POLYMARKET · PREDICTION MARKET · KBO: KT WIZ VS. DOOSAN BEARS

KBO: KT Wiz vs. Doosan Bears

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · kbo-kt-doo-2026-06-18 · fresh · feed 17s old
24h sparkline · 60 pts
realized vol (ann.)
1094.83%
max drawdown
99.80%
sharpe
ulcer index
91.10%
RMS drawdown
pain index
85.19%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
99.80%
cond. drawdown
gain/pain
0.07
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.07
upside/downside
roll spread
287.1 bps
implied (price-only)
bars used
472
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-kbo-kt-doo-2026-06-18/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING17.4s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·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=0.5121 · σ=0.2147 · range [0.0005, 0.6350] · R²=0.393 FALLING -99.91%σ EXTREME 41.92%LAST 0.00050.63500.47640.31770.15910.0005μ = 0.5121max 0.6350min 0.0005dataMA(5)OLS R²=0.39μ 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=7,595 · μ=316.5 · σ=805.3 · CV=2.54BURSTY · concentratedcumulative energy ↗ · 50% by h=2109501,9002,8503,800μ = 3163,80050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7595bp moved · peak 3800bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
17.4s
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$25.9k
liquidity $
$82.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5121 · σ=0.2147 · range [0.0005, 0.6350] · R²=0.393 FALLING -99.91%σ EXTREME 41.92%LAST 0.00050.63500.47640.31770.15910.0005μ = 0.5121max 0.6350min 0.0005dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.4879 · σ=0.2147 · range [0.3650, 0.9995] · R²=0.393 RISING +122.11%σ EXTREME 43.99%LAST 0.99950.99950.84090.68230.52360.3650μ = 0.4879max 0.9995min 0.3650dataMA(5)OLS R²=0.39μ 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=-0.0169 · σ=0.0806 · skew=-3.36 (left-skewed) · kurt=10.93 (leptokurtic (fat tails))18149501-35.93ppbin -35.93pp · n=1 · 5.6% peakbin -35.93pp · n=1 · 5.6% peak-31.77pp-27.63pp-23.47pp-19.32pp1-15.17ppbin -15.17pp · n=1 · 5.6% peakbin -15.17pp · n=1 · 5.6% peak-11.03pp1-6.87ppbin -6.87pp · n=1 · 5.6% peakbin -6.87pp · n=1 · 5.6% peak3-2.72ppbin -2.72pp · n=3 · 16.7% peakbin -2.72pp · n=3 · 16.7% peak181.43ppbin 1.43pp · n=18 · 100.0% peakbin 1.43pp · n=18 · 100.0% 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=-3.56 · kurt=12.36 · near 7 / mid 15 / far 2 · OLS slope=0.69 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.33σsample ↓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=25STRONGLY LEFT-SKEWED (G₁=-1.75)
μ MEAN51.21¢95% CI: [42.79¢, 59.62¢]
σ STD DEV21.47ppσ² = 460.798 · CV = 41.92%
med MEDIAN61.00¢Q₁ 57.50¢ · Q₃ 61.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 57.50¢med 61.00¢Q₃ 61.00¢max 63.50¢μ
SKEWNESS · G₁-1.748left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.249leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.46
σ × 1.349 ↔ IQRdiverges from normalratio = 8.27
range ↔ σconcentrated (range < 4σ)range / σ = 2.96
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.409positive · momentum
ρ(2) AUTOCORR-0.001lag-2 not significant
H · HURST EXPONENT0.881strongly persistent
OLS TREND · t-STAT-3.859significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.881STRONGLY 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+0.409k=2-0.001k=3+0.025k=4+0.006k=5-0.0350+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.86)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 ID2517151
SLUGkbo-kt-doo-2026-06-18
CATEGORYKBO: KT Wiz vs. Doosan Bears
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 VOLUME25.85k USD 24h
LIQUIDITY82.86k 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · LOWresolves 2026-06-25 09:30 UTC
6days
19hrs
26min
YES$1.00(P = 0.1%)
NO$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4dRESOLVESP projection · σ=21.47% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 105.162 pp/day
now6.81d left
105.162 pp/day×1.00
−25%5.11d left
121.431 pp/day×1.15
−50%3.41d left
148.722 pp/day×1.41
−75%1.70d left
210.325 pp/day×2.00
−90%16.34h left
332.553 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
