POLYMARKET · PREDICTION MARKET · LOL: KT ROLSTER CHALLENGERS VS SAIGON WARRIORS (BO3) - ASIA MASTERS LAST CHANCE QUALIFIER

LoL: KT Rolster Challengers vs Saigon Warriors - Game 1 Winner

YES · live
79.5¢
NO · live
20.5¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ktc-sgw-2026-06-15-game1 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
51.92%
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
0.4 bps
implied (price-only)
bars used
651
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ktc-sgw-2026-06-15-game1/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
79.5¢
NO · live
20.5¢
YES price · live 24h
n=25 · μ=0.8502 · σ=0.0465 · range [0.7850, 0.9350] · R²=0.467▼ FALLING -6.47%σ HIGH 5.47%LAST 0.79500.93500.89750.86000.82250.7850μ = 0.8502max 0.9350min 0.7850dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 79.50¢
YES / NO split · live
YES 79.5%NO 20.5%YES79.5%79.50¢ · odds 1/1.26
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.732 / 1.00 bits (73%) · moderate uncertainty
YES
79.5%79.5¢1.26×▬ +0.00pp
NO
20.5%20.5¢4.88×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,950 · μ=164.6 · σ=240.2 · CV=1.46BURSTY · concentratedcumulative energy ↗ · 50% by h=1503006009001,200μ = 1651,20050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3950bp moved · peak 1200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
79.50¢ (79.50%)
▼NO mid
20.50¢ (20.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$39.5k
≋liquidity $
$22.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8502 · σ=0.0465 · range [0.7850, 0.9350] · R²=0.467▼ FALLING -6.47%σ HIGH 5.47%LAST 0.79500.93500.89750.86000.82250.7850μ = 0.8502max 0.9350min 0.7850dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 79.50¢
NO price · CLOB mid
n=25 · μ=0.1494 · σ=0.0467 · range [0.0650, 0.2150] · R²=0.474▲ RISING +41.38%σ EXTREME 31.27%LAST 0.20500.21500.17750.14000.10250.0650μ = 0.1494max 0.2150min 0.0650dataMA(5)OLS R²=0.47μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 20.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0018 · σ=0.0273 · skew=-2.61 (left-skewed) · kurt=8.32 (leptokurtic (fat tails))975201-11.23ppbin -11.23pp · n=1 · 11.1% peakbin -11.23pp · n=1 · 11.1% peak-9.68pp-8.13pp-6.58pp-5.03pp-3.48pp5-1.93ppbin -1.93pp · n=5 · 55.6% peakbin -1.93pp · n=5 · 55.6% peak6-0.38ppbin -0.38pp · n=6 · 66.7% peakbin -0.38pp · n=6 · 66.7% peak91.18ppbin 1.18pp · n=9 · 100.0% peakbin 1.18pp · n=9 · 100.0% peak32.73ppbin 2.73pp · n=3 · 33.3% peakbin 2.73pp · n=3 · 33.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-2.75 · kurt=9.17 · near 10 / mid 13 / far 1 · OLS slope=0.85 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=25PLATYKURTIC · THIN TAILS (G₂=-1.42)
μ MEAN85.02¢95% CI: [83.20¢, 86.84¢]
σ STD DEV4.65ppσ² = 21.635 · CV = 5.47%
med MEDIAN87.00¢Q₁ 80.00¢ · Q₃ 88.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 15.00pp · IQR 8.50pp (1.349σ→6.27pp)
min 78.50¢Q₁ 80.00¢med 87.00¢Q₃ 88.50¢max 93.50¢μ
SKEWNESS · G₁-0.262approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.418platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.43
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 3.22
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.149within white-noise band
ρ(2) AUTOCORR-0.256lag-2 not significant
H · HURST EXPONENT0.737strongly persistent
OLS TREND · t-STAT-4.490significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.737
H = 0.737STRONGLY 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=1-0.149k=2-0.256k=3+0.192k=4+0.009k=5-0.1190+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=4.49)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.62very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.49)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 ID2530921
SLUGlol-ktc-sgw-2026-06-15-game1
CATEGORYLoL: KT Rolster …ce Qualifier
TWO-SIDED PRICINGFAVOURS YES (80¢)
PRIMARY · YES79.50¢implied prob 79.50% · decimal odds 1.26×
COUNTER · NO20.50¢implied prob 20.50% · decimal odds 4.88×
79.50¢
20.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME39.48k USD 24h
LIQUIDITY22.61k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (80¢)|primary − counter| = 0.590 · entropy 0.732 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 79.5%NO 20.5%YES p̂79.5%H = 0.732 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.26×(80¢)NO4.88×(21¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.732 bits (73% 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 2026-06-15 10:00 UTC
0days
05hrs
13min
5.2 hours·θ = 22.787 pp/day
YES →$1.00(P = 79.5%)
NO →$0.00(P = 20.5%)
current: $0.7950 · expected return per side: $0.20 on YES hit · $0.80 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.6hRESOLVESP projection · σ=4.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 22.787 pp/day
now5.23h left
22.787 pp/day×1.00
−25%3.92h left
26.312 pp/day×1.15
−50%2.62h left
32.225 pp/day×1.41
