POLYMARKET · PREDICTION MARKET · HOUSTON ASTROS VS. KANSAS CITY ROYALS

Houston Astros vs. Kansas City Royals

YES · live
10.5¢
NO · live
89.5¢

▸ Advanced metrics · M2M bundle

polymarket · mlb-hou-kc-2026-06-14 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-mlb-hou-kc-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
10.5¢
NO · live
89.5¢
YES price · live 24h
n=25 · μ=0.4410 · σ=0.1081 · range [0.0700, 0.4850] · R²=0.191▼ FALLING -84.95%σ EXTREME 24.51%LAST 0.07000.48500.38120.27750.17380.0700μ = 0.4410max 0.4850min 0.0700dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 7.00¢
YES / NO split · live
YES 10.5%NO 89.5%NO89.5%89.50¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.485 / 1.00 bits (48%) · informative — one side favoured
YES
10.5%10.5¢9.52×▬ +0.00pp
NO
89.5%89.5¢1.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,450 · μ=185.4 · σ=772.1 · CV=4.16BURSTY · concentratedcumulative energy ↗ · 50% by h=2309501,9002,8503,800μ = 1853,80050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4450bp moved · peak 3800bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
10.50¢ (10.50%)
▼NO mid
89.50¢ (89.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$168.3k
≋liquidity $
$62.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4410 · σ=0.1081 · range [0.0700, 0.4850] · R²=0.191▼ FALLING -84.95%σ EXTREME 24.51%LAST 0.07000.48500.38120.27750.17380.0700μ = 0.4410max 0.4850min 0.0700dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 7.00¢
NO price · CLOB mid
n=25 · μ=0.5590 · σ=0.1081 · range [0.5150, 0.9300] · R²=0.191▲ RISING +73.83%σ EXTREME 19.33%LAST 0.93000.93000.82630.72250.61880.5150μ = 0.5590max 0.9300min 0.5150dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 93.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0241 · σ=0.0701 · skew=-4.59 (left-skewed) · kurt=19.04 (leptokurtic (fat tails))231712601-36.05ppbin -36.05pp · n=1 · 4.3% peakbin -36.05pp · n=1 · 4.3% peak-32.15pp-28.25pp-24.35pp-20.45pp-16.55pp-12.65pp-8.75pp-4.85pp23-0.95ppbin -0.95pp · n=23 · 100.0% peakbin -0.95pp · 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=18.74 · near 6 / mid 11 / far 7 · OLS slope=0.50 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=-1.69σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=6.76)
μ MEAN44.10¢95% CI: [39.86¢, 48.34¢]
σ STD DEV10.81ppσ² = 116.812 · CV = 24.51%
med MEDIAN47.50¢Q₁ 46.50¢ · Q₃ 47.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 41.50pp · IQR 1.00pp (1.349σ→14.58pp)
min 7.00¢Q₁ 46.50¢med 47.50¢Q₃ 47.50¢max 48.50¢μ
SKEWNESS · G₁-2.906left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.762leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 14.58
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR+0.022within white-noise band
ρ(2) AUTOCORR-0.003lag-2 not significant
H · HURST EXPONENT1.143strongly persistent
OLS TREND · t-STAT-2.327significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.143
H = 1.143STRONGLY 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+0.022k=2-0.003k=3-0.004k=4+0.021k=5-0.0350+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 @ 5% (|t|=2.33)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.33)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 ID2470064
SLUGmlb-hou-kc-2026-06-14
CATEGORYHouston Astros vs. Kansas City Royals
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES10.50¢implied prob 10.50% · decimal odds 9.52×
COUNTER · NO89.50¢implied prob 89.50% · decimal odds 1.12×
10.50¢
89.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME168.26k USD 24h
LIQUIDITY62.76k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.790 · entropy 0.485 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 10.5%NO 89.5%YES p̂10.5%H = 0.485 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.52×(11¢)NO1.12×(90¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.485 bits (48% 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 · LOWresolves 2026-06-21 18:10 UTC
6days
22hrs
55min
6.96 days·θ = 52.948 pp/day
YES →$1.00(P = 10.5%)
NO →$0.00(P = 89.5%)
current: $0.1050 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.5dRESOLVESP projection · σ=10.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 52.948 pp/day
now6.96d left
52.948 pp/day×1.00
−25%5.22d left
61.139 pp/day×1.15
−50%3.48d left
74.880 pp/day×1.41
−75%1.74d left
105.896 pp/day×2.00
−90%16.69h left
