POLYMARKET · PREDICTION MARKET · GERMANY VS. CURAÇAO - MORE MARKETS
Spread: Germany (-3.5)
53.5¢
46.5¢
▸ Advanced metrics · M2M bundle
polymarket · fifwc-ger-kor-2026-06-14-spread-home-3pt5 · fresh · feed 0s old24h sparkline · 60 pts▲ 10.31%
realized vol (ann.)
98.15%
max drawdown
3.88%
sharpe
—
ulcer index
1.20%
RMS drawdown
pain index
0.55%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.36%
cond. drawdown
gain/pain
3.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.50
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
10.31%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +10.31%
Same bundle via M2M API:
/api/m2m/pm-fifwc-ger-kor-2026-06-14-spread-home-3pt5/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
53.5¢
NO · live
46.5¢
25 ticks · last 53.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.996 / 1.00 bits (100%) · max uncertainty (~50/50)
YES53.5%53.5¢1.87×▬ +0.00pp
NO46.5%46.5¢2.15×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 900bp moved · peak 300bp · n=24 ticks
17ms
53.50¢ (53.50%)
46.50¢ (46.50%)
100.00%
0.000pp
$1.3M
$926.2k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 53.50¢
25 NO observations from clob.polymarket.com · last 46.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25STRONGLY RIGHT-SKEWED (G₁=1.42)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁1.415right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.892mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 0.881STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
53.50¢
46.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.87×(54¢)NO2.15×(47¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.996 bits (100% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · CRITICALresolves 2026-06-14 17:00 UTC
0days
00hrs
46min
YES →$1.00
NO →$0.00
current: $0.5350 · expected return per side: $0.46 on YES hit · $0.54 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.476 pp/day
now0.78h left8.476 pp/day×1.00
−25%0.59h left9.787 pp/day×1.15
−50%0.39h left11.987 pp/day×1.41
−75%0.20h left16.952 pp/day×2.00
−90%0.08h left26.803 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
5 up bars · 2 down · best 3.00% · worst -1.00% · typical |Δ| 0.375%
§10 · Equity curve & underwater drawdown
final equity 1.0505 (5.05%) · max DD -1.00% · time-under-water 11/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 51.522 · range [-38.21, 66.72] · μ 19.331 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 113.35% · range [38.21%, 113.35%] · μ 64.19% · σ̂ scaled to annualised (×√8760)
latest -0.333 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
62.1127
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
4.1487
p-VALUE (log scale)
0.5300
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
0.2128
p-VALUE (log scale)
0.9736
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.1519
p-VALUE (log scale)
0.8793
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.6859
p-VALUE (log scale)
0.0148
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.8132
p-VALUE (log scale)
0.4161
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)
dominant period ≈ 2.40h (freq 0.417) · concentrates 20.5% of total energy · Σ|X̂|²/n = 7.000e-4
▸ Depth section using sovereign-store price series (3821 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
Horizon 0.3 d · σ/bar 0.058pp · expected |Δp| over horizon 0.14ppterminal variance p(1−p) = 0.2488 · n = 3821✓ n = 3821
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.058pp
one-bar volatility · logit-free
Per-day movedaily
0.29pp
σ × √24
Per-horizon move0d
0.14pp
σ × √6
Terminal variancebinary
0.2488
p(1−p) at resolution
Current pricep
53.5¢
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
VaR₉₅ 0.09pp · ES₉₅ 0.12pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3821
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.12pp
mean of the tail
Max drawdown
3.9pp
peak 51.5¢ → trough 49.5¢
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
Implied probabilityP
53.5%
= price
Decimal oddsEU
1.869
total return per $1
AmericanUS
-115
risk $115 to win $100
FractionalUK
0.87 / 1
profit per $1 risked
Profit per $100stake
+$86.92
clean dollar framing
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
Market entropyH(p)
0.996 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.996 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.90 bit
self-information
Surprise · NO−log₂(1−p)
1.10 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
104388411846002642211950323407423945667181304427085395697715118826089726969395- NO token ID
47850206599267653461739564776233233202957628819232364330864918258574957101273- Snapshot fetched
- 2026-06-14 16:13:03 UTC
- Snapshot age
- 17ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:13:03 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
776f4cbda5582b683f68d1a139a874a0f8b7c16606932e83197ff3f7d36f75ab· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,084HL PERPETH-USD perpetual$1,665.1HL PERPHYPE-USD perpetual$60.34
Also see: /arb opportunities · RSS feed · more in Germany vs. Curaçao - More Markets
Market depth
▸ live order book · Polymarket YESDepth 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
0.535000
(best bid + best ask) / 2
Spread
186.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.025
bid-heavy
Imbalance (top-5)
+0.022
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-spread-home-3pt5/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.540000 | 93.46bp | 0.540000 | 1 | FILLED |
| BUY | $10.00K | 0.540000 | 93.46bp | 0.540000 | 1 | FILLED |
| BUY | $100.00K | 0.540000 | 93.46bp | 0.540000 | 1 | FILLED |
| SELL | $1.00K | 0.530000 | 93.46bp | 0.530000 | 1 | FILLED |
| SELL | $10.00K | 0.530000 | 93.46bp | 0.530000 | 1 | FILLED |
| SELL | $100.00K | 0.530000 | 93.46bp | 0.530000 | 1 | FILLED |
Risk metrics
▸ sovereign store · 3,821 barsperiods/year ≈ 1.75MRealized vol (annualised)
153.24%
σ per bar = 0.001157
Mean return (annualised)
4502.40%
μ per bar = 0.000026
Sharpe (rf=0)
29.38
annualised; risk-free assumed zero
Max drawdown
3.88%
peak 0.52 → trough 0.49 over 198 bars
/api/asset/pm-fifwc-ger-kor-2026-06-14-spread-home-3pt5/risk · same metrics, JSON