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

Exact Score: Sweden 3 - 1 Tunisia?

YES · live
20.3¢
NO · live
79.7¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-swe-tun-2026-06-14-exact-score-3-1 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
693.71%
max drawdown
19.34%
sharpe
ulcer index
5.96%
RMS drawdown
pain index
1.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
19.34%
cond. drawdown
gain/pain
9.60
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
9.60
upside/downside
roll spread
112.3 bps
implied (price-only)
bars used
358
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-3-1/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH21ms--:--:-- 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
20.3¢
NO · live
79.7¢
YES price · live 24h
n=25 · μ=0.0595 · σ=0.0331 · range [0.0450, 0.2130] · R²=0.214 RISING +317.65%σ EXTREME 55.66%LAST 0.21300.21300.17100.12900.08700.0450μ = 0.0595max 0.2130min 0.0450dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 21.30¢
YES / NO split · live
YES 20.3%NO 79.7%NO79.7%79.70¢ · odds 1/1.25
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.728 / 1.00 bits (73%) · moderate uncertainty
YES
20.3%20.3¢4.93× +0.00pp
NO
79.7%79.7¢1.25× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,310 · μ=96.3 · σ=249.5 · CV=2.59BURSTY · concentratedcumulative energy ↗ · 50% by h=2403036059081,210μ = 961,21050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2310bp moved · peak 1210bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
21ms
YES mid
20.30¢ (20.30%)
NO mid
79.70¢ (79.70%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$57.2k
liquidity $
$7.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0595 · σ=0.0331 · range [0.0450, 0.2130] · R²=0.214 RISING +317.65%σ EXTREME 55.66%LAST 0.21300.21300.17100.12900.08700.0450μ = 0.0595max 0.2130min 0.0450dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 21.30¢
NO price · CLOB mid
n=25 · μ=0.9167 · σ=0.1024 · range [0.4745, 0.9550] · R²=0.235 FALLING -17.54%σ HIGH 11.17%LAST 0.78750.95500.83490.71470.59460.4745μ = 0.9167max 0.9550min 0.4745dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 78.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0078 · σ=0.0237 · skew=3.87 (right-skewed) · kurt=14.26 (leptokurtic (fat tails))20151050200.04ppbin 0.04pp · n=20 · 100.0% peakbin 0.04pp · n=20 · 100.0% peak21.30ppbin 1.30pp · n=2 · 10.0% peakbin 1.30pp · n=2 · 10.0% peak2.58pp13.84ppbin 3.84pp · n=1 · 5.0% peakbin 3.84pp · n=1 · 5.0% peak5.12pp6.38pp7.66pp8.92pp10.19pp111.46ppbin 11.46pp · n=1 · 5.0% peakbin 11.46pp · 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=3.86 · kurt=14.28 · near 8 / mid 11 / far 5 · OLS slope=0.65 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.53σΔ=+2.47σsample ↓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=15.44)
μ MEAN5.95¢95% CI: [4.65¢, 7.25¢]
σ STD DEV3.31ppσ² = 10.982 · CV = 55.66%
med MEDIAN5.25¢Q₁ 5.00¢ · Q₃ 5.45¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 4.50¢Q₁ 5.00¢med 5.25¢Q₃ 5.45¢max 21.30¢μ
SKEWNESS · G₁3.989right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂15.436leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRdiverges from normalratio = 9.93
range ↔ σwide tails (range > 4σ)range / σ = 5.07
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+0.269within white-noise band
ρ(2) AUTOCORR-0.020lag-2 not significant
H · HURST EXPONENT0.824strongly persistent
OLS TREND · t-STAT+2.505significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.824STRONGLY 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+0.269k=2-0.020k=3-0.019k=4-0.014k=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 · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.92very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.51)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 ID2322482
SLUGfifwc-swe-tun-2026-06-14-exact-score-3-1
CATEGORYSweden vs. Tunisia - Exact Score
TWO-SIDED PRICING
PRIMARY · YES20.30¢implied prob 20.30% · decimal odds 4.93×
COUNTER · NO79.70¢implied prob 79.70% · decimal odds 1.25×
20.30¢
79.70¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME57.21k USD 24h
