POLYMARKET · PREDICTION MARKET · SPORTS

LoL: Dplus KIA Challengers vs T1 Academy - Game 3 Winner

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · lol-dkc-t1a-2026-06-18-game3 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3385.11%
max drawdown
99.92%
sharpe
—
ulcer index
74.24%
RMS drawdown
pain index
57.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.92%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
75.1 bps
implied (price-only)
bars used
555
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-dkc-t1a-2026-06-18-game3/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.3s⏱--:--:-- 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=14 · μ=0.3911 · σ=0.1687 · range [0.0005, 0.4900] · R²=0.305▼ FALLING -99.87%σ EXTREME 43.12%LAST 0.00050.49000.36760.24520.12290.0005μ = 0.3911max 0.4900min 0.0005dataMA(2)OLS R²=0.30μ lineμ ± σ bandmaxminlive endpoint
14 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=13 · Σ=7,895 · μ=607.3 · σ=1317.6 · CV=2.17BURSTY · concentratedcumulative energy ↗ · 50% by h=1201,2242,4483,6714,895μ = 6074,89550%h1h3h5h7h9h11h13#1 peak#2-3> μactivequietμ linecum energy
Σ 7895bp moved · peak 4895bp · n=13 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.3s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$331.9k
≋liquidity $
$198.0k
◳history points
14 ticks (live)

