POLYMARKET · PREDICTION MARKET · SWEDEN VS. TUNISIA - MORE MARKETS
Spread: Sweden (-1.5)
80.0¢
20.0¢
▸ Advanced metrics · M2M bundle
polymarket · fifwc-swe-tun-2026-06-14-spread-home-1pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
2624.40%
max drawdown
48.98%
sharpe
—
ulcer index
15.45%
RMS drawdown
pain index
5.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
48.98%
cond. drawdown
gain/pain
2.05
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.05
upside/downside
roll spread
27.8 bps
implied (price-only)
bars used
1049
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-fifwc-swe-tun-2026-06-14-spread-home-1pt5/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
80.0¢
NO · live
20.0¢
25 ticks · last 80.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.722 / 1.00 bits (72%) · moderate uncertainty
YES80.0%80.0¢1.25×▬ +0.00pp
NO20.0%20.0¢5.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 5900bp moved · peak 4300bp · n=24 ticks
7ms
80.00¢ (80.00%)
20.00¢ (20.00%)
100.00%
0.000pp
$752.1k
$10.4k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 80.50¢
25 NO observations from clob.polymarket.com · last 20.00¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=16.22)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁4.110right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂16.217leptokurtic · fat tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 0.818STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
80.00¢
20.00¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.25×(80¢)NO5.00×(20¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.722 bits (72% of max) · moderate uncertainty
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
4 up bars · 2 down · best 43.00% · worst -1.00% · typical |Δ| 2.458%
§10 · Equity curve & underwater drawdown
final equity 1.6013 (60.13%) · max DD -1.00% · time-under-water 13/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 48.504 · range [-38.21, 48.50] · μ 12.592 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 1625.43% · range [0.00%, 1625.43%] · μ 144.27% · σ̂ scaled to annualised (×√8760)
latest 0.215 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
480.7299
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
1.7553
p-VALUE (log scale)
0.8823
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
11.7755
p-VALUE (log scale)
0.9990
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.3536
p-VALUE (log scale)
0.7237
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.3934
p-VALUE (log scale)
0.0800
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.4633
p-VALUE (log scale)
0.1434
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)
dominant period ≈ 12.00h (freq 0.083) · concentrates 12.8% of total energy · Σ|X̂|²/n = 9.530e-2
▸ Depth section using sovereign-store price series (1049 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
Horizon 0.3 d · σ/bar 1.983pp · expected |Δp| over horizon 4.86ppterminal variance p(1−p) = 0.2038 · n = 1049✓ n = 1049
μ per bar
+0.044pp
average Δp · drift
σ per bar
1.983pp
one-bar volatility · logit-free
Per-day movedaily
9.71pp
σ × √24
Per-horizon move0d
4.86pp
σ × √6
Terminal variancebinary
0.2038
p(1−p) at resolution
Current pricep
71.5¢
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
VaR₉₅ 3.22pp · ES₉₅ 4.04pp · method parametric · drift-correcteddrift +0.044pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.01✓ n = 1049
VaR 95%
3.22pp
1.645·σ (parametric) of Δp
ES 95%
4.04pp
mean of the tail
Max drawdown
49.0pp
peak 73.5¢ → trough 37.5¢
Median step
2.00pp
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
Implied probabilityP
80.0%
= price
Decimal oddsEU
1.250
total return per $1
AmericanUS
-400
risk $400 to win $100
FractionalUK
0.25 / 1
profit per $1 risked
Profit per $100stake
+$25.00
clean dollar framing
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
Market entropyH(p)
0.722 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.722 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.32 bit
self-information
Surprise · NO−log₂(1−p)
2.32 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
35463112035006943671957803835259817475986304059986314746310819822883520418425- NO token ID
106639761170289430476346994031050428279768848151377448226512942668360575958458- Snapshot fetched
- 2026-06-15 03:33:28 UTC
- Snapshot age
- 7ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-15 03:33:28 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
3a9d8af960d840408ada5c907c08a87ac1cdae91802eeefa280748b7b9d182a4· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSweden94.2¢HL PREDSpain91.8¢HL PREDUruguay66.4¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?86¢POLYMARKETWill Sweden win on 2026-06-14?98¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,701HL PERPETH-USD perpetual$1,720.1HL PERPHYPE-USD perpetual$64.84
Also see: /arb opportunities · RSS feed · more in Sweden vs. Tunisia - More Markets
Market depth
▸ live order book · Polymarket YESDepth 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
0.800000
(best bid + best ask) / 2
Spread
250.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.251
bid-heavy
Imbalance (top-5)
-0.827
ask-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-spread-home-1pt5/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.810000 | 125.00bp | 0.810000 | 1 | FILLED |
| BUY | $10.00K | 0.815181 | 189.76bp | 0.840000 | 4 | FILLED |
| BUY | $100.00K | 0.839379 | 492.24bp | 0.990000 | 14 | PARTIAL |
| SELL | $1.00K | 0.784349 | 195.64bp | 0.750000 | 4 | FILLED |
| SELL | $10.00K | 0.158531 | 8018.36bp | 0.010000 | 36 | PARTIAL |
| SELL | $100.00K | 0.158531 | 8018.36bp | 0.010000 | 36 | PARTIAL |
Risk metrics
▸ sovereign store · 1,049 barsperiods/year ≈ 1.75MRealized vol (annualised)
5290.10%
σ per bar = 0.039953
Mean return (annualised)
172479.25%
μ per bar = 0.000984
Sharpe (rf=0)
32.60
annualised; risk-free assumed zero
Max drawdown
48.98%
peak 0.73 → trough 0.38 over 50 bars
/api/asset/pm-fifwc-swe-tun-2026-06-14-spread-home-1pt5/risk · same metrics, JSON