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

Netherlands vs. Japan: Japan O/U 1.5

YES · live
31.0¢
NO · live
69.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-team-total-away-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1688.61%
max drawdown
61.82%
sharpe
—
ulcer index
39.97%
RMS drawdown
pain index
30.78%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
61.82%
cond. drawdown
gain/pain
1.21
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.21
upside/downside
roll spread
11.6 bps
implied (price-only)
bars used
313
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-1pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
31.0¢
NO · live
69.0¢
YES price · live 24h
n=25 · μ=0.2826 · σ=0.0378 · range [0.1100, 0.3000] · R²=0.229▼ FALLING -15.52%σ HIGH 13.38%LAST 0.24500.30000.25250.20500.15750.1100μ = 0.2826max 0.3000min 0.1100dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 24.50¢
YES / NO split · live
YES 31.0%NO 69.0%NO69.0%69.00¢ · odds 1/1.45
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.893 / 1.00 bits (89%) · high uncertainty
YES
31.0%31.0¢3.23×▬ +0.00pp
NO
69.0%69.0¢1.45×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,050 · μ=168.7 · σ=407.2 · CV=2.41BURSTY · concentratedcumulative energy ↗ · 50% by h=2304008001,2001,600μ = 1691,60050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4050bp moved · peak 1600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
31.00¢ (31.00%)
▼NO mid
69.00¢ (69.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$51.3k
≋liquidity $
$1.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2826 · σ=0.0378 · range [0.1100, 0.3000] · R²=0.229▼ FALLING -15.52%σ HIGH 13.38%LAST 0.24500.30000.25250.20500.15750.1100μ = 0.2826max 0.3000min 0.1100dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 24.50¢
NO price · CLOB mid
n=25 · μ=0.7174 · σ=0.0378 · range [0.7000, 0.8900] · R²=0.229▲ RISING +6.34%σ HIGH 5.27%LAST 0.75500.89000.84250.79500.74750.7000μ = 0.7174max 0.8900min 0.7000dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 75.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0014 · σ=0.0393 · skew=-0.83 (left-skewed) · kurt=8.30 (leptokurtic (fat tails))201510501-14.53ppbin -14.53pp · n=1 · 5.0% peakbin -14.53pp · n=1 · 5.0% peak-11.58pp-8.63pp-5.68pp2-2.72ppbin -2.72pp · n=2 · 10.0% peakbin -2.72pp · n=2 · 10.0% peak200.23ppbin 0.23pp · n=20 · 100.0% peakbin 0.23pp · n=20 · 100.0% peak3.17pp6.13pp9.07pp112.03ppbin 12.03pp · n=1 · 5.0% peakbin 12.03pp · n=1 · 5.0% 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=-0.71 · kurt=8.63 · near 5 / mid 15 / far 4 · OLS slope=0.73 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.62σsample ↓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=14.42)
μ MEAN28.26¢95% CI: [26.78¢, 29.74¢]
σ STD DEV3.78ppσ² = 14.294 · CV = 13.38%
med MEDIAN29.50¢Q₁ 28.50¢ · Q₃ 29.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 19.00pp · IQR 1.00pp (1.349σ→5.10pp)
min 11.00¢Q₁ 28.50¢med 29.50¢Q₃ 29.50¢max 30.00¢μ
SKEWNESS · G₁-3.817left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂14.425leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRdiverges from normalratio = 5.10
range ↔ σwide tails (range > 4σ)range / σ = 5.03
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) -0.45 + ADF rejected
ρ(1) AUTOCORR-0.449negative · reversal
ρ(2) AUTOCORR-0.038lag-2 not significant
H · HURST EXPONENT0.721strongly persistent
OLS TREND · t-STAT-2.613significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.721
H = 0.721STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.449k=2-0.038k=3+0.014k=4-0.050k=5+0.0830+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=2.61)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.45 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.61)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 ID2482194
