POLYMARKET · PREDICTION MARKET · NETHERLANDS VS. JAPAN - EXACT SCORE

Exact Score: Netherlands 0 - 0 Japan?

YES · live
8.5¢
NO · live
91.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-exact-score-0-0 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-exact-score-0-0/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH2ms--:--:-- 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
8.5¢
NO · live
91.5¢
YES price · live 24h
n=25 · μ=0.0778 · σ=0.0068 · range [0.0650, 0.0900] · R²=0.138 RISING +6.25%σ HIGH 8.72%LAST 0.08500.09000.08370.07750.07130.0650μ = 0.0778max 0.0900min 0.0650dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 8.50¢
YES / NO split · live
YES 8.5%NO 91.5%NO91.5%91.50¢ · odds 1/1.09
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.420 / 1.00 bits (42%) · informative — one side favoured
YES
8.5%8.5¢11.76× +0.00pp
NO
91.5%91.5¢1.09× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=550 · μ=22.9 · σ=32.9 · CV=1.44BURSTY · concentratedcumulative energy ↗ · 50% by h=170255075100μ = 2310050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 550bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2ms
YES mid
8.50¢ (8.50%)
NO mid
91.50¢ (91.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$45.3k
liquidity $
$53.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0778 · σ=0.0068 · range [0.0650, 0.0900] · R²=0.138 RISING +6.25%σ HIGH 8.72%LAST 0.08500.09000.08370.07750.07130.0650μ = 0.0778max 0.0900min 0.0650dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 8.50¢
NO price · CLOB mid
n=25 · μ=0.9222 · σ=0.0068 · range [0.9100, 0.9350] · R²=0.138 FALLING -0.54%σ LOW 0.74%LAST 0.91500.93500.92880.92250.91630.9100μ = 0.9222max 0.9350min 0.9100dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 91.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0004 · σ=0.0036 · skew=0.94 (right-skewed) · kurt=0.97 (mesokurtic)15118405-0.43ppbin -0.43pp · n=5 · 33.3% peakbin -0.43pp · n=5 · 33.3% peak-0.28pp-0.13pp150.03ppbin 0.03pp · n=15 · 100.0% peakbin 0.03pp · n=15 · 100.0% peak0.18pp0.33pp20.48ppbin 0.48pp · n=2 · 13.3% peakbin 0.48pp · n=2 · 13.3% peak0.63pp0.78pp20.93ppbin 0.93pp · n=2 · 13.3% peakbin 0.93pp · n=2 · 13.3% 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=0.94 · kurt=0.97 · near 10 / mid 14 / far 0 · OLS slope=0.90 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 MEAN7.78¢95% CI: [7.51¢, 8.05¢]
σ STD DEV0.68ppσ² = 0.460 · CV = 8.72%
med MEDIAN7.50¢Q₁ 7.50¢ · Q₃ 8.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 6.50¢Q₁ 7.50¢med 7.50¢Q₃ 8.00¢max 9.00¢μ
SKEWNESS · G₁0.311approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.791mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.41
σ × 1.349 ↔ IQRdiverges from normalratio = 1.83
range ↔ σconcentrated (range < 4σ)range / σ = 3.69
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.064within white-noise band
ρ(2) AUTOCORR+0.128lag-2 not significant
H · HURST EXPONENT1.192strongly persistent
OLS TREND · t-STAT+1.919fails 5% test
HURST EXPONENT [0, 1]
H = 1.192STRONGLY 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+0.064k=2+0.128k=3-0.073k=4-0.407k=5-0.1400+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.92)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 ID2322428
SLUGfifwc-nld-jpn-2026-06-14-exact-score-0-0
CATEGORYNetherlands vs. Japan - Exact Score
TWO-SIDED PRICING
PRIMARY · YES8.50¢implied prob 8.50% · decimal odds 11.76×
COUNTER · NO91.50¢implied prob 91.50% · decimal odds 1.09×
8.50¢
91.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME45.26k USD 24h
LIQUIDITY53.86k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (92¢)|primary − counter| = 0.830 · entropy 0.420 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 8.5%NO 91.5%YES8.5%H = 0.420 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES11.76×(9¢)NO1.09×(92¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.420 bits (42% 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 · CRITICALresolves 2026-06-14 20:00 UTC
