POLYMARKET · PREDICTION MARKET · ST. LOUIS CARDINALS VS. MINNESOTA TWINS

St. Louis Cardinals vs. Minnesota Twins: O/U 9.5

YES · live
42.5¢
NO · live
57.5¢

▸ Advanced metrics · M2M bundle

polymarket · mlb-stl-min-2026-06-14-total-9pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2979.23%
max drawdown
41.30%
sharpe
—
ulcer index
28.44%
RMS drawdown
pain index
24.18%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
41.30%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
7.0 bps
implied (price-only)
bars used
260
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-mlb-stl-min-2026-06-14-total-9pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
42.5¢
NO · live
57.5¢
YES price · live 24h
n=25 · μ=0.3988 · σ=0.1314 · range [0.0005, 0.5500] · R²=0.142▼ FALLING -99.88%σ EXTREME 32.94%LAST 0.00050.55000.41260.27520.13790.0005μ = 0.3988max 0.5500min 0.0005dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 42.5%NO 57.5%NO57.5%57.50¢ · odds 1/1.74
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.984 / 1.00 bits (98%) · max uncertainty (~50/50)
YES
42.5%42.5¢2.35×▬ +0.00pp
NO
57.5%57.5¢1.74×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=12,345 · μ=514.4 · σ=1361.5 · CV=2.65BURSTY · concentratedcumulative energy ↗ · 50% by h=2201,3632,7254,0885,450μ = 5145,45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 12345bp moved · peak 5450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
42.50¢ (42.50%)
▼NO mid
57.50¢ (57.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$120.1k
≋liquidity $
$3.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3988 · σ=0.1314 · range [0.0005, 0.5500] · R²=0.142▼ FALLING -99.88%σ EXTREME 32.94%LAST 0.00050.55000.41260.27520.13790.0005μ = 0.3988max 0.5500min 0.0005dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.6124 · σ=0.1298 · range [0.5150, 0.9995] · R²=0.254▲ RISING +70.85%σ EXTREME 21.20%LAST 0.99950.99950.87840.75720.63610.5150μ = 0.6124max 0.9995min 0.5150dataMA(5)OLS R²=0.25μ 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=0.0081 · σ=0.1309 · skew=-2.27 (left-skewed) · kurt=7.99 (leptokurtic (fat tails))211611501-50.08ppbin -50.08pp · n=1 · 4.8% peakbin -50.08pp · n=1 · 4.8% peak-41.23pp-32.38pp1-23.53ppbin -23.53pp · n=1 · 4.8% peakbin -23.53pp · n=1 · 4.8% peak-14.67pp-5.82pp213.02ppbin 3.02pp · n=21 · 100.0% peakbin 3.02pp · n=21 · 100.0% peak11.88pp20.73pp129.58ppbin 29.58pp · n=1 · 4.8% peakbin 29.58pp · n=1 · 4.8% 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=-1.73 · kurt=7.12 · near 7 / mid 11 / far 6 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.68σsample ↓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=3.87)
μ MEAN39.88¢95% CI: [34.73¢, 45.03¢]
σ STD DEV13.14ppσ² = 172.611 · CV = 32.94%
med MEDIAN43.00¢Q₁ 43.00¢ · Q₃ 43.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 54.95pp · IQR 0.00pp (1.349σ→17.72pp)
min 0.05¢Q₁ 43.00¢med 43.00¢Q₃ 43.00¢max 55.00¢μ
SKEWNESS · G₁-2.204left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.874leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRdiverges from normalratio = 0.00
range ↔ σwide tails (range > 4σ)range / σ = 4.18
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 · ρ(1) -0.59 + ADF rejected
ρ(1) AUTOCORR-0.590negative · reversal
ρ(2) AUTOCORR+0.312lag-2 not significant
H · HURST EXPONENT1.321strongly persistent
OLS TREND · t-STAT-1.949fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.321
H = 1.321STRONGLY 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=1
k=1 ★-0.590k=2+0.312k=3-0.015k=4+0.001k=5-0.0330+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]MARGINAL @ 10% (|t|=1.95)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.59 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.95)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 ID2534775
SLUGmlb-stl-min-2026-06-14-total-9pt5
CATEGORYSt. Louis Cardinals vs. Minnesota Twins
TWO-SIDED PRICINGFAVOURS NO (57¢)
PRIMARY · YES42.50¢implied prob 42.50% · decimal odds 2.35×
COUNTER · NO57.50¢implied prob 57.50% · decimal odds 1.74×
42.50¢
57.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME120.09k USD 24h
