POLYMARKET · PREDICTION MARKET · UNITED STATES VS. AUSTRALIA

Will United States win on 2026-06-19?

YES · live

61.5¢

NO · live

38.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-usa-aus-2026-06-19-usa · fresh · feed 0s old

24h sparkline · 60 pts▼ -3.15%

realized vol (ann.)

20.94%

max drawdown

0.81%

sharpe

—

ulcer index

0.75%

RMS drawdown

pain index

0.69%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

0.81%

cond. drawdown

gain/pain

1.00

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.00

upside/downside

roll spread

0.0 bps

implied (price-only)

bars used

2000

store

spread

—

24h Δ

-3.15%

flow lean

—

carry

flat

signalNEUTRALconfidence 25%

24h change -3.15%

Same bundle via M2M API: /api/m2m/pm-fifwc-usa-aus-2026-06-19-usa/bundle · venue execution: polymarket →

LIVEPOLL0SRCFRESH3ms⏱--:--:-- UTCNEXT8.0sUP0s--:--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

61.5¢

NO · live

38.5¢

YES price · live 24h

25 ticks · last 61.50¢

YES / NO split · live

Σ 100.00% · fair

Σ-sides total = 100.00% (tight rounding)

H(p) entropy = 0.961 / 1.00 bits (96%) · max uncertainty (~50/50)

YES

61.5%61.5¢1.63×▬ +0.00pp

38.5%38.5¢2.60×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

Per-tick activity · |Δp| in basis points · live

Σ 500bp moved · peak 200bp · n=24 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

3ms

▲YES mid

61.50¢ (61.50%)

▼NO mid

38.50¢ (38.50%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$78.1k

≋liquidity $

$130.3k

◳history points

25 ticks (live)

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

YES price · CLOB mid

25 YES observations from clob.polymarket.com · last 61.50¢

NO price · CLOB mid

25 NO observations from clob.polymarket.com · last 38.50¢

§2 · Distribution of Δp

Histogram of hourly increments

n=24

Q-Q plot · standardised Δp vs N(0,1)

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=25PLATYKURTIC · THIN TAILS (G₂=-1.66)

μ MEAN62.60¢95% CI: [62.17¢, 63.03¢]

σ STD DEV1.10ppσ² = 1.208 · CV = 1.76%

med MEDIAN62.50¢Q₁ 61.50¢ · Q₃ 63.50¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 3.00pp · IQR 2.00pp (1.349σ→1.48pp)

SKEWNESS · G₁0.185approximately symmetric

−3−10+1+3

EXCESS KURTOSIS · G₂-1.661platykurtic · thin tails

−30+2+4+6

μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09

σ × 1.349 ↔ IQRdiverges from normalratio = 0.74

range ↔ σconcentrated (range < 4σ)range / σ = 2.73

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: INDETERMINATE · weak signal at n=24

ρ(1) AUTOCORR+0.170within white-noise band

ρ(2) AUTOCORR-0.423lag-2 dependence detected

H · HURST EXPONENT1.829strongly persistent

OLS TREND · t-STAT-6.714significant @ α=0.05

HURST EXPONENT [0, 1]strongly persistent · H = 1.829

H = 1.829STRONGLY 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=2

OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=6.71)

−5 reject−1.960 retain H₀+1.96+5 reject

REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis

PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.71)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 ID1897118

SLUGfifwc-usa-aus-2026-06-19-usa

CATEGORYUnited States vs. Australia

TWO-SIDED PRICINGFAVOURS YES (62¢)

PRIMARY · YES61.50¢implied prob 61.50% · decimal odds 1.63×

COUNTER · NO38.50¢implied prob 38.50% · decimal odds 2.60×

61.50¢

38.50¢

Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYACTIVE

24H VOLUME78.15k USD 24h

LIQUIDITY130.30k USD

MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient

PRICING SKEWFAVOURS YES (62¢)|primary − counter| = 0.230 · entropy 0.961 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

Probability scale (YES)

0%25%50%
fair75%100%

Implied decimal odds

YES1.63×(62¢)NO2.60×(39¢)

Kelly bet-size (% of bankroll) K* = 0.00%

K* full

0.00%

½K half

0.00%

¼K quarter

0.00%

Entropy H(p̂) = 0.961 bits (96% of max) · maximum uncertainty (~50/50)

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.

