POLYMARKET · PREDICTION MARKET · SPORTS

LoL: Galions vs Eintracht Spandau (BO5) - EMEA Masters Playoffs

YES · live
86.5¢
NO · live
13.5¢

▸ Advanced metrics · M2M bundle

polymarket · lol-gal-es1-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
460.33%
max drawdown
5.46%
sharpe
—
ulcer index
1.37%
RMS drawdown
pain index
0.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.14%
cond. drawdown
gain/pain
1.88
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.88
upside/downside
roll spread
1.8 bps
implied (price-only)
bars used
1477
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-gal-es1-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- UTC8NEXT8.0sUP0s--:--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
86.5¢
NO · live
13.5¢
YES price · live 24h
n=17 · μ=0.7659 · σ=0.0745 · range [0.6650, 0.9150] · R²=0.953▲ RISING +36.57%σ HIGH 9.73%LAST 0.91500.91500.85250.79000.72750.6650μ = 0.7659max 0.9150min 0.6650dataMA(3)OLS R²=0.95μ lineμ ± σ bandmaxminlive endpoint
17 ticks · last 91.50¢
YES / NO split · live
YES 86.5%NO 13.5%YES86.5%86.50¢ · odds 1/1.16
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.571 / 1.00 bits (57%) · moderate uncertainty
YES
86.5%86.5¢1.16×▬ +0.00pp
NO
13.5%13.5¢7.41×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=16 · Σ=2,850 · μ=178.1 · σ=137.8 · CV=0.77RISING +100% h/hcumulative energy ↗ · 50% by h=120150300450600μ = 17860050%h1h3h5h7h9h11h13h15#1 peak#2-3> μactivequietμ linecum energy
Σ 2850bp moved · peak 600bp · n=16 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
86.50¢ (86.50%)
▼NO mid
13.50¢ (13.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$73.8k
≋liquidity $
$26.5k
◳history points
17 ticks (live)

