POLYMARKET · PREDICTION MARKET · SWEDEN VS. TUNISIA - EXACT SCORE

Exact Score: Sweden 1 - 1 Tunisia?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-swe-tun-2026-06-14-exact-score-1-1 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
1048.84%
max drawdown
99.67%
sharpe
ulcer index
40.50%
RMS drawdown
pain index
21.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
97.50%
cond. drawdown
gain/pain
0.23
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.23
upside/downside
roll spread
81.5 bps
implied (price-only)
bars used
296
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-swe-tun-2026-06-14-exact-score-1-1/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH38ms--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.1394 · σ=0.0294 · range [0.0005, 0.1550] · R²=0.080 FALLING -99.63%σ EXTREME 21.05%LAST 0.00050.15500.11640.07770.03910.0005μ = 0.1394max 0.1550min 0.0005dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00× +0.00pp
NO
100.0%100.0¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,445 · μ=101.9 · σ=310.9 · CV=3.05BURSTY · concentratedcumulative energy ↗ · 50% by h=2403867731,1591,545μ = 1021,54550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2445bp moved · peak 1545bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
38ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$66.0k
liquidity $
$52.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1394 · σ=0.0294 · range [0.0005, 0.1550] · R²=0.080 FALLING -99.63%σ EXTREME 21.05%LAST 0.00050.15500.11640.07770.03910.0005μ = 0.1394max 0.1550min 0.0005dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8660 · σ=0.0404 · range [0.8450, 0.9995] · R²=0.200 RISING +15.55%σ NORMAL 4.67%LAST 0.99950.99950.96090.92230.88360.8450μ = 0.8660max 0.9995min 0.8450dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0069 · σ=0.0300 · skew=-4.07 (left-skewed) · kurt=16.16 (leptokurtic (fat tails))16128401-14.58ppbin -14.58pp · n=1 · 6.3% peakbin -14.58pp · n=1 · 6.3% peak-12.83pp-11.09pp-9.34pp-7.60pp-5.85pp-4.11pp-2.36pp16-0.62ppbin -0.62pp · n=16 · 100.0% peakbin -0.62pp · n=16 · 100.0% peak71.13ppbin 1.13pp · n=7 · 43.8% peakbin 1.13pp · n=7 · 43.8% 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=-4.32 · kurt=17.56 · near 6 / mid 12 / far 6 · OLS slope=0.60 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.67σsample ↓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=17.08)
μ MEAN13.94¢95% CI: [12.79¢, 15.09¢]
σ STD DEV2.94ppσ² = 8.615 · CV = 21.05%
med MEDIAN14.50¢Q₁ 14.50¢ · Q₃ 15.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 14.50¢med 14.50¢Q₃ 15.00¢max 15.50¢μ
SKEWNESS · G₁-4.220left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂17.079leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 7.92
range ↔ σwide tails (range > 4σ)range / σ = 5.26
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-0.140within white-noise band
ρ(2) AUTOCORR+0.063lag-2 not significant
H · HURST EXPONENT0.759strongly persistent
OLS TREND · t-STAT-1.417fails 5% test
HURST EXPONENT [0, 1]
H = 0.759STRONGLY 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=1-0.140k=2+0.063k=3-0.008k=4-0.001k=5-0.0120+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 0.66very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.42)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 ID2322474
SLUGfifwc-swe-tun-2026-06-14-exact-score-1-1
CATEGORYSweden vs. Tunisia - Exact Score
TWO-SIDED PRICING
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME66.02k USD 24h
LIQUIDITY52.08k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 2.00% · worst -15.45% · typical |Δ| 1.02%BEARISH SESSION -13.45%BEST+2.00%23hWORST-15.45%24hTYPICAL |Δ|1.02%mean absoluteCUMULATIVE-13.45%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final -13.45%+2.00%-13.45%0.00% · 1h0.00% · 1h·1h1.00% · 2h1.00% · 2h1.00%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h0.50% · 6h0.50% · 6h0.50%6h0.00% · 7h0.00% · 7h·7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·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-0.50% · 15h-0.50% · 15h-0.50%15h0.00% · 16h0.00% · 16h·16h0.50% · 17h0.50% · 17h0.50%17h-0.50% · 18h-0.50% · 18h-0.50%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-1.00% · 22h-1.00% · 22h-1.00%22h2.00% · 23h2.00% · 23h2.00%23h★ BEST-15.45% · 24h-15.45% · 24h-15.45%24h▼ WORSTTIME PATTERNUS-led (+1.00%)RUNSup max 1 · down max 1BREADTH29% up · 29% down · 42% flat
7 up bars · 7 down · best 2.00% · worst -15.45% · typical |Δ| 1.019%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -13.78%FINAL-13.78%MAX DD-15.45%RECOVERYONGOING · 1 barsMAX RUN-UP+1.98%UNDERWATER16/25 (64%)STREAK↘ 1EQUITY CURVE · end 0.8622 · peak 1.0198 · range [0.8622, 1.0198]1.01980.8622break-even = 1★ PEAK 1.0198UNDERWATER DRAWDOWN · max -15.45% · severe0%-15.45%▼ TROUGH -15.45%TOP DRAWDOWN PERIODS · 3 total#1 -15.45%bar 25-25 · 1 bars · ONGOING#2 -1.50%bar 12-23 · 12 bars · recovered#3 -0.50%bar 6-8 · 3 bars · recoveredDD SEVERITYsevere (max -15.45%)RECOVERYongoing · 1 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.8622 (-13.78%) · max DD -15.45% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −6 (47% positive) · μ=2.85 · σ=20.33MIXED EDGELAST -34.87 (-1.86σ vs μ)34.8717.440.00-17.44-34.87μ = 2.8530.2130.2130.2130.2120.7220.7220.7220.7220.7220.7220.7220.7220.7220.720.000.000.000.00-15.87-15.87-15.87-15.8715.8715.87-15.87-15.870.000.00-20.72-20.720.000.00-30.21-30.217.647.64-34.87-34.87v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -34.872 · range [-34.87, 30.21] · μ 2.849 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=73.4777 · σ=129.4422 · range [29.5973, 604.9764] · R²=0.177 RISING +1151.71%σ EXTREME 176.17%LAST 604.9764604.9764461.1316317.2869173.442129.5973μ = 73.4777max 604.9764min 29.5973dataMA(3)OLS R²=0.18μ lineμ ± σ bandmaxmin
latest 604.98% · range [29.60%, 604.98%] · μ 73.48% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.445 · σ=0.212MEAN-REVERSIONLAST -0.174 (+1.28σ vs μ)0.8330.4170.000-0.417-0.833μ = -0.445-0.271-0.271-0.208-0.208-0.363-0.363-0.422-0.422-0.480-0.480-0.069-0.069-0.363-0.363-0.500-0.500-0.750-0.750-0.833-0.833-0.833-0.833-0.592-0.592-0.592-0.592-0.500-0.500-0.363-0.363-0.500-0.500-0.271-0.271-0.369-0.369-0.174-0.174v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.174 · |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 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
575.9918
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
0.6507
p-VALUE (log scale)
0.9834
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
-2.8827
p-VALUE (log scale)
0.0478
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.2254
p-VALUE (log scale)
0.0261
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2932
p-VALUE (log scale)
0.1940
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
-2.2413
p-VALUE (log scale)
0.0250
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.318 → 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=1.03e-3 · top T=2.18h (13.3%) · top-3 cover 33.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.7e-31.2e-38.3e-44.1e-40.0e+0μ noise floorperiod 24.0 · power 7.80e-4 · 6.3% energyperiod 24.0 · power 7.80e-4 · 6.3% energyperiod 12.0 · power 8.27e-4 · 6.7% energyperiod 12.0 · power 8.27e-4 · 6.7% energyperiod 8.0 · power 7.02e-4 · 5.6% energyperiod 8.0 · power 7.02e-4 · 5.6% energyperiod 6.0 · power 8.73e-4 · 7.0% energyperiod 6.0 · power 8.73e-4 · 7.0% energyperiod 4.8 · power 1.11e-3 · 9.0% energyperiod 4.8 · power 1.11e-3 · 9.0% energyperiod 4.0 · power 9.41e-4 · 7.6% energyperiod 4.0 · power 9.41e-4 · 7.6% energyperiod 3.4 · power 1.03e-3 · 8.3% energyperiod 3.4 · power 1.03e-3 · 8.3% energyperiod 3.0 · power 1.21e-3 · 9.7% energyperiod 3.0 · power 1.21e-3 · 9.7% energyperiod 2.7 · power 1.34e-3 · 10.8% energyperiod 2.7 · power 1.34e-3 · 10.8% energyperiod 2.4 · power 1.09e-3 · 8.7% energyperiod 2.4 · power 1.09e-3 · 8.7% energyperiod 2.2 · power 1.65e-3 · 13.3% energyperiod 2.2 · power 1.65e-3 · 13.3% energyperiod 2.0 · power 8.70e-4 · 7.0% energyperiod 2.0 · power 8.70e-4 · 7.0% energy50% by T=3.4h#1 dominantT=2.18h#2T=2.67h#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 ≈ 2.18h (freq 0.458) · concentrates 13.3% of total energy · Σ|X̂|²/n = 1.242e-2

