POLYMARKET · PREDICTION MARKET · TEXAS RANGERS VS. BOSTON RED SOX

Spread: Texas Rangers (-3.5)

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · mlb-tex-bos-2026-06-14-spread-away-3pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4004.47%
max drawdown
99.24%
sharpe
—
ulcer index
51.97%
RMS drawdown
pain index
39.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.24%
cond. drawdown
gain/pain
0.65
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.65
upside/downside
roll spread
35.8 bps
implied (price-only)
bars used
334
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-mlb-tex-bos-2026-06-14-spread-away-3pt5/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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.2190 · σ=0.0855 · range [0.0005, 0.5100] · R²=0.004▼ FALLING -99.77%σ EXTREME 39.02%LAST 0.00050.51000.38260.25520.12790.0005μ = 0.2190max 0.5100min 0.0005dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.50¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢200.00×▬ +0.00pp
NO
99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,395 · μ=349.8 · σ=1010.1 · CV=2.89BURSTY · concentratedcumulative energy ↗ · 50% by h=2301,1632,3253,4884,650μ = 3504,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8395bp moved · peak 4650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
0.50¢ (0.50%)
▼NO mid
99.50¢ (99.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$43.8k
≋liquidity $
$4.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2190 · σ=0.0855 · range [0.0005, 0.5100] · R²=0.004▼ FALLING -99.77%σ EXTREME 39.02%LAST 0.00050.51000.38260.25520.12790.0005μ = 0.2190max 0.5100min 0.0005dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.7810 · σ=0.0855 · range [0.4900, 0.9995] · R²=0.004▲ RISING +28.14%σ HIGH 10.94%LAST 0.99950.99950.87210.74480.61740.4900μ = 0.7810max 0.9995min 0.4900dataMA(5)OLS R²=0.00μ 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=0.0053 · σ=0.0967 · skew=-3.72 (left-skewed) · kurt=14.76 (leptokurtic (fat tails))201510501-43.28ppbin -43.28pp · n=1 · 5.0% peakbin -43.28pp · n=1 · 5.0% peak-36.83pp-30.38pp-23.93pp-17.48pp-11.03pp1-4.58ppbin -4.58pp · n=1 · 5.0% peakbin -4.58pp · n=1 · 5.0% peak201.87ppbin 1.87pp · n=20 · 100.0% peakbin 1.87pp · n=20 · 100.0% peak18.32ppbin 8.32pp · n=1 · 5.0% peakbin 8.32pp · n=1 · 5.0% peak114.77ppbin 14.77pp · n=1 · 5.0% peakbin 14.77pp · n=1 · 5.0% 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=-3.14 · kurt=12.62 · near 7 / mid 12 / far 5 · OLS slope=0.67 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.33σsample ↓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=4.88)
μ MEAN21.90¢95% CI: [18.55¢, 25.25¢]
σ STD DEV8.55ppσ² = 73.055 · CV = 39.02%
med MEDIAN22.00¢Q₁ 21.50¢ · Q₃ 22.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 50.95pp · IQR 0.50pp (1.349σ→11.53pp)
min 0.05¢Q₁ 21.50¢med 22.00¢Q₃ 22.00¢max 51.00¢μ
SKEWNESS · G₁0.660right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.883leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRdiverges from normalratio = 23.06
range ↔ σwide tails (range > 4σ)range / σ = 5.96
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-0.168within white-noise band
ρ(2) AUTOCORR-0.225lag-2 not significant
H · HURST EXPONENT0.801strongly persistent
OLS TREND · t-STAT-0.312fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.801
H = 0.801STRONGLY 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=1-0.168k=2-0.225k=3-0.017k=4-0.002k=5-0.0020+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]NOT SIGNIFICANT (|t|=0.31)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.77very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.31)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 ID2537539
