POLYMARKET · PREDICTION MARKET · SPORTS

LoL: Top Esports vs Bilibili Gaming - Game 4 Winner

YES · live
49.5¢
NO · live
50.5¢

▸ Advanced metrics · M2M bundle

polymarket · lol-tes-blg-2026-06-14-game4 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
228.10%
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
3.9 bps
implied (price-only)
bars used
623
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-tes-blg-2026-06-14-game4/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH10ms--:--:-- 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
49.5¢
NO · live
50.5¢
YES price · live 24h
n=25 · μ=0.5032 · σ=0.0963 · range [0.2700, 0.6400] · R²=0.108 RISING +83.33%σ EXTREME 19.13%LAST 0.49500.64000.54750.45500.36250.2700μ = 0.5032max 0.6400min 0.2700dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 49.50¢
YES / NO split · live
YES 49.5%NO 50.5%NO50.5%50.50¢ · odds 1/1.98
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 1.000 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
49.5%49.5¢2.02× +0.00pp
NO
50.5%50.5¢1.98× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,950 · μ=289.6 · σ=501.3 · CV=1.73BURSTY · concentratedcumulative energy ↗ · 50% by h=404388751,3131,750μ = 2901,75050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6950bp moved · peak 1750bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
10ms
YES mid
49.50¢ (49.50%)
NO mid
50.50¢ (50.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$68.7k
liquidity $
$1.3M
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5032 · σ=0.0963 · range [0.2700, 0.6400] · R²=0.108 RISING +83.33%σ EXTREME 19.13%LAST 0.49500.64000.54750.45500.36250.2700μ = 0.5032max 0.6400min 0.2700dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 49.50¢
NO price · CLOB mid
n=25 · μ=0.4968 · σ=0.0963 · range [0.3600, 0.7300] · R²=0.108 FALLING -30.82%σ EXTREME 19.38%LAST 0.50500.73000.63750.54500.45250.3600μ = 0.4968max 0.7300min 0.3600dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 50.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0135 · σ=0.0533 · skew=1.02 (right-skewed) · kurt=3.35 (leptokurtic (fat tails))14117401-11.95ppbin -11.95pp · n=1 · 7.1% peakbin -11.95pp · n=1 · 7.1% peak-8.85pp-5.75pp3-2.65ppbin -2.65pp · n=3 · 21.4% peakbin -2.65pp · n=3 · 21.4% peak140.45ppbin 0.45pp · n=14 · 100.0% peakbin 0.45pp · n=14 · 100.0% peak43.55ppbin 3.55pp · n=4 · 28.6% peakbin 3.55pp · n=4 · 28.6% peak6.65pp9.75pp12.85pp215.95ppbin 15.95pp · n=2 · 14.3% peakbin 15.95pp · n=2 · 14.3% 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=1.00 · kurt=3.62 · near 6 / mid 18 / far 0 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN50.32¢95% CI: [46.55¢, 54.09¢]
σ STD DEV9.63ppσ² = 92.685 · CV = 19.13%
med MEDIAN49.50¢Q₁ 42.50¢ · Q₃ 59.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 27.00¢Q₁ 42.50¢med 49.50¢Q₃ 59.50¢max 64.00¢μ
SKEWNESS · G₁-0.224approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.807mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRdiverges from normalratio = 0.76
range ↔ σconcentrated (range < 4σ)range / σ = 3.84
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: MILD PERSISTENCE · ρ(1) 0.43
ρ(1) AUTOCORR+0.428positive · momentum
ρ(2) AUTOCORR+0.067lag-2 not significant
H · HURST EXPONENT1.074strongly persistent
OLS TREND · t-STAT-1.673fails 5% test
HURST EXPONENT [0, 1]
H = 1.074STRONGLY 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+0.428k=2+0.067k=3+0.116k=4+0.062k=5-0.0010+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 CLASSIFICATIONMILD PERSISTENCE · ρ(1) 0.43from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.67)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 ID2531514
SLUGlol-tes-blg-2026-06-14-game4
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES49.50¢implied prob 49.50% · decimal odds 2.02×
COUNTER · NO50.50¢implied prob 50.50% · decimal odds 1.98×
49.50¢
50.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME68.69k USD 24h
LIQUIDITY1.25M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWBALANCED · ~50/50|primary − counter| = 0.010 · entropy 1.000 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 49.5%NO 50.5%YES49.5%H = 1.000 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2.02×(50¢)NO1.98×(51¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 1.000 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 · CRITICALresolves 2026-06-14 14:15 UTC
0days
00hrs
31min
YES$1.00(P = 49.5%)
NO$0.00(P = 50.5%)
current: $0.4950 · expected return per side: $0.51 on YES hit · $0.49 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.3hRESOLVESP projection · σ=9.63% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 47.164 pp/day
now0.52h left
47.164 pp/day×1.00
−25%0.39h left
54.460 pp/day×1.15
−50%0.26h left
66.700 pp/day×1.41
−75%0.13h left
94.328 pp/day×2.00