0days
00hrs
43min
YES$1.00(P = 8.5%)
NO$0.00(P = 91.5%)
current: $0.0850 · expected return per side: $0.92 on YES hit · $0.09 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.4hRESOLVESP projection · σ=0.68% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.323 pp/day
now0.72h left
3.323 pp/day×1.00
−25%0.54h left
3.837 pp/day×1.15
−50%0.36h left
4.699 pp/day×1.41
−75%0.18h left
6.645 pp/day×2.00
−90%0.07h left
10.507 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 -0.50% · typical |Δ| 0.23%MILD BULLISH +0.50%BEST+1.00%19hWORST-0.50%5hTYPICAL |Δ|0.23%mean absoluteCUMULATIVE+0.50%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 +0.19% · Σ +1.50%CUMULATIVE Δ PATH · final +0.50%+1.00%-1.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h▼ WORST0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.50% · 11h0.50% · 11h0.50%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.50% · 15h-0.50% · 15h-0.50%15h-0.50% · 16h-0.50% · 16h-0.50%16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h1.00% · 19h1.00% · 19h1.00%19h★ BEST0.50% · 20h0.50% · 20h0.50%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-0.50% · 23h-0.50% · 23h-0.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.50%)RUNSup max 2 · down max 2BREADTH17% up · 21% down · 63% flat
4 up bars · 5 down · best 1.00% · worst -0.50% · typical |Δ| 0.229%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.48%FINAL+0.48%MAX DD-1.49%RECOVERYONGOING · 14 barsMAX RUN-UP+0.99%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 1.0048 · peak 1.0099 · range [0.9851, 1.0099]1.00990.9851break-even = 1★ PEAK 1.0099UNDERWATER DRAWDOWN · max -1.49% · moderate0%-1.49%▼ TROUGH -1.49%TOP DRAWDOWN PERIODS · 2 total#1 -1.49%bar 6-19 · 14 bars · recovered#2 -0.50%bar 24-25 · 2 bars · ONGOINGDD SEVERITYmoderate (max -1.49%)RECOVERYongoing · 20 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0048 (0.48%) · max DD -1.49% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −6 (37% positive) · μ=0.41 · σ=39.58MIXED EDGELAST 30.21 (+0.75σ vs μ)79.3339.660.00-39.66-79.33μ = 0.41-38.21-38.21-38.21-38.21-60.42-60.42-60.42-60.42-60.42-60.420.000.000.000.000.000.0038.2138.210.000.00-20.72-20.720.000.000.000.0022.8322.8333.9533.9551.5251.5279.3379.3330.2130.2130.2130.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 30.208 · range [-60.42, 79.33] · μ 0.414 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=37.5659 · σ=15.4296 · range [19.1050, 64.5058] · R²=0.701 RISING +152.98%σ EXTREME 41.07%LAST 48.332264.505853.155641.805430.455219.1050μ = 37.5659max 64.5058min 19.1050dataMA(3)OLS R²=0.70μ lineμ ± σ bandmaxmin
latest 48.33% · range [19.10%, 64.51%] · μ 37.57% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −12 (16% positive) · μ=-0.128 · σ=0.241MEAN-REVERSIONLAST 0.354 (+2.00σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.128-0.233-0.233-0.233-0.233-0.333-0.333-0.583-0.583-0.333-0.3330.0000.0000.0000.0000.0000.000-0.233-0.2330.0000.0000.2840.284-0.167-0.167-0.167-0.167-0.119-0.119-0.079-0.079-0.515-0.515-0.247-0.2470.1670.1670.3540.354v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.354 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
6.3099
p-VALUE (log scale)
0.0426
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
6.5467
p-VALUE (log scale)
0.2557
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
-1.2594
p-VALUE (log scale)
0.6457
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
-0.3213
p-VALUE (log scale)
0.7480
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2943
p-VALUE (log scale)
0.1921
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.8261
p-VALUE (log scale)
0.4087
