POLYMARKET · PREDICTION MARKET · SPORTS

LoL: KT Rolster Challengers vs Nongshim Esports Academy - Game 3 Winner

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ktc-nsea-2026-06-18-game3 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1740.42%
max drawdown
0.26%
sharpe
—
ulcer index
0.05%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.01%
cond. drawdown
gain/pain
222.80
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
222.80
upside/downside
roll spread
30.3 bps
implied (price-only)
bars used
408
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ktc-nsea-2026-06-18-game3/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.5s⏱--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=22 · μ=0.5247 · σ=0.1939 · range [0.4250, 0.9995] · R²=0.308▲ RISING +99.90%σ EXTREME 36.95%LAST 0.99950.99950.85590.71230.56860.4250μ = 0.5247max 0.9995min 0.4250dataMA(4)OLS R²=0.31μ lineμ ± σ bandmaxminlive endpoint
22 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%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
100.0%100.0¢1.00×▬ +0.00pp
NO
0.1%0.1¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=21 · Σ=6,795 · μ=323.6 · σ=1125.8 · CV=3.48BURSTY · concentratedcumulative energy ↗ · 50% by h=1901,2992,5983,8965,195μ = 3245,19550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 6795bp moved · peak 5195bp · n=21 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.5s
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$447.8k
≋liquidity $
$125.3k
◳history points
22 ticks (live)

