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

Germany vs. Curaçao: O/U 3.5

YES · live
65.5¢
NO · live
34.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-total-3pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
59.22%
max drawdown
1.53%
sharpe
ulcer index
1.28%
RMS drawdown
pain index
1.10%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.53%
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
2000
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-3pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4ms--:--:-- 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
65.5¢
NO · live
34.5¢
YES price · live 24h
n=25 · μ=0.6470 · σ=0.0052 · range [0.6350, 0.6550] · R²=0.440 RISING +1.55%σ LOW 0.80%LAST 0.65500.65500.65000.64500.64000.6350μ = 0.6470max 0.6550min 0.6350dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 65.50¢
YES / NO split · live
YES 65.5%NO 34.5%YES65.5%65.50¢ · odds 1/1.53
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.930 / 1.00 bits (93%) · high uncertainty
YES
65.5%65.5¢1.53× +0.00pp
NO
34.5%34.5¢2.90× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=700 · μ=29.2 · σ=41.5 · CV=1.42BURSTYcumulative energy ↗ · 50% by h=120255075100μ = 2910050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 700bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
65.50¢ (65.50%)
NO mid
34.50¢ (34.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$278.3k
liquidity $
$259.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6470 · σ=0.0052 · range [0.6350, 0.6550] · R²=0.440 RISING +1.55%σ LOW 0.80%LAST 0.65500.65500.65000.64500.64000.6350μ = 0.6470max 0.6550min 0.6350dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 65.50¢
NO price · CLOB mid
n=25 · μ=0.3530 · σ=0.0052 · range [0.3450, 0.3650] · R²=0.440 FALLING -2.82%σ NORMAL 1.47%LAST 0.34500.36500.36000.35500.35000.3450μ = 0.3530max 0.3650min 0.3450dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 34.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0009 · σ=0.0046 · skew=0.14 (symmetric) · kurt=0.04 (mesokurtic)15118401-0.90ppbin -0.90pp · n=1 · 6.7% peakbin -0.90pp · n=1 · 6.7% peak-0.70pp4-0.50ppbin -0.50pp · n=4 · 26.7% peakbin -0.50pp · n=4 · 26.7% peak-0.30pp-0.10pp150.10ppbin 0.10pp · n=15 · 100.0% peakbin 0.10pp · n=15 · 100.0% peak0.30pp0.50pp0.70pp40.90ppbin 0.90pp · n=4 · 26.7% peakbin 0.90pp · n=4 · 26.7% 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=0.59 · kurt=0.31 · near 11 / mid 13 / far 0 · OLS slope=0.91 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN64.70¢95% CI: [64.50¢, 64.90¢]
σ STD DEV0.52ppσ² = 0.271 · CV = 0.80%
med MEDIAN64.50¢Q₁ 64.50¢ · Q₃ 65.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 63.50¢Q₁ 64.50¢med 64.50¢Q₃ 65.00¢max 65.50¢μ
SKEWNESS · G₁0.255approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.380mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRdiverges from normalratio = 1.40
range ↔ σconcentrated (range < 4σ)range / σ = 3.84
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) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.263within white-noise band
ρ(2) AUTOCORR-0.350lag-2 not significant
H · HURST EXPONENT0.833strongly persistent
OLS TREND · t-STAT+4.254significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.833STRONGLY 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=1-0.263k=2-0.350k=3+0.167k=4-0.008k=5-0.0080+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) -0.26 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.93very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.25)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 ID2326760
SLUGfifwc-ger-kor-2026-06-14-total-3pt5
CATEGORYGermany vs. Curaçao - More Markets
TWO-SIDED PRICING
PRIMARY · YES65.50¢implied prob 65.50% · decimal odds 1.53×
COUNTER · NO34.50¢implied prob 34.50% · decimal odds 2.90×
65.50¢
34.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME278.28k USD 24h
LIQUIDITY259.43k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (66¢)|primary − counter| = 0.310 · entropy 0.930 bits
LIQUIDITY DEPTHDEEP100k+ 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 65.5%NO 34.5%YES65.5%H = 0.930 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.53×(66¢)NO2.90×(35¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.930 bits (93% 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 · CRITICALresolves 2026-06-14 17:00 UTC
0days
00hrs
51min
YES$1.00(P = 65.5%)
NO$0.00(P = 34.5%)
current: $0.6550 · expected return per side: $0.34 on YES hit · $0.66 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.4hRESOLVESP projection · σ=0.52% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.550 pp/day
now0.86h left
