POLYMARKET · PREDICTION MARKET · SPORTS

LoL: KT Rolster Challengers vs Nongshim Esports Academy (BO5) - Asia Masters Playoffs

YES · live
43.5¢
NO · live
56.5¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ktc-nsea-2026-06-18 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
943.68%
max drawdown
48.15%
sharpe
—
ulcer index
16.33%
RMS drawdown
pain index
7.09%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
46.30%
cond. drawdown
gain/pain
1.16
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.16
upside/downside
roll spread
2.9 bps
implied (price-only)
bars used
1036
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ktc-nsea-2026-06-18/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.4s⏱--:--:-- 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
43.5¢
NO · live
56.5¢
YES price · live 24h
n=20 · μ=0.4030 · σ=0.0497 · range [0.2250, 0.5000] · R²=0.216▼ FALLING -17.00%σ HIGH 12.33%LAST 0.41500.50000.43130.36250.29370.2250μ = 0.4030max 0.5000min 0.2250dataMA(4)OLS R²=0.22μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 41.50¢
YES / NO split · live
YES 43.5%NO 56.5%NO56.5%56.50¢ · odds 1/1.77
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.988 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
43.5%43.5¢2.30×▬ +0.00pp
NO
56.5%56.5¢1.77×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=6,450 · μ=339.5 · σ=592.2 · CV=1.74BURSTY · concentratedcumulative energy ↗ · 50% by h=1705501,1001,6502,200μ = 3392,20050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 6450bp moved · peak 2200bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.4s
▲YES mid
43.50¢ (43.50%)
▼NO mid
56.50¢ (56.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$117.0k
≋liquidity $
$25.2k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.4030 · σ=0.0497 · range [0.2250, 0.5000] · R²=0.216▼ FALLING -17.00%σ HIGH 12.33%LAST 0.41500.50000.43130.36250.29370.2250μ = 0.4030max 0.5000min 0.2250dataMA(4)OLS R²=0.22μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 41.50¢
NO price · CLOB mid
n=20 · μ=0.5970 · σ=0.0497 · range [0.5000, 0.7750] · R²=0.216▲ RISING +17.00%σ HIGH 8.32%LAST 0.58500.77500.70630.63750.56870.5000μ = 0.5970max 0.7750min 0.5000dataMA(4)OLS R²=0.22μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 58.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0089 · σ=0.0623 · skew=1.31 (right-skewed) · kurt=5.21 (leptokurtic (fat tails))1085301-15.05ppbin -15.05pp · n=1 · 10.0% peakbin -15.05pp · n=1 · 10.0% peak-11.15pp1-7.25ppbin -7.25pp · n=1 · 10.0% peakbin -7.25pp · n=1 · 10.0% peak6-3.35ppbin -3.35pp · n=6 · 60.0% peakbin -3.35pp · n=6 · 60.0% peak100.55ppbin 0.55pp · n=10 · 100.0% peakbin 0.55pp · n=10 · 100.0% peak4.45pp8.35pp12.25pp16.15pp120.05ppbin 20.05pp · n=1 · 10.0% peakbin 20.05pp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=1.16 · kurt=5.76 · near 6 / mid 12 / far 1 · OLS slope=0.84 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER 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=20LEPTOKURTIC · FAT TAILS (G₂=6.00)
μ MEAN40.30¢95% CI: [38.12¢, 42.48¢]
σ STD DEV4.97ppσ² = 24.695 · CV = 12.33%
med MEDIAN40.50¢Q₁ 39.38¢ · Q₃ 42.13¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 27.50pp · IQR 2.75pp (1.349σ→6.70pp)
min 22.50¢Q₁ 39.38¢med 40.50¢Q₃ 42.13¢max 50.00¢μ
SKEWNESS · G₁-1.876left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.998leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRdiverges from normalratio = 2.44
range ↔ σwide tails (range > 4σ)range / σ = 5.53
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) -0.50 + ADF rejected
ρ(1) AUTOCORR-0.504negative · reversal
ρ(2) AUTOCORR+0.037lag-2 not significant
H · HURST EXPONENT0.724strongly persistent
OLS TREND · t-STAT-2.226significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.724
H = 0.724STRONGLY 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=1
k=1 ★-0.504k=2+0.037k=3-0.034k=4+0.056k=5-0.0160+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.23)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.50 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.95very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.23)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 ID2582885
SLUGlol-ktc-nsea-2026-06-18
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (56¢)
PRIMARY · YES43.50¢implied prob 43.50% · decimal odds 2.30×
COUNTER · NO56.50¢implied prob 56.50% · decimal odds 1.77×
43.50¢
56.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME116.96k USD 24h
LIQUIDITY25.20k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (56¢)|primary − counter| = 0.130 · entropy 0.988 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 43.5%NO 56.5%YES p̂43.5%H = 0.988 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.30×(44¢)NO1.77×(56¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.988 bits (99% 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 · VERY HIGHresolves 2026-06-18 16:30 UTC
0days
04hrs
16min
4.3 hours·θ = 24.345 pp/day
YES →$1.00(P = 43.5%)
NO →$0.00(P = 56.5%)