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

YES price · CLOB mid
n=14 · μ=0.3911 · σ=0.1687 · range [0.0005, 0.4900] · R²=0.305▼ FALLING -99.87%σ EXTREME 43.12%LAST 0.00050.49000.36760.24520.12290.0005μ = 0.3911max 0.4900min 0.0005dataMA(2)OLS R²=0.30μ lineμ ± σ bandmaxmin
14 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=14 · μ=0.6099 · σ=0.1683 · range [0.5100, 0.9995] · R²=0.310▲ RISING +61.21%σ EXTREME 27.59%LAST 0.99950.99950.87710.75480.63240.5100μ = 0.6099max 0.9995min 0.5100dataMA(2)OLS R²=0.31μ lineμ ± σ bandmaxmin
14 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=13 · 10 bins · μ=-0.0237 · σ=0.1298 · skew=-2.86 (left-skewed) · kurt=6.91 (leptokurtic (fat tails))864201-46.05ppbin -46.05pp · n=1 · 12.5% peakbin -46.05pp · n=1 · 12.5% peak-40.26pp-34.46pp-28.67pp-22.87pp-17.08pp-11.28pp1-5.49ppbin -5.49pp · n=1 · 12.5% peakbin -5.49pp · n=1 · 12.5% peak80.31ppbin 0.31pp · n=8 · 100.0% peakbin 0.31pp · n=8 · 100.0% peak36.10ppbin 6.10pp · n=3 · 37.5% peakbin 6.10pp · n=3 · 37.5% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=13
Q-Q plot · standardised Δp vs N(0,1)
n=13 · skew=-2.81 · kurt=6.77 · near 4 / mid 7 / far 2 · OLS slope=0.76 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.58σsample ↓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=14STRONGLY LEFT-SKEWED (G₁=-1.69)
μ MEAN39.11¢95% CI: [30.28¢, 47.95¢]
σ STD DEV16.87ppσ² = 284.444 · CV = 43.12%
med MEDIAN47.00¢Q₁ 40.63¢ · Q₃ 47.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 48.95pp · IQR 6.87pp (1.349σ→22.75pp)
min 0.05¢Q₁ 40.63¢med 47.00¢Q₃ 47.50¢max 49.00¢μ
SKEWNESS · G₁-1.694left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.153leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.47
σ × 1.349 ↔ IQRdiverges from normalratio = 3.31
range ↔ σconcentrated (range < 4σ)range / σ = 2.90
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 · ρ(1) -0.24 + ADF rejected
ρ(1) AUTOCORR-0.240within white-noise band
ρ(2) AUTOCORR+0.093lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-2.292significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.240k=2+0.093k=3+0.037k=4-0.050k=5+0.0020+1−1+0.55−0.55+ momentum (ρ > +0.55)− reversal (ρ < −0.55)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.29)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.24 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.24moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.29)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 ID2584910
SLUGlol-dkc-t1a-2026-06-18-game3
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME331.87k USD 24h
LIQUIDITY198.02k 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 DEPTHDEEP100k+ 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%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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 · VERY HIGHresolves 2026-06-18 11:00 UTC
0days
01hrs
09min
1.2 hours·θ = 82.624 pp/day
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+0.6hRESOLVESP projection · σ=16.87% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 82.624 pp/day
now1.16h left
82.624 pp/day×1.00
−25%0.87h left
95.405 pp/day×1.15
−50%0.58h left
116.847 pp/day×1.41
−75%0.29h left
165.247 pp/day×2.00
−90%0.12h left
261.279 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=13 bars · best 9.00% · worst -48.95% · typical |Δ| 6.07%BEARISH SESSION -37.95%BEST+9.00%11hWORST-48.95%12hTYPICAL |Δ|6.07%mean absoluteCUMULATIVE-37.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.21% · Σ +8.50%EUROPE · 08-16 UTCμ -7.74% · Σ -46.45%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final -37.95%+11.00%-37.95%4.50% · 1h4.50% · 1h4.50%1h5.00% · 2h5.00% · 2h5.00%2h0.50% · 3h0.50% · 3h0.50%3h-0.50% · 4h-0.50% · 4h-0.50%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-1.00% · 7h-1.00% · 7h-1.00%7h1.50% · 8h1.50% · 8h1.50%8h-2.50% · 9h-2.50% · 9h-2.50%9h-5.50% · 10h-5.50% · 10h-5.50%10h9.00% · 11h9.00% · 11h9.00%11h★ BEST-48.95% · 12h-48.95% · 12h-48.95%12h▼ WORST0.00% · 13h0.00% · 13h·13hTIME PATTERNAsia-led (+8.50%)RUNSup max 3 · down max 2BREADTH38% up · 38% down · 23% flat
5 up bars · 5 down · best 9.00% · worst -48.95% · typical |Δ| 6.073%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=14 barsSEVERE DRAWDOWN -43.47%FINAL-43.47%MAX DD-48.95%RECOVERYONGOING · 2 barsMAX RUN-UP+10.73%UNDERWATER9/14 (64%)STREAK▬ 0EQUITY CURVE · end 0.5653 · peak 1.1073 · range [0.5653, 1.1073]1.10730.5653break-even = 1★ PEAK 1.1073UNDERWATER DRAWDOWN · max -48.95% · severe0%-48.95%▼ TROUGH -48.95%TOP DRAWDOWN PERIODS · 2 total#1 -48.95%bar 13-14 · 2 bars · ONGOING#2 -7.88%bar 5-11 · 7 bars · recoveredDD SEVERITYsevere (max -48.95%)RECOVERYongoing · 2 barsTIME UNDER WATER64% of session · 9/14 bars
final equity 0.5653 (-43.47%) · max DD -48.95% · time-under-water 9/14 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=10 · +4 / −5 (40% positive) · μ=-9.97 · σ=48.47MIXED EDGELAST -41.28 (-0.65σ vs μ)79.9639.980.00-39.98-79.96μ = -9.9779.9679.9646.1946.190.000.00-73.32-73.3211.3511.35-27.80-27.80-59.97-59.979.329.32-44.13-44.13-41.28-41.28v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.282 · range [-73.32, 79.96] · μ -9.970 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=10 · μ=648.6131 · σ=933.8954 · range [38.2099, 2411.1214] · R²=0.553▲ RISING +826.62%σ EXTREME 143.98%LAST 2411.12142411.12141817.89351224.6657631.437838.2099μ = 648.6131max 2411.1214min 38.2099dataMA(2)OLS R²=0.55μ lineμ ± σ bandmaxmin
latest 2411.12% · range [38.21%, 2411.12%] · μ 648.61% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=10 · +3 / −7 (30% positive) · μ=-0.247 · σ=0.299MEAN-REVERSIONLAST -0.539 (-0.98σ vs μ)0.6180.3090.000-0.309-0.618μ = -0.2470.2610.2610.0360.036-0.500-0.500-0.205-0.205-0.436-0.436-0.618-0.6180.1210.121-0.295-0.295-0.298-0.298-0.539-0.539v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.539 · |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
87.5662
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
1.1737
p-VALUE (log scale)
0.8825
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
-0.6083
p-VALUE (log scale)
0.8609
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
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3345
p-VALUE (log scale)
0.1219
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=6 bins · noise floor μ=2.04e-2 · top T=2.17h (21.7%) · top-3 cover 59.7%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.7e-22.0e-21.3e-26.6e-30.0e+0μ noise floorperiod 13.0 · power 1.37e-2 · 11.2% energyperiod 13.0 · power 1.37e-2 · 11.2% energyperiod 6.5 · power 1.75e-2 · 14.3% energyperiod 6.5 · power 1.75e-2 · 14.3% energyperiod 4.3 · power 1.81e-2 · 14.8% energyperiod 4.3 · power 1.81e-2 · 14.8% energyperiod 3.3 · power 2.03e-2 · 16.6% energyperiod 3.3 · power 2.03e-2 · 16.6% energyperiod 2.6 · power 2.63e-2 · 21.5% energyperiod 2.6 · power 2.63e-2 · 21.5% energyperiod 2.2 · power 2.66e-2 · 21.7% energyperiod 2.2 · power 2.66e-2 · 21.7% energy50% by T=3.3h#1 dominantT=2.17h#2T=2.60h#3T=3.25hT=3hT=4hT=6hT=8hT=12h← 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 ≈ 2.17h (freq 0.462) · concentrates 21.7% of total energy · Σ|X̂|²/n = 1.226e-1

