POLYMARKET · PREDICTION MARKET · SPORTS

LoL: KT Rolster Challengers vs Nongshim Esports Academy - Game 1 Winner

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ktc-nsea-2026-06-18-game1 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2659.72%
max drawdown
99.91%
sharpe
—
ulcer index
87.69%
RMS drawdown
pain index
80.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.91%
cond. drawdown
gain/pain
0.22
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.22
upside/downside
roll spread
280.5 bps
implied (price-only)
bars used
320
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ktc-nsea-2026-06-18-game1/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=18 · μ=0.3917 · σ=0.1431 · range [0.0005, 0.4650] · R²=0.353▼ FALLING -99.89%σ EXTREME 36.52%LAST 0.00050.46500.34890.23280.11660.0005μ = 0.3917max 0.4650min 0.0005dataMA(3)OLS R²=0.35μ lineμ ± σ bandmaxminlive endpoint
18 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=17 · Σ=6,095 · μ=358.5 · σ=1030.7 · CV=2.87BURSTY · concentratedcumulative energy ↗ · 50% by h=1601,0862,1733,2594,345μ = 3594,34550%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 6095bp moved · peak 4345bp · n=17 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 $
$318.5k
≋liquidity $
$164.2k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.3917 · σ=0.1431 · range [0.0005, 0.4650] · R²=0.353▼ FALLING -99.89%σ EXTREME 36.52%LAST 0.00050.46500.34890.23280.11660.0005μ = 0.3917max 0.4650min 0.0005dataMA(3)OLS R²=0.35μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=18 · μ=0.6083 · σ=0.1431 · range [0.5350, 0.9995] · R²=0.353▲ RISING +85.09%σ EXTREME 23.52%LAST 0.99950.99950.88340.76720.65110.5350μ = 0.6083max 0.9995min 0.5350dataMA(3)OLS R²=0.35μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=-0.0223 · σ=0.0973 · skew=-3.75 (left-skewed) · kurt=12.06 (leptokurtic (fat tails))16128401-41.15ppbin -41.15pp · n=1 · 6.3% peakbin -41.15pp · n=1 · 6.3% peak-36.56pp-31.96pp-27.37pp-22.77pp-18.18pp-13.58pp-8.99pp-4.39pp160.20ppbin 0.20pp · n=16 · 100.0% peakbin 0.20pp · n=16 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=17
Q-Q plot · standardised Δp vs N(0,1)
n=17 · skew=-3.64 · kurt=11.57 · near 4 / mid 9 / far 4 · OLS slope=0.62 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.08σsample ↓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=18LEPTOKURTIC · FAT TAILS (G₂=3.23)
μ MEAN39.17¢95% CI: [32.56¢, 45.78¢]
σ STD DEV14.31ppσ² = 204.657 · CV = 36.52%
med MEDIAN43.75¢Q₁ 42.50¢ · Q₃ 44.88¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 46.45pp · IQR 2.37pp (1.349σ→19.30pp)
min 0.05¢Q₁ 42.50¢med 43.75¢Q₃ 44.88¢max 46.50¢μ
SKEWNESS · G₁-2.227left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.234leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.32
σ × 1.349 ↔ IQRdiverges from normalratio = 8.13
range ↔ σconcentrated (range < 4σ)range / σ = 3.25
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.098within white-noise band
ρ(2) AUTOCORR+0.009lag-2 not significant
H · HURST EXPONENT0.949strongly persistent
OLS TREND · t-STAT-2.956significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.949
H = 0.949STRONGLY 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=1-0.098k=2+0.009k=3-0.045k=4+0.028k=5-0.0120+1−1+0.49−0.49+ momentum (ρ > +0.49)− reversal (ρ < −0.49)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=2.96)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.96)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 ID2582881
