POLYMARKET · PREDICTION MARKET · SPORTS

LoL: LYON vs Team Liquid - Game 1 Winner

YES · live
100.0¢
NO · live
0.0¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ly-tl2-2026-06-14-game1 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3760.58%
max drawdown
55.77%
sharpe
—
ulcer index
17.44%
RMS drawdown
pain index
6.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
55.77%
cond. drawdown
gain/pain
2.65
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.65
upside/downside
roll spread
19.3 bps
implied (price-only)
bars used
643
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ly-tl2-2026-06-14-game1/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH11ms⏱--:--:-- 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
0.0¢
YES price · live 24h
n=24 · μ=0.6008 · σ=0.1826 · range [0.4950, 0.9995] · R²=0.359▲ RISING +85.09%σ EXTREME 30.40%LAST 0.99950.99950.87340.74720.62110.4950μ = 0.6008max 0.9995min 0.4950dataMA(4)OLS R²=0.36μ lineμ ± σ bandmaxminlive endpoint
24 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.0%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
0.0%0.0¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=23 · Σ=5,995 · μ=260.7 · σ=930.8 · CV=3.57BURSTY · concentratedcumulative energy ↗ · 50% by h=2001,1252,2503,3754,500μ = 2614,50050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 5995bp moved · peak 4500bp · n=23 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
11ms
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$406.3k
≋liquidity $
$318.8k
◳history points
24 ticks (live)