2.550 pp/day×1.00
−25%0.64h left
2.944 pp/day×1.15
−50%0.43h left
3.606 pp/day×1.41
−75%0.21h left
5.099 pp/day×2.00
−90%0.09h left
8.062 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| 0.29%MILD BULLISH +1.00%BEST+1.00%3hWORST-1.00%21hTYPICAL |Δ|0.29%mean absoluteCUMULATIVE+1.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final +1.00%+1.00%-1.00%-0.50% · 1h-0.50% · 1h-0.50%1h-0.50% · 2h-0.50% · 2h-0.50%2h1.00% · 3h1.00% · 3h1.00%3h★ BEST0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h1.00% · 10h1.00% · 10h1.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h-0.50% · 12h-0.50% · 12h-0.50%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·18h1.00% · 19h1.00% · 19h1.00%19h0.00% · 20h0.00% · 20h·20h-1.00% · 21h-1.00% · 21h-1.00%21h▼ WORST1.00% · 22h1.00% · 22h1.00%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.00%)RUNSup max 1 · down max 2BREADTH17% up · 21% down · 63% flat
4 up bars · 5 down · best 1.00% · worst -1.00% · typical |Δ| 0.292%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.97%FINAL+0.97%MAX DD-1.01%RECOVERYONGOING · 14 barsMAX RUN-UP+0.99%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 1.0097 · peak 1.0099 · range [0.9900, 1.0099]1.00990.9900break-even = 1★ PEAK 1.0099UNDERWATER DRAWDOWN · max -1.01% · moderate0%-1.01%▼ TROUGH -1.01%TOP DRAWDOWN PERIODS · 2 total#1 -1.01%bar 12-25 · 14 bars · ONGOING#2 -1.00%bar 2-10 · 9 bars · recoveredDD SEVERITYmoderate (max -1.01%)RECOVERYongoing · 14 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 1.0097 (0.97%) · max DD -1.01% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −2 (47% positive) · μ=7.80 · σ=25.37MIXED EDGELAST 20.72 (+0.51σ vs μ)60.4230.210.00-30.21-60.42μ = 7.800.000.0015.8715.8738.2138.210.000.0038.2138.2115.8715.870.000.000.000.000.000.000.000.00-60.42-60.42-38.21-38.210.000.0038.2138.2138.2138.210.000.0020.7220.7220.7220.7220.7220.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 20.722 · range [-60.42, 38.21] · μ 7.795 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=42.8955 · σ=20.5461 · range [0.0000, 70.4557] · R²=0.104 RISING +37.44%σ EXTREME 47.90%LAST 70.455770.455752.841735.227817.61390.0000μ = 42.8955max 70.4557min 0.0000dataMA(3)OLS R²=0.10μ lineμ ± σ bandmaxmin
latest 70.46% · range [0.00%, 70.46%] · μ 42.90% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.153 · σ=0.217MEAN-REVERSIONLAST -0.363 (-0.97σ vs μ)0.4890.2440.000-0.244-0.489μ = -0.153-0.167-0.167-0.489-0.489-0.033-0.0330.0000.000-0.033-0.033-0.489-0.489-0.167-0.167-0.167-0.167-0.167-0.167-0.167-0.1670.4170.417-0.033-0.0330.0000.000-0.033-0.033-0.233-0.2330.0000.000-0.363-0.363-0.422-0.422-0.363-0.363v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.363 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.0592
p-VALUE (log scale)
0.3571
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
6.1818
p-VALUE (log scale)
0.2883
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
-2.3788
p-VALUE (log scale)
0.1562
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
0.4016
p-VALUE (log scale)
0.6880
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
0.6035
p-VALUE (log scale)
0.0223
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.1125
p-VALUE (log scale)
0.0346
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.357 → mean-reverting
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=2.50e-5 · top T=2.40h (24.1%) · top-3 cover 58.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.2e-55.4e-53.6e-51.8e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.58e-7 · 0.2% energyperiod 24.0 · power 4.58e-7 · 0.2% energyperiod 12.0 · power 1.10e-5 · 3.7% energyperiod 12.0 · power 1.10e-5 · 3.7% energyperiod 8.0 · power 3.66e-6 · 1.2% energyperiod 8.0 · power 3.66e-6 · 1.2% energyperiod 6.0 · power 1.35e-5 · 4.5% energyperiod 6.0 · power 1.35e-5 · 4.5% energyperiod 4.8 · power 4.98e-5 · 16.6% energyperiod 4.8 · power 4.98e-5 · 16.6% energyperiod 4.0 · power 5.42e-5 · 18.1% energyperiod 4.0 · power 5.42e-5 · 18.1% energyperiod 3.4 · power 2.38e-5 · 7.9% energyperiod 3.4 · power 2.38e-5 · 7.9% energyperiod 3.0 · power 4.48e-5 · 14.9% energyperiod 3.0 · power 4.48e-5 · 14.9% energyperiod 2.7 · power 2.13e-5 · 7.1% energyperiod 2.7 · power 2.13e-5 · 7.1% energyperiod 2.4 · power 7.23e-5 · 24.1% energyperiod 2.4 · power 7.23e-5 · 24.1% energyperiod 2.2 · power 9.58e-7 · 0.3% energyperiod 2.2 · power 9.58e-7 · 0.3% energyperiod 2.0 · power 4.17e-6 · 1.4% energyperiod 2.0 · power 4.17e-6 · 1.4% energy50% by T=3.4h#1 dominantT=2.40h#2T=4.00h#3T=4.80hT=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 ≈ 2.40h (freq 0.417) · concentrates 24.1% of total energy · Σ|X̂|²/n = 3.000e-4