SLUGlol-ktc-nsea-2026-06-18-game1
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 VOLUME318.54k USD 24h
LIQUIDITY164.18k 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 16:30 UTC
0days
04hrs
32min
4.5 hours·θ = 70.084 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+2.3hRESOLVESP projection · σ=14.31% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 70.084 pp/day
now4.54h left
70.084 pp/day×1.00
−25%3.41h left
80.926 pp/day×1.15
−50%2.27h left
99.114 pp/day×1.41
−75%1.14h left
140.168 pp/day×2.00
−90%0.45h left
221.625 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=17 bars · best 2.50% · worst -43.45% · typical |Δ| 3.59%BEARISH SESSION -45.95%BEST+2.50%2hWORST-43.45%16hTYPICAL |Δ|3.59%mean absoluteCUMULATIVE-45.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.57% · Σ -4.00%EUROPE · 08-16 UTCμ +0.19% · Σ +1.50%US · 16-24 UTCμ -21.73% · Σ -43.45%CUMULATIVE Δ PATH · final -45.95%+0.50%-45.95%-2.00% · 1h-2.00% · 1h-2.00%1h2.50% · 2h2.50% · 2h2.50%2h★ BEST0.00% · 3h0.00% · 3h·3h-1.00% · 4h-1.00% · 4h-1.00%4h-1.00% · 5h-1.00% · 5h-1.00%5h-0.50% · 6h-0.50% · 6h-0.50%6h-2.00% · 7h-2.00% · 7h-2.00%7h0.00% · 8h0.00% · 8h·8h0.50% · 9h0.50% · 9h0.50%9h2.50% · 10h2.50% · 10h2.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h-2.00% · 12h-2.00% · 12h-2.00%12h1.00% · 13h1.00% · 13h1.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h1.00% · 15h1.00% · 15h1.00%15h-43.45% · 16h-43.45% · 16h-43.45%16h▼ WORST0.00% · 17h0.00% · 17h·17hTIME PATTERNEurope-led (+1.50%)RUNSup max 2 · down max 4BREADTH29% up · 53% down · 18% flat
5 up bars · 9 down · best 2.50% · worst -43.45% · typical |Δ| 3.585%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsSEVERE DRAWDOWN -44.93%FINAL-44.93%MAX DD-45.18%RECOVERYONGOING · 14 barsMAX RUN-UP+0.45%UNDERWATER15/18 (83%)STREAK▬ 0EQUITY CURVE · end 0.5507 · peak 1.0045 · range [0.5507, 1.0045]1.00450.5507break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -45.18% · severe0%-45.18%▼ TROUGH -45.18%TOP DRAWDOWN PERIODS · 2 total#1 -45.18%bar 5-18 · 14 bars · ONGOING#2 -2.00%bar 2-2 · 1 bars · recoveredDD SEVERITYsevere (max -45.18%)RECOVERYongoing · 14 barsTIME UNDER WATER83% of session · 15/18 bars
final equity 0.5507 (-44.93%) · max DD -45.18% · time-under-water 15/18 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +5 / −9 (36% positive) · μ=-36.20 · σ=58.67MIXED EDGELAST -46.76 (-0.18σ vs μ)167.3683.680.00-83.68-167.36μ = -36.20-6.06-6.067.087.08-122.20-122.20-167.36-167.36-95.91-95.91-43.33-43.3312.6612.6644.4944.496.206.2012.0812.08-46.80-46.80-15.60-15.60-45.33-45.33-46.76-46.76v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -46.764 · range [-167.36, 44.49] · μ -36.202 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=401.2190 · σ=696.9073 · range [44.8051, 2050.8470] · R²=0.383▲ RISING +1025.80%σ EXTREME 173.70%LAST 2034.78412050.84701549.33651047.8261546.315644.8051μ = 401.2190max 2050.8470min 44.8051dataMA(2)OLS R²=0.38μ lineμ ± σ bandmaxmin
latest 2034.78% · range [44.81%, 2050.85%] · μ 401.22% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +3 / −11 (21% positive) · μ=-0.273 · σ=0.277MEAN-REVERSIONLAST -0.440 (-0.60σ vs μ)0.6640.3320.000-0.332-0.664μ = -0.273-0.420-0.4200.1350.135-0.205-0.205-0.382-0.382-0.664-0.664-0.071-0.0710.1040.104-0.437-0.4370.0690.069-0.150-0.150-0.643-0.643-0.602-0.602-0.110-0.110-0.440-0.440v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.440 · |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
