POLYMARKET · PREDICTION MARKET · SPORTS

LoL: LYON vs Team Liquid (BO5) - LCS Playoffs

YES · live
53.5¢
NO · live
46.5¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ly-tl2-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
91.30%
max drawdown
3.74%
sharpe
—
ulcer index
1.54%
RMS drawdown
pain index
1.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.74%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1473
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ly-tl2-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6ms⏱--:--:-- 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
53.5¢
NO · live
46.5¢
YES price · live 24h
n=18 · μ=0.5447 · σ=0.0198 · range [0.5000, 0.5700] · R²=0.083▲ RISING +9.00%σ NORMAL 3.64%LAST 0.54500.57000.55250.53500.51750.5000μ = 0.5447max 0.5700min 0.5000dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
18 ticks · last 54.50¢
YES / NO split · live
YES 53.5%NO 46.5%YES53.5%53.50¢ · odds 1/1.87
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.996 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
53.5%53.5¢1.87×▬ +0.00pp
NO
46.5%46.5¢2.15×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=17 · Σ=1,850 · μ=108.8 · σ=172.5 · CV=1.59BURSTY · concentratedcumulative energy ↗ · 50% by h=40175350525700μ = 10970050%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 1850bp moved · peak 700bp · n=17 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
53.50¢ (53.50%)
▼NO mid
46.50¢ (46.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$171.2k
≋liquidity $
$57.4k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.5447 · σ=0.0198 · range [0.5000, 0.5700] · R²=0.083▲ RISING +9.00%σ NORMAL 3.64%LAST 0.54500.57000.55250.53500.51750.5000μ = 0.5447max 0.5700min 0.5000dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 54.50¢
NO price · CLOB mid
n=18 · μ=0.4553 · σ=0.0198 · range [0.4300, 0.5000] · R²=0.083▼ FALLING -9.00%σ NORMAL 4.35%LAST 0.45500.50000.48250.46500.44750.4300μ = 0.4553max 0.5000min 0.4300dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 45.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=-0.0009 · σ=0.0188 · skew=2.37 (right-skewed) · kurt=6.11 (leptokurtic (fat tails))864201-2.50ppbin -2.50pp · n=1 · 12.5% peakbin -2.50pp · n=1 · 12.5% peak3-1.50ppbin -1.50pp · n=3 · 37.5% peakbin -1.50pp · n=3 · 37.5% peak8-0.50ppbin -0.50pp · n=8 · 100.0% peakbin -0.50pp · n=8 · 100.0% peak30.50ppbin 0.50pp · n=3 · 37.5% peakbin 0.50pp · n=3 · 37.5% peak11.50ppbin 1.50pp · n=1 · 12.5% peakbin 1.50pp · n=1 · 12.5% peak2.50pp3.50pp4.50pp5.50pp16.50ppbin 6.50pp · n=1 · 12.5% peakbin 6.50pp · n=1 · 12.5% 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=2.00 · kurt=5.40 · near 8 / mid 8 / far 1 · OLS slope=0.89 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.51σsample ↓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=18APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN54.47¢95% CI: [53.56¢, 55.39¢]
σ STD DEV1.98ppσ² = 3.926 · CV = 3.64%
med MEDIAN54.50¢Q₁ 53.50¢ · Q₃ 56.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.00pp · IQR 3.00pp (1.349σ→2.67pp)
min 50.00¢Q₁ 53.50¢med 54.50¢Q₃ 56.50¢max 57.00¢μ
SKEWNESS · G₁-0.454approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.841mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRconsistent with normalratio = 0.89
range ↔ σconcentrated (range < 4σ)range / σ = 3.53
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.145within white-noise band
ρ(2) AUTOCORR+0.028lag-2 not significant
H · HURST EXPONENT0.596persistent
OLS TREND · t-STAT-1.202fails 5% test
HURST EXPONENT [0, 1]persistent · H = 0.596
H = 0.596PERSISTENT
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=1-0.145k=2+0.028k=3+0.035k=4+0.064k=5-0.0910+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]NOT SIGNIFICANT (|t|=1.20)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.34moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.20)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 ID2537272
SLUGlol-ly-tl2-2026-06-14
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (54¢)
PRIMARY · YES53.50¢implied prob 53.50% · decimal odds 1.87×
COUNTER · NO46.50¢implied prob 46.50% · decimal odds 2.15×
53.50¢
46.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME171.21k USD 24h
LIQUIDITY57.39k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (54¢)|primary − counter| = 0.070 · entropy 0.996 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 53.5%NO 46.5%YES p̂53.5%H = 0.996 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.87×(54¢)NO2.15×(47¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.996 bits (100% 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 · HIGHresolves 2026-06-15 02:00 UTC
0days
09hrs
54min
9.9 hours·θ = 9.706 pp/day