LIQUIDITY2.96k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (57¢)|primary − counter| = 0.150 · entropy 0.984 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 42.5%NO 57.5%YES p̂42.5%H = 0.984 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.35×(43¢)NO1.74×(57¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.984 bits (98% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 34.00% · worst -54.50% · typical |Δ| 5.14%BEARISH SESSION -41.45%BEST+34.00%22hWORST-54.50%23hTYPICAL |Δ|5.14%mean absoluteCUMULATIVE-41.45%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.21% · Σ +1.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -5.31% · Σ -42.50%CUMULATIVE Δ PATH · final -41.45%+13.50%-41.45%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h1.50% · 3h1.50% · 3h1.50%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·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h3.50% · 16h3.50% · 16h3.50%16h0.00% · 17h0.00% · 17h·17h1.00% · 18h1.00% · 18h1.00%18h0.50% · 19h0.50% · 19h0.50%19h0.50% · 20h0.50% · 20h0.50%20h-27.50% · 21h-27.50% · 21h-27.50%21h34.00% · 22h34.00% · 22h34.00%22h★ BEST-54.50% · 23h-54.50% · 23h-54.50%23h▼ WORST-0.45% · 24h-0.45% · 24h-0.45%24hTIME PATTERNAsia-led (+1.50%)RUNSup max 3 · down max 2BREADTH25% up · 13% down · 63% flat
6 up bars · 3 down · best 34.00% · worst -54.50% · typical |Δ| 5.144%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -52.84%FINAL-52.84%MAX DD-56.00%RECOVERYONGOING · 4 barsMAX RUN-UP+7.17%UNDERWATER4/25 (16%)STREAK↘ 2EQUITY CURVE · end 0.4716 · peak 1.0717 · range [0.4716, 1.0717]1.07170.4716break-even = 1★ PEAK 1.0717UNDERWATER DRAWDOWN · max -56.00% · severe0%-56.00%▼ TROUGH -56.00%TOP DRAWDOWN PERIODS · 1 total#1 -56.00%bar 22-25 · 4 bars · ONGOINGDD SEVERITYsevere (max -56.00%)RECOVERYongoing · 4 barsTIME UNDER WATER16% of session · 4/25 bars
final equity 0.4716 (-52.84%) · max DD -56.00% · time-under-water 4/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −3 (47% positive) · μ=15.38 · σ=28.74MIXED EDGELAST -24.65 (-1.39σ vs μ)65.0132.510.00-32.51-65.01μ = 15.3838.2138.2138.2138.2138.2138.210.000.000.000.000.000.000.000.000.000.000.000.000.000.0038.2138.2138.2138.2149.9549.9557.0957.0965.0165.01-29.23-29.236.806.80-23.84-23.84-24.65-24.65v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -24.651 · range [-29.23, 65.01] · μ 15.378 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=493.3975 · σ=938.2456 · range [0.0000, 2817.6047] · R²=0.508▲ RISING +4803.31%σ EXTREME 190.16%LAST 2810.32602817.60472113.20351408.8023704.40120.0000μ = 493.3975max 2817.6047min 0.0000dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 2810.33% · range [0.00%, 2817.60%] · μ 493.40% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −12 (0% positive) · μ=-0.205 · σ=0.243MEAN-REVERSIONLAST -0.713 (-2.09σ vs μ)0.7130.3570.000-0.357-0.713μ = -0.205-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.323-0.323-0.423-0.423-0.537-0.537-0.028-0.028-0.481-0.481-0.618-0.618-0.713-0.713v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.713 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
97.5633
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)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
12.2688
p-VALUE (log scale)
0.0311
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-2.4180
p-VALUE (log scale)
0.1447
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
-0.8165
p-VALUE (log scale)
0.4142
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
0.3260
p-VALUE (log scale)
0.1366
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.4572
p-VALUE (log scale)
0.0140
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.252 → mean-reverting
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=2.26e-2 · top T=2.00h (21.6%) · top-3 cover 57.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.9e-24.4e-22.9e-21.5e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.52e-3 · 3.1% energyperiod 24.0 · power 8.52e-3 · 3.1% energyperiod 12.0 · power 8.38e-3 · 3.1% energyperiod 12.0 · power 8.38e-3 · 3.1% energyperiod 8.0 · power 4.25e-3 · 1.6% energyperiod 8.0 · power 4.25e-3 · 1.6% energyperiod 6.0 · power 2.59e-3 · 1.0% energyperiod 6.0 · power 2.59e-3 · 1.0% energyperiod 4.8 · power 4.23e-3 · 1.6% energyperiod 4.8 · power 4.23e-3 · 1.6% energyperiod 4.0 · power 6.73e-3 · 2.5% energyperiod 4.0 · power 6.73e-3 · 2.5% energyperiod 3.4 · power 1.45e-2 · 5.3% energyperiod 3.4 · power 1.45e-2 · 5.3% energyperiod 3.0 · power 2.77e-2 · 10.2% energyperiod 3.0 · power 2.77e-2 · 10.2% energyperiod 2.7 · power 3.78e-2 · 14.0% energyperiod 2.7 · power 3.78e-2 · 14.0% energyperiod 2.4 · power 4.42e-2 · 16.3% energyperiod 2.4 · power 4.42e-2 · 16.3% energyperiod 2.2 · power 5.32e-2 · 19.7% energyperiod 2.2 · power 5.32e-2 · 19.7% energyperiod 2.0 · power 5.86e-2 · 21.6% energyperiod 2.0 · power 5.86e-2 · 21.6% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.18h#3T=2.40hT=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 ≈ 2.00h (freq 0.500) · concentrates 21.6% of total energy · Σ|X̂|²/n = 2.706e-1