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.251 ≈ 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=1.60e-5 · top T=8.00h (28.0%) · top-3 cover 57.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.4e-54.0e-52.7e-51.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.08e-5 · 10.9% energyperiod 24.0 · power 2.08e-5 · 10.9% energyperiod 12.0 · power 1.04e-5 · 5.4% energyperiod 12.0 · power 1.04e-5 · 5.4% energyperiod 8.0 · power 5.36e-5 · 28.0% energyperiod 8.0 · power 5.36e-5 · 28.0% energyperiod 6.0 · power 1.25e-5 · 6.5% energyperiod 6.0 · power 1.25e-5 · 6.5% energyperiod 4.8 · power 1.16e-6 · 0.6% energyperiod 4.8 · power 1.16e-6 · 0.6% energyperiod 4.0 · power 1.04e-6 · 0.5% energyperiod 4.0 · power 1.04e-6 · 0.5% energyperiod 3.4 · power 1.51e-5 · 7.9% energyperiod 3.4 · power 1.51e-5 · 7.9% energyperiod 3.0 · power 4.17e-6 · 2.2% energyperiod 3.0 · power 4.17e-6 · 2.2% energyperiod 2.7 · power 3.60e-5 · 18.8% energyperiod 2.7 · power 3.60e-5 · 18.8% energyperiod 2.4 · power 1.04e-5 · 5.4% energyperiod 2.4 · power 1.04e-5 · 5.4% energyperiod 2.2 · power 1.71e-5 · 8.9% energyperiod 2.2 · power 1.71e-5 · 8.9% energyperiod 2.0 · power 9.38e-6 · 4.9% energyperiod 2.0 · power 9.38e-6 · 4.9% energy50% by T=6.0h#1 dominantT=8.00h#2T=2.67h#3T=24.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 28.0% of total energy · Σ|X̂|²/n = 1.917e-4

§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 0.403pp · expected |Δp| over horizon 0.99ppterminal variance p(1−p) = 0.0778 · n = 25low confidence · n < 100
μ per bar
+0.021pp
average Δp · drift
σ per bar
0.403pp
one-bar volatility · logit-free
Per-day movedaily
1.98pp
σ × √24
Per-horizon move0d
0.99pp
σ × √6
Terminal variancebinary
0.0778
p(1−p) at resolution
Current pricep
8.5¢
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 0.64pp · ES₉₅ 0.81pp · method parametric · drift-correcteddrift +0.021pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.24disabled · n < 30
VaR 95%
0.64pp
1.645·σ (parametric) of Δp
ES 95%
0.81pp
mean of the tail
Max drawdown
18.8pp
peak 8.0¢ → trough 6.5¢
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
8.5%
= price
Decimal oddsEU
11.765
total return per $1
AmericanUS
+1076
$100 wins $1076
FractionalUK
10.76 / 1
profit per $1 risked
Profit per $100stake
+$1076.47
clean dollar framing
-1000-5000+500+1000020406080100you · 8.5%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)
0.420 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.420 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.56 bit
self-information
Surprise · NO−log₂(1−p)
0.13 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
88632347488391386265342369370403705676977036143300227211972377259772987418635
NO token ID
65476408576716202153202923962473252530740074857448182970590199125622819645099
Snapshot fetched
2026-06-14 19:16:58 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:16:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
856f82b90c0b7f01d8a89ba7585d9f5a5b9350df5b5a899afa0547a533ee0cf2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Netherlands vs. Japan - 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
0.085000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.692
ask-heavy
Imbalance (top-5)
-0.402
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-nld-jpn-2026-06-14-exact-score-0-0/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.090000588.24bp0.0900001FILLED
BUY$10.00K0.1324665584.22bp0.60000013FILLED
BUY$100.00K0.58403858710.37bp0.99000032FILLED
SELL$1.00K0.076728973.22bp0.0600003FILLED
SELL$10.00K0.0592903024.74bp0.0100008PARTIAL
SELL$100.00K0.0592903024.74bp0.0100008PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.053755
Mean return (annualised)
μ per bar = 0.002526
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
18.75%
peak 0.08 → trough 0.07 over 16 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-exact-score-0-0/risk · same metrics, JSON