HOURLY RETURN HEATMAP · n=24 bars · best 3.50% · worst -38.00% · typical |Δ| 3.16%BEARISH SESSION -54.95%BEST+3.50%2hWORST-38.00%21hTYPICAL |Δ|3.16%mean absoluteCUMULATIVE-54.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.86% · Σ +6.00%EUROPE · 08-16 UTCμ +0.25% · Σ +2.00%US · 16-24 UTCμ -7.87% · Σ -62.95%CUMULATIVE Δ PATH · final -54.95%+8.50%-54.95%2.50% · 1h2.50% · 1h2.50%1h3.50% · 2h3.50% · 2h3.50%2h★ BEST0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h0.50% · 5h0.50% · 5h0.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-1.50% · 11h-1.50% · 11h-1.50%11h1.50% · 12h1.50% · 12h1.50%12h0.00% · 13h0.00% · 13h·13h1.50% · 14h1.50% · 14h1.50%14h0.50% · 15h0.50% · 15h0.50%15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h-4.00% · 18h-4.00% · 18h-4.00%18h-1.00% · 19h-1.00% · 19h-1.00%19h-6.00% · 20h-6.00% · 20h-6.00%20h-38.00% · 21h-38.00% · 21h-38.00%21h▼ WORST-14.45% · 22h-14.45% · 22h-14.45%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+6.00%)RUNSup max 3 · down max 5BREADTH29% up · 29% down · 42% flat
7 up bars · 7 down · best 3.50% · worst -38.00% · typical |Δ| 3.165%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -48.48%FINAL-48.48%MAX DD-52.61%RECOVERYONGOING · 7 barsMAX RUN-UP+8.73%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 0.5152 · peak 1.0873 · range [0.5152, 1.0873]1.08730.5152break-even = 1★ PEAK 1.0873UNDERWATER DRAWDOWN · max -52.61% · severe0%-52.61%▼ TROUGH -52.61%TOP DRAWDOWN PERIODS · 2 total#1 -52.61%bar 19-25 · 7 bars · ONGOING#2 -1.50%bar 5-14 · 10 bars · recoveredDD SEVERITYsevere (max -52.61%)RECOVERYongoing · 7 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.5152 (-48.48%) · max DD -52.61% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −8 (37% positive) · μ=-3.72 · σ=45.95MIXED EDGELAST -62.50 (-1.28σ vs μ)91.3445.670.00-45.67-91.34μ = -3.7258.0558.0537.3137.310.000.000.000.0038.2138.21-38.21-38.210.000.000.000.0020.7220.7227.7227.7235.0035.0091.3491.34-12.21-12.21-20.16-20.16-57.47-57.47-50.89-50.89-68.80-68.80-68.80-68.80-62.50-62.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -62.502 · range [-68.80, 91.34] · μ -3.721 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=372.0012 · σ=531.8194 · range [19.1050, 1391.5190] · R²=0.554 RISING +820.18%σ EXTREME 142.96%LAST 1388.71081391.51901048.4155705.3120362.208519.1050μ = 372.0012max 1391.5190min 19.1050dataMA(3)OLS R²=0.55μ lineμ ± σ bandmaxmin
latest 1388.71% · range [19.10%, 1391.52%] · μ 372.00% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.148 · σ=0.284CLOSE TO MARTINGALELAST 0.096 (+0.86σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.1480.3080.308-0.055-0.055-0.500-0.500-0.500-0.500-0.033-0.033-0.033-0.033-0.500-0.500-0.500-0.500-0.363-0.363-0.333-0.333-0.464-0.464-0.476-0.4760.0850.0850.1910.191-0.001-0.0010.0760.0760.1520.1520.0450.0450.0960.096v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.096 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
303.6140
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
4.6076
p-VALUE (log scale)
0.4668
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
0.7164
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
-1.1127
p-VALUE (log scale)
0.2658
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4704
p-VALUE (log scale)
0.0483
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.1374
p-VALUE (log scale)
0.0326
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.650 → trending
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=6.76e-3 · top T=12.00h (20.7%) · top-3 cover 53.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-21.3e-28.4e-34.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.48e-2 · 18.2% energyperiod 24.0 · power 1.48e-2 · 18.2% energyperiod 12.0 · power 1.68e-2 · 20.7% energyperiod 12.0 · power 1.68e-2 · 20.7% energyperiod 8.0 · power 1.16e-2 · 14.3% energyperiod 8.0 · power 1.16e-2 · 14.3% energyperiod 6.0 · power 8.49e-3 · 10.5% energyperiod 6.0 · power 8.49e-3 · 10.5% energyperiod 4.8 · power 5.93e-3 · 7.3% energyperiod 4.8 · power 5.93e-3 · 7.3% energyperiod 4.0 · power 4.87e-3 · 6.0% energyperiod 4.0 · power 4.87e-3 · 6.0% energyperiod 3.4 · power 6.57e-3 · 8.1% energyperiod 3.4 · power 6.57e-3 · 8.1% energyperiod 3.0 · power 4.78e-3 · 5.9% energyperiod 3.0 · power 4.78e-3 · 5.9% energyperiod 2.7 · power 3.37e-3 · 4.2% energyperiod 2.7 · power 3.37e-3 · 4.2% energyperiod 2.4 · power 1.56e-3 · 1.9% energyperiod 2.4 · power 1.56e-3 · 1.9% energyperiod 2.2 · power 8.15e-4 · 1.0% energyperiod 2.2 · power 8.15e-4 · 1.0% energyperiod 2.0 · power 1.51e-3 · 1.9% energyperiod 2.0 · power 1.51e-3 · 1.9% energy50% by T=8.0h#1 dominantT=12.00h#2T=24.00h#3T=8.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 20.7% of total energy · Σ|X̂|²/n = 8.107e-2