▸ Depth section using sovereign-store price series (2591 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 0.3 d · σ/bar 0.054pp · expected |Δp| over horizon 0.13ppterminal variance p(1−p) = 0.2260 · n = 2591n = 2591
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.054pp
one-bar volatility · logit-free
Per-day movedaily
0.26pp
σ × √24
Per-horizon move0d
0.13pp
σ × √6
Terminal variancebinary
0.2260
p(1−p) at resolution
Current pricep
65.5¢
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 0.11pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00n = 2591
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.11pp
mean of the tail
Max drawdown
1.5pp
peak 65.5¢ → trough 64.5¢
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
65.5%
= price
Decimal oddsEU
1.527
total return per $1
AmericanUS
-190
risk $190 to win $100
FractionalUK
0.53 / 1
profit per $1 risked
Profit per $100stake
+$52.67
clean dollar framing
-1000-5000+500+1000020406080100you · 65.5%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)
0.930 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.930 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.61 bit
self-information
Surprise · NO−log₂(1−p)
1.54 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
41641195014985477327555809786367512744461565609940608055131757104587539295480
NO token ID
12571402288108072268416224853453868252661486359994843095725525124562903813879
Snapshot fetched
2026-06-14 16:08:34 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:08:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c8ff10e739b88526b06b7b1dfca5fa259f4f2118e97d688681edf23fdc617856 · 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
0.655000
(best bid + best ask) / 2
Spread
152.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.081
ask-heavy
Imbalance (top-5)
-0.049
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-3pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.66000076.34bp0.6600001FILLED
BUY$10.00K0.66000076.34bp0.6600001FILLED
BUY$100.00K0.662520114.80bp0.6700002FILLED
SELL$1.00K0.65000076.34bp0.6500001FILLED
SELL$10.00K0.65000076.34bp0.6500001FILLED
SELL$100.00K0.647796109.98bp0.6300003FILLED

Risk metrics

sovereign store · 2,591 barsperiods/year ≈ 1.75M
Realized vol (annualised)
109.55%
σ per bar = 0.000827
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
1.53%
peak 0.66 → trough 0.65 over 50 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-total-3pt5/risk · same metrics, JSON