167.437 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 1.00% · worst -38.00% · typical |Δ| 1.85%BEARISH SESSION -39.50%BEST+1.00%18hWORST-38.00%23hTYPICAL |Δ|1.85%mean absoluteCUMULATIVE-39.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.12% · Σ +1.00%US · 16-24 UTCμ -4.75% · Σ -38.00%CUMULATIVE Δ PATH · final -39.50%+2.00%-39.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.50% · 5h0.50% · 5h0.50%5h-0.50% · 6h-0.50% · 6h-0.50%6h0.00% · 7h0.00% · 7h·7h1.00% · 8h1.00% · 8h1.00%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·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h1.00% · 18h1.00% · 18h1.00%18h★ BEST-1.00% · 19h-1.00% · 19h-1.00%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-38.00% · 23h-38.00% · 23h-38.00%23h▼ WORST-2.50% · 24h-2.50% · 24h-2.50%24hTIME PATTERNEurope-led (+1.00%)RUNSup max 1 · down max 2BREADTH13% up · 17% down · 71% flat
3 up bars · 4 down · best 1.00% · worst -38.00% · typical |Δ| 1.854%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -38.95%FINAL-38.95%MAX DD-40.15%RECOVERYONGOING · 6 barsMAX RUN-UP+2.01%UNDERWATER8/25 (32%)STREAK↘ 2EQUITY CURVE · end 0.6105 · peak 1.0201 · range [0.6105, 1.0201]1.02010.6105break-even = 1★ PEAK 1.0201UNDERWATER DRAWDOWN · max -40.15% · severe0%-40.15%▼ TROUGH -40.15%TOP DRAWDOWN PERIODS · 2 total#1 -40.15%bar 20-25 · 6 bars · ONGOING#2 -0.50%bar 7-8 · 2 bars · recoveredDD SEVERITYsevere (max -40.15%)RECOVERYongoing · 6 barsTIME UNDER WATER32% of session · 8/25 bars
final equity 0.6105 (-38.95%) · max DD -40.15% · time-under-water 8/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −2 (37% positive) · μ=7.40 · σ=23.08MIXED EDGELAST -42.42 (-2.16σ vs μ)42.4221.210.00-21.21-42.42μ = 7.400.000.000.000.0030.2130.2130.2130.2130.2130.2115.8715.8738.2138.2138.2138.210.000.000.000.000.000.000.000.0038.2138.210.000.000.000.000.000.000.000.00-38.18-38.18-42.42-42.42v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -42.425 · range [-42.42, 38.21] · μ 7.396 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=183.3143 · σ=443.6109 · range [0.0000, 1453.1841] · R²=0.289▲ RISING +4725.37%σ EXTREME 241.99%LAST 1428.17821453.18411089.8881726.5920363.29600.0000μ = 183.3143max 1453.1841min 0.0000dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 1428.18% · range [0.00%, 1453.18%] · μ 183.31% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −15 (0% positive) · μ=-0.232 · σ=0.211MEAN-REVERSIONLAST -0.185 (+0.22σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.232-0.500-0.500-0.500-0.500-0.208-0.208-0.333-0.333-0.271-0.271-0.075-0.075-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.500-0.500-0.500-0.500-0.500-0.500-0.500-0.500-0.039-0.039-0.185-0.185v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.185 · |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
651.8605
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
0.0666
p-VALUE (log scale)
0.9997
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
0.0664
p-VALUE (log scale)
0.9614
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
-0.3638
p-VALUE (log scale)
0.7160
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3412
p-VALUE (log scale)
0.1102
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
-0.8417
p-VALUE (log scale)
0.3999
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.744 ≈ 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=6.03e-3 · top T=24.00h (9.8%) · top-3 cover 28.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)7.1e-35.3e-33.5e-31.8e-30.0e+0μ noise floorperiod 24.0 · power 7.08e-3 · 9.8% energyperiod 24.0 · power 7.08e-3 · 9.8% energyperiod 12.0 · power 6.88e-3 · 9.5% energyperiod 12.0 · power 6.88e-3 · 9.5% energyperiod 8.0 · power 6.38e-3 · 8.8% energyperiod 8.0 · power 6.38e-3 · 8.8% energyperiod 6.0 · power 6.37e-3 · 8.8% energyperiod 6.0 · power 6.37e-3 · 8.8% energyperiod 4.8 · power 5.76e-3 · 8.0% energyperiod 4.8 · power 5.76e-3 · 8.0% energyperiod 4.0 · power 6.52e-3 · 9.0% energyperiod 4.0 · power 6.52e-3 · 9.0% energyperiod 3.4 · power 6.71e-3 · 9.3% energyperiod 3.4 · power 6.71e-3 · 9.3% energyperiod 3.0 · power 5.11e-3 · 7.1% energyperiod 3.0 · power 5.11e-3 · 7.1% energyperiod 2.7 · power 5.07e-3 · 7.0% energyperiod 2.7 · power 5.07e-3 · 7.0% energyperiod 2.4 · power 5.27e-3 · 7.3% energyperiod 2.4 · power 5.27e-3 · 7.3% energyperiod 2.2 · power 5.36e-3 · 7.4% energyperiod 2.2 · power 5.36e-3 · 7.4% energyperiod 2.0 · power 5.86e-3 · 8.1% energyperiod 2.0 · power 5.86e-3 · 8.1% energy50% by T=4.0h#1 dominantT=24.00h#2T=12.00h#3T=3.43hT=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 9.8% of total energy · Σ|X̂|²/n = 7.237e-2