YES →$1.00(P = 53.5%)
NO →$0.00(P = 46.5%)
current: $0.5350 · expected return per side: $0.46 on YES hit · $0.54 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.0hRESOLVESP projection · σ=1.98% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 9.706 pp/day
now9.91h left
9.706 pp/day×1.00
−25%7.43h left
11.208 pp/day×1.15
−50%4.95h left
13.727 pp/day×1.41
−75%2.48h left
19.413 pp/day×2.00
−90%0.99h left
30.695 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 7.00% · worst -3.00% · typical |Δ| 1.09%MILD BULLISH +4.50%BEST+7.00%1hWORST-3.00%9hTYPICAL |Δ|1.09%mean absoluteCUMULATIVE+4.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.93% · Σ +6.50%EUROPE · 08-16 UTCμ -0.37% · Σ -3.00%US · 16-24 UTCμ +0.50% · Σ +1.00%CUMULATIVE Δ PATH · final +4.50%+7.00%0.00%7.00% · 1h7.00% · 1h7.00%1h★ BEST-1.50% · 2h-1.50% · 2h-1.50%2h0.00% · 3h0.00% · 3h·3h1.00% · 4h1.00% · 4h1.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-3.00% · 9h-3.00% · 9h-3.00%9h▼ WORST-1.00% · 10h-1.00% · 10h-1.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h1.50% · 12h1.50% · 12h1.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h1.00% · 14h1.00% · 14h1.00%14h0.00% · 15h0.00% · 15h·15h1.00% · 16h1.00% · 16h1.00%16h0.00% · 17h0.00% · 17h·17hTIME PATTERNAsia-led (+6.50%)RUNSup max 1 · down max 3BREADTH29% up · 29% down · 41% flat
5 up bars · 5 down · best 7.00% · worst -3.00% · typical |Δ| 1.088%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsPROFITABLE +4.26%FINAL+4.26%MAX DD-4.94%RECOVERYONGOING · 16 barsMAX RUN-UP+7.00%UNDERWATER16/18 (89%)STREAK▬ 0EQUITY CURVE · end 1.0426 · peak 1.0700 · range [1.0000, 1.0700]1.07001.0000break-even = 1★ PEAK 1.0700UNDERWATER DRAWDOWN · max -4.94% · moderate0%-4.94%▼ TROUGH -4.94%TOP DRAWDOWN PERIODS · 1 total#1 -4.94%bar 3-18 · 16 bars · ONGOINGDD SEVERITYmoderate (max -4.94%)RECOVERYongoing · 16 barsTIME UNDER WATER89% of session · 16/18 bars
final equity 1.0426 (4.26%) · max DD -4.94% · time-under-water 16/18 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +7 / −6 (50% positive) · μ=2.08 · σ=47.62MIXED EDGELAST 81.06 (+1.66σ vs μ)81.0640.530.00-40.53-81.06μ = 2.0840.8040.80-11.35-11.3546.8046.8046.8046.800.000.00-46.80-46.80-66.18-66.18-80.07-80.07-37.98-37.98-19.66-19.6619.6619.6631.6631.6624.4424.4481.0681.06v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 81.056 · range [-80.07, 81.06] · μ 2.084 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=112.7152 · σ=81.5211 · range [0.0000, 348.8947] · R²=0.067▼ FALLING -84.51%σ EXTREME 72.32%LAST 54.0370348.8947261.6710174.447387.22370.0000μ = 112.7152max 348.8947min 0.0000dataMA(2)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 54.04% · range [0.00%, 348.89%] · μ 112.72% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +2 / −11 (14% positive) · μ=-0.316 · σ=0.301MEAN-REVERSIONLAST -0.750 (-1.44σ vs μ)0.8090.4040.000-0.404-0.809μ = -0.316-0.257-0.2570.0340.034-0.417-0.417-0.083-0.0830.0000.000-0.083-0.083-0.167-0.167-0.437-0.4370.1040.104-0.368-0.368-0.809-0.809-0.716-0.716-0.477-0.477-0.750-0.750v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.750 · |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
57.5792
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
0.7960
p-VALUE (log scale)
0.9751
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
-3.3862
p-VALUE (log scale)
0.0121
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
0.6708
p-VALUE (log scale)
0.5023
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2203
p-VALUE (log scale)
0.3214
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
-1.9508
p-VALUE (log scale)
0.0511
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.527 ≈ 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=4.16e-4 · top T=2.13h (25.0%) · top-3 cover 66.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)8.3e-46.2e-44.2e-42.1e-40.0e+0μ noise floor2× noise (significance)period 17.0 · power 6.78e-4 · 20.4% energyperiod 17.0 · power 6.78e-4 · 20.4% energyperiod 8.5 · power 4.85e-6 · 0.1% energyperiod 8.5 · power 4.85e-6 · 0.1% energyperiod 5.7 · power 4.81e-4 · 14.5% energyperiod 5.7 · power 4.81e-4 · 14.5% energyperiod 4.3 · power 3.63e-5 · 1.1% energyperiod 4.3 · power 3.63e-5 · 1.1% energyperiod 3.4 · power 7.17e-4 · 21.5% energyperiod 3.4 · power 7.17e-4 · 21.5% energyperiod 2.8 · power 3.27e-4 · 9.8% energyperiod 2.8 · power 3.27e-4 · 9.8% energyperiod 2.4 · power 2.51e-4 · 7.5% energyperiod 2.4 · power 2.51e-4 · 7.5% energyperiod 2.1 · power 8.33e-4 · 25.0% energyperiod 2.1 · power 8.33e-4 · 25.0% energy50% by T=3.4h#1 dominantT=2.13h#2T=3.40h#3T=17.00hT=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 ≈ 2.13h (freq 0.471) · concentrates 25.0% of total energy · Σ|X̂|²/n = 3.328e-3

