POLYMARKET · PREDICTION MARKET · NETHERLANDS VS. JAPAN - MORE MARKETS

Netherlands vs. Japan: Japan O/U 0.5

YES · live
66.0¢
NO · live
34.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-team-total-away-0pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
57.60%
max drawdown
0.75%
sharpe
ulcer index
0.73%
RMS drawdown
pain index
0.70%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.75%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
133
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-team-total-away-0pt5/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
66.0¢
NO · live
34.0¢
YES price · live 24h
n=25 · μ=0.6658 · σ=0.0182 · range [0.5800, 0.6750] · R²=0.148 FALLING -13.43%σ NORMAL 2.74%LAST 0.58000.67500.65120.62750.60380.5800μ = 0.6658max 0.6750min 0.5800dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 58.00¢
YES / NO split · live
YES 66.0%NO 34.0%YES66.0%66.00¢ · odds 1/1.52
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.925 / 1.00 bits (92%) · high uncertainty
YES
66.0%66.0¢1.52× +0.00pp
NO
34.0%34.0¢2.94× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,500 · μ=62.5 · σ=181.3 · CV=2.90BURSTY · concentratedcumulative energy ↗ · 50% by h=240225450675900μ = 6390050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1500bp moved · peak 900bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2ms
YES mid
66.00¢ (66.00%)
NO mid
34.00¢ (34.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$160.8k
liquidity $
$5.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6658 · σ=0.0182 · range [0.5800, 0.6750] · R²=0.148 FALLING -13.43%σ NORMAL 2.74%LAST 0.58000.67500.65120.62750.60380.5800μ = 0.6658max 0.6750min 0.5800dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 58.00¢
NO price · CLOB mid
n=25 · μ=0.3342 · σ=0.0182 · range [0.3250, 0.4200] · R²=0.148 RISING +27.27%σ HIGH 5.46%LAST 0.42000.42000.39620.37250.34880.3250μ = 0.3342max 0.4200min 0.3250dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 42.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0008 · σ=0.0180 · skew=-4.23 (left-skewed) · kurt=16.89 (leptokurtic (fat tails))18149501-8.50ppbin -8.50pp · n=1 · 5.6% peakbin -8.50pp · n=1 · 5.6% peak-7.50pp-6.50pp-5.50pp-4.50pp-3.50pp-2.50pp-1.50pp5-0.50ppbin -0.50pp · n=5 · 27.8% peakbin -0.50pp · n=5 · 27.8% peak180.50ppbin 0.50pp · n=18 · 100.0% peakbin 0.50pp · n=18 · 100.0% 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=-4.22 · kurt=16.96 · near 6 / mid 13 / far 5 · OLS slope=0.63 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.64σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=16.60)
μ MEAN66.58¢95% CI: [65.87¢, 67.29¢]
σ STD DEV1.82ppσ² = 3.327 · CV = 2.74%
med MEDIAN67.00¢Q₁ 66.50¢ · Q₃ 67.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 58.00¢Q₁ 66.50¢med 67.00¢Q₃ 67.00¢max 67.50¢μ
SKEWNESS · G₁-4.133left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂16.602leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 4.92
range ↔ σwide tails (range > 4σ)range / σ = 5.21
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+0.035within white-noise band
ρ(2) AUTOCORR-0.114lag-2 not significant
H · HURST EXPONENT0.802strongly persistent
OLS TREND · t-STAT-2.000significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.802STRONGLY 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+0.035k=2-0.114k=3+0.008k=4+0.015k=5-0.0480+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 0.64very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.00)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 ID2482193
SLUGfifwc-nld-jpn-2026-06-14-team-total-away-0pt5
CATEGORYNetherlands vs. Japan - More Markets
TWO-SIDED PRICING
PRIMARY · YES66.00¢implied prob 66.00% · decimal odds 1.52×
COUNTER · NO34.00¢implied prob 34.00% · decimal odds 2.94×
66.00¢
34.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME160.80k USD 24h
LIQUIDITY5.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (66¢)|primary − counter| = 0.320 · entropy 0.925 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 66.0%NO 34.0%YES66.0%H = 0.925 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.52×(66¢)NO2.94×(34¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.925 bits (92% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -9.00% · typical |Δ| 0.63%BEARISH SESSION -9.00%BEST+1.00%22hWORST-9.00%24hTYPICAL |Δ|0.63%mean absoluteCUMULATIVE-9.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ +0.06% · Σ +0.50%CUMULATIVE Δ PATH · final -9.00%+0.50%-9.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.50% · 6h0.50% · 6h0.50%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h-0.50% · 18h-0.50% · 18h-0.50%18h0.50% · 19h0.50% · 19h0.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h★ BEST-0.50% · 23h-0.50% · 23h-0.50%23h-9.00% · 24h-9.00% · 24h-9.00%24h▼ WORSTTIME PATTERNUS-led (+0.50%)RUNSup max 1 · down max 2BREADTH21% up · 25% down · 54% flat
5 up bars · 6 down · best 1.00% · worst -9.00% · typical |Δ| 0.625%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -9.02%FINAL-9.02%MAX DD-9.47%RECOVERYONGOING · 15 barsMAX RUN-UP+0.50%UNDERWATER15/25 (60%)STREAK↘ 2EQUITY CURVE · end 0.9098 · peak 1.0050 · range [0.9098, 1.0050]1.00500.9098break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -9.47% · significant0%-9.47%▼ TROUGH -9.47%TOP DRAWDOWN PERIODS · 1 total#1 -9.47%bar 11-25 · 15 bars · ONGOINGDD SEVERITYsignificant (max -9.47%)RECOVERYongoing · 15 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 0.9098 (-9.02%) · max DD -9.47% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −8 (42% positive) · μ=0.95 · σ=27.07MIXED EDGELAST -35.26 (-1.34σ vs μ)38.2119.100.00-19.10-38.21μ = 0.9538.2138.2138.2138.2138.2138.2138.2138.21-15.87-15.87-15.87-15.87-38.21-38.21-38.21-38.21-15.87-15.87-30.21-30.2120.7220.7220.7220.720.000.0015.8715.87-15.87-15.870.000.0013.3413.340.000.00-35.26-35.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -35.259 · range [-38.21, 38.21] · μ 0.955 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=55.3298 · σ=72.8387 · range [19.1050, 351.9673] · R²=0.251 RISING +1742.28%σ EXTREME 131.64%LAST 351.9673351.9673268.7517185.5362102.320619.1050μ = 55.3298max 351.9673min 19.1050dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 351.97% · range [19.10%, 351.97%] · μ 55.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.310 · σ=0.249MEAN-REVERSIONLAST 0.025 (+1.34σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.310-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.2330.0290.029-0.075-0.075-0.233-0.233-0.233-0.233-0.075-0.075-0.146-0.146-0.716-0.716-0.775-0.775-0.500-0.500-0.592-0.592-0.592-0.592-0.500-0.500-0.272-0.272-0.500-0.5000.0250.025v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.025 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
539.5134
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)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
0.4911
p-VALUE (log scale)
0.9905
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
-0.7586
p-VALUE (log scale)
0.8259
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.2745
p-VALUE (log scale)
0.0229
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4034
p-VALUE (log scale)
0.0757
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.1991
p-VALUE (log scale)
0.0279
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.331 → 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=3.51e-4 · top T=4.80h (11.5%) · top-3 cover 32.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)4.9e-43.6e-42.4e-41.2e-40.0e+0μ noise floorperiod 24.0 · power 2.80e-4 · 6.7% energyperiod 24.0 · power 2.80e-4 · 6.7% energyperiod 12.0 · power 3.88e-4 · 9.2% energyperiod 12.0 · power 3.88e-4 · 9.2% energyperiod 8.0 · power 3.67e-4 · 8.7% energyperiod 8.0 · power 3.67e-4 · 8.7% energyperiod 6.0 · power 3.20e-4 · 7.6% energyperiod 6.0 · power 3.20e-4 · 7.6% energyperiod 4.8 · power 4.86e-4 · 11.5% energyperiod 4.8 · power 4.86e-4 · 11.5% energyperiod 4.0 · power 3.77e-4 · 8.9% energyperiod 4.0 · power 3.77e-4 · 8.9% energyperiod 3.4 · power 4.86e-4 · 11.5% energyperiod 3.4 · power 4.86e-4 · 11.5% energyperiod 3.0 · power 4.03e-4 · 9.6% energyperiod 3.0 · power 4.03e-4 · 9.6% energyperiod 2.7 · power 2.87e-4 · 6.8% energyperiod 2.7 · power 2.87e-4 · 6.8% energyperiod 2.4 · power 2.72e-4 · 6.5% energyperiod 2.4 · power 2.72e-4 · 6.5% energyperiod 2.2 · power 2.80e-4 · 6.7% energyperiod 2.2 · power 2.80e-4 · 6.7% energyperiod 2.0 · power 2.67e-4 · 6.3% energyperiod 2.0 · power 2.67e-4 · 6.3% energy50% by T=4.0h#1 dominantT=4.80h#2T=3.43h#3T=3.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 11.5% of total energy · Σ|X̂|²/n = 4.215e-3