SLUGmlb-tex-bos-2026-06-14-spread-away-3pt5
CATEGORYTexas Rangers vs. Boston Red Sox
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.50¢implied prob 0.50% · decimal odds 200.00×
COUNTER · NO99.50¢implied prob 99.50% · decimal odds 1.01×
0.50¢
99.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME43.76k USD 24h
LIQUIDITY4.23k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.990 · entropy 0.045 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 0.5%NO 99.5%YES p̂0.5%H = 0.045 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES200.00×(1¢)NO1.01×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.045 bits (5% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 18.00% · worst -46.50% · typical |Δ| 3.50%BEARISH SESSION -21.95%BEST+18.00%22hWORST-46.50%23hTYPICAL |Δ|3.50%mean absoluteCUMULATIVE-21.95%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -2.13% · Σ -17.00%CUMULATIVE Δ PATH · final -21.95%+29.00%-21.95%0.00% · 1h0.00% · 1h·1h0.50% · 2h0.50% · 2h0.50%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-1.00% · 6h-1.00% · 6h-1.00%6h0.50% · 7h0.50% · 7h0.50%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h11.50% · 21h11.50% · 21h11.50%21h18.00% · 22h18.00% · 22h18.00%22h★ BEST-46.50% · 23h-46.50% · 23h-46.50%23h▼ WORST-4.45% · 24h-4.45% · 24h-4.45%24hTIME PATTERNAsia-led (+0.00%)RUNSup max 2 · down max 2BREADTH21% up · 21% down · 58% flat
5 up bars · 5 down · best 18.00% · worst -46.50% · typical |Δ| 3.498%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -33.09%FINAL-33.09%MAX DD-48.88%RECOVERYONGOING · 2 barsMAX RUN-UP+30.90%UNDERWATER17/25 (68%)STREAK↘ 2EQUITY CURVE · end 0.6691 · peak 1.3090 · range [0.6691, 1.3090]1.30900.6691break-even = 1★ PEAK 1.3090UNDERWATER DRAWDOWN · max -48.88% · severe0%-48.88%▼ TROUGH -48.88%TOP DRAWDOWN PERIODS · 2 total#1 -48.88%bar 24-25 · 2 bars · ONGOING#2 -1.00%bar 7-21 · 15 bars · recoveredDD SEVERITYsevere (max -48.88%)RECOVERYongoing · 2 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.6691 (-33.09%) · max DD -48.88% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −11 (11% positive) · μ=-6.53 · σ=22.46UNPROFITABLE STRATEGYLAST -14.78 (-0.37σ vs μ)58.3329.160.00-29.16-58.33μ = -6.53-15.87-15.870.000.00-15.87-15.87-15.87-15.87-15.87-15.87-30.21-30.210.000.000.000.00-20.72-20.72-20.72-20.72-20.72-20.720.000.000.000.00-38.21-38.210.000.0038.2138.2158.3358.33-11.70-11.70-14.78-14.78v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -14.783 · range [-38.21, 58.33] · μ -6.526 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=312.9049 · σ=662.0778 · range [0.0000, 2122.0801] · R²=0.394▲ RISING +4504.30%σ EXTREME 211.59%LAST 2118.47972122.08011591.56011061.0401530.52000.0000μ = 312.9049max 2122.0801min 0.0000dataMA(3)OLS R²=0.39μ lineμ ± σ bandmaxmin
latest 2118.48% · range [0.00%, 2122.08%] · μ 312.90% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −14 (11% positive) · μ=-0.222 · σ=0.247MEAN-REVERSIONLAST -0.194 (+0.11σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.2220.0290.029-0.333-0.333-0.454-0.454-0.454-0.454-0.454-0.454-0.333-0.3330.0000.0000.0000.000-0.363-0.363-0.422-0.422-0.363-0.363-0.500-0.500-0.500-0.500-0.033-0.0330.0000.000-0.033-0.0330.4060.406-0.216-0.216-0.194-0.194v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.194 · |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
301.3788
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
2.2170
p-VALUE (log scale)
0.8200
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

