POLYMARKET · PREDICTION MARKET · GERMANY VS. CURAÇAO - MORE MARKETS

Germany vs. Curaçao: O/U 1.5

YES · live
93.5¢
NO · live
6.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-total-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
75.97%
max drawdown
1.06%
sharpe
ulcer index
0.43%
RMS drawdown
pain index
0.18%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.06%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1216
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-kor-2026-06-14-total-1pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH63ms--:--:-- 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
93.5¢
NO · live
6.5¢
YES price · live 24h
n=25 · μ=0.9340 · σ=0.0020 · range [0.9300, 0.9350] · R²=0.407 RISING +0.54%σ LOW 0.22%LAST 0.93500.93500.93380.93250.93130.9300μ = 0.9340max 0.9350min 0.9300dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 93.50¢
YES / NO split · live
YES 93.5%NO 6.5%YES93.5%93.50¢ · odds 1/1.07
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.347 / 1.00 bits (35%) · informative — one side favoured
YES
93.5%93.5¢1.07× +0.00pp
NO
6.5%6.5¢15.38× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=150 · μ=6.3 · σ=16.9 · CV=2.70BURSTY · concentratedcumulative energy ↗ · 50% by h=5013253850μ = 65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 150bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
63ms
YES mid
93.50¢ (93.50%)
NO mid
6.50¢ (6.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$82.7k
liquidity $
$48.3k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9340 · σ=0.0020 · range [0.9300, 0.9350] · R²=0.407 RISING +0.54%σ LOW 0.22%LAST 0.93500.93500.93380.93250.93130.9300μ = 0.9340max 0.9350min 0.9300dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 93.50¢
NO price · CLOB mid
n=25 · μ=0.0660 · σ=0.0020 · range [0.0650, 0.0700] · R²=0.407 FALLING -7.14%σ NORMAL 3.09%LAST 0.06500.07000.06880.06750.06630.0650μ = 0.0660max 0.0700min 0.0650dataMA(5)OLS R²=0.41μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 6.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0015 · skew=-0.21 (symmetric) · kurt=5.54 (leptokurtic (fat tails))211611501-0.45ppbin -0.45pp · n=1 · 4.8% peakbin -0.45pp · n=1 · 4.8% peak-0.35pp-0.25pp-0.15pp-0.05pp210.05ppbin 0.05pp · n=21 · 100.0% peakbin 0.05pp · n=21 · 100.0% peak0.15pp0.25pp0.35pp20.45ppbin 0.45pp · n=2 · 9.5% peakbin 0.45pp · n=2 · 9.5% 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=0.61 · kurt=4.85 · near 6 / mid 12 / far 6 · OLS slope=0.70 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-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=25STRONGLY LEFT-SKEWED (G₁=-1.41)
μ MEAN93.40¢95% CI: [93.32¢, 93.48¢]
σ STD DEV0.20ppσ² = 0.042 · CV = 0.22%
med MEDIAN93.50¢Q₁ 93.50¢ · Q₃ 93.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 93.00¢Q₁ 93.50¢med 93.50¢Q₃ 93.50¢max 93.50¢μ
SKEWNESS · G₁-1.411left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.005mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRdiverges from normalratio = 0.00
range ↔ σconcentrated (range < 4σ)range / σ = 2.45
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-0.015within white-noise band
ρ(2) AUTOCORR-0.691lag-2 dependence detected
H · HURST EXPONENT1.560strongly persistent
OLS TREND · t-STAT+3.973significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.560STRONGLY 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=1-0.015k=2-0.691k=3-0.002k=4+0.336k=5-0.0170+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 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.97)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 ID2326758
SLUGfifwc-ger-kor-2026-06-14-total-1pt5
CATEGORYGermany vs. Curaçao - More Markets
TWO-SIDED PRICING
PRIMARY · YES93.50¢implied prob 93.50% · decimal odds 1.07×
COUNTER · NO6.50¢implied prob 6.50% · decimal odds 15.38×
93.50¢
6.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME82.70k USD 24h
LIQUIDITY48.28k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (94¢)|primary − counter| = 0.870 · entropy 0.347 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 93.5%NO 6.5%YES93.5%H = 0.347 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.07×(94¢)NO15.38×(7¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.347 bits (35% 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
02hrs
56min
YES$1.00(P = 93.5%)
NO$0.00(P = 6.5%)
current: $0.9350 · expected return per side: $0.06 on YES hit · $0.94 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.5hRESOLVESP projection · σ=0.20% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.000 pp/day
now2.94h left
1.000 pp/day×1.00
−25%2.21h left
1.155 pp/day×1.15
−50%1.47h left
1.414 pp/day×1.41
−75%0.74h left
2.000 pp/day×2.00
−90%0.29h left
3.162 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 0.50% · worst -0.50% · typical |Δ| 0.06%MILD BULLISH +0.50%BEST+0.50%3hWORST-0.50%5hTYPICAL |Δ|0.06%mean absoluteCUMULATIVE+0.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +0.50%+0.50%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h★ BEST0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h▼ WORST0.00% · 6h0.00% · 6h·6h0.50% · 7h0.50% · 7h0.50%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·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·16h0.00% · 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 PATTERNAsia-led (+0.50%)RUNSup max 1 · down max 1BREADTH8% up · 4% down · 88% flat
2 up bars · 1 down · best 0.50% · worst -0.50% · typical |Δ| 0.063%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.50%FINAL+0.50%MAX DD-0.50%RECOVERYONGOING · 20 barsMAX RUN-UP+0.50%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0050 · peak 1.0050 · range [1.0000, 1.0050]1.00501.0000break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 1 total#1 -0.50%bar 6-25 · 20 bars · ONGOINGDD SEVERITYshallow (max -0.50%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0050 (0.50%) · max DD -0.50% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −0 (21% positive) · μ=6.20 · σ=13.01UNPROFITABLE STRATEGYLAST 0.00 (-0.48σ vs μ)38.2119.100.00-19.10-38.21μ = 6.200.000.0020.7220.7220.7220.720.000.000.000.0038.2138.2138.2138.210.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [0.00, 38.21] · μ 6.203 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=10.3925 · σ=14.5066 · range [0.0000, 35.2278] · R²=0.728 FALLING -100.00%σ EXTREME 139.59%LAST 0.000035.227826.420917.61398.80700.0000μ = 10.3925max 35.2278min 0.0000dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 35.23%] · μ 10.39% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −4 (0% positive) · μ=-0.015 · σ=0.053MEAN-REVERSIONLAST 0.000 (+0.28σ vs μ)0.2330.1170.000-0.117-0.233μ = -0.0150.0000.000-0.010-0.010-0.010-0.0100.0000.0000.0000.000-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000v > 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
4 of 5 REJECT · mixed evidence4 reject·1 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
41.8807
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)

