POLYMARKET · PREDICTION MARKET · SPORTS

LoL: KT Rolster Challengers vs Nongshim Esports Academy - Game 4 Winner

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ktc-nsea-2026-06-18-game4 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2174.31%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
38.0 bps
implied (price-only)
bars used
236
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ktc-nsea-2026-06-18-game4/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.5s⏱--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=22 · μ=0.5329 · σ=0.1684 · range [0.2700, 0.9995] · R²=0.096▲ RISING +99.90%σ EXTREME 31.60%LAST 0.99950.99950.81710.63480.45240.2700μ = 0.5329max 0.9995min 0.2700dataMA(4)OLS R²=0.10μ 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=13,995 · μ=666.4 · σ=1240.6 · CV=1.86BURSTY · concentratedcumulative energy ↗ · 50% by h=1601,3362,6734,0095,345μ = 6665,34550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 13995bp moved · peak 5345bp · n=21 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.5s
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$223.1k
≋liquidity $
$134.7k
◳history points
22 ticks (live)

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

YES price · CLOB mid
n=22 · μ=0.5329 · σ=0.1684 · range [0.2700, 0.9995] · R²=0.096▲ RISING +99.90%σ EXTREME 31.60%LAST 0.99950.99950.81710.63480.45240.2700μ = 0.5329max 0.9995min 0.2700dataMA(4)OLS R²=0.10μ lineμ ± σ bandmaxmin
22 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=22 · μ=0.4666 · σ=0.1686 · range [0.0005, 0.7300] · R²=0.096▼ FALLING -99.90%σ EXTREME 36.13%LAST 0.00050.73000.54760.36520.18290.0005μ = 0.4666max 0.7300min 0.0005dataMA(4)OLS R²=0.10μ 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=0.0292 · σ=0.1282 · skew=2.27 (right-skewed) · kurt=6.09 (leptokurtic (fat tails))1085304-10.15ppbin -10.15pp · n=4 · 40.0% peakbin -10.15pp · n=4 · 40.0% peak4-3.46ppbin -3.46pp · n=4 · 40.0% peakbin -3.46pp · n=4 · 40.0% peak103.24ppbin 3.24pp · n=10 · 100.0% peakbin 3.24pp · n=10 · 100.0% peak9.93pp216.63ppbin 16.63pp · n=2 · 20.0% peakbin 16.63pp · n=2 · 20.0% peak23.32pp30.02pp36.71pp43.41pp150.10ppbin 50.10pp · n=1 · 10.0% peakbin 50.10pp · n=1 · 10.0% 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=2.51 · kurt=6.80 · near 9 / mid 10 / far 2 · OLS slope=0.82 intercept=-0.00LEPTOKURTIC — FAT TAILSFAT UPPER TAILTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.77σsample ↓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=22LEPTOKURTIC · FAT TAILS (G₂=2.70)
μ MEAN53.29¢95% CI: [46.25¢, 60.33¢]
σ STD DEV16.84ppσ² = 283.500 · CV = 31.60%
med MEDIAN50.00¢Q₁ 46.50¢ · Q₃ 50.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 72.95pp · IQR 3.50pp (1.349σ→22.71pp)
min 27.00¢Q₁ 46.50¢med 50.00¢Q₃ 50.00¢max 99.95¢μ
SKEWNESS · G₁1.701right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.697leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRdiverges from normalratio = 6.49
range ↔ σwide tails (range > 4σ)range / σ = 4.33
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-0.071within white-noise band
ρ(2) AUTOCORR-0.075lag-2 not significant
H · HURST EXPONENT0.885strongly persistent
OLS TREND · t-STAT+1.458fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.885
H = 0.885STRONGLY 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=1-0.071k=2-0.075k=3+0.004k=4+0.287k=5-0.1820+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]NOT SIGNIFICANT (|t|=1.46)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.46)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 ID2582884
SLUGlol-ktc-nsea-2026-06-18-game4
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 VOLUME223.11k USD 24h
LIQUIDITY134.71k 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
10min
2.2 hours·θ = 82.486 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+1.1hRESOLVESP projection · σ=16.84% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 82.486 pp/day
now2.17h left
82.486 pp/day×1.00
−25%1.63h left
95.247 pp/day×1.15
−50%1.09h left
116.653 pp/day×1.41
−75%0.54h left
164.973 pp/day×2.00
−90%0.22h left
