POLYMARKET · PREDICTION MARKET · SAN DIEGO PADRES VS. BALTIMORE ORIOLES

San Diego Padres vs. Baltimore Orioles

YES · live

64.5¢

NO · live

35.5¢

▸ Advanced metrics · M2M bundle

polymarket · mlb-sd-bal-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

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-sd-bal-2026-06-14/bundle · venue execution: polymarket →

LIVEPOLL0SRCFRESH4ms⏱--:--:-- UTCNEXT8.0sUP0s--:--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

64.5¢

NO · live

35.5¢

YES price · live 24h

25 ticks · last 45.50¢

YES / NO split · live

Σ 100.00% · fair

Σ-sides total = 100.00% (tight rounding)

H(p) entropy = 0.938 / 1.00 bits (94%) · high uncertainty

YES

64.5%64.5¢1.55×▬ +0.00pp

35.5%35.5¢2.82×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

Per-tick activity · |Δp| in basis points · live

Σ 4300bp moved · peak 1900bp · n=24 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

4ms

▲YES mid

64.50¢ (64.50%)

▼NO mid

35.50¢ (35.50%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$240.7k

≋liquidity $

$36.9k

◳history points

25 ticks (live)

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

YES price · CLOB mid

25 YES observations from clob.polymarket.com · last 45.50¢

NO price · CLOB mid

25 NO observations from clob.polymarket.com · last 54.50¢

§2 · Distribution of Δp

Histogram of hourly increments

n=24

Q-Q plot · standardised Δp vs N(0,1)

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=6.29)

μ MEAN46.80¢95% CI: [44.82¢, 48.78¢]

σ STD DEV5.06ppσ² = 25.583 · CV = 10.81%

med MEDIAN45.50¢Q₁ 45.50¢ · Q₃ 46.50¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 21.00pp · IQR 1.00pp (1.349σ→6.82pp)

SKEWNESS · G₁2.743right-skewed

−3−10+1+3

EXCESS KURTOSIS · G₂6.294leptokurtic · fat tails

−30+2+4+6

μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.26

σ × 1.349 ↔ IQRdiverges from normalratio = 6.82

range ↔ σwide tails (range > 4σ)range / σ = 4.15

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+0.001within white-noise band

ρ(2) AUTOCORR-0.492lag-2 dependence detected

H · HURST EXPONENT0.838strongly persistent

OLS TREND · t-STAT+1.410fails 5% test

HURST EXPONENT [0, 1]strongly persistent · H = 0.838

H = 0.838STRONGLY PERSISTENT

0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending

AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=2

OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.41)

−5 reject−1.960 retain H₀+1.96+5 reject

REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis

PREDICTABILITY · score 0.68very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.41)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 ID2470050

SLUGmlb-sd-bal-2026-06-14

CATEGORYSan Diego Padres vs. Baltimore Orioles

TWO-SIDED PRICINGFAVOURS YES (65¢)

PRIMARY · YES64.50¢implied prob 64.50% · decimal odds 1.55×

COUNTER · NO35.50¢implied prob 35.50% · decimal odds 2.82×

64.50¢

35.50¢

Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYDEEP

24H VOLUME240.71k USD 24h

LIQUIDITY36.86k USD

MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient

PRICING SKEWFAVOURS YES (65¢)|primary − counter| = 0.290 · entropy 0.938 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

Probability scale (YES)

0%25%50%
fair75%100%

Implied decimal odds

YES1.55×(65¢)NO2.82×(36¢)

Kelly bet-size (% of bankroll) K* = 0.00%

K* full

0.00%

½K half

0.00%

¼K quarter

0.00%

Entropy H(p̂) = 0.938 bits (94% of max) · high uncertainty

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 17:35 UTC

6days

22hrs

20min

YES →$1.00(P = 64.5%)

NO →$0.00(P = 35.5%)

current: $0.6450 · expected return per side: $0.35 on YES hit · $0.65 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 24.779 pp/day

now6.93d left

24.779 pp/day×1.00

−25%5.20d left

28.612 pp/day×1.15

−50%3.47d left

35.043 pp/day×1.41

−75%1.73d left

49.558 pp/day×2.00

−90%16.63h left

78.358 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

2 up bars · 4 down · best 18.50% · worst -19.00% · typical |Δ| 1.792%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 0.9546 (-4.54%) · max DD -19.00% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative

latest 2.620 · range [-60.42, 41.48] · μ -22.723 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window