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

YES price · CLOB mid
n=17 · μ=0.7659 · σ=0.0745 · range [0.6650, 0.9150] · R²=0.953▲ RISING +36.57%σ HIGH 9.73%LAST 0.91500.91500.85250.79000.72750.6650μ = 0.7659max 0.9150min 0.6650dataMA(3)OLS R²=0.95μ lineμ ± σ bandmaxmin
17 YES observations from clob.polymarket.com · last 91.50¢
NO price · CLOB mid
n=17 · μ=0.2341 · σ=0.0745 · range [0.0850, 0.3350] · R²=0.953▼ FALLING -74.24%σ EXTREME 31.81%LAST 0.08500.33500.27250.21000.14750.0850μ = 0.2341max 0.3350min 0.0850dataMA(3)OLS R²=0.95μ lineμ ± σ bandmaxmin
17 NO observations from clob.polymarket.com · last 8.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=16 · 10 bins · μ=0.0155 · σ=0.0145 · skew=0.94 (right-skewed) · kurt=1.99 (leptokurtic (fat tails))653201-1.13ppbin -1.13pp · n=1 · 16.7% peakbin -1.13pp · n=1 · 16.7% peak1-0.38ppbin -0.38pp · n=1 · 16.7% peakbin -0.38pp · n=1 · 16.7% peak10.38ppbin 0.38pp · n=1 · 16.7% peakbin 0.38pp · n=1 · 16.7% peak51.13ppbin 1.13pp · n=5 · 83.3% peakbin 1.13pp · n=5 · 83.3% peak61.88ppbin 1.88pp · n=6 · 100.0% peakbin 1.88pp · n=6 · 100.0% peak2.63pp13.38ppbin 3.38pp · n=1 · 16.7% peakbin 3.38pp · n=1 · 16.7% peak4.13pp4.88pp15.63ppbin 5.63pp · n=1 · 16.7% peakbin 5.63pp · n=1 · 16.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=16
Q-Q plot · standardised Δp vs N(0,1)
n=16 · skew=0.85 · kurt=1.79 · near 12 / mid 4 / far 0 · OLS slope=0.97 intercept=0.00APPROXIMATELY NORMALUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=17APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN76.59¢95% CI: [73.05¢, 80.13¢]
σ STD DEV7.45ppσ² = 55.476 · CV = 9.73%
med MEDIAN75.50¢Q₁ 71.50¢ · Q₃ 81.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 25.00pp · IQR 10.00pp (1.349σ→10.05pp)
min 66.50¢Q₁ 71.50¢med 75.50¢Q₃ 81.50¢max 91.50¢μ
SKEWNESS · G₁0.454approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.932mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRconsistent with normalratio = 1.00
range ↔ σconcentrated (range < 4σ)range / σ = 3.36
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=16
ρ(1) AUTOCORR-0.085within white-noise band
ρ(2) AUTOCORR-0.309lag-2 not significant
H · HURST EXPONENT1.053strongly persistent
OLS TREND · t-STAT+17.456significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.053
H = 1.053STRONGLY PERSISTENT
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=1-0.085k=2-0.309k=3+0.206k=4-0.024k=5-0.0230+1−1+0.50−0.50+ momentum (ρ > +0.50)− reversal (ρ < −0.50)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=17.46)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=16from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=17.46)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 ID2537452
SLUGlol-gal-es1-2026-06-14
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (87¢)
PRIMARY · YES86.50¢implied prob 86.50% · decimal odds 1.16×
COUNTER · NO13.50¢implied prob 13.50% · decimal odds 7.41×
86.50¢
13.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME73.77k USD 24h
LIQUIDITY26.53k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (87¢)|primary − counter| = 0.730 · entropy 0.571 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 86.5%NO 13.5%YES p̂86.5%H = 0.571 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.16×(87¢)NO7.41×(14¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.571 bits (57% of max) · moderate uncertainty
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 2026-06-14 21:00 UTC
0days
04hrs
52min
4.9 hours·θ = 36.489 pp/day
YES →$1.00(P = 86.5%)
NO →$0.00(P = 13.5%)
current: $0.8650 · expected return per side: $0.14 on YES hit · $0.86 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4hRESOLVESP projection · σ=7.45% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 36.489 pp/day
now4.87h left
36.489 pp/day×1.00
−25%3.65h left
42.134 pp/day×1.15
−50%2.44h left
51.603 pp/day×1.41
−75%1.22h left
72.977 pp/day×2.00
−90%0.49h left
115.387 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=16 bars · best 6.00% · worst -1.50% · typical |Δ| 1.78%BULLISH SESSION +24.50%BEST+6.00%15hWORST-1.50%13hTYPICAL |Δ|1.78%mean absoluteCUMULATIVE+24.50%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ +0.93% · Σ +6.50%EUROPE · 08-16 UTCμ +2.00% · Σ +16.00%US · 16-24 UTCμ +2.00% · Σ +2.00%CUMULATIVE Δ PATH · final +24.50%+24.50%-0.50%-0.50% · 1h-0.50% · 1h-0.50%1h2.00% · 2h2.00% · 2h2.00%2h1.50% · 3h1.50% · 3h1.50%3h1.50% · 4h1.50% · 4h1.50%4h1.00% · 5h1.00% · 5h1.00%5h0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h2.00% · 8h2.00% · 8h2.00%8h2.00% · 9h2.00% · 9h2.00%9h1.00% · 10h1.00% · 10h1.00%10h1.00% · 11h1.00% · 11h1.00%11h3.50% · 12h3.50% · 12h3.50%12h-1.50% · 13h-1.50% · 13h-1.50%13h▼ WORST2.00% · 14h2.00% · 14h2.00%14h6.00% · 15h6.00% · 15h6.00%15h★ BEST2.00% · 16h2.00% · 16h2.00%16hTIME PATTERNEurope-led (+16.00%)RUNSup max 6 · down max 1BREADTH81% up · 13% down · 6% flat
13 up bars · 2 down · best 6.00% · worst -1.50% · typical |Δ| 1.781%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=17 barsSTRONG PROFIT +27.27% · SHALLOW DDFINAL+27.27%MAX DD-1.50%RECOVERYFULLY RECOVEREDMAX RUN-UP+27.27%UNDERWATER2/17 (12%)STREAK↗ 3EQUITY CURVE · end 1.2727 · peak 1.2727 · range [0.9950, 1.2727]1.27270.9950break-even = 1★ PEAK 1.2727UNDERWATER DRAWDOWN · max -1.50% · moderate0%-1.50%▼ TROUGH -1.50%TOP DRAWDOWN PERIODS · 2 total#1 -1.50%bar 14-14 · 1 bars · recovered#2 -0.50%bar 2-2 · 1 bars · recoveredDD SEVERITYmoderate (max -1.50%)RECOVERYfully recoveredTIME UNDER WATER12% of session · 2/17 bars
final equity 1.2727 (27.27%) · max DD -1.50% · time-under-water 2/17 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=13 · +13 / −0 (100% positive) · μ=139.55 · σ=87.54PROFITABLE STRATEGYLAST 64.88 (-0.85σ vs μ)343.89171.940.00-171.94-343.89μ = 139.5594.9794.97343.89343.89132.36132.36130.17130.17114.63114.63122.20122.20243.17243.17243.17243.17148.54148.5445.8545.8555.6755.6774.6274.6264.8864.88v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 64.885 · range [45.85, 343.89] · μ 139.547 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=13 · μ=124.6048 · σ=88.4154 · range [38.2099, 293.4962] · R²=0.648▲ RISING +176.48%σ EXTREME 70.96%LAST 286.8928293.4962229.6746165.8531102.031538.2099μ = 124.6048max 293.4962min 38.2099dataMA(2)OLS R²=0.65μ lineμ ± σ bandmaxmin
latest 286.89% · range [38.21%, 293.50%] · μ 124.60% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=13 · +3 / −9 (23% positive) · μ=-0.112 · σ=0.270MEAN-REVERSIONLAST -0.018 (+0.35σ vs μ)0.6650.3330.000-0.333-0.665μ = -0.112-0.258-0.258-0.000-0.0000.1670.167-0.118-0.1180.0000.0000.2500.250-0.250-0.2500.2500.250-0.183-0.183-0.500-0.500-0.665-0.665-0.127-0.127-0.018-0.018v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.018 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
8.3359
p-VALUE (log scale)
0.0155
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
3.0768
p-VALUE (log scale)
0.6908
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
1.1496
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
-0.5971
p-VALUE (log scale)
0.5504
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6700
p-VALUE (log scale)
0.0163
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.3117
p-VALUE (log scale)
0.7553
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.922 ≈ 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=8 bins · noise floor μ=2.66e-4 · top T=3.20h (33.0%) · top-3 cover 72.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.0e-45.3e-43.5e-41.8e-40.0e+0μ noise floor2× noise (significance)period 16.0 · power 1.33e-4 · 6.3% energyperiod 16.0 · power 1.33e-4 · 6.3% energyperiod 8.0 · power 8.45e-5 · 4.0% energyperiod 8.0 · power 8.45e-5 · 4.0% energyperiod 5.3 · power 2.91e-4 · 13.7% energyperiod 5.3 · power 2.91e-4 · 13.7% energyperiod 4.0 · power 5.52e-4 · 26.0% energyperiod 4.0 · power 5.52e-4 · 26.0% energyperiod 3.2 · power 7.00e-4 · 33.0% energyperiod 3.2 · power 7.00e-4 · 33.0% energyperiod 2.7 · power 2.44e-4 · 11.5% energyperiod 2.7 · power 2.44e-4 · 11.5% energyperiod 2.3 · power 4.46e-5 · 2.1% energyperiod 2.3 · power 4.46e-5 · 2.1% energyperiod 2.0 · power 7.66e-5 · 3.6% energyperiod 2.0 · power 7.66e-5 · 3.6% energy50% by T=3.2h#1 dominantT=3.20h#2T=4.00h#3T=5.33hT=2hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 3.20h (freq 0.313) · concentrates 33.0% of total energy · Σ|X̂|²/n = 2.125e-3