−75%1.31h left
45.574 pp/day×2.00
−90%0.52h left
72.058 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=24 bars · best 3.50% · worst -12.00% · typical |Δ| 1.65%MILD BEARISH -5.50%BEST+3.50%15hWORST-12.00%16hTYPICAL |Δ|1.65%mean absoluteCUMULATIVE-5.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ +0.69% · Σ +5.50%US · 16-24 UTCμ -1.88% · Σ -15.00%CUMULATIVE Δ PATH · final -5.50%+8.50%-6.50%2.50% · 1h2.50% · 1h2.50%1h1.50% · 2h1.50% · 2h1.50%2h-2.50% · 3h-2.50% · 3h-2.50%3h1.00% · 4h1.00% · 4h1.00%4h-1.00% · 5h-1.00% · 5h-1.00%5h0.50% · 6h0.50% · 6h0.50%6h1.00% · 7h1.00% · 7h1.00%7h1.50% · 8h1.50% · 8h1.50%8h-2.00% · 9h-2.00% · 9h-2.00%9h1.00% · 10h1.00% · 10h1.00%10h0.50% · 11h0.50% · 11h0.50%11h0.00% · 12h0.00% · 12h·12h-1.50% · 13h-1.50% · 13h-1.50%13h2.50% · 14h2.50% · 14h2.50%14h3.50% · 15h3.50% · 15h3.50%15h★ BEST-12.00% · 16h-12.00% · 16h-12.00%16h▼ WORST-1.50% · 17h-1.50% · 17h-1.50%17h0.50% · 18h0.50% · 18h0.50%18h-2.00% · 19h-2.00% · 19h-2.00%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNEurope-led (+5.50%)RUNSup max 3 · down max 2BREADTH50% up · 29% down · 21% flat
12 up bars · 7 down · best 3.50% · worst -12.00% · typical |Δ| 1.646%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -6.34%FINAL-6.34%MAX DD-14.63%RECOVERYONGOING · 9 barsMAX RUN-UP+8.62%UNDERWATER19/25 (76%)STREAK↗ 1EQUITY CURVE · end 0.9366 · peak 1.0862 · range [0.9273, 1.0862]1.08620.9273break-even = 1★ PEAK 1.0862UNDERWATER DRAWDOWN · max -14.63% · significant0%-14.63%▼ TROUGH -14.63%TOP DRAWDOWN PERIODS · 3 total#1 -14.63%bar 17-25 · 9 bars · ONGOING#2 -2.51%bar 4-8 · 5 bars · recovered#3 -2.02%bar 10-14 · 5 bars · recoveredDD SEVERITYsignificant (max -14.63%)RECOVERYongoing · 9 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9366 (-6.34%) · max DD -14.63% · time-under-water 19/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=-5.69 · σ=27.21MIXED EDGELAST -15.87 (-0.37σ vs μ)52.3226.160.00-26.16-52.32μ = -5.6917.2617.265.105.105.105.1011.4211.4211.4211.4231.4131.4124.9324.93-5.60-5.604.714.7152.3252.32-19.50-19.50-25.34-25.34-23.80-23.80-25.17-25.17-33.82-33.82-49.22-49.22-46.80-46.80-26.58-26.58-15.87-15.87v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -15.866 · range [-49.22, 52.32] · μ -5.686 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=247.0104 · σ=181.9559 · range [82.3954, 524.1870] · R²=0.113▼ FALLING -45.60%σ EXTREME 73.66%LAST 92.0217524.1870413.7391303.2912192.843382.3954μ = 247.0104max 524.1870min 82.3954dataMA(3)OLS R²=0.11μ lineμ ± σ bandmaxmin
latest 92.02% · range [82.40%, 524.19%] · μ 247.01% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.287 · σ=0.202MEAN-REVERSIONLAST -0.006 (+1.39σ vs μ)0.6060.3030.000-0.303-0.606μ = -0.287-0.231-0.231-0.606-0.606-0.182-0.182-0.307-0.307-0.396-0.396-0.428-0.428-0.440-0.440-0.469-0.469-0.383-0.3830.1870.187-0.211-0.211-0.212-0.212-0.209-0.209-0.215-0.215-0.413-0.4130.0220.022-0.550-0.550-0.403-0.403-0.006-0.006v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.006 · |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
171.7501
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
4.0252
p-VALUE (log scale)
0.5477
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
-1.2951
p-VALUE (log scale)
0.6295
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
1.6089
p-VALUE (log scale)
0.1076
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5797
p-VALUE (log scale)
0.0245
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.2342
p-VALUE (log scale)
0.2171
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.624 ≈ 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=12 bins · noise floor μ=8.19e-4 · top T=3.43h (25.5%) · top-3 cover 50.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.5e-31.9e-31.3e-36.3e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.47e-4 · 6.6% energyperiod 24.0 · power 6.47e-4 · 6.6% energyperiod 12.0 · power 6.95e-4 · 7.1% energyperiod 12.0 · power 6.95e-4 · 7.1% energyperiod 8.0 · power 1.51e-4 · 1.5% energyperiod 8.0 · power 1.51e-4 · 1.5% energyperiod 6.0 · power 1.03e-3 · 10.5% energyperiod 6.0 · power 1.03e-3 · 10.5% energyperiod 4.8 · power 4.12e-4 · 4.2% energyperiod 4.8 · power 4.12e-4 · 4.2% energyperiod 4.0 · power 9.43e-4 · 9.6% energyperiod 4.0 · power 9.43e-4 · 9.6% energyperiod 3.4 · power 2.51e-3 · 25.5% energyperiod 3.4 · power 2.51e-3 · 25.5% energyperiod 3.0 · power 6.45e-4 · 6.6% energyperiod 3.0 · power 6.45e-4 · 6.6% energyperiod 2.7 · power 1.39e-3 · 14.1% energyperiod 2.7 · power 1.39e-3 · 14.1% energyperiod 2.4 · power 5.15e-4 · 5.2% energyperiod 2.4 · power 5.15e-4 · 5.2% energyperiod 2.2 · power 8.87e-4 · 9.0% energyperiod 2.2 · power 8.87e-4 · 9.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.67h#3T=6.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← 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 ≈ 3.43h (freq 0.292) · concentrates 25.5% of total energy · Σ|X̂|²/n = 9.825e-3