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

YES price · CLOB mid
n=24 · μ=0.6008 · σ=0.1826 · range [0.4950, 0.9995] · R²=0.359▲ RISING +85.09%σ EXTREME 30.40%LAST 0.99950.99950.87340.74720.62110.4950μ = 0.6008max 0.9995min 0.4950dataMA(4)OLS R²=0.36μ lineμ ± σ bandmaxmin
24 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=24 · μ=0.3990 · σ=0.1826 · range [0.0005, 0.5050] · R²=0.360▼ FALLING -99.89%σ EXTREME 45.76%LAST 0.00050.50500.37890.25270.12660.0005μ = 0.3990max 0.5050min 0.0005dataMA(4)OLS R²=0.36μ lineμ ± σ bandmaxmin
24 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=23 · 10 bins · μ=0.0142 · σ=0.0905 · skew=4.04 (right-skewed) · kurt=15.53 (leptokurtic (fat tails))151184015-2.03ppbin -2.03pp · n=15 · 100.0% peakbin -2.03pp · n=15 · 100.0% peak72.92ppbin 2.92pp · n=7 · 46.7% peakbin 2.92pp · n=7 · 46.7% peak7.87pp12.82pp17.77pp22.72pp27.68pp32.63pp37.57pp142.52ppbin 42.52pp · n=1 · 6.7% peakbin 42.52pp · n=1 · 6.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=23
Q-Q plot · standardised Δp vs N(0,1)
n=23 · skew=4.33 · kurt=17.26 · near 5 / mid 11 / far 7 · OLS slope=0.56 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.63σsample ↓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=24STRONGLY RIGHT-SKEWED (G₁=1.64)
μ MEAN60.08¢95% CI: [52.77¢, 67.38¢]
σ STD DEV18.26ppσ² = 333.559 · CV = 30.40%
med MEDIAN53.75¢Q₁ 50.00¢ · Q₃ 54.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 50.45pp · IQR 4.50pp (1.349σ→24.64pp)
min 49.50¢Q₁ 50.00¢med 53.75¢Q₃ 54.50¢max 99.95¢μ
SKEWNESS · G₁1.637right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.786mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.35
σ × 1.349 ↔ IQRdiverges from normalratio = 5.48
range ↔ σconcentrated (range < 4σ)range / σ = 2.76
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+0.009within white-noise band
ρ(2) AUTOCORR+0.016lag-2 not significant
H · HURST EXPONENT0.731strongly persistent
OLS TREND · t-STAT+3.508significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.731
H = 0.731STRONGLY 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+0.009k=2+0.016k=3-0.076k=4-0.017k=5+0.0040+1−1+0.42−0.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.51)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.47high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.51)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 ID2537232
SLUGlol-ly-tl2-2026-06-14-game1
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 VOLUME406.33k USD 24h
LIQUIDITY318.84k 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 0.0%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 · CRITICALresolves 2026-06-15 00:00 UTC
0days
00hrs
57min
57 minutes·θ = 89.473 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+0.5hRESOLVESP projection · σ=18.26% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 89.473 pp/day
now0.95h left
89.473 pp/day×1.00
−25%0.72h left
103.315 pp/day×1.15
−50%0.48h left
126.534 pp/day×1.41
−75%0.24h left
178.946 pp/day×2.00
−90%0.10h left
282.939 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=23 bars · best 45.00% · worst -4.50% · typical |Δ| 2.61%MILD BULLISH +45.95%BEST+45.00%20hWORST-4.50%8hTYPICAL |Δ|2.61%mean absoluteCUMULATIVE+45.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.44% · Σ -3.50%US · 16-24 UTCμ +6.12% · Σ +48.95%CUMULATIVE Δ PATH · final +45.95%+45.95%-4.50%0.00% · 1h0.00% · 1h·1h0.50% · 2h0.50% · 2h0.50%2h0.00% · 3h0.00% · 3h·3h-1.00% · 4h-1.00% · 4h-1.00%4h1.00% · 5h1.00% · 5h1.00%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-4.50% · 8h-4.50% · 8h-4.50%8h▼ WORST0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h0.50% · 15h0.50% · 15h0.50%15h-0.50% · 16h-0.50% · 16h-0.50%16h-1.00% · 17h-1.00% · 17h-1.00%17h3.00% · 18h3.00% · 18h3.00%18h2.00% · 19h2.00% · 19h2.00%19h45.00% · 20h45.00% · 20h45.00%20h★ BEST0.45% · 21h0.45% · 21h0.45%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23hTIME PATTERNUS-led (+48.95%)RUNSup max 4 · down max 2BREADTH35% up · 17% down · 48% flat
8 up bars · 4 down · best 45.00% · worst -4.50% · typical |Δ| 2.607%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsPROFITABLE +46.11%FINAL+46.11%MAX DD-4.99%RECOVERYFULLY RECOVEREDMAX RUN-UP+46.11%UNDERWATER16/24 (67%)STREAK▬ 0EQUITY CURVE · end 1.4611 · peak 1.4611 · range [0.9548, 1.4611]1.46110.9548break-even = 1★ PEAK 1.4611UNDERWATER DRAWDOWN · max -4.99% · moderate0%-4.99%▼ TROUGH -4.99%TOP DRAWDOWN PERIODS · 1 total#1 -4.99%bar 5-20 · 16 bars · recoveredDD SEVERITYmoderate (max -4.99%)RECOVERYfully recoveredTIME UNDER WATER67% of session · 16/24 bars
final equity 1.4611 (46.11%) · max DD -4.99% · time-under-water 16/24 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −6 (58% positive) · μ=11.00 · σ=36.84MIXED EDGELAST 44.71 (+0.91σ vs μ)68.3534.180.00-34.18-68.35μ = 11.0012.6212.6212.6212.620.000.00-39.49-39.49-30.22-30.22-41.86-41.86-41.86-41.86-41.86-41.860.000.0041.8641.8668.3568.3522.3722.37-14.36-14.3630.3730.3744.5544.5545.8445.8447.0247.0248.3048.3044.7144.71v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 44.707 · range [-41.86, 68.35] · μ 10.998 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=474.0248 · σ=731.1040 · range [0.0000, 1859.5148] · R²=0.484▲ RISING +2578.96%σ EXTREME 154.23%LAST 1859.51481859.51481394.6361929.7574464.87870.0000μ = 474.0248max 1859.5148min 0.0000dataMA(3)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 1859.51% · range [0.00%, 1859.51%] · μ 474.02% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −15 (16% positive) · μ=-0.149 · σ=0.241MEAN-REVERSIONLAST -0.260 (-0.46σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.149-0.436-0.436-0.459-0.459-0.500-0.500-0.050-0.050-0.194-0.194-0.300-0.300-0.300-0.300-0.050-0.0500.0000.000-0.050-0.0500.3670.367-0.157-0.1570.3180.318-0.237-0.2370.1250.125-0.025-0.025-0.309-0.309-0.304-0.304-0.260-0.260v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.260 · |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
547.2798
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
0.1842
p-VALUE (log scale)
0.9984
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
-0.2334
p-VALUE (log scale)
0.9279
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
0.4599
p-VALUE (log scale)
0.6456
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
0.4374
p-VALUE (log scale)
0.0610
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
0.2605
p-VALUE (log scale)
0.7945
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.054 ≈ 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=11 bins · noise floor μ=8.96e-3 · top T=23.00h (12.6%) · top-3 cover 34.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.2e-29.3e-36.2e-33.1e-30.0e+0μ noise floorperiod 23.0 · power 1.24e-2 · 12.6% energyperiod 23.0 · power 1.24e-2 · 12.6% energyperiod 11.5 · power 8.24e-3 · 8.4% energyperiod 11.5 · power 8.24e-3 · 8.4% energyperiod 7.7 · power 1.16e-2 · 11.8% energyperiod 7.7 · power 1.16e-2 · 11.8% energyperiod 5.8 · power 7.66e-3 · 7.8% energyperiod 5.8 · power 7.66e-3 · 7.8% energyperiod 4.6 · power 1.03e-2 · 10.5% energyperiod 4.6 · power 1.03e-2 · 10.5% energyperiod 3.8 · power 6.22e-3 · 6.3% energyperiod 3.8 · power 6.22e-3 · 6.3% energyperiod 3.3 · power 7.40e-3 · 7.5% energyperiod 3.3 · power 7.40e-3 · 7.5% energyperiod 2.9 · power 7.55e-3 · 7.7% energyperiod 2.9 · power 7.55e-3 · 7.7% energyperiod 2.6 · power 9.46e-3 · 9.6% energyperiod 2.6 · power 9.46e-3 · 9.6% energyperiod 2.3 · power 8.00e-3 · 8.1% energyperiod 2.3 · power 8.00e-3 · 8.1% energyperiod 2.1 · power 9.66e-3 · 9.8% energyperiod 2.1 · power 9.66e-3 · 9.8% energy50% by T=4.6h#1 dominantT=23.00h#2T=7.67h#3T=4.60hT=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 ≈ 23.00h (freq 0.043) · concentrates 12.6% of total energy · Σ|X̂|²/n = 9.853e-2