▸ Depth section using sovereign-store price series (472 bars · effective 1752810 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 6.8 d · σ/bar 0.827pp · expected |Δp| over horizon 10.58ppterminal variance p(1−p) = 0.0005 · n = 472n = 472
μ per bar
-0.054pp
average Δp · drift
σ per bar
0.827pp
one-bar volatility · logit-free
Per-day movedaily
4.05pp
σ × √24
Per-horizon move7d
10.58pp
σ × √163.44211416666667
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 1.41pp · ES₉₅ 1.76pp · method parametric · drift-correcteddrift -0.054pp/bar · quantised: yes · median step 10.00pp · unique ratio 0.01n = 472
VaR 95%
1.41pp
1.645·σ (parametric) of Δp
ES 95%
1.76pp
mean of the tail
Max drawdown
99.8pp
peak 25.5¢ → trough 0.1¢
Median step
10.00pp
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
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
2886631811077745160103014856523417405585034543103334691164978034220679193616
NO token ID
90475544016272482760375049405040721434086373625503806881619493354807202759046
Snapshot fetched
2026-06-18 14:03:10 UTC
Snapshot age
17.4s
History points
25 CLOB mids
Page rendered
2026-06-18 14:03:28 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3e2266cab539ed10fa9db2dc10125644314635c877eacd9917f089f3479ec8b2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in KBO: KT Wiz vs. Doosan Bears

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-kbo-kt-doo-2026-06-18/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 · 472 barsperiods/year ≈ 1.75M
Realized vol (annualised)
26508.16%
σ per bar = 0.200222
Mean return (annualised)
-2320114.76%
μ per bar = -0.013237
Sharpe (rf=0)
-87.52
annualised; risk-free assumed zero
Max drawdown
99.80%
peak 0.26 → trough 0.00 over 100 bars

/api/asset/pm-kbo-kt-doo-2026-06-18/risk · same metrics, JSON