LIQUIDITY7.01k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (80¢)|primary − counter| = 0.594 · entropy 0.728 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 20.3%NO 79.7%YES20.3%H = 0.728 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES4.93×(20¢)NO1.25×(80¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.728 bits (73% of max) · moderate 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 12.10% · worst -0.60% · typical |Δ| 0.96%MILD BULLISH +16.20%BEST+12.10%24hWORST-0.60%1hTYPICAL |Δ|0.96%mean absoluteCUMULATIVE+16.20%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +0.05% · Σ +0.35%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ +0.49% · Σ +3.90%CUMULATIVE Δ PATH · final +16.20%+16.20%-0.60%-0.60% · 1h-0.60% · 1h-0.60%1h▼ WORST0.05% · 2h0.05% · 2h0.05%2h0.00% · 3h0.00% · 3h·3h0.70% · 4h0.70% · 4h0.70%4h-0.55% · 5h-0.55% · 5h-0.55%5h0.60% · 6h0.60% · 6h0.60%6h0.15% · 7h0.15% · 7h0.15%7h-0.45% · 8h-0.45% · 8h-0.45%8h0.25% · 9h0.25% · 9h0.25%9h-0.15% · 10h-0.15% · 10h-0.15%10h-0.25% · 11h-0.25% · 11h-0.25%11h0.25% · 12h0.25% · 12h0.25%12h0.35% · 13h0.35% · 13h0.35%13h-0.25% · 14h-0.25% · 14h-0.25%14h0.10% · 15h0.10% · 15h0.10%15h-0.35% · 16h-0.35% · 16h-0.35%16h0.80% · 17h0.80% · 17h0.80%17h-0.50% · 18h-0.50% · 18h-0.50%18h0.35% · 19h0.35% · 19h0.35%19h-0.15% · 20h-0.15% · 20h-0.15%20h0.00% · 21h0.00% · 21h·21h-0.20% · 22h-0.20% · 22h-0.20%22h3.95% · 23h3.95% · 23h3.95%23h12.10% · 24h12.10% · 24h12.10%24h★ BESTTIME PATTERNUS-led (+3.90%)RUNSup max 2 · down max 2BREADTH50% up · 42% down · 8% flat
12 up bars · 10 down · best 12.10% · worst -0.60% · typical |Δ| 0.963%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +16.68% · SHALLOW DDFINAL+16.68%MAX DD-0.60%RECOVERYFULLY RECOVEREDMAX RUN-UP+16.68%UNDERWATER18/25 (72%)STREAK↗ 2EQUITY CURVE · end 1.1668 · peak 1.1668 · range [0.9940, 1.1668]1.16680.9940break-even = 1★ PEAK 1.1668UNDERWATER DRAWDOWN · max -0.60% · shallow0%-0.60%▼ TROUGH -0.60%TOP DRAWDOWN PERIODS · 4 total#1 -0.60%bar 2-4 · 3 bars · recovered#2 -0.60%bar 9-17 · 9 bars · recovered#3 -0.55%bar 6-6 · 1 bars · recoveredDD SEVERITYshallow (max -0.60%)RECOVERYfully recoveredTIME UNDER WATER72% of session · 18/25 bars
final equity 1.1668 (16.68%) · max DD -0.60% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −3 (79% positive) · μ=11.51 · σ=15.97PROFITABLE STRATEGYLAST 51.26 (+2.49σ vs μ)51.2625.630.00-25.63-51.26μ = 11.515.685.6832.7032.7013.5413.5420.9520.95-5.32-5.326.136.13-10.66-10.660.000.0011.1911.192.982.98-7.90-7.9033.3733.374.774.774.774.778.118.114.874.8710.1610.1632.1032.1051.2651.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 51.263 · range [-10.66, 51.26] · μ 11.511 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=67.5098 · σ=98.4713 · range [24.4812, 457.1106] · R²=0.217 RISING +789.21%σ EXTREME 145.86%LAST 457.1106457.1106348.9532240.7959132.638624.4812μ = 67.5098max 457.1106min 24.4812dataMA(3)OLS R²=0.22μ lineμ ± σ bandmaxmin
latest 457.11% · range [24.48%, 457.11%] · μ 67.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.433 · σ=0.298MEAN-REVERSIONLAST 0.253 (+2.30σ vs μ)0.8270.4130.000-0.413-0.827μ = -0.433-0.499-0.499-0.749-0.749-0.570-0.570-0.581-0.581-0.459-0.459-0.117-0.117-0.615-0.615-0.164-0.164-0.181-0.181-0.149-0.149-0.255-0.255-0.384-0.384-0.694-0.694-0.762-0.762-0.827-0.827-0.798-0.798-0.580-0.580-0.096-0.0960.2530.253v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.253 · |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
394.5995
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
1.9911
p-VALUE (log scale)
0.8515
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
7.5211
p-VALUE (log scale)
0.9990
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
1.8031
p-VALUE (log scale)
0.0714
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (16 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4240
p-VALUE (log scale)
0.0668
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
-1.3646
p-VALUE (log scale)
0.1724
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.585 ≈ 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=6.52e-4 · top T=24.00h (12.6%) · top-3 cover 35.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)9.8e-47.4e-44.9e-42.5e-40.0e+0μ noise floorperiod 24.0 · power 9.83e-4 · 12.6% energyperiod 24.0 · power 9.83e-4 · 12.6% energyperiod 12.0 · power 8.76e-4 · 11.2% energyperiod 12.0 · power 8.76e-4 · 11.2% energyperiod 8.0 · power 8.43e-4 · 10.8% energyperiod 8.0 · power 8.43e-4 · 10.8% energyperiod 6.0 · power 9.51e-4 · 12.2% energyperiod 6.0 · power 9.51e-4 · 12.2% energyperiod 4.8 · power 7.27e-4 · 9.3% energyperiod 4.8 · power 7.27e-4 · 9.3% energyperiod 4.0 · power 7.25e-4 · 9.3% energyperiod 4.0 · power 7.25e-4 · 9.3% energyperiod 3.4 · power 7.89e-4 · 10.1% energyperiod 3.4 · power 7.89e-4 · 10.1% energyperiod 3.0 · power 5.40e-4 · 6.9% energyperiod 3.0 · power 5.40e-4 · 6.9% energyperiod 2.7 · power 2.24e-4 · 2.9% energyperiod 2.7 · power 2.24e-4 · 2.9% energyperiod 2.4 · power 4.40e-4 · 5.6% energyperiod 2.4 · power 4.40e-4 · 5.6% energyperiod 2.2 · power 5.19e-4 · 6.6% energyperiod 2.2 · power 5.19e-4 · 6.6% energyperiod 2.0 · power 2.10e-4 · 2.7% energyperiod 2.0 · power 2.10e-4 · 2.7% energy50% by T=4.8h#1 dominantT=24.00h#2T=6.00h#3T=12.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 12.6% of total energy · Σ|X̂|²/n = 7.826e-3

