¢
NO · live
99.6¢
YES price · live 24h
n=25 · μ=0.0050 · σ=0.0025 · range [0.0015, 0.0085] · R²=0.661 FALLING -47.06%σ EXTREME 49.57%LAST 0.00450.00850.00680.00500.00320.0015μ = 0.0050max 0.0085min 0.0015dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.45¢
YES / NO split · live
YES 0.4%NO 99.6%NO99.6%99.55¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.042 / 1.00 bits (4%) · informative — one side favoured
YES
0.4%0.4¢222.22× +0.00pp
NO
99.6%99.6¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=190 · μ=7.9 · σ=9.8 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=13010203040μ = 84050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 190bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
21ms
YES mid
0.45¢ (0.45%)
NO mid
99.55¢ (99.55%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$73.0k
liquidity $
$79.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0050 · σ=0.0025 · range [0.0015, 0.0085] · R²=0.661 FALLING -47.06%σ EXTREME 49.57%LAST 0.00450.00850.00680.00500.00320.0015μ = 0.0050max 0.0085min 0.0015dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.45¢
NO price · CLOB mid
n=25 · μ=0.9950 · σ=0.0025 · range [0.9915, 0.9985] · R²=0.661 RISING +0.40%σ LOW 0.25%LAST 0.99550.99850.99680.99500.99330.9915μ = 0.9950max 0.9985min 0.9915dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0012 · skew=-1.39 (left-skewed) · kurt=1.60 (leptokurtic (fat tails))975201-0.37ppbin -0.37pp · n=1 · 11.1% peakbin -0.37pp · n=1 · 11.1% peak-0.32pp1-0.26ppbin -0.26pp · n=1 · 11.1% peakbin -0.26pp · n=1 · 11.1% peak1-0.21ppbin -0.21pp · n=1 · 11.1% peakbin -0.21pp · n=1 · 11.1% peak-0.15pp2-0.10ppbin -0.10pp · n=2 · 22.2% peakbin -0.10pp · n=2 · 22.2% peak2-0.04ppbin -0.04pp · n=2 · 22.2% peakbin -0.04pp · n=2 · 22.2% peak90.01ppbin 0.01pp · n=9 · 100.0% peakbin 0.01pp · n=9 · 100.0% peak30.07ppbin 0.07pp · n=3 · 33.3% peakbin 0.07pp · n=3 · 33.3% peak50.12ppbin 0.12pp · n=5 · 55.6% peakbin 0.12pp · n=5 · 55.6% 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=-1.38 · kurt=2.08 · near 14 / mid 9 / far 1 · OLS slope=0.95 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25PLATYKURTIC · THIN TAILS (G₂=-1.55)
μ MEAN0.50¢95% CI: [0.40¢, 0.59¢]
σ STD DEV0.25ppσ² = 0.061 · CV = 49.57%
med MEDIAN0.40¢Q₁ 0.30¢ · Q₃ 0.75¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.30¢med 0.40¢Q₃ 0.75¢max 0.85¢μ
SKEWNESS · G₁0.163approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.548platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.40
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 2.84
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 · ρ(1) -0.21 + ADF rejected
ρ(1) AUTOCORR-0.214within white-noise band
ρ(2) AUTOCORR-0.036lag-2 not significant
H · HURST EXPONENT1.001strongly persistent
OLS TREND · t-STAT-6.697significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.001STRONGLY 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=1-0.214k=2-0.036k=3-0.177k=4+0.192k=5-0.0150+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 · ρ(1) -0.21 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.70)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 ID2322393
SLUGfifwc-ger-kor-2026-06-14-exact-score-0-2
CATEGORYGermany vs. Curaçao - Exact Score
TWO-SIDED PRICING
PRIMARY · YES0.45¢implied prob 0.45% · decimal odds 222.22×
COUNTER · NO99.55¢implied prob 99.55% · decimal odds 1.00×
0.45¢
99.55¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME72.97k USD 24h
LIQUIDITY79.72k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.991 · entropy 0.042 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 0.4%NO 99.6%YES0.4%H = 0.042 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES222.22×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.042 bits (4% of max) · informative — one side strongly favoured
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 2026-06-14 17:00 UTC