SLUGfifwc-nld-jpn-2026-06-14-team-total-away-1pt5
CATEGORYNetherlands vs. Japan - More Markets
TWO-SIDED PRICINGFAVOURS NO (69¢)
PRIMARY · YES31.00¢implied prob 31.00% · decimal odds 3.23×
COUNTER · NO69.00¢implied prob 69.00% · decimal odds 1.45×
31.00¢
69.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME51.31k USD 24h
LIQUIDITY1.24k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (69¢)|primary − counter| = 0.380 · entropy 0.893 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 31.0%NO 69.0%YES p̂31.0%H = 0.893 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.23×(31¢)NO1.45×(69¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.893 bits (89% 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 13.50% · worst -16.00% · typical |Δ| 1.69%BEARISH SESSION -4.50%BEST+13.50%24hWORST-16.00%23hTYPICAL |Δ|1.69%mean absoluteCUMULATIVE-4.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -2.25% · Σ -18.00%CUMULATIVE Δ PATH · final -4.50%+1.00%-18.00%0.50% · 1h0.50% · 1h0.50%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 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·9h0.50% · 10h0.50% · 10h0.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h0.50% · 12h0.50% · 12h0.50%12h-0.50% · 13h-0.50% · 13h-0.50%13h0.50% · 14h0.50% · 14h0.50%14h-1.00% · 15h-1.00% · 15h-1.00%15h-1.00% · 16h-1.00% · 16h-1.00%16h1.50% · 17h1.50% · 17h1.50%17h-1.50% · 18h-1.50% · 18h-1.50%18h1.00% · 19h1.00% · 19h1.00%19h-0.50% · 20h-0.50% · 20h-0.50%20h0.00% · 21h0.00% · 21h·21h-1.50% · 22h-1.50% · 22h-1.50%22h-16.00% · 23h-16.00% · 23h-16.00%23h▼ WORST13.50% · 24h13.50% · 24h13.50%24h★ BESTTIME PATTERNAsia-led (+0.50%)RUNSup max 1 · down max 2BREADTH29% up · 33% down · 38% flat
7 up bars · 8 down · best 13.50% · worst -16.00% · typical |Δ| 1.687%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -6.60%FINAL-6.60%MAX DD-18.53%RECOVERYONGOING · 14 barsMAX RUN-UP+1.00%UNDERWATER14/25 (56%)STREAK↗ 1EQUITY CURVE · end 0.9340 · peak 1.0100 · range [0.8229, 1.0100]1.01000.8229break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -18.53% · severe0%-18.53%▼ TROUGH -18.53%TOP DRAWDOWN PERIODS · 1 total#1 -18.53%bar 12-25 · 14 bars · ONGOINGDD SEVERITYsevere (max -18.53%)RECOVERYongoing · 14 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.9340 (-6.60%) · max DD -18.53% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −9 (21% positive) · μ=-3.57 · σ=22.40UNPROFITABLE STRATEGYLAST -5.82 (-0.10σ vs μ)45.6722.830.00-22.83-45.67μ = -3.5738.2138.210.000.000.000.000.000.0038.2138.210.000.0020.7220.720.000.0015.8715.87-11.74-11.74-45.67-45.670.000.00-27.72-27.72-6.28-6.28-19.27-19.27-6.73-6.73-12.46-12.46-45.10-45.10-5.82-5.82v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -5.822 · range [-45.67, 38.21] · μ -3.568 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=128.8419 · σ=223.6125 · range [0.0000, 877.7067] · R²=0.447▲ RISING +4494.13%σ EXTREME 173.56%LAST 877.7067877.7067658.2800438.8533219.42670.0000μ = 128.8419max 877.7067min 0.0000dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 877.71% · range [0.00%, 877.71%] · μ 128.84% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.409 · σ=0.322MEAN-REVERSIONLAST -0.462 (-0.17σ vs μ)0.8520.4260.000-0.426-0.852μ = -0.409-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.500-0.500-0.716-0.716-0.750-0.750-0.833-0.833-0.682-0.682-0.226-0.226-0.300-0.300-0.570-0.570-0.639-0.639-0.653-0.653-0.852-0.852-0.567-0.5670.0460.046-0.462-0.462v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.462 · |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
124.1436
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
5.8345
p-VALUE (log scale)
0.3223
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