▸ Depth section using sovereign-store price series (358 bars · effective 1753492 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 0.524pp · expected |Δp| over horizon 1.28ppterminal variance p(1−p) = 0.1618 · n = 358n = 358
μ per bar
+0.042pp
average Δp · drift
σ per bar
0.524pp
one-bar volatility · logit-free
Per-day movedaily
2.57pp
σ × √24
Per-horizon move0d
1.28pp
σ × √6
Terminal variancebinary
0.1618
p(1−p) at resolution
Current pricep
20.3¢
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 0.82pp · ES₉₅ 1.04pp · method parametric · drift-correcteddrift +0.042pp/bar · quantised: yes · median step 1.75pp · unique ratio 0.02n = 358
VaR 95%
0.82pp
1.645·σ (parametric) of Δp
ES 95%
1.04pp
mean of the tail
Max drawdown
19.3pp
peak 9.0¢ → trough 7.3¢
Median step
1.75pp
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
20.3%
= price
Decimal oddsEU
4.926
total return per $1
AmericanUS
+393
$100 wins $393
FractionalUK
3.93 / 1
profit per $1 risked
Profit per $100stake
+$392.61
clean dollar framing
-1000-5000+500+1000020406080100you · 20.3%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)
0.728 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.728 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.30 bit
self-information
Surprise · NO−log₂(1−p)
0.33 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
14233507288562950831568542280794397643995849825508857294752951389236725983926
NO token ID
3573978004753424576142530658804311804220547599693806339458745679888621216856
Snapshot fetched
2026-06-15 03:00:30 UTC
Snapshot age
21ms
History points
25 CLOB mids
Page rendered
2026-06-15 03:00:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5ca08e65e61c47e26643870e93b1f80ab34a9f40aed2ff97dc613e67f6c29fa3 · 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
0.216500
(best bid + best ask) / 2
Spread
230.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.094
ask-heavy
Imbalance (top-5)
+0.262
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-swe-tun-2026-06-14-exact-score-3-1/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2442091279.86bp0.2730006FILLED
BUY$10.00K0.61715418505.98bp0.98000019FILLED
BUY$100.00K0.91586132303.03bp0.99700021PARTIAL
SELL$1.00K0.208610364.45bp0.1960006FILLED
SELL$10.00K0.0376188262.44bp0.00100020PARTIAL
SELL$100.00K0.0376188262.44bp0.00100020PARTIAL

Risk metrics

sovereign store · 358 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6057.89%
σ per bar = 0.045748
Mean return (annualised)
664260.59%
μ per bar = 0.003788
Sharpe (rf=0)
109.65
annualised; risk-free assumed zero
Max drawdown
19.34%
peak 0.09 → trough 0.07 over 33 bars

/api/asset/pm-fifwc-swe-tun-2026-06-14-exact-score-3-1/risk · same metrics, JSON