POLYMARKET · PREDICTION MARKET · SWEDEN VS. TUNISIA - MORE MARKETS
Spread: Sweden (-2.5)
30.0¢
70.0¢
▸ Advanced metrics · M2M bundle
polymarket · fifwc-swe-tun-2026-06-14-spread-home-2pt5 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
2838.76%
max drawdown
69.14%
sharpe
—
ulcer index
35.30%
RMS drawdown
pain index
20.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
69.14%
cond. drawdown
gain/pain
1.55
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.55
upside/downside
roll spread
55.3 bps
implied (price-only)
bars used
418
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-2pt5/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
30.0¢
NO · live
70.0¢
25 ticks · last 30.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.881 / 1.00 bits (88%) · high uncertainty
YES30.0%30.0¢3.33×▬ +0.00pp
NO70.0%70.0¢1.43×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 2500bp moved · peak 1700bp · n=24 ticks
8ms
30.00¢ (30.00%)
70.00¢ (70.00%)
100.00%
0.000pp
$394.4k
$10.5k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 30.50¢
25 NO observations from clob.polymarket.com · last 69.50¢
§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=16.61)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁4.158right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂16.613leptokurtic · 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 = 0.801STRONGLY 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
30.00¢
70.00¢
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
YES3.33×(30¢)NO1.43×(70¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.881 bits (88% of max) · high 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 · 4 down · best 17.00% · worst -1.00% · typical |Δ| 1.042%
§10 · Equity curve & underwater drawdown
final equity 1.2045 (20.45%) · max DD -1.01% · time-under-water 20/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 45.094 · range [-60.42, 45.09] · μ -0.774 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 647.54% · range [19.10%, 647.54%] · μ 69.62% · σ̂ scaled to annualised (×√8760)
latest 0.179 · |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
505.8439
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
1.2945
p-VALUE (log scale)
0.9344
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
5.9962
p-VALUE (log scale)
0.9990
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.7638
p-VALUE (log scale)
0.4450
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.3631
p-VALUE (log scale)
0.0931
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.6638
p-VALUE (log scale)
0.0962
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 ≈ 6.00h (freq 0.167) · concentrates 13.0% of total energy · Σ|X̂|²/n = 1.498e-2
▸ Depth section using sovereign-store price series (418 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
Horizon 0.3 d · σ/bar 2.145pp · expected |Δp| over horizon 5.25ppterminal variance p(1−p) = 0.2100 · n = 418✓ n = 418
μ per bar
+0.047pp
average Δp · drift
σ per bar
2.145pp
one-bar volatility · logit-free
Per-day movedaily
10.51pp
σ × √24
Per-horizon move0d
5.25pp
σ × √6
Terminal variancebinary
0.2100
p(1−p) at resolution
Current pricep
30.0¢
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
VaR₉₅ 3.48pp · ES₉₅ 4.38pp · method parametric · drift-correcteddrift +0.047pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.02✓ n = 418
VaR 95%
3.48pp
1.645·σ (parametric) of Δp
ES 95%
4.38pp
mean of the tail
Max drawdown
69.1pp
peak 40.5¢ → trough 12.5¢
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
30.0%
= price
Decimal oddsEU
3.333
total return per $1
AmericanUS
+233
$100 wins $233
FractionalUK
2.33 / 1
profit per $1 risked
Profit per $100stake
+$233.33
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)
0.881 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.881 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.74 bit
self-information
Surprise · NO−log₂(1−p)
0.51 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
910375407866798576381120317426168167149176567226819835332091960508730012112- NO token ID
39896038291940474782683213779739243507824566236026647467028718479379168089150- Snapshot fetched
- 2026-06-15 03:33:29 UTC
- Snapshot age
- 8ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-15 03:33:29 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
220cdeb42de35a3e49219e5be1bfc99a7e9fe737d4184899b60a176917283f09· 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
0.300000
(best bid + best ask) / 2
Spread
666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.907
ask-heavy
Imbalance (top-5)
-0.350
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-2pt5/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.322034 | 734.46bp | 0.330000 | 3 | FILLED |
| BUY | $10.00K | 0.591086 | 9702.87bp | 0.820000 | 15 | FILLED |
| BUY | $100.00K | 0.876517 | 19217.25bp | 0.990000 | 24 | PARTIAL |
| SELL | $1.00K | 0.205822 | 3139.26bp | 0.010000 | 10 | PARTIAL |
| SELL | $10.00K | 0.205822 | 3139.26bp | 0.010000 | 10 | PARTIAL |
| SELL | $100.00K | 0.205822 | 3139.26bp | 0.010000 | 10 | PARTIAL |
Risk metrics
▸ sovereign store · 418 barsperiods/year ≈ 1.75MRealized vol (annualised)
12801.16%
σ per bar = 0.096677
Mean return (annualised)
441402.98%
μ per bar = 0.002518
Sharpe (rf=0)
34.48
annualised; risk-free assumed zero
Max drawdown
69.14%
peak 0.41 → trough 0.13 over 100 bars
/api/asset/pm-fifwc-swe-tun-2026-06-14-spread-home-2pt5/risk · same metrics, JSON