−90%0.05h left
149.146 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 17.50% · worst -13.50% · typical |Δ| 2.90%MILD BULLISH +22.50%BEST+17.50%1hWORST-13.50%12hTYPICAL |Δ|2.90%mean absoluteCUMULATIVE+22.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +4.93% · Σ +34.50%EUROPE · 08-16 UTCμ -2.38% · Σ -19.00%US · 16-24 UTCμ +0.88% · Σ +7.00%CUMULATIVE Δ PATH · final +22.50%+37.00%0.00%17.50% · 1h17.50% · 1h17.50%1h★ BEST15.00% · 2h15.00% · 2h15.00%2h2.00% · 3h2.00% · 3h2.00%3h-1.00% · 4h-1.00% · 4h-1.00%4h3.50% · 5h3.50% · 5h3.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h-1.50% · 7h-1.50% · 7h-1.50%7h0.50% · 8h0.50% · 8h0.50%8h-3.00% · 9h-3.00% · 9h-3.00%9h-0.50% · 10h-0.50% · 10h-0.50%10h-2.50% · 11h-2.50% · 11h-2.50%11h-13.50% · 12h-13.50% · 12h-13.50%12h▼ WORST0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.50% · 19h0.50% · 19h0.50%19h2.00% · 20h2.00% · 20h2.00%20h5.00% · 21h5.00% · 21h5.00%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+34.50%)RUNSup max 3 · down max 4BREADTH33% up · 33% down · 33% flat
8 up bars · 8 down · best 17.50% · worst -13.50% · typical |Δ| 2.896%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +20.65%FINAL+20.65%MAX DD-20.63%RECOVERYONGOING · 19 barsMAX RUN-UP+41.22%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.2065 · peak 1.4122 · range [1.0000, 1.4122]1.41221.0000break-even = 1★ PEAK 1.4122UNDERWATER DRAWDOWN · max -20.63% · severe0%-20.63%▼ TROUGH -20.63%TOP DRAWDOWN PERIODS · 2 total#1 -20.63%bar 7-25 · 19 bars · ONGOING#2 -1.00%bar 5-5 · 1 bars · recoveredDD SEVERITYsevere (max -20.63%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.2065 (20.65%) · max DD -20.63% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=-4.49 · σ=52.17MIXED EDGELAST 58.68 (+1.21σ vs μ)96.6648.330.00-48.33-96.66μ = -4.4968.7668.7642.2142.2119.6419.64-17.54-17.54-14.14-14.14-96.66-96.66-62.66-62.66-56.45-56.45-58.68-58.68-48.07-48.07-48.07-48.07-39.89-39.89-38.21-38.210.000.0035.6335.6352.8652.8658.6858.6858.6858.6858.6858.68v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 58.680 · range [-96.66, 68.76] · μ -4.485 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=311.9124 · σ=215.5480 · range [19.1050, 764.3900] · R²=0.245 FALLING -75.59%σ EXTREME 69.11%LAST 186.6039764.3900578.0687391.7475205.426219.1050μ = 311.9124max 764.3900min 19.1050dataMA(3)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 186.60% · range [19.10%, 764.39%] · μ 311.91% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −10 (42% positive) · μ=-0.080 · σ=0.254CLOSE TO MARTINGALELAST 0.035 (+0.45σ vs μ)0.6930.3470.000-0.347-0.693μ = -0.0800.3910.3910.0230.023-0.427-0.427-0.295-0.295-0.186-0.186-0.693-0.6930.0290.029-0.267-0.267-0.206-0.206-0.116-0.116-0.076-0.076-0.044-0.044-0.233-0.2330.0000.0000.2320.2320.3150.3150.0030.0030.0030.0030.0350.035v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.035 · |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
27.6496
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
5.6201
p-VALUE (log scale)
0.3448
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
-2.7796
p-VALUE (log scale)
0.0639
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
-1.0351
p-VALUE (log scale)
0.3006
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
0.2768
p-VALUE (log scale)
0.2226
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.4623
p-VALUE (log scale)
0.6439
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.141 ≈ 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=3.23e-3 · top T=24.00h (33.1%) · top-3 cover 60.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-29.6e-36.4e-33.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.28e-2 · 33.1% energyperiod 24.0 · power 1.28e-2 · 33.1% energyperiod 12.0 · power 2.16e-3 · 5.6% energyperiod 12.0 · power 2.16e-3 · 5.6% energyperiod 8.0 · power 2.83e-3 · 7.3% energyperiod 8.0 · power 2.83e-3 · 7.3% energyperiod 6.0 · power 5.10e-3 · 13.2% energyperiod 6.0 · power 5.10e-3 · 13.2% energyperiod 4.8 · power 3.13e-3 · 8.1% energyperiod 4.8 · power 3.13e-3 · 8.1% energyperiod 4.0 · power 5.32e-3 · 13.7% energyperiod 4.0 · power 5.32e-3 · 13.7% energyperiod 3.4 · power 5.51e-4 · 1.4% energyperiod 3.4 · power 5.51e-4 · 1.4% energyperiod 3.0 · power 3.09e-3 · 8.0% energyperiod 3.0 · power 3.09e-3 · 8.0% energyperiod 2.7 · power 7.95e-4 · 2.0% energyperiod 2.7 · power 7.95e-4 · 2.0% energyperiod 2.4 · power 1.17e-3 · 3.0% energyperiod 2.4 · power 1.17e-3 · 3.0% energyperiod 2.2 · power 4.96e-5 · 0.1% energyperiod 2.2 · power 4.96e-5 · 0.1% energyperiod 2.0 · power 1.75e-3 · 4.5% energyperiod 2.0 · power 1.75e-3 · 4.5% energy50% by T=6.0h#1 dominantT=24.00h#2T=4.00h#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 ≈ 24.00h (freq 0.042) · concentrates 33.1% of total energy · Σ|X̂|²/n = 3.878e-2