234.3315
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
0.2627
p-VALUE (log scale)
0.9971
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
-0.2367
p-VALUE (log scale)
0.9275
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
0.9591
p-VALUE (log scale)
0.3375
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4053
p-VALUE (log scale)
0.0749
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.1647
p-VALUE (log scale)
0.8692
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.960 ≈ 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=1.12e-2 · top T=2.13h (16.7%) · top-3 cover 45.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.5e-21.1e-27.5e-33.7e-30.0e+0μ noise floorperiod 17.0 · power 1.03e-2 · 11.5% energyperiod 17.0 · power 1.03e-2 · 11.5% energyperiod 8.5 · power 1.16e-2 · 12.9% energyperiod 8.5 · power 1.16e-2 · 12.9% energyperiod 5.7 · power 1.07e-2 · 11.9% energyperiod 5.7 · power 1.07e-2 · 11.9% energyperiod 4.3 · power 1.29e-2 · 14.4% energyperiod 4.3 · power 1.29e-2 · 14.4% energyperiod 3.4 · power 7.92e-3 · 8.8% energyperiod 3.4 · power 7.92e-3 · 8.8% energyperiod 2.8 · power 8.59e-3 · 9.6% energyperiod 2.8 · power 8.59e-3 · 9.6% energyperiod 2.4 · power 1.27e-2 · 14.2% energyperiod 2.4 · power 1.27e-2 · 14.2% energyperiod 2.1 · power 1.49e-2 · 16.7% energyperiod 2.1 · power 1.49e-2 · 16.7% energy50% by T=4.3h#1 dominantT=2.13h#2T=4.25h#3T=2.43hT=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 ≈ 2.13h (freq 0.471) · concentrates 16.7% of total energy · Σ|X̂|²/n = 8.970e-2

▸ Depth section using sovereign-store price series (320 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 0.3 d · σ/bar 2.010pp · expected |Δp| over horizon 4.92ppterminal variance p(1−p) = 0.0005 · n = 320✓ n = 320
μ per bar
-0.136pp
average Δp · drift
σ per bar
2.010pp
one-bar volatility · logit-free
Per-day movedaily
9.85pp
σ × √24
Per-horizon move0d
4.92pp
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 3.44pp · ES₉₅ 4.28pp · method parametric · drift-correcteddrift -0.136pp/bar · quantised: yes · median step 6.50pp · unique ratio 0.03✓ n = 320
VaR 95%
3.44pp
1.645·σ (parametric) of Δp
ES 95%
4.28pp
mean of the tail
Max drawdown
99.9pp
peak 54.0¢ → trough 0.1¢
Median step
6.50pp
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
86043476142967529132239527582192196857792059766714321757897320528432415956741
NO token ID
80224875800564892669010361049600439542862056473597749242587586999830775223292
Snapshot fetched
2026-06-18 11:57:24 UTC
Snapshot age
10.3s
History points
18 CLOB mids
Page rendered
2026-06-18 11:57:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a70be141b0e649191b39a6ae3718ba06d613e7c9e4c382278b457c89b8fd81b8 · 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
—
(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-ktc-nsea-2026-06-18-game1/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 · 320 barsperiods/year ≈ 1.75M
Realized vol (annualised)
27883.01%
σ per bar = 0.210607
Mean return (annualised)
-3719086.48%
μ per bar = -0.021218
Sharpe (rf=0)
-133.38
annualised; risk-free assumed zero
Max drawdown
99.91%
peak 0.54 → trough 0.00 over 91 bars

/api/asset/pm-lol-ktc-nsea-2026-06-18-game1/risk · same metrics, JSON