▸ Depth section using sovereign-store price series (296 bars · effective 1753297 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 0.792pp · expected |Δp| over horizon 1.94ppterminal variance p(1−p) = 0.0005 · n = 296n = 296
μ per bar
-0.046pp
average Δp · drift
σ per bar
0.792pp
one-bar volatility · logit-free
Per-day movedaily
3.88pp
σ × √24
Per-horizon move0d
1.94pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 1.35pp · ES₉₅ 1.68pp · method parametric · drift-correcteddrift -0.046pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.02n = 296
VaR 95%
1.35pp
1.645·σ (parametric) of Δp
ES 95%
1.68pp
mean of the tail
Max drawdown
99.7pp
peak 15.0¢ → trough 0.1¢
Median step
1.50pp
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
100442781484855411198817935111669827215654157835013343595074065326470050738043
NO token ID
53207144731406647466762746705779986649556843183811436568821176345828294645876
Snapshot fetched
2026-06-15 03:01:07 UTC
Snapshot age
38ms
History points
25 CLOB mids
Page rendered
2026-06-15 03:01:07 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
19fc4321a178b69ea0a586fff30d9a15e84fe2ac7a2193ec85554139aabe095e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Sweden vs. Tunisia - 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
(best bid + best ask) / 2
Spread
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-swe-tun-2026-06-14-exact-score-1-1/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 296 barsperiods/year ≈ 1.75M
Realized vol (annualised)
30884.69%
σ per bar = 0.233247
Mean return (annualised)
-3327355.49%
μ per bar = -0.018978
Sharpe (rf=0)
-107.73
annualised; risk-free assumed zero
Max drawdown
99.67%
peak 0.15 → trough 0.00 over 167 bars

/api/asset/pm-fifwc-swe-tun-2026-06-14-exact-score-1-1/risk · same metrics, JSON