§8 · Time decay & θ projection

Time decay & theta projection

⏱ URGENCY · LOWresolves 2026-06-19 19:00 UTC

5days

02hrs

50min

YES →$1.00(P = 61.5%)

NO →$0.00(P = 38.5%)

current: $0.6150 · expected return per side: $0.39 on YES hit · $0.61 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 5.385 pp/day

now5.12d left

5.385 pp/day×1.00

−25%3.84d left

6.218 pp/day×1.15

−50%2.56d left

7.616 pp/day×1.41

−75%1.28d left

10.770 pp/day×2.00

−90%12.28h left

17.029 pp/day×3.16

θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down

2 up bars · 3 down · best 1.00% · worst -2.00% · typical |Δ| 0.208%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 0.9799 (-2.01%) · max DD -2.98% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative

latest 0.000 · range [-52.32, 38.21] · μ -10.168 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window

Rolling annualised volatility (%)

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC

0.0977

p-VALUE (log scale)

0.9222

10⁻⁴10⁻³10⁻²10⁻¹1

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

dominant period ≈ 4.00h (freq 0.250) · concentrates 16.3% of total energy · Σ|X̂|²/n = 3.188e-4

▸ Depth section using sovereign-store price series (3821 bars · effective 1752908 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 5.1 d · σ/bar 0.034pp · expected |Δp| over horizon 0.38ppterminal variance p(1−p) = 0.2368 · n = 3821✓ n = 3821

μ per bar

-0.001pp

average Δp · drift

σ per bar

0.034pp

one-bar volatility · logit-free

Per-day movedaily

0.17pp

σ × √24

Per-horizon move5d

0.38pp

σ × √122.84833333333333

Terminal variancebinary

0.2368

p(1−p) at resolution

Current pricep

61.5¢

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

VaR · ES · max drawdown

VaR₉₅ 0.06pp · ES₉₅ 0.07pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3821

VaR 95%

0.06pp

1.645·σ (parametric) of Δp

ES 95%

0.07pp

mean of the tail

Max drawdown

4.7pp

peak 64.5¢ → trough 61.5¢

Median step

1.00pp

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

Odds conversion · every dialect a bettor thinks in

Implied probabilityP

61.5%

= price

Decimal oddsEU

1.626

total return per $1

AmericanUS

-160

risk $160 to win $100

FractionalUK

0.63 / 1

profit per $1 risked

Profit per $100stake

+$62.60

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

Binary entropy · uncertainty as bits of information

Market entropyH(p)

0.961 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.961 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

0.70 bit

self-information

Surprise · NO−log₂(1−p)

1.38 bit

self-information

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: 39108014906147153132558864303811863989716119429482110734018531773663181557097
NO token ID: 4905902888114343672916926250049498528372765298948762030767854676343256319061
Snapshot fetched: 2026-06-14 16:09:05 UTC
Snapshot age: 3ms
History points: 25 CLOB mids
Page rendered: 2026-06-14 16:09:06 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: 7c84c1d3a6987114893ab4946cb2a8106708b2f0dc0fcf1377f3f8a5cd39ec0d · deterministic hash of source snapshot
Open data licence: CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,028.5 HL PERPETH-USD perpetual$1,663.15 HL PERPHYPE-USD perpetual$60.32

Also see: /arb opportunities · RSS feed · more in United States vs. Australia

Market depth

▸ live order book · Polymarket YES

Depth within 1bp

bid $0 · ask $0

Depth within 5bp

bid $0 · ask $0

Depth within 10bp

bid $0 · ask $0

Depth within 50bp

bid $0 · ask $0

Mid price

0.615000

(best bid + best ask) / 2

Spread

162.6bp

(bestAsk − bestBid) / mid

Imbalance (whole book)

-0.916

ask-heavy

Imbalance (top-5)

-0.044

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-usa-aus-2026-06-19-usa/slippage?size=10000&side=buy

Side	Notional	Avg fill	Slippage	Worst fill	Levels	Status
BUY	$1.00K	0.620000	81.30bp	0.620000	1	FILLED
BUY	$10.00K	0.620000	81.30bp	0.620000	1	FILLED
BUY	$100.00K	0.682202	1092.72bp	0.880000	24	FILLED
SELL	$1.00K	0.610000	81.30bp	0.610000	1	FILLED
SELL	$10.00K	0.605862	148.59bp	0.600000	2	FILLED
SELL	$100.00K	0.544596	1144.78bp	0.010000	28	PARTIAL

Risk metrics

▸ sovereign store · 3,821 barsperiods/year ≈ 1.75M

Realized vol (annualised)

72.06%

σ per bar = 0.000544

Mean return (annualised)

-1468.53%

μ per bar = -0.000008

Sharpe (rf=0)

-20.38

annualised; risk-free assumed zero

Max drawdown

4.65%

peak 0.65 → trough 0.61 over 730 bars

/api/asset/pm-fifwc-usa-aus-2026-06-19-usa/risk · same metrics, JSON