▸ Depth section using sovereign-store price series (260 bars · effective 1753005 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 2.251pp · expected |Δp| over horizon 5.51ppterminal variance p(1−p) = 0.2444 · n = 260✓ n = 260
μ per bar
-0.014pp
average Δp · drift
σ per bar
2.251pp
one-bar volatility · logit-free
Per-day movedaily
11.03pp
σ × √24
Per-horizon move0d
5.51pp
σ × √6
Terminal variancebinary
0.2444
p(1−p) at resolution
Current pricep
42.5¢
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 3.72pp · ES₉₅ 4.66pp · method parametric · drift-correcteddrift -0.014pp/bar · quantised: yes · median step 5.00pp · unique ratio 0.02✓ n = 260
VaR 95%
3.72pp
1.645·σ (parametric) of Δp
ES 95%
4.66pp
mean of the tail
Max drawdown
41.3pp
peak 46.0¢ → trough 27.0¢
Median step
5.00pp
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
42.5%
= price
Decimal oddsEU
2.353
total return per $1
AmericanUS
+135
$100 wins $135
FractionalUK
1.35 / 1
profit per $1 risked
Profit per $100stake
+$135.29
clean dollar framing
-1000-5000+500+1000020406080100you · 42.5%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)
0.984 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.984 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.23 bit
self-information
Surprise · NO−log₂(1−p)
0.80 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
59014971725351636899802023471317821337022674908356214041838188304487377063437
NO token ID
64006816831343271562245343646624994401350875568437607263271906946421622378614
Snapshot fetched
2026-06-14 21:05:59 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:05:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e724807392230d3b8d016d0486d87a3a1616d07343aa5545f3317fee466a783e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in St. Louis Cardinals vs. Minnesota Twins

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-mlb-stl-min-2026-06-14-total-9pt5/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 · 260 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6985.39%
σ per bar = 0.052759
Mean return (annualised)
-53562.99%
μ per bar = -0.000306
Sharpe (rf=0)
-7.67
annualised; risk-free assumed zero
Max drawdown
41.30%
peak 0.46 → trough 0.27 over 63 bars

/api/asset/pm-mlb-stl-min-2026-06-14-total-9pt5/risk · same metrics, JSON