▸ Depth section using sovereign-store price series (1477 bars · effective 1753005 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 0.348pp · expected |Δp| over horizon 0.85ppterminal variance p(1−p) = 0.1168 · n = 1477✓ n = 1477
μ per bar
+0.007pp
average Δp · drift
σ per bar
0.348pp
one-bar volatility · logit-free
Per-day movedaily
1.70pp
σ × √24
Per-horizon move0d
0.85pp
σ × √6
Terminal variancebinary
0.1168
p(1−p) at resolution
Current pricep
86.5¢
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 0.56pp · ES₉₅ 0.71pp · method parametric · drift-correcteddrift +0.007pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 1477
VaR 95%
0.56pp
1.645·σ (parametric) of Δp
ES 95%
0.71pp
mean of the tail
Max drawdown
5.5pp
peak 91.5¢ → trough 86.5¢
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
86.5%
= price
Decimal oddsEU
1.156
total return per $1
AmericanUS
-641
risk $641 to win $100
FractionalUK
0.16 / 1
profit per $1 risked
Profit per $100stake
+$15.61
clean dollar framing
-1000-5000+500+1000020406080100you · 86.5%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)
0.571 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.571 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.21 bit
self-information
Surprise · NO−log₂(1−p)
2.89 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
48292542007168246148050512026963985621682534143233966636638539087693241999555
NO token ID
103570148999654521695418376904165132305670134188555567548240355811791037957106
Snapshot fetched
2026-06-14 16:07:36 UTC
Snapshot age
2ms
History points
17 CLOB mids
Page rendered
2026-06-14 16:07:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
84e246250065ce14f4d627d66ffbb5358a1afc48ec5b99822c2f62bbc2f5a5eb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.930000
(best bid + best ask) / 2
Spread
215.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.919
bid-heavy
Imbalance (top-5)
+0.058
bid-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-gal-es1-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.942415133.49bp0.9500002FILLED
BUY$10.00K0.971996451.57bp0.9900006FILLED
BUY$100.00K0.974376477.16bp0.9900006PARTIAL
SELL$1.00K0.910665207.91bp0.9100002FILLED
SELL$10.00K0.886027472.83bp0.8600007FILLED
SELL$100.00K0.0828229109.45bp0.01000043PARTIAL

Risk metrics

▸ sovereign store · 1,477 barsperiods/year ≈ 1.75M
Realized vol (annualised)
541.34%
σ per bar = 0.004089
Mean return (annualised)
16153.75%
μ per bar = 0.000092
Sharpe (rf=0)
29.84
annualised; risk-free assumed zero
Max drawdown
5.46%
peak 0.92 → trough 0.86 over 117 bars

/api/asset/pm-lol-gal-es1-2026-06-14/risk · same metrics, JSON