0days
01hrs
29min
YES$1.00(P = 0.4%)
NO$0.00(P = 99.6%)
current: $0.0045 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.7hRESOLVESP projection · σ=0.25% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.209 pp/day
now1.50h left
1.209 pp/day×1.00
−25%1.12h left
1.396 pp/day×1.15
−50%0.75h left
1.710 pp/day×1.41
−75%0.37h left
2.419 pp/day×2.00
−90%0.15h left
3.824 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 0.15% · worst -0.40% · typical |Δ| 0.08%MILD BEARISH -0.40%BEST+0.15%21hWORST-0.40%9hTYPICAL |Δ|0.08%mean absoluteCUMULATIVE-0.40%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ -0.07% · Σ -0.60%US · 16-24 UTCμ +0.03% · Σ +0.25%CUMULATIVE Δ PATH · final -0.40%+0.00%-0.70%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.10% · 4h-0.10% · 4h-0.10%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.40% · 9h-0.40% · 9h-0.40%9h▼ WORST0.10% · 10h0.10% · 10h0.10%10h0.15% · 11h0.15% · 11h0.15%11h0.00% · 12h0.00% · 12h·12h-0.20% · 13h-0.20% · 13h-0.20%13h0.05% · 14h0.05% · 14h0.05%14h-0.25% · 15h-0.25% · 15h-0.25%15h0.10% · 16h0.10% · 16h0.10%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.10% · 18h0.10% · 18h0.10%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.15% · 21h0.15% · 21h0.15%21h★ BEST0.05% · 22h0.05% · 22h0.05%22h0.00% · 23h0.00% · 23h·23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNUS-led (+0.25%)RUNSup max 2 · down max 2BREADTH33% up · 29% down · 38% flat
8 up bars · 7 down · best 0.15% · worst -0.40% · typical |Δ| 0.079%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.40%)FINAL-0.40%MAX DD-0.70%RECOVERYONGOING · 21 barsMAX RUN-UP+0.00%UNDERWATER21/25 (84%)STREAK↗ 1EQUITY CURVE · end 0.9960 · peak 1.0000 · range [0.9930, 1.0000]1.00000.9930break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.70% · shallow0%-0.70%▼ TROUGH -0.70%TOP DRAWDOWN PERIODS · 1 total#1 -0.70%bar 5-25 · 21 bars · ONGOINGDD SEVERITYshallow (max -0.70%)RECOVERYongoing · 21 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9960 (-0.40%) · max DD -0.70% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-15.37 · σ=31.77UNPROFITABLE STRATEGYLAST 45.67 (+1.92σ vs μ)55.9327.970.00-27.97-55.93μ = -15.37-38.21-38.21-38.21-38.21-55.93-55.93-54.91-54.91-31.30-31.30-16.08-16.08-16.08-16.08-30.57-30.57-22.31-22.31-14.31-14.31-14.31-14.31-44.49-44.49-30.21-30.21-17.09-17.09-23.47-23.4731.7331.7325.0125.0152.9952.9945.6745.67v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 45.670 · range [-55.93, 52.99] · μ -15.372 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=12.2268 · σ=5.3473 · range [3.8210, 19.6326] · R²=0.001 RISING +67.33%σ EXTREME 43.73%LAST 6.393719.632615.679711.72687.77393.8210μ = 12.2268max 19.6326min 3.8210dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 6.39% · range [3.82%, 19.63%] · μ 12.23% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.305 · σ=0.255MEAN-REVERSIONLAST -0.012 (+1.15σ vs μ)0.8330.4170.000-0.417-0.833μ = -0.305-0.233-0.233-0.233-0.233-0.357-0.3570.0570.057-0.326-0.326-0.094-0.094-0.068-0.068-0.093-0.093-0.159-0.159-0.061-0.061-0.435-0.435-0.833-0.833-0.667-0.667-0.713-0.713-0.560-0.560-0.506-0.506-0.300-0.300-0.203-0.203-0.012-0.012v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.012 · |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
16.9660
p-VALUE (log scale)
0.0002
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
3.3632
p-VALUE (log scale)
0.6467
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
-1.6754
p-VALUE (log scale)
0.4498
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
0.8257
p-VALUE (log scale)
0.4090
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7351
p-VALUE (log scale)
0.0104
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
-0.8488
p-VALUE (log scale)
0.3960