▸ Depth section using sovereign-store price series (555 bars · effective 1752421 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 2.558pp · expected |Δp| over horizon 6.27ppterminal variance p(1−p) = 0.0005 · n = 555✓ n = 555
μ per bar
-0.075pp
average Δp · drift
σ per bar
2.558pp
one-bar volatility · logit-free
Per-day movedaily
12.53pp
σ × √24
Per-horizon move0d
6.27pp
σ × √6
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 4.28pp · ES₉₅ 5.35pp · method parametric · drift-correcteddrift -0.075pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.03✓ n = 555
VaR 95%
4.28pp
1.645·σ (parametric) of Δp
ES 95%
5.35pp
mean of the tail
Max drawdown
99.9pp
peak 62.0¢ → trough 0.1¢
Median step
1.50pp
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
87034578013749826054469950662775952617412523477066613180726492987776884286064
NO token ID
38911315704013392294434898464556498663242604757378286029757002959688505111911
Snapshot fetched
2026-06-18 09:50:29 UTC
Snapshot age
10.3s
History points
14 CLOB mids
Page rendered
2026-06-18 09:50:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1c415326d96f01b9002824fd603e602cfe60e46ba8d970b6c00558b37ef00f8f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Sports

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-lol-dkc-t1a-2026-06-18-game3/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 555 barsperiods/year ≈ 1.75M
Realized vol (annualised)
25830.19%
σ per bar = 0.195123
Mean return (annualised)
-2126131.50%
μ per bar = -0.012133
Sharpe (rf=0)
-82.31
annualised; risk-free assumed zero
Max drawdown
99.92%
peak 0.62 → trough 0.00 over 83 bars

/api/asset/pm-lol-dkc-t1a-2026-06-18-game3/risk · same metrics, JSON