§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 7.0 d · σ/bar 7.770pp · expected |Δp| over horizon 100.40ppterminal variance p(1−p) = 0.0651 · n = 25⚠ low confidence · n < 100
μ per bar
-1.646pp
average Δp · drift
σ per bar
7.770pp
one-bar volatility · logit-free
Per-day movedaily
38.07pp
σ × √24
Per-horizon move7d
100.40pp
σ × √166.92960833333333
Terminal variancebinary
0.0651
p(1−p) at resolution
Current pricep
7.0¢
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 14.43pp · ES₉₅ 17.67pp · method parametric · drift-correcteddrift -1.646pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.24⊘ disabled · n < 30
VaR 95%
14.43pp
1.645·σ (parametric) of Δp
ES 95%
17.67pp
mean of the tail
Max drawdown
85.6pp
peak 48.5¢ → trough 7.0¢
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
10.5%
= price
Decimal oddsEU
9.524
total return per $1
AmericanUS
+852
$100 wins $852
FractionalUK
8.52 / 1
profit per $1 risked
Profit per $100stake
+$852.38
clean dollar framing
-1000-5000+500+1000020406080100you · 10.5%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)
0.485 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.485 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.25 bit
self-information
Surprise · NO−log₂(1−p)
0.16 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
52223135101672106324063304676051476728455119475298441202281836844072855906343
NO token ID
49755668079482698501465868442903988457893457290069678705616241744481885198678
Snapshot fetched
2026-06-14 19:14:13 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:14:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d6a5a156c66443f482d5fb44d067e9f29dbf19eba0a8c158f0d06f7134a5abf8 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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Also see: /arb opportunities · RSS feed · more in Houston Astros vs. Kansas City Royals

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
0.075000
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.579
ask-heavy
Imbalance (top-5)
+0.022
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-mlb-hou-kc-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0912602167.94bp0.1100004FILLED
BUY$10.00K0.1085554474.06bp0.2000007FILLED
BUY$100.00K0.52051559402.05bp0.98000027FILLED
SELL$1.00K0.0583392221.51bp0.0400004FILLED
SELL$10.00K0.0425614325.17bp0.0100007PARTIAL
SELL$100.00K0.0425614325.17bp0.0100007PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.332036
Mean return (annualised)
—
μ per bar = -0.078898
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
85.57%
peak 0.48 → trough 0.07 over 6 bars

/api/asset/pm-mlb-hou-kc-2026-06-14/risk · same metrics, JSON