▸ Depth section using sovereign-store price series (651 bars · effective 1753297 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 0.039pp · expected |Δp| over horizon 0.10ppterminal variance p(1−p) = 0.1630 · n = 651✓ n = 651
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.039pp
one-bar volatility · logit-free
Per-day movedaily
0.19pp
σ × √24
Per-horizon move0d
0.10pp
σ × √6
Terminal variancebinary
0.1630
p(1−p) at resolution
Current pricep
79.5¢
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 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 651
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
0.0pp
peak 78.5¢ → trough 78.5¢
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
79.5%
= price
Decimal oddsEU
1.258
total return per $1
AmericanUS
-388
risk $388 to win $100
FractionalUK
0.26 / 1
profit per $1 risked
Profit per $100stake
+$25.79
clean dollar framing
-1000-5000+500+1000020406080100you · 79.5%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)
0.732 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.732 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.33 bit
self-information
Surprise · NO−log₂(1−p)
2.29 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
12720697449277145656426263030454535599756906332219972800947671169262673236899
NO token ID
28214110766567666747827824168178102414191861196640102515221796225002389473044
Snapshot fetched
2026-06-15 04:46:07 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-15 04:46:07 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b3d1fea97856d824affbcc8d33287db6eb765fc4282a17db3a15dd4e126a9acd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSweden99.9¢HL PREDSpain91.6¢HL PREDUruguay65.9¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?84¢POLYMARKETWill Sweden win on 2026-06-14?100¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,662HL PERPETH-USD perpetual$1,717.3HL PERPHYPE-USD perpetual$64.8

Also see: /arb opportunities · RSS feed · more in LoL: KT Rolster Challengers vs Saigon Warriors (BO3) - Asia Masters Last Chance Qualifier

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
0.795000
(best bid + best ask) / 2
Spread
125.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.766
bid-heavy
Imbalance (top-5)
-0.388
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-sgw-2026-06-15-game1/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.80000062.89bp0.8000001FILLED
BUY$10.00K0.806140140.12bp0.8300004FILLED
BUY$100.00K0.8807921079.14bp0.99000020PARTIAL
SELL$1.00K0.79000062.89bp0.7900001FILLED
SELL$10.00K0.5822362676.28bp0.23000025FILLED
SELL$100.00K0.0648999183.66bp0.01000042PARTIAL

Risk metrics

▸ sovereign store · 651 barsperiods/year ≈ 1.75M
Realized vol (annualised)
65.74%
σ per bar = 0.000497
Mean return (annualised)
3414.45%
μ per bar = 0.000019
Sharpe (rf=0)
51.94
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.79 → trough 0.79 over 0 bars

/api/asset/pm-lol-ktc-sgw-2026-06-15-game1/risk · same metrics, JSON