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

STATISTIC
-3.3845
p-VALUE (log scale)
0.0122
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.3416
p-VALUE (log scale)
0.1797
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0601
p-VALUE (log scale)
0.5000
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
-2.1991
p-VALUE (log scale)
0.0279
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.331 → 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=1.13e-2 · top T=4.00h (11.9%) · top-3 cover 34.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.6e-21.2e-28.1e-34.0e-30.0e+0μ noise floorperiod 24.0 · power 2.71e-3 · 2.0% energyperiod 24.0 · power 2.71e-3 · 2.0% energyperiod 12.0 · power 5.20e-3 · 3.8% energyperiod 12.0 · power 5.20e-3 · 3.8% energyperiod 8.0 · power 8.72e-3 · 6.4% energyperiod 8.0 · power 8.72e-3 · 6.4% energyperiod 6.0 · power 1.28e-2 · 9.4% energyperiod 6.0 · power 1.28e-2 · 9.4% energyperiod 4.8 · power 1.48e-2 · 10.9% energyperiod 4.8 · power 1.48e-2 · 10.9% energyperiod 4.0 · power 1.62e-2 · 11.9% energyperiod 4.0 · power 1.62e-2 · 11.9% energyperiod 3.4 · power 1.59e-2 · 11.7% energyperiod 3.4 · power 1.59e-2 · 11.7% energyperiod 3.0 · power 1.53e-2 · 11.3% energyperiod 3.0 · power 1.53e-2 · 11.3% energyperiod 2.7 · power 1.20e-2 · 8.9% energyperiod 2.7 · power 1.20e-2 · 8.9% energyperiod 2.4 · power 1.21e-2 · 8.9% energyperiod 2.4 · power 1.21e-2 · 8.9% energyperiod 2.2 · power 1.07e-2 · 7.9% energyperiod 2.2 · power 1.07e-2 · 7.9% energyperiod 2.0 · power 9.22e-3 · 6.8% energyperiod 2.0 · power 9.22e-3 · 6.8% energy50% by T=3.4h#1 dominantT=4.00h#2T=3.43h#3T=3.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 11.9% of total energy · Σ|X̂|²/n = 1.356e-1

▸ Depth section using sovereign-store price series (334 bars · effective 1753395 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 3.025pp · expected |Δp| over horizon 7.41ppterminal variance p(1−p) = 0.0050 · n = 334✓ n = 334
μ per bar
-0.069pp
average Δp · drift
σ per bar
3.025pp
one-bar volatility · logit-free
Per-day movedaily
14.82pp
σ × √24
Per-horizon move0d
7.41pp
σ × √6
Terminal variancebinary
0.0050
p(1−p) at resolution
Current pricep
0.5¢
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 5.05pp · ES₉₅ 6.31pp · method parametric · drift-correcteddrift -0.069pp/bar · quantised: yes · median step 9.00pp · unique ratio 0.03✓ n = 334
VaR 95%
5.05pp
1.645·σ (parametric) of Δp
ES 95%
6.31pp
mean of the tail
Max drawdown
99.2pp
peak 65.5¢ → trough 0.5¢
Median step
9.00pp
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
0.5%
= price
Decimal oddsEU
200.000
total return per $1
AmericanUS
+19900
$100 wins $19900
FractionalUK
199.00 / 1
profit per $1 risked
Profit per $100stake
+$19900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.64 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
10018866247982973761127494352244778906752712219295944859679559546772825522361
NO token ID
48474996109652453990914001256226744384838819369754590167288996621488292694834
Snapshot fetched
2026-06-15 02:19:39 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-15 02:19:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
485f9ef248b40f2d8bd03b06c8f86dfe02d8f7f8c56c95e23dc97236f0cbf612 · 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 Texas Rangers vs. Boston Red Sox

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-tex-bos-2026-06-14-spread-away-3pt5/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 · 334 barsperiods/year ≈ 1.75M
Realized vol (annualised)
23975.31%
σ per bar = 0.181061
Mean return (annualised)
-2027275.94%
μ per bar = -0.011562
Sharpe (rf=0)
-84.56
annualised; risk-free assumed zero
Max drawdown
99.24%
peak 0.66 → trough 0.01 over 297 bars

/api/asset/pm-mlb-tex-bos-2026-06-14-spread-away-3pt5/risk · same metrics, JSON