260.845 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 53.45% · worst -13.50% · typical |Δ| 6.66%MILD BULLISH +49.95%BEST+53.45%20hWORST-13.50%14hTYPICAL |Δ|6.66%mean absoluteCUMULATIVE+49.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.00% · Σ -7.00%EUROPE · 08-16 UTCμ -2.00% · Σ -16.00%US · 16-24 UTCμ +12.16% · Σ +72.95%CUMULATIVE Δ PATH · final +49.95%+49.95%-23.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h0.50% · 6h0.50% · 6h0.50%6h-7.00% · 7h-7.00% · 7h-7.00%7h19.00% · 8h19.00% · 8h19.00%8h-1.50% · 9h-1.50% · 9h-1.50%9h0.50% · 10h0.50% · 10h0.50%10h-11.00% · 11h-11.00% · 11h-11.00%11h-1.00% · 12h-1.00% · 12h-1.00%12h1.00% · 13h1.00% · 13h1.00%13h-13.50% · 14h-13.50% · 14h-13.50%14h▼ WORST-9.50% · 15h-9.50% · 15h-9.50%15h18.50% · 16h18.50% · 16h18.50%16h1.00% · 17h1.00% · 17h1.00%17h-1.00% · 18h-1.00% · 18h-1.00%18h1.00% · 19h1.00% · 19h1.00%19h53.45% · 20h53.45% · 20h53.45%20h★ BEST0.00% · 21h0.00% · 21h·21hTIME PATTERNUS-led (+72.95%)RUNSup max 2 · down max 2BREADTH38% up · 38% down · 24% flat
8 up bars · 8 down · best 53.45% · worst -13.50% · typical |Δ| 6.664%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsPROFITABLE +40.15%FINAL+40.15%MAX DD-31.04%RECOVERYFULLY RECOVEREDMAX RUN-UP+40.15%UNDERWATER14/22 (64%)STREAK▬ 0EQUITY CURVE · end 1.4015 · peak 1.4015 · range [0.7632, 1.4015]1.40150.7632break-even = 1★ PEAK 1.4015UNDERWATER DRAWDOWN · max -31.04% · severe0%-31.04%▼ TROUGH -31.04%TOP DRAWDOWN PERIODS · 2 total#1 -31.04%bar 10-20 · 11 bars · recovered#2 -7.00%bar 6-8 · 3 bars · recoveredDD SEVERITYsevere (max -31.04%)RECOVERYfully recoveredTIME UNDER WATER64% of session · 14/22 bars
final equity 1.4015 (40.15%) · max DD -31.04% · time-under-water 14/22 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +7 / −8 (41% positive) · μ=-6.80 · σ=40.44MIXED EDGELAST 42.81 (+1.23σ vs μ)99.3149.650.00-49.65-99.31μ = -6.80-41.86-41.860.000.00-41.59-41.5922.9922.9919.8919.8921.9121.910.000.0010.2710.27-45.69-45.69-65.13-65.13-99.31-99.31-6.81-6.81-3.77-3.77-6.81-6.8118.3718.3759.0759.0742.8142.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 42.814 · range [-99.31, 59.07] · μ -6.803 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=925.9688 · σ=604.2575 · range [20.9284, 2228.1389] · R²=0.608▲ RISING +10546.46%σ EXTREME 65.26%LAST 2228.13892228.13891676.33631124.5337572.731120.9284μ = 925.9688max 2228.1389min 20.9284dataMA(3)OLS R²=0.61μ lineμ ± σ bandmaxmin
latest 2228.14% · range [20.93%, 2228.14%] · μ 925.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +0 / −17 (0% positive) · μ=-0.252 · σ=0.186MEAN-REVERSIONLAST -0.286 (-0.18σ vs μ)0.5050.2530.000-0.253-0.505μ = -0.252-0.050-0.050-0.500-0.500-0.144-0.144-0.329-0.329-0.501-0.501-0.505-0.505-0.314-0.314-0.023-0.023-0.306-0.306-0.446-0.446-0.081-0.081-0.135-0.135-0.073-0.073-0.036-0.036-0.482-0.482-0.074-0.074-0.286-0.286v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.286 · |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
98.1273
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
3.6067
p-VALUE (log scale)
0.6097
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
-0.9576
p-VALUE (log scale)
0.7676
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
1.5526
p-VALUE (log scale)
0.1205
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1875
p-VALUE (log scale)
0.3786
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
-0.1099
p-VALUE (log scale)
0.9125
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.976 ≈ 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=1.95e-2 · top T=4.20h (20.6%) · top-3 cover 51.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.0e-23.0e-22.0e-21.0e-20.0e+0μ noise floor2× noise (significance)period 21.0 · power 1.92e-2 · 9.9% energyperiod 21.0 · power 1.92e-2 · 9.9% energyperiod 10.5 · power 2.55e-2 · 13.1% energyperiod 10.5 · power 2.55e-2 · 13.1% energyperiod 7.0 · power 3.85e-3 · 2.0% energyperiod 7.0 · power 3.85e-3 · 2.0% energyperiod 5.3 · power 8.32e-3 · 4.3% energyperiod 5.3 · power 8.32e-3 · 4.3% energyperiod 4.2 · power 4.01e-2 · 20.6% energyperiod 4.2 · power 4.01e-2 · 20.6% energyperiod 3.5 · power 3.36e-2 · 17.3% energyperiod 3.5 · power 3.36e-2 · 17.3% energyperiod 3.0 · power 1.33e-2 · 6.9% energyperiod 3.0 · power 1.33e-2 · 6.9% energyperiod 2.6 · power 3.10e-3 · 1.6% energyperiod 2.6 · power 3.10e-3 · 1.6% energyperiod 2.3 · power 2.27e-2 · 11.6% energyperiod 2.3 · power 2.27e-2 · 11.6% energyperiod 2.1 · power 2.48e-2 · 12.8% energyperiod 2.1 · power 2.48e-2 · 12.8% energy50% by T=3.5h#1 dominantT=4.20h#2T=3.50h#3T=10.50hT=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 ≈ 4.20h (freq 0.238) · concentrates 20.6% of total energy · Σ|X̂|²/n = 1.946e-1