▸ Depth section using sovereign-store price series (1473 bars · effective 1753005 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 0.4 d · σ/bar 0.069pp · expected |Δp| over horizon 0.22ppterminal variance p(1−p) = 0.2488 · n = 1473✓ n = 1473
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.069pp
one-bar volatility · logit-free
Per-day movedaily
0.34pp
σ × √24
Per-horizon move0d
0.22pp
σ × √9.905977777777778
Terminal variancebinary
0.2488
p(1−p) at resolution
Current pricep
53.5¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 1473
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
3.7pp
peak 53.5¢ → trough 51.5¢
Median step
0.50pp
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
53.5%
= price
Decimal oddsEU
1.869
total return per $1
AmericanUS
-115
risk $115 to win $100
FractionalUK
0.87 / 1
profit per $1 risked
Profit per $100stake
+$86.92
clean dollar framing
-1000-5000+500+1000020406080100you · 53.5%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)
0.996 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.996 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.90 bit
self-information
Surprise · NO−log₂(1−p)
1.10 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
57353727543736530434448403451285666989700059599235782762910800664478248269257
NO token ID
63403527882742060213423404547867943091117243218862266925234446467927610896447
Snapshot fetched
2026-06-14 16:05:38 UTC
Snapshot age
6ms
History points
18 CLOB mids
Page rendered
2026-06-14 16:05:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fa3c0bc5a950f85f76ed836e8ff87b1e575c503c91dfdaf83716dfb112cc6303 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain90.0¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,043.5HL PERPETH-USD perpetual$1,663.85HL PERPHYPE-USD perpetual$60.35

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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
0.545000
(best bid + best ask) / 2
Spread
183.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.008
ask-heavy
Imbalance (top-5)
-0.384
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-ly-tl2-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.55000091.74bp0.5500001FILLED
BUY$10.00K0.558282243.71bp0.5600002FILLED
BUY$100.00K0.7300003394.49bp0.98000032FILLED
SELL$1.00K0.539499100.93bp0.5300002FILLED
SELL$10.00K0.530935258.08bp0.5300002FILLED
SELL$100.00K0.1073438030.40bp0.01000031PARTIAL

Risk metrics

▸ sovereign store · 1,473 barsperiods/year ≈ 1.75M
Realized vol (annualised)
173.05%
σ per bar = 0.001307
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
3.74%
peak 0.54 → trough 0.52 over 378 bars

/api/asset/pm-lol-ly-tl2-2026-06-14/risk · same metrics, JSON