POLYMARKET · PREDICTION MARKET · SPORTS

LoL: Top Esports vs Bilibili Gaming - Game 3 Winner

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · lol-tes-blg-2026-06-14-game3 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
2139.53%
max drawdown
99.90%
sharpe
ulcer index
89.59%
RMS drawdown
pain index
81.56%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
99.90%
cond. drawdown
gain/pain
0.24
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.24
upside/downside
roll spread
134.1 bps
implied (price-only)
bars used
707
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-tes-blg-2026-06-14-game3/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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.3269 · σ=0.1450 · range [0.0005, 0.4050] · R²=0.385 FALLING -99.87%σ EXTREME 44.35%LAST 0.00050.40500.30390.20280.10160.0005μ = 0.3269max 0.4050min 0.0005dataMA(5)OLS R²=0.38μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%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
0.1%0.1¢2000.00× +0.00pp
NO
100.0%100.0¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,495 · μ=187.3 · σ=771.4 · CV=4.12BURSTY · concentratedcumulative energy ↗ · 50% by h=2109501,9002,8503,800μ = 1873,80050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4495bp moved · peak 3800bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
6ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$699.9k
liquidity $
$707.2k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3269 · σ=0.1450 · range [0.0005, 0.4050] · R²=0.385 FALLING -99.87%σ EXTREME 44.35%LAST 0.00050.40500.30390.20280.10160.0005μ = 0.3269max 0.4050min 0.0005dataMA(5)OLS R²=0.38μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.6727 · σ=0.1452 · range [0.5950, 0.9995] · R²=0.381 RISING +63.85%σ EXTREME 21.58%LAST 0.99950.99950.89840.79730.69610.5950μ = 0.6727max 0.9995min 0.5950dataMA(5)OLS R²=0.38μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0196 · σ=0.0710 · skew=-4.59 (left-skewed) · kurt=19.04 (leptokurtic (fat tails))231712601-36.02ppbin -36.02pp · n=1 · 4.3% peakbin -36.02pp · n=1 · 4.3% peak-32.07pp-28.13pp-24.18pp-20.23pp-16.28pp-12.33pp-8.38pp-4.43pp23-0.47ppbin -0.47pp · n=23 · 100.0% peakbin -0.47pp · n=23 · 100.0% 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=-4.54 · kurt=18.76 · near 6 / mid 11 / far 7 · OLS slope=0.51 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.74σΔ=-1.63σsample ↓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=25STRONGLY LEFT-SKEWED (G₁=-1.74)
μ MEAN32.69¢95% CI: [27.00¢, 38.37¢]
σ STD DEV14.50ppσ² = 210.173 · CV = 44.35%
med MEDIAN38.50¢Q₁ 38.50¢ · Q₃ 39.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 38.50¢med 38.50¢Q₃ 39.00¢max 40.50¢μ
SKEWNESS · G₁-1.739left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.083leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.40
σ × 1.349 ↔ IQRdiverges from normalratio = 39.11
range ↔ σconcentrated (range < 4σ)range / σ = 2.79
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.016within white-noise band
ρ(2) AUTOCORR-0.087lag-2 not significant
H · HURST EXPONENT1.042strongly persistent
OLS TREND · t-STAT-3.794significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.042STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.016k=2-0.087k=3-0.024k=4-0.022k=5-0.0060+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.79)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 ID2531513
SLUGlol-tes-blg-2026-06-14-game3
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME699.86k USD 24h
LIQUIDITY707.17k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
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 2026-06-14 14:15 UTC
0days
00hrs
30min
YES$1.00(P = 0.1%)
NO$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.3hRESOLVESP projection · σ=14.50% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 71.022 pp/day
now0.51h left
71.022 pp/day×1.00
−25%0.38h left
82.009 pp/day×1.15
−50%0.25h left
100.440 pp/day×1.41
−75%0.13h left
142.044 pp/day×2.00
−90%0.05h left
224.592 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 1.50% · worst -38.00% · typical |Δ| 1.87%BEARISH SESSION -38.95%BEST+1.50%19hWORST-38.00%21hTYPICAL |Δ|1.87%mean absoluteCUMULATIVE-38.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ -4.93% · Σ -39.45%CUMULATIVE Δ PATH · final -38.95%+1.50%-38.95%0.00% · 1h0.00% · 1h·1h-0.50% · 2h-0.50% · 2h-0.50%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h1.00% · 14h1.00% · 14h1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.50% · 17h0.50% · 17h0.50%17h-1.00% · 18h-1.00% · 18h-1.00%18h1.50% · 19h1.50% · 19h1.50%19h★ BEST-2.00% · 20h-2.00% · 20h-2.00%20h-38.00% · 21h-38.00% · 21h-38.00%21h▼ WORST-0.45% · 22h-0.45% · 22h-0.45%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+1.00%)RUNSup max 1 · down max 3BREADTH13% up · 21% down · 67% flat
3 up bars · 5 down · best 1.50% · worst -38.00% · typical |Δ| 1.873%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -38.61%FINAL-38.61%MAX DD-39.51%RECOVERYONGOING · 5 barsMAX RUN-UP+1.49%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.6139 · peak 1.0149 · range [0.6139, 1.0149]1.01490.6139break-even = 1★ PEAK 1.0149UNDERWATER DRAWDOWN · max -39.51% · severe0%-39.51%▼ TROUGH -39.51%TOP DRAWDOWN PERIODS · 3 total#1 -39.51%bar 21-25 · 5 bars · ONGOING#2 -1.00%bar 19-19 · 1 bars · recovered#3 -0.50%bar 3-14 · 12 bars · recoveredDD SEVERITYsevere (max -39.51%)RECOVERYongoing · 5 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.6139 (-38.61%) · max DD -39.51% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −7 (32% positive) · μ=-1.59 · σ=31.86UNPROFITABLE STRATEGYLAST -39.26 (-1.18σ vs μ)55.9327.970.00-27.97-55.93μ = -1.59-38.21-38.21-38.21-38.210.000.000.000.000.000.000.000.000.000.000.000.0038.2138.2138.2138.2138.2138.2155.9355.9311.7411.7435.6335.63-12.88-12.88-39.30-39.30-39.85-39.85-40.47-40.47-39.26-39.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -39.259 · range [-40.47, 55.93] · μ -1.592 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=328.0650 · σ=593.8630 · range [0.0000, 1448.7567] · R²=0.540 RISING +7481.88%σ EXTREME 181.02%LAST 1448.51611448.75671086.5675724.3784362.18920.0000μ = 328.0650max 1448.7567min 0.0000dataMA(3)OLS R²=0.54μ lineμ ± σ bandmaxmin
latest 1448.52% · range [0.00%, 1448.76%] · μ 328.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −12 (5% positive) · μ=-0.163 · σ=0.192MEAN-REVERSIONLAST -0.179 (-0.08σ vs μ)0.6630.3310.000-0.331-0.663μ = -0.163-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.357-0.357-0.286-0.286-0.507-0.507-0.663-0.6630.0190.019-0.180-0.180-0.181-0.181-0.179-0.179v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.179 · |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
653.3960
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
0.2544
p-VALUE (log scale)
0.9972
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
-0.3235
p-VALUE (log scale)
0.9157
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
0.2060
p-VALUE (log scale)
0.8368
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4674
p-VALUE (log scale)
0.0490
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
0.1574
p-VALUE (log scale)
0.8749
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.048 ≈ 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=5.98e-3 · top T=4.80h (9.5%) · top-3 cover 28.1%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.8e-35.1e-33.4e-31.7e-30.0e+0μ noise floorperiod 24.0 · power 6.65e-3 · 9.3% energyperiod 24.0 · power 6.65e-3 · 9.3% energyperiod 12.0 · power 6.69e-3 · 9.3% energyperiod 12.0 · power 6.69e-3 · 9.3% energyperiod 8.0 · power 6.17e-3 · 8.6% energyperiod 8.0 · power 6.17e-3 · 8.6% energyperiod 6.0 · power 6.33e-3 · 8.8% energyperiod 6.0 · power 6.33e-3 · 8.8% energyperiod 4.8 · power 6.81e-3 · 9.5% energyperiod 4.8 · power 6.81e-3 · 9.5% energyperiod 4.0 · power 6.34e-3 · 8.8% energyperiod 4.0 · power 6.34e-3 · 8.8% energyperiod 3.4 · power 5.92e-3 · 8.2% energyperiod 3.4 · power 5.92e-3 · 8.2% energyperiod 3.0 · power 6.36e-3 · 8.9% energyperiod 3.0 · power 6.36e-3 · 8.9% energyperiod 2.7 · power 6.27e-3 · 8.7% energyperiod 2.7 · power 6.27e-3 · 8.7% energyperiod 2.4 · power 5.15e-3 · 7.2% energyperiod 2.4 · power 5.15e-3 · 7.2% energyperiod 2.2 · power 4.54e-3 · 6.3% energyperiod 2.2 · power 4.54e-3 · 6.3% energyperiod 2.0 · power 4.55e-3 · 6.3% energyperiod 2.0 · power 4.55e-3 · 6.3% energy50% by T=4.0h#1 dominantT=4.80h#2T=12.00h#3T=24.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 9.5% of total energy · Σ|X̂|²/n = 7.176e-2