▸ Depth section using sovereign-store price series (236 bars · effective 1752324 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 1.643pp · expected |Δp| over horizon 4.02ppterminal variance p(1−p) = 0.0005 · n = 236✓ n = 236
μ per bar
+0.179pp
average Δp · drift
σ per bar
1.643pp
one-bar volatility · logit-free
Per-day movedaily
8.05pp
σ × √24
Per-horizon move0d
4.02pp
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 2.52pp · ES₉₅ 3.21pp · method parametric · drift-correcteddrift +0.179pp/bar · quantised: yes · median step 7.50pp · unique ratio 0.03✓ n = 236
VaR 95%
2.52pp
1.645·σ (parametric) of Δp
ES 95%
3.21pp
mean of the tail
Max drawdown
0.0pp
peak 58.0¢ → trough 58.0¢
Median step
7.50pp
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
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
33434197633720430662888852967095900390322970416500506200959655116066748776382
NO token ID
85719276107045016310016413287399567110819694973319382985545746352589367405552
Snapshot fetched
2026-06-18 14:19:22 UTC
Snapshot age
10.5s
History points
22 CLOB mids
Page rendered
2026-06-18 14:19:33 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
925343d704c02e5090944f58a989fb7fe7b7360727493514ad73f686220f6922 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
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-game4/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 · 236 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2953.78%
σ per bar = 0.022314
Mean return (annualised)
405813.63%
μ per bar = 0.002316
Sharpe (rf=0)
137.39
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.58 → trough 0.58 over 0 bars

/api/asset/pm-lol-ktc-nsea-2026-06-18-game4/risk · same metrics, JSON