▸ Depth section using sovereign-store price series (643 bars · effective 1753103 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 2.841pp · expected |Δp| over horizon 6.96ppterminal variance p(1−p) = 0.0005 · n = 643✓ n = 643
μ per bar
+0.075pp
average Δp · drift
σ per bar
2.841pp
one-bar volatility · logit-free
Per-day movedaily
13.92pp
σ × √24
Per-horizon move0d
6.96pp
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 4.60pp · ES₉₅ 5.78pp · method parametric · drift-correcteddrift +0.075pp/bar · quantised: yes · median step 12.00pp · unique ratio 0.01✓ n = 643
VaR 95%
4.60pp
1.645·σ (parametric) of Δp
ES 95%
5.78pp
mean of the tail
Max drawdown
55.8pp
peak 52.0¢ → trough 23.0¢
Median step
12.00pp
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
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
39359144711985264458222887823504443745871558375133198876707622272691725231191
NO token ID
110287056287120921237447097896435373466801257752235670292065882983262284078406
Snapshot fetched
2026-06-14 23:02:43 UTC
Snapshot age
11ms
History points
24 CLOB mids
Page rendered
2026-06-14 23:02:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
dbcc28719c26007b0b66c6ae064e4ba254720b2d3c92ad21d692d390e6defa3e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDDraw99.9¢HL PREDSpain91.2¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?83¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,336.5HL PERPETH-USD perpetual$1,720.55HL PERPHYPE-USD perpetual$63.17

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-ly-tl2-2026-06-14-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 · 643 barsperiods/year ≈ 1.75M
Realized vol (annualised)
7837.16%
σ per bar = 0.059191
Mean return (annualised)
178430.44%
μ per bar = 0.001018
Sharpe (rf=0)
22.77
annualised; risk-free assumed zero
Max drawdown
55.77%
peak 0.52 → trough 0.23 over 193 bars

/api/asset/pm-lol-ly-tl2-2026-06-14-game1/risk · same metrics, JSON