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.742 ≈ 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=1.69e-6 · top T=2.00h (20.6%) · top-3 cover 48.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.2e-63.1e-62.1e-61.0e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.46e-6 · 7.2% energyperiod 24.0 · power 1.46e-6 · 7.2% energyperiod 12.0 · power 3.55e-7 · 1.8% energyperiod 12.0 · power 3.55e-7 · 1.8% energyperiod 8.0 · power 5.61e-7 · 2.8% energyperiod 8.0 · power 5.61e-7 · 2.8% energyperiod 6.0 · power 1.57e-6 · 7.8% energyperiod 6.0 · power 1.57e-6 · 7.8% energyperiod 4.8 · power 2.89e-6 · 14.3% energyperiod 4.8 · power 2.89e-6 · 14.3% energyperiod 4.0 · power 1.04e-6 · 5.1% energyperiod 4.0 · power 1.04e-6 · 5.1% energyperiod 3.4 · power 2.27e-6 · 11.2% energyperiod 3.4 · power 2.27e-6 · 11.2% energyperiod 3.0 · power 5.10e-7 · 2.5% energyperiod 3.0 · power 5.10e-7 · 2.5% energyperiod 2.7 · power 2.56e-6 · 12.7% energyperiod 2.7 · power 2.56e-6 · 12.7% energyperiod 2.4 · power 1.03e-7 · 0.5% energyperiod 2.4 · power 1.03e-7 · 0.5% energyperiod 2.2 · power 2.75e-6 · 13.6% energyperiod 2.2 · power 2.75e-6 · 13.6% energyperiod 2.0 · power 4.17e-6 · 20.6% energyperiod 2.0 · power 4.17e-6 · 20.6% energy50% by T=3.4h#1 dominantT=2.00h#2T=4.80h#3T=2.18hT=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 ≈ 2.00h (freq 0.500) · concentrates 20.6% of total energy · Σ|X̂|²/n = 2.025e-5

▸ Depth section using sovereign-store price series (1021 bars · effective 1753005 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 0.006pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0045 · n = 1021n = 1021
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.006pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move0d
0.01pp
σ × √6
Terminal variancebinary
0.0045
p(1−p) at resolution
Current pricep
0.4¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 1021
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
50.0pp
peak 0.3¢ → trough 0.1¢
Median step
0.05pp
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
0.4%
= price
Decimal oddsEU
222.222
total return per $1
AmericanUS
+22122
$100 wins $22122
FractionalUK
221.22 / 1
profit per $1 risked
Profit per $100stake
+$22122.22
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.042 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.042 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.80 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
32917459701590732385400582768530753137890982913880440810244177861826081294953
NO token ID
7489997949389687401547022650909931521780756667353675398851100554394943009744
Snapshot fetched
2026-06-14 15:30:11 UTC
Snapshot age
21ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:30:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
31be0c44a9f828dd3d3d89e6fa0c94aa859e2b8a14657285df9508238fcf9374 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Germany vs. Curaçao - Exact 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
0.004500
(best bid + best ask) / 2
Spread
2222.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.912
ask-heavy
Imbalance (top-5)
-0.278
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-kor-2026-06-14-exact-score-0-2/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.01472622725.16bp0.13100024FILLED
BUY$10.00K0.115438246528.55bp0.90000053FILLED
BUY$100.00K0.5508661214147.17bp0.97000060FILLED
SELL$1.00K0.0024144635.64bp0.0010004PARTIAL
SELL$10.00K0.0024144635.64bp0.0010004PARTIAL
SELL$100.00K0.0024144635.64bp0.0010004PARTIAL

Risk metrics

sovereign store · 1,021 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2869.90%
σ per bar = 0.021676
Mean return (annualised)
69684.55%
μ per bar = 0.000398
Sharpe (rf=0)
24.28
annualised; risk-free assumed zero
Max drawdown
50.00%
peak 0.00 → trough 0.00 over 283 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-exact-score-0-2/risk · same metrics, JSON