current: $0.4350 · expected return per side: $0.56 on YES hit · $0.43 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1hRESOLVESP projection · σ=4.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 24.345 pp/day
now4.28h left
24.345 pp/day×1.00
−25%3.21h left
28.111 pp/day×1.15
−50%2.14h left
34.429 pp/day×1.41
−75%1.07h left
48.690 pp/day×2.00
−90%0.43h left
76.985 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=19 bars · best 22.00% · worst -17.00% · typical |Δ| 3.39%BEARISH SESSION -8.50%BEST+22.00%18hWORST-17.00%17hTYPICAL |Δ|3.39%mean absoluteCUMULATIVE-8.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -1.64% · Σ -11.50%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ +0.50% · Σ +2.00%CUMULATIVE Δ PATH · final -8.50%+0.00%-27.50%-6.50% · 1h-6.50% · 1h-6.50%1h-1.50% · 2h-1.50% · 2h-1.50%2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h-1.50% · 5h-1.50% · 5h-1.50%5h-2.00% · 6h-2.00% · 6h-2.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h1.50% · 8h1.50% · 8h1.50%8h2.50% · 9h2.50% · 9h2.50%9h-1.50% · 10h-1.50% · 10h-1.50%10h-2.00% · 11h-2.00% · 11h-2.00%11h0.50% · 12h0.50% · 12h0.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h1.00% · 14h1.00% · 14h1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-17.00% · 17h-17.00% · 17h-17.00%17h▼ WORST22.00% · 18h22.00% · 18h22.00%18h★ BEST-3.00% · 19h-3.00% · 19h-3.00%19hTIME PATTERNUS-led (+2.00%)RUNSup max 2 · down max 3BREADTH32% up · 53% down · 16% flat
6 up bars · 10 down · best 22.00% · worst -17.00% · typical |Δ| 3.395%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsSEVERE DRAWDOWN -11.88%FINAL-11.88%MAX DD-25.53%RECOVERYONGOING · 19 barsMAX RUN-UP+0.00%UNDERWATER19/20 (95%)STREAK↘ 1EQUITY CURVE · end 0.8812 · peak 1.0000 · range [0.7447, 1.0000]1.00000.7447break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -25.53% · severe0%-25.53%▼ TROUGH -25.53%TOP DRAWDOWN PERIODS · 1 total#1 -25.53%bar 2-20 · 19 bars · ONGOINGDD SEVERITYsevere (max -25.53%)RECOVERYongoing · 19 barsTIME UNDER WATER95% of session · 19/20 bars
final equity 0.8812 (-11.88%) · max DD -25.53% · time-under-water 19/20 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +6 / −9 (38% positive) · μ=-23.19 · σ=35.85MIXED EDGELAST 2.90 (+0.73σ vs μ)86.6543.330.00-43.33-86.65μ = -23.19-54.87-54.87-56.75-56.75-58.98-58.98-73.87-73.87-37.79-37.7917.4117.4125.6325.635.295.29-5.69-5.69-86.65-86.65-25.49-25.4913.7013.700.000.00-43.13-43.137.327.322.902.90v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 2.900 · range [-86.65, 25.63] · μ -23.186 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=357.5033 · σ=480.3658 · range [76.4199, 1510.1391] · R²=0.390▲ RISING +404.48%σ EXTREME 134.37%LAST 1510.13911510.13911151.7093793.2795434.849776.4199μ = 357.5033max 1510.1391min 76.4199dataMA(3)OLS R²=0.39μ lineμ ± σ bandmaxmin
latest 1510.14% · range [76.42%, 1510.14%] · μ 357.50% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +5 / −11 (31% positive) · μ=-0.186 · σ=0.313MEAN-REVERSIONLAST -0.567 (-1.22σ vs μ)0.6930.3460.000-0.346-0.693μ = -0.1860.1120.112-0.260-0.2600.2210.221-0.157-0.1570.1800.1800.2860.286-0.300-0.3000.1950.195-0.174-0.174-0.286-0.286-0.497-0.497-0.693-0.693-0.500-0.500-0.071-0.071-0.462-0.462-0.567-0.567v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.567 · |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
56.0461
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
5.7917
p-VALUE (log scale)
0.3267
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-4.6774
p-VALUE (log scale)
0.0003
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.3868
p-VALUE (log scale)
0.1655
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4570
p-VALUE (log scale)
0.0526
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.2007
p-VALUE (log scale)
0.0278
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.495 → mean-reverting
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=9 bins · noise floor μ=4.70e-3 · top T=3.17h (20.1%) · top-3 cover 56.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)8.5e-36.4e-34.2e-32.1e-30.0e+0μ noise floorperiod 19.0 · power 2.96e-5 · 0.1% energyperiod 19.0 · power 2.96e-5 · 0.1% energyperiod 9.5 · power 3.90e-4 · 0.9% energyperiod 9.5 · power 3.90e-4 · 0.9% energyperiod 6.3 · power 4.38e-4 · 1.0% energyperiod 6.3 · power 4.38e-4 · 1.0% energyperiod 4.8 · power 5.94e-3 · 14.0% energyperiod 4.8 · power 5.94e-3 · 14.0% energyperiod 3.8 · power 5.13e-3 · 12.1% energyperiod 3.8 · power 5.13e-3 · 12.1% energyperiod 3.2 · power 8.49e-3 · 20.1% energyperiod 3.2 · power 8.49e-3 · 20.1% energyperiod 2.7 · power 6.54e-3 · 15.5% energyperiod 2.7 · power 6.54e-3 · 15.5% energyperiod 2.4 · power 7.51e-3 · 17.8% energyperiod 2.4 · power 7.51e-3 · 17.8% energyperiod 2.1 · power 7.84e-3 · 18.5% energyperiod 2.1 · power 7.84e-3 · 18.5% energy50% by T=2.7h#1 dominantT=3.17h#2T=2.11h#3T=2.38hT=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 ≈ 3.17h (freq 0.316) · concentrates 20.1% of total energy · Σ|X̂|²/n = 4.232e-2