▸ Depth section using sovereign-store price series (707 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 1.616pp · expected |Δp| over horizon 3.96ppterminal variance p(1−p) = 0.0005 · n = 707n = 707
μ per bar
-0.054pp
average Δp · drift
σ per bar
1.616pp
one-bar volatility · logit-free
Per-day movedaily
7.92pp
σ × √24
Per-horizon move0d
3.96pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 2.71pp · ES₉₅ 3.39pp · method parametric · drift-correcteddrift -0.054pp/bar · quantised: yes · median step 12.00pp · unique ratio 0.01n = 707
VaR 95%
2.71pp
1.645·σ (parametric) of Δp
ES 95%
3.39pp
mean of the tail
Max drawdown
99.9pp
peak 50.5¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
19619361712159982439727733965894016265207370144545385083802287354703530270632
NO token ID
47102327998922888500240273183669442692523645324187960333270882565845019740886
Snapshot fetched
2026-06-14 13:44:25 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:44:25 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fd9992603f157ac1c0a66c72d721ac62b48a5b68dc991f724dffa9be969ced37 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
ask-heavy
Imbalance (top-5)
-1.000
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-tes-blg-2026-06-14-game3/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 707 barsperiods/year ≈ 1.75M
Realized vol (annualised)
20590.01%
σ per bar = 0.155508
Mean return (annualised)
-1650397.24%
μ per bar = -0.009414
Sharpe (rf=0)
-80.16
annualised; risk-free assumed zero
Max drawdown
99.90%
peak 0.51 → trough 0.00 over 150 bars

/api/asset/pm-lol-tes-blg-2026-06-14-game3/risk · same metrics, JSON