Rolling annualised volatility (%)

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC

-2.0196

p-VALUE (log scale)

0.0434

10⁻⁴10⁻³10⁻²10⁻¹1

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

dominant period ≈ 3.43h (freq 0.292) · concentrates 16.3% of total energy · Σ|X̂|²/n = 3.566e-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 6.9 d · σ/bar 5.566pp · expected |Δp| over horizon 71.78ppterminal variance p(1−p) = 0.2480 · n = 25⚠ low confidence · n < 100

μ per bar

-0.042pp

average Δp · drift

σ per bar

5.566pp

one-bar volatility · logit-free

Per-day movedaily

27.27pp

σ × √24

Per-horizon move7d

71.78pp

σ × √166.34570972222224

Terminal variancebinary

0.2480

p(1−p) at resolution

Current pricep

45.5¢

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 9.20pp · ES₉₅ 11.52pp · method parametric · drift-correcteddrift -0.042pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.24⊘ disabled · n < 30

VaR 95%

9.20pp

1.645·σ (parametric) of Δp

ES 95%

11.52pp

mean of the tail

Max drawdown

29.5pp

peak 64.5¢ → trough 45.5¢

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

64.5%

= price

Decimal oddsEU

1.550

total return per $1

AmericanUS

-182

risk $182 to win $100

FractionalUK

0.55 / 1

profit per $1 risked

Profit per $100stake

+$55.04

clean dollar framing

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)

0.938 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.938 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

0.63 bit

self-information

Surprise · NO−log₂(1−p)

1.49 bit

self-information

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: 27605548294828575905326844640774292390181308045659172902162126429082532976669
NO token ID: 96820805031512095361762406358394491287933129296656281407609763366006679011034
Snapshot fetched: 2026-06-14 19:14:15 UTC
Snapshot age: 4ms
History points: 25 CLOB mids
Page rendered: 2026-06-14 19:14:15 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: 60e87e69f5d5e764e560f2e59a1c48e46917be8675be1e742019f2b2b1660c3f · deterministic hash of source snapshot
Open data licence: CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,781.5 HL PERPETH-USD perpetual$1,664.75 HL PERPHYPE-USD perpetual$60.62

Also see: /arb opportunities · RSS feed · more in San Diego Padres vs. Baltimore Orioles

Market depth

▸ live order book · Polymarket YES

Depth within 1bp

bid $0 · ask $0

Depth within 5bp

bid $0 · ask $0

Depth within 10bp

bid $0 · ask $0

Depth within 50bp

bid $0 · ask $0

Mid price

0.525000

(best bid + best ask) / 2

Spread

571.4bp

(bestAsk − bestBid) / mid

Imbalance (whole book)

+0.021

bid-heavy

Imbalance (top-5)

+0.532

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-sd-bal-2026-06-14/slippage?size=10000&side=buy

Side	Notional	Avg fill	Slippage	Worst fill	Levels	Status
BUY	$1.00K	0.588270	1205.15bp	0.590000	6	FILLED
BUY	$10.00K	0.717089	3658.85bp	0.890000	16	FILLED
BUY	$100.00K	0.941640	7936.01bp	0.990000	25	FILLED
SELL	$1.00K	0.278582	4693.67bp	0.150000	16	FILLED
SELL	$10.00K	0.035129	9330.88bp	0.010000	25	PARTIAL
SELL	$100.00K	0.035129	9330.88bp	0.010000	25	PARTIAL

Risk metrics

▸ upstream candles · 25 bars

Realized vol (annualised)

—

σ per bar = 0.104335

Mean return (annualised)

—

μ per bar = -0.000906

Sharpe (rf=0)

—

annualised; risk-free assumed zero

Max drawdown

29.46%

peak 0.65 → trough 0.46 over 1 bars

/api/asset/pm-mlb-sd-bal-2026-06-14/risk · same metrics, JSON