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

STATISTIC
-3.2220
p-VALUE (log scale)
0.0201
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.3641
p-VALUE (log scale)
0.1725
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4363
p-VALUE (log scale)
0.0615
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
-2.4720
p-VALUE (log scale)
0.0134
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.248 → 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=1.98e-3 · top T=2.40h (19.2%) · top-3 cover 43.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.6e-33.4e-32.3e-31.1e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.79e-4 · 0.8% energyperiod 24.0 · power 1.79e-4 · 0.8% energyperiod 12.0 · power 2.92e-4 · 1.2% energyperiod 12.0 · power 2.92e-4 · 1.2% energyperiod 8.0 · power 8.48e-4 · 3.6% energyperiod 8.0 · power 8.48e-4 · 3.6% energyperiod 6.0 · power 1.25e-3 · 5.2% energyperiod 6.0 · power 1.25e-3 · 5.2% energyperiod 4.8 · power 1.46e-3 · 6.1% energyperiod 4.8 · power 1.46e-3 · 6.1% energyperiod 4.0 · power 2.23e-3 · 9.4% energyperiod 4.0 · power 2.23e-3 · 9.4% energyperiod 3.4 · power 2.50e-3 · 10.5% energyperiod 3.4 · power 2.50e-3 · 10.5% energyperiod 3.0 · power 2.20e-3 · 9.2% energyperiod 3.0 · power 2.20e-3 · 9.2% energyperiod 2.7 · power 3.06e-3 · 12.8% energyperiod 2.7 · power 3.06e-3 · 12.8% energyperiod 2.4 · power 4.57e-3 · 19.2% energyperiod 2.4 · power 4.57e-3 · 19.2% energyperiod 2.2 · power 2.51e-3 · 10.5% energyperiod 2.2 · power 2.51e-3 · 10.5% energyperiod 2.0 · power 2.71e-3 · 11.4% energyperiod 2.0 · power 2.71e-3 · 11.4% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#3T=2.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 19.2% of total energy · Σ|X̂|²/n = 2.380e-2

▸ Depth section using sovereign-store price series (313 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 1.276pp · expected |Δp| over horizon 3.13ppterminal variance p(1−p) = 0.2139 · n = 313✓ n = 313
μ per bar
+0.011pp
average Δp · drift
σ per bar
1.276pp
one-bar volatility · logit-free
Per-day movedaily
6.25pp
σ × √24
Per-horizon move0d
3.13pp
σ × √6
Terminal variancebinary
0.2139
p(1−p) at resolution
Current pricep
31.0¢
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 2.09pp · ES₉₅ 2.62pp · method parametric · drift-correcteddrift +0.011pp/bar · quantised: yes · median step 3.50pp · unique ratio 0.02✓ n = 313
VaR 95%
2.09pp
1.645·σ (parametric) of Δp
ES 95%
2.62pp
mean of the tail
Max drawdown
61.8pp
peak 27.5¢ → trough 10.5¢
Median step
3.50pp
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
31.0%
= price
Decimal oddsEU
3.226
total return per $1
AmericanUS
+223
$100 wins $223
FractionalUK
2.23 / 1
profit per $1 risked
Profit per $100stake
+$222.58
clean dollar framing
-1000-5000+500+1000020406080100you · 31.0%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)
0.893 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.893 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.69 bit
self-information
Surprise · NO−log₂(1−p)
0.54 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
6183810221785724222600220537059181188224914266766982888632863862562522825894
NO token ID
69549634874567684606420937968212619545434390762349264894775448139391769914816
Snapshot fetched
2026-06-14 21:40:46 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:40:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
383a703df2d62d2ef16d3bda0e5c0cee3e8e5a442b160e3a8440647c4ecf0564 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.9¢HL PREDNetherlands82.2¢POLYMARKETWill Netherlands win on 2026-06-14?81¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?62¢HL PERPBTC-USD perpetual$65,199HL PERPETH-USD perpetual$1,717.95HL PERPHYPE-USD perpetual$62.63

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
0.250000
(best bid + best ask) / 2
Spread
800.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.539
ask-heavy
Imbalance (top-5)
+0.372
bid-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-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.4530858123.40bp0.9600008FILLED
BUY$10.00K0.87111924844.75bp0.99000011FILLED
BUY$100.00K0.91603626641.44bp0.99000011PARTIAL
SELL$1.00K0.1513173947.34bp0.01000011PARTIAL
SELL$10.00K0.1513173947.34bp0.01000011PARTIAL
SELL$100.00K0.1513173947.34bp0.01000011PARTIAL

Risk metrics

▸ sovereign store · 313 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9019.17%
σ per bar = 0.068120
Mean return (annualised)
67311.58%
μ per bar = 0.000384
Sharpe (rf=0)
7.46
annualised; risk-free assumed zero
Max drawdown
61.82%
peak 0.28 → trough 0.10 over 233 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-team-total-away-1pt5/risk · same metrics, JSON