▸ Depth section using sovereign-store price series (623 bars · effective 1753200 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 0.172pp · expected |Δp| over horizon 0.42ppterminal variance p(1−p) = 0.2500 · n = 623n = 623
μ per bar
+0.010pp
average Δp · drift
σ per bar
0.172pp
one-bar volatility · logit-free
Per-day movedaily
0.84pp
σ × √24
Per-horizon move0d
0.42pp
σ × √6
Terminal variancebinary
0.2500
p(1−p) at resolution
Current pricep
49.5¢
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 0.27pp · ES₉₅ 0.35pp · method parametric · drift-correcteddrift +0.010pp/bar · quantised: yes · median step 3.50pp · unique ratio 0.00n = 623
VaR 95%
0.27pp
1.645·σ (parametric) of Δp
ES 95%
0.35pp
mean of the tail
Max drawdown
0.0pp
peak 43.5¢ → trough 43.5¢
Median step
3.50pp
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
49.5%
= price
Decimal oddsEU
2.020
total return per $1
AmericanUS
+102
$100 wins $102
FractionalUK
1.02 / 1
profit per $1 risked
Profit per $100stake
+$102.02
clean dollar framing
-1000-5000+500+1000020406080100you · 49.5%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)
1.000 bit
max 1.0 at p = 0.5
Your entropyH(q)
1.000 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.01 bit
self-information
Surprise · NO−log₂(1−p)
0.99 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
68903930898566760703919043236560572418006501685613967479557333129678616615626
NO token ID
13189782291814385372430904405856461129597797634438883747820679270743446191792
Snapshot fetched
2026-06-14 13:43:55 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:43:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
20bff7bec71eb6179bee0117c6e34a3a225cb67a624f886b549f9b39604555be · 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
0.495000
(best bid + best ask) / 2
Spread
202.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.508
bid-heavy
Imbalance (top-5)
+0.506
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-tes-blg-2026-06-14-game4/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.500000101.01bp0.5000001FILLED
BUY$10.00K0.500000101.01bp0.5000001FILLED
BUY$100.00K0.500000101.01bp0.5000001FILLED
SELL$1.00K0.490000101.01bp0.4900001FILLED
SELL$10.00K0.490000101.01bp0.4900001FILLED
SELL$100.00K0.490000101.01bp0.4900001FILLED

Risk metrics

sovereign store · 623 barsperiods/year ≈ 1.75M
Realized vol (annualised)
494.11%
σ per bar = 0.003732
Mean return (annualised)
36420.26%
μ per bar = 0.000208
Sharpe (rf=0)
73.71
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.43 → trough 0.43 over 0 bars

/api/asset/pm-lol-tes-blg-2026-06-14-game4/risk · same metrics, JSON