▸ Depth section using sovereign-store price series (133 bars · effective 1753200 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 0.044pp · expected |Δp| over horizon 0.11ppterminal variance p(1−p) = 0.2244 · n = 133n = 133
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.044pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move0d
0.11pp
σ × √6
Terminal variancebinary
0.2244
p(1−p) at resolution
Current pricep
66.0¢
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 0.08pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02low confidence · n < 200
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
0.8pp
peak 66.5¢ → trough 66.0¢
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
66.0%
= price
Decimal oddsEU
1.515
total return per $1
AmericanUS
-194
risk $194 to win $100
FractionalUK
0.52 / 1
profit per $1 risked
Profit per $100stake
+$51.52
clean dollar framing
-1000-5000+500+1000020406080100you · 66.0%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)
0.925 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.925 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.60 bit
self-information
Surprise · NO−log₂(1−p)
1.56 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
7662061078129254191722063940832467232993249243774959434702069350939711076371
NO token ID
99538486585664351120821778587320841919470045125038902851416543510957119848159
Snapshot fetched
2026-06-14 20:28:59 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 20:28:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
45ce11c8295ec3589988814a7150fd5c6c761de71270bb7f875afda01af17455 · 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 - 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
0.595000
(best bid + best ask) / 2
Spread
840.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.345
bid-heavy
Imbalance (top-5)
-0.213
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-team-total-away-0pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.635881687.08bp0.6600005FILLED
BUY$10.00K0.6696871255.24bp0.9900008PARTIAL
BUY$100.00K0.6696871255.24bp0.9900008PARTIAL
SELL$1.00K0.563441530.40bp0.5500003FILLED
SELL$10.00K0.3685593805.73bp0.01000016PARTIAL
SELL$100.00K0.3685593805.73bp0.01000016PARTIAL

Risk metrics

sovereign store · 133 barsperiods/year ≈ 1.75M
Realized vol (annualised)
86.98%
σ per bar = 0.000657
Mean return (annualised)
-10024.06%
μ per bar = -0.000057
Sharpe (rf=0)
-115.25
annualised; risk-free assumed zero
Max drawdown
0.75%
peak 0.67 → trough 0.66 over 9 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-team-total-away-0pt5/risk · same metrics, JSON