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

YES price · CLOB mid
n=22 · μ=0.5247 · σ=0.1939 · range [0.4250, 0.9995] · R²=0.308▲ RISING +99.90%σ EXTREME 36.95%LAST 0.99950.99950.85590.71230.56860.4250μ = 0.5247max 0.9995min 0.4250dataMA(4)OLS R²=0.31μ lineμ ± σ bandmaxmin
22 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=22 · μ=0.4753 · σ=0.1939 · range [0.0005, 0.5750] · R²=0.308▼ FALLING -99.90%σ EXTREME 40.79%LAST 0.00050.57500.43140.28770.14410.0005μ = 0.4753max 0.5750min 0.0005dataMA(4)OLS R²=0.31μ lineμ ± σ bandmaxmin
22 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=21 · 10 bins · μ=0.0101 · σ=0.1083 · skew=4.17 (right-skewed) · kurt=15.59 (leptokurtic (fat tails))1914105019-1.68ppbin -1.68pp · n=19 · 100.0% peakbin -1.68pp · n=19 · 100.0% peak13.97ppbin 3.97pp · n=1 · 5.3% peakbin 3.97pp · n=1 · 5.3% peak9.61pp15.26pp20.90pp26.55pp32.19pp37.84pp43.48pp149.13ppbin 49.13pp · n=1 · 5.3% peakbin 49.13pp · n=1 · 5.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=4.10 · kurt=15.26 · near 5 / mid 9 / far 7 · OLS slope=0.57 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.44σsample ↓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=22STRONGLY RIGHT-SKEWED (G₁=1.95)
μ MEAN52.47¢95% CI: [44.37¢, 60.57¢]
σ STD DEV19.39ppσ² = 375.809 · CV = 36.95%
med MEDIAN44.75¢Q₁ 44.00¢ · Q₃ 46.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 57.45pp · IQR 2.50pp (1.349σ→26.15pp)
min 42.50¢Q₁ 44.00¢med 44.75¢Q₃ 46.50¢max 99.95¢μ
SKEWNESS · G₁1.946right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.932leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.40
σ × 1.349 ↔ IQRdiverges from normalratio = 10.46
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.053within white-noise band
ρ(2) AUTOCORR-0.082lag-2 not significant
H · HURST EXPONENT0.819strongly persistent
OLS TREND · t-STAT+2.984significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.819
H = 0.819STRONGLY 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+0.053k=2-0.082k=3-0.007k=4-0.006k=5-0.0060+1−1+0.44−0.44+ momentum (ρ > +0.44)− reversal (ρ < −0.44)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=2.98)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.69very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.98)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 ID2582883
SLUGlol-ktc-nsea-2026-06-18-game3
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME447.80k USD 24h
LIQUIDITY125.34k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (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 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
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
02hrs
24min
2.4 hours·θ = 94.971 pp/day
YES →$1.00(P = 100.0%)
NO →$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.2hRESOLVESP projection · σ=19.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 94.971 pp/day
now2.40h left
94.971 pp/day×1.00
−25%1.80h left
109.663 pp/day×1.15
−50%1.20h left
134.309 pp/day×1.41
−75%0.60h left
189.941 pp/day×2.00
−90%0.24h left
300.323 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=21 bars · best 51.95% · worst -4.50% · typical |Δ| 3.24%MILD BULLISH +49.95%BEST+51.95%19hWORST-4.50%1hTYPICAL |Δ|3.24%mean absoluteCUMULATIVE+49.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.79% · Σ -5.50%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +9.33% · Σ +55.95%CUMULATIVE Δ PATH · final +49.95%+49.95%-7.50%-4.50% · 1h-4.50% · 1h-4.50%1h▼ WORST1.00% · 2h1.00% · 2h1.00%2h0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h0.00% · 5h0.00% · 5h·5h-1.00% · 6h-1.00% · 6h-1.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-1.50% · 17h-1.50% · 17h-1.50%17h5.50% · 18h5.50% · 18h5.50%18h51.95% · 19h51.95% · 19h51.95%19h★ BEST0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21hTIME PATTERNUS-led (+55.95%)RUNSup max 2 · down max 4BREADTH19% up · 33% down · 48% flat
4 up bars · 7 down · best 51.95% · worst -4.50% · typical |Δ| 3.236%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsPROFITABLE +48.53%FINAL+48.53%MAX DD-7.35%RECOVERYFULLY RECOVEREDMAX RUN-UP+48.53%UNDERWATER18/22 (82%)STREAK▬ 0EQUITY CURVE · end 1.4853 · peak 1.4853 · range [0.9265, 1.4853]1.48530.9265break-even = 1★ PEAK 1.4853UNDERWATER DRAWDOWN · max -7.35% · significant0%-7.35%▼ TROUGH -7.35%TOP DRAWDOWN PERIODS · 1 total#1 -7.35%bar 2-19 · 18 bars · recoveredDD SEVERITYsignificant (max -7.35%)RECOVERYfully recoveredTIME UNDER WATER82% of session · 18/22 bars
final equity 1.4853 (48.53%) · max DD -7.35% · time-under-water 18/22 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +7 / −9 (41% positive) · μ=-25.86 · σ=70.11MIXED EDGELAST 45.65 (+1.02σ vs μ)132.3666.180.00-66.18-132.36μ = -25.86-35.01-35.01-12.62-12.62-89.49-89.49-132.36-132.36-132.36-132.36-132.36-132.36-102.53-102.53-68.35-68.350.000.0041.8641.8641.8641.8641.8641.86-24.69-24.6927.6727.6745.6545.6545.6545.6545.6545.65v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 45.652 · range [-132.36, 45.65] · μ -25.858 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=430.6489 · σ=821.6277 · range [20.9284, 2147.1926] · R²=0.439▲ RISING +972.56%σ EXTREME 190.79%LAST 2147.19262147.19261615.62661084.0605552.494520.9284μ = 430.6489max 2147.1926min 20.9284dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 2147.19% · range [20.93%, 2147.19%] · μ 430.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +3 / −12 (18% positive) · μ=-0.148 · σ=0.256MEAN-REVERSIONLAST -0.233 (-0.33σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.148-0.259-0.259-0.027-0.027-0.371-0.371-0.500-0.500-0.500-0.5000.0000.0000.3670.3670.3670.3670.0000.000-0.300-0.300-0.300-0.300-0.300-0.300-0.017-0.017-0.262-0.2620.0510.051-0.225-0.225-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
417.9745
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
0.2405
p-VALUE (log scale)
0.9975
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
-0.1604
p-VALUE (log scale)
0.9378
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
-0.0630
p-VALUE (log scale)
0.9498
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
0.3813
p-VALUE (log scale)
0.0852
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
0.4428
p-VALUE (log scale)
0.6579
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.097 ≈ 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=10 bins · noise floor μ=1.32e-2 · top T=5.25h (12.8%) · top-3 cover 36.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.7e-21.3e-28.4e-34.2e-30.0e+0μ noise floorperiod 21.0 · power 1.49e-2 · 11.3% energyperiod 21.0 · power 1.49e-2 · 11.3% energyperiod 10.5 · power 1.44e-2 · 10.9% energyperiod 10.5 · power 1.44e-2 · 10.9% energyperiod 7.0 · power 1.69e-2 · 12.8% energyperiod 7.0 · power 1.69e-2 · 12.8% energyperiod 5.3 · power 1.69e-2 · 12.8% energyperiod 5.3 · power 1.69e-2 · 12.8% energyperiod 4.2 · power 1.46e-2 · 11.1% energyperiod 4.2 · power 1.46e-2 · 11.1% energyperiod 3.5 · power 1.19e-2 · 9.0% energyperiod 3.5 · power 1.19e-2 · 9.0% energyperiod 3.0 · power 9.93e-3 · 7.5% energyperiod 3.0 · power 9.93e-3 · 7.5% energyperiod 2.6 · power 9.38e-3 · 7.1% energyperiod 2.6 · power 9.38e-3 · 7.1% energyperiod 2.3 · power 1.12e-2 · 8.5% energyperiod 2.3 · power 1.12e-2 · 8.5% energyperiod 2.1 · power 1.18e-2 · 8.9% energyperiod 2.1 · power 1.18e-2 · 8.9% energy50% by T=4.2h#1 dominantT=5.25h#2T=7.00h#3T=21.00hT=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 ≈ 5.25h (freq 0.190) · concentrates 12.8% of total energy · Σ|X̂|²/n = 1.318e-1