REJECT H₀**

H₀: No serial autocorrelation up to lag 5

STATISTIC
17.0865
p-VALUE (log scale)
0.0045
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-2.8824
p-VALUE (log scale)
0.0478
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (2+/1-)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6203
p-VALUE (log scale)
0.0208
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
-1.4245
p-VALUE (log scale)
0.1543
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.567 ≈ 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=3.13e-6 · top T=4.00h (25.0%) · top-3 cover 66.5%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)9.4e-67.0e-64.7e-62.3e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.58e-7 · 1.5% energyperiod 24.0 · power 5.58e-7 · 1.5% energyperiod 12.0 · power 4.24e-38 · 0.0% energyperiod 12.0 · power 4.24e-38 · 0.0% energyperiod 8.0 · power 1.04e-6 · 2.8% energyperiod 8.0 · power 1.04e-6 · 2.8% energyperiod 6.0 · power 4.17e-6 · 11.1% energyperiod 6.0 · power 4.17e-6 · 11.1% energyperiod 4.8 · power 7.78e-6 · 20.7% energyperiod 4.8 · power 7.78e-6 · 20.7% energyperiod 4.0 · power 9.38e-6 · 25.0% energyperiod 4.0 · power 9.38e-6 · 25.0% energyperiod 3.4 · power 7.78e-6 · 20.7% energyperiod 3.4 · power 7.78e-6 · 20.7% energyperiod 3.0 · power 4.17e-6 · 11.1% energyperiod 3.0 · power 4.17e-6 · 11.1% energyperiod 2.7 · power 1.04e-6 · 2.8% energyperiod 2.7 · power 1.04e-6 · 2.8% energyperiod 2.4 · power 1.24e-36 · 0.0% energyperiod 2.4 · power 1.24e-36 · 0.0% energyperiod 2.2 · power 5.58e-7 · 1.5% energyperiod 2.2 · power 5.58e-7 · 1.5% energyperiod 2.0 · power 1.04e-6 · 2.8% energyperiod 2.0 · power 1.04e-6 · 2.8% energy50% by T=4.0h#1 dominantT=4.00h#2T=4.80h#3T=3.43hT=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 25.0% of total energy · Σ|X̂|²/n = 3.750e-5

▸ Depth section using sovereign-store price series (1216 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 0.057pp · expected |Δp| over horizon 0.14ppterminal variance p(1−p) = 0.0608 · n = 1216n = 1216
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.057pp
one-bar volatility · logit-free
Per-day movedaily
0.28pp
σ × √24
Per-horizon move0d
0.14pp
σ × √6
Terminal variancebinary
0.0608
p(1−p) at resolution
Current pricep
93.5¢
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 0.09pp · ES₉₅ 0.12pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00n = 1216
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.12pp
mean of the tail
Max drawdown
1.1pp
peak 94.5¢ → trough 93.5¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
93.5%
= price
Decimal oddsEU
1.070
total return per $1
AmericanUS
-1438
risk $1438 to win $100
FractionalUK
0.07 / 1
profit per $1 risked
Profit per $100stake
+$6.95
clean dollar framing
-1000-5000+500+1000020406080100you · 93.5%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)
0.347 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.347 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.10 bit
self-information
Surprise · NO−log₂(1−p)
3.94 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
53416499025079741876697859950543280965296432624822571010554294357420660500517
NO token ID
89647682390601100529741939324346299755615041283395192379555184204594816924263
Snapshot fetched
2026-06-14 14:03:22 UTC
Snapshot age
63ms
History points
25 CLOB mids
Page rendered
2026-06-14 14:03:22 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8e8582b79b957413dbc85d63cc810499cecf1bbfa4e8aad79f9563a2febbfac8 · 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 - 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
0.935000
(best bid + best ask) / 2
Spread
107.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.109
ask-heavy
Imbalance (top-5)
-0.359
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-total-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.94000053.48bp0.9400001FILLED
BUY$10.00K0.948204141.22bp0.9500002FILLED
BUY$100.00K0.971866394.29bp0.9800005FILLED
SELL$1.00K0.93000053.48bp0.9300001FILLED
SELL$10.00K0.93000053.48bp0.9300001FILLED
SELL$100.00K0.5552224061.80bp0.01000038PARTIAL

Risk metrics

sovereign store · 1,216 barsperiods/year ≈ 1.75M
Realized vol (annualised)
80.85%
σ per bar = 0.000611
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
1.06%
peak 0.94 → trough 0.94 over 48 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-total-1pt5/risk · same metrics, JSON