▸ Depth section using sovereign-store price series (1036 bars · effective 1752713 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 0.713pp · expected |Δp| over horizon 1.75ppterminal variance p(1−p) = 0.2458 · n = 1036✓ n = 1036
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.713pp
one-bar volatility · logit-free
Per-day movedaily
3.49pp
σ × √24
Per-horizon move0d
1.75pp
σ × √6
Terminal variancebinary
0.2458
p(1−p) at resolution
Current pricep
43.5¢
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 1.17pp · ES₉₅ 1.47pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 1036
VaR 95%
1.17pp
1.645·σ (parametric) of Δp
ES 95%
1.47pp
mean of the tail
Max drawdown
48.1pp
peak 40.5¢ → trough 21.0¢
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
43.5%
= price
Decimal oddsEU
2.299
total return per $1
AmericanUS
+130
$100 wins $130
FractionalUK
1.30 / 1
profit per $1 risked
Profit per $100stake
+$129.89
clean dollar framing
-1000-5000+500+1000020406080100you · 43.5%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)
0.988 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.988 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.20 bit
self-information
Surprise · NO−log₂(1−p)
0.82 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
56685251748601511244063394664172643629090937614805024829769817309140361408372
NO token ID
25332746281858107674515894833891646355485161601045886914485763542629482404362
Snapshot fetched
2026-06-18 12:13:00 UTC
Snapshot age
4.4s
History points
20 CLOB mids
Page rendered
2026-06-18 12:13:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a574b270cf6b71ef1185b45ba3c3b516d54c3ddb6b8a2d2502f47bdd94f8f1d5 · 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
0.415000
(best bid + best ask) / 2
Spread
241.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.147
ask-heavy
Imbalance (top-5)
+0.119
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-ktc-nsea-2026-06-18/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.420000120.48bp0.4200001FILLED
BUY$10.00K0.5960464362.56bp0.75000029FILLED
BUY$100.00K0.88394911299.98bp0.98000043FILLED
SELL$1.00K0.400565347.84bp0.4000002FILLED
SELL$10.00K0.0367609114.23bp0.01000037PARTIAL
SELL$100.00K0.0367609114.23bp0.01000037PARTIAL

Risk metrics

▸ sovereign store · 1,036 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3103.94%
σ per bar = 0.023445
Mean return (annualised)
22891.07%
μ per bar = 0.000131
Sharpe (rf=0)
7.37
annualised; risk-free assumed zero
Max drawdown
48.15%
peak 0.41 → trough 0.21 over 217 bars

/api/asset/pm-lol-ktc-nsea-2026-06-18/risk · same metrics, JSON