▸ Depth section using sovereign-store price series (408 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 1.315pp · expected |Δp| over horizon 3.22ppterminal variance p(1−p) = 0.0005 · n = 408✓ n = 408
μ per bar
+0.136pp
average Δp · drift
σ per bar
1.315pp
one-bar volatility · logit-free
Per-day movedaily
6.44pp
σ × √24
Per-horizon move0d
3.22pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 2.03pp · ES₉₅ 2.58pp · method parametric · drift-correcteddrift +0.136pp/bar · quantised: yes · median step 4.45pp · unique ratio 0.02✓ n = 408
VaR 95%
2.03pp
1.645·σ (parametric) of Δp
ES 95%
2.58pp
mean of the tail
Max drawdown
0.3pp
peak 95.5¢ → trough 95.3¢
Median step
4.45pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
42785512174077197031155768786641794442006007490277159473467114867961811095815
NO token ID
93826981681009531745281297976021583544201564113304401106457696353969820048139
Snapshot fetched
2026-06-18 14:05:52 UTC
Snapshot age
1.5s
History points
22 CLOB mids
Page rendered
2026-06-18 14:05:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8e9b08fcc5e71af159e93bf43730bd78260949ae5dcbe1d95d90348956604413 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain91.6¢HL PREDBrazil88.1¢HL PREDEcuador87.1¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Czechia win on 2026-06-18?54¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢HL PERPBTC-USD perpetual$63,828HL PERPHYPE-USD perpetual$70.67HL PERPETH-USD perpetual$1,732.6

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
bid-heavy
Imbalance (top-5)
+1.000
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-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 · 408 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2613.42%
σ per bar = 0.019740
Mean return (annualised)
348486.66%
μ per bar = 0.001988
Sharpe (rf=0)
133.34
annualised; risk-free assumed zero
Max drawdown
0.26%
peak 0.95 → trough 0.95 over 17 bars

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