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

Spread: Boston Red Sox (-1.5)

YES · live
4.0¢
NO · live
96.0¢

▸ Advanced metrics · M2M bundle

polymarket · mlb-tex-bos-2026-06-14-spread-home-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1323.11%
max drawdown
88.41%
sharpe
—
ulcer index
34.79%
RMS drawdown
pain index
19.58%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
88.41%
cond. drawdown
gain/pain
0.27
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.27
upside/downside
roll spread
30.6 bps
implied (price-only)
bars used
721
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-home-1pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
4.0¢
NO · live
96.0¢
YES price · live 24h
n=25 · μ=0.3282 · σ=0.0711 · range [0.0400, 0.3550] · R²=0.183▼ FALLING -88.06%σ EXTREME 21.67%LAST 0.04000.35500.27620.19750.11870.0400μ = 0.3282max 0.3550min 0.0400dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.00¢
YES / NO split · live
YES 4.0%NO 96.0%NO96.0%96.00¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.242 / 1.00 bits (24%) · informative — one side favoured
YES
4.0%4.0¢25.00×▬ +0.00pp
NO
96.0%96.0¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,550 · μ=147.9 · σ=436.5 · CV=2.95BURSTY · concentratedcumulative energy ↗ · 50% by h=2304629251,3871,850μ = 1481,85050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3550bp moved · peak 1850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
4.00¢ (4.00%)
▼NO mid
96.00¢ (96.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$33.8k
≋liquidity $
$5.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3282 · σ=0.0711 · range [0.0400, 0.3550] · R²=0.183▼ FALLING -88.06%σ EXTREME 21.67%LAST 0.04000.35500.27620.19750.11870.0400μ = 0.3282max 0.3550min 0.0400dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.00¢
NO price · CLOB mid
n=25 · μ=0.6720 · σ=0.0711 · range [0.6450, 0.9600] · R²=0.180▲ RISING +44.36%σ HIGH 10.58%LAST 0.96000.96000.88120.80250.72380.6450μ = 0.6720max 0.9600min 0.6450dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0136 · σ=0.0412 · skew=-3.15 (left-skewed) · kurt=8.57 (leptokurtic (fat tails))201510501-17.52ppbin -17.52pp · n=1 · 5.0% peakbin -17.52pp · n=1 · 5.0% peak-15.57pp-13.62pp1-11.67ppbin -11.67pp · n=1 · 5.0% peakbin -11.67pp · n=1 · 5.0% peak-9.72pp-7.77pp-5.82pp-3.88pp2-1.92ppbin -1.92pp · n=2 · 10.0% peakbin -1.92pp · n=2 · 10.0% peak200.03ppbin 0.03pp · n=20 · 100.0% peakbin 0.03pp · n=20 · 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=-3.21 · kurt=8.91 · near 5 / mid 12 / far 7 · OLS slope=0.64 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.93σΔ=-1.52σsample ↓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=9.04)
μ MEAN32.82¢95% CI: [30.03¢, 35.61¢]
σ STD DEV7.11ppσ² = 50.602 · CV = 21.67%
med MEDIAN34.50¢Q₁ 34.50¢ · Q₃ 35.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 31.50pp · IQR 1.00pp (1.349σ→9.60pp)
min 4.00¢Q₁ 34.50¢med 34.50¢Q₃ 35.50¢max 35.50¢μ
SKEWNESS · G₁-3.162left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂9.037leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRdiverges from normalratio = 9.60
range ↔ σwide tails (range > 4σ)range / σ = 4.43
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) 0.44
ρ(1) AUTOCORR+0.438positive · momentum
ρ(2) AUTOCORR-0.004lag-2 not significant
H · HURST EXPONENT0.807strongly persistent
OLS TREND · t-STAT-2.267significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.807
H = 0.807STRONGLY 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 ★+0.438k=2-0.004k=3-0.011k=4+0.029k=5+0.0050+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|=2.27)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMILD PERSISTENCE · ρ(1) 0.44from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.27)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 ID2537537
SLUGmlb-tex-bos-2026-06-14-spread-home-1pt5
CATEGORYTexas Rangers vs. Boston Red Sox
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.00¢implied prob 4.00% · decimal odds 25.00×
COUNTER · NO96.00¢implied prob 96.00% · decimal odds 1.04×
4.00¢
96.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME33.80k USD 24h
LIQUIDITY5.50k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.920 · entropy 0.242 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 4.0%NO 96.0%YES p̂4.0%H = 0.242 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES25.00×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.242 bits (24% 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 1.00% · worst -18.50% · typical |Δ| 1.48%BEARISH SESSION -29.50%BEST+1.00%6hWORST-18.50%23hTYPICAL |Δ|1.48%mean absoluteCUMULATIVE-29.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -2.44% · Σ -19.50%CUMULATIVE Δ PATH · final -29.50%+2.00%-29.50%0.00% · 1h0.00% · 1h·1h0.50% · 2h0.50% · 2h0.50%2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h0.00% · 5h0.00% · 5h·5h1.00% · 6h1.00% · 6h1.00%6h★ BEST0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-1.00% · 11h-1.00% · 11h-1.00%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h1.00% · 14h1.00% · 14h1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-1.00% · 19h-1.00% · 19h-1.00%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-18.50% · 23h-18.50% · 23h-18.50%23h▼ WORST-12.00% · 24h-12.00% · 24h-12.00%24hTIME PATTERNAsia-led (+2.00%)RUNSup max 1 · down max 2BREADTH17% up · 17% down · 67% flat
4 up bars · 4 down · best 1.00% · worst -18.50% · typical |Δ| 1.479%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -27.58%FINAL-27.58%MAX DD-29.00%RECOVERYONGOING · 14 barsMAX RUN-UP+2.01%UNDERWATER14/25 (56%)STREAK↘ 2EQUITY CURVE · end 0.7242 · peak 1.0201 · range [0.7242, 1.0201]1.02010.7242break-even = 1★ PEAK 1.0201UNDERWATER DRAWDOWN · max -29.00% · severe0%-29.00%▼ TROUGH -29.00%TOP DRAWDOWN PERIODS · 1 total#1 -29.00%bar 12-25 · 14 bars · ONGOINGDD SEVERITYsevere (max -29.00%)RECOVERYongoing · 14 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.7242 (-27.58%) · max DD -29.00% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −7 (37% positive) · μ=4.55 · σ=43.86MIXED EDGELAST -61.24 (-1.50σ vs μ)76.4238.210.00-38.21-76.42μ = 4.5576.4276.4276.4276.4255.9355.9355.9355.9338.2138.210.000.00-38.21-38.21-38.21-38.210.000.000.000.000.000.0038.2138.2138.2138.210.000.00-38.21-38.21-38.21-38.21-38.21-38.21-40.66-40.66-61.24-61.24v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -61.242 · range [-61.24, 76.42] · μ 4.547 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=116.1880 · σ=215.1173 · range [38.2099, 750.9494] · R²=0.288▲ RISING +1865.32%σ EXTREME 185.15%LAST 750.9494750.9494572.7645394.5797216.394838.2099μ = 116.1880max 750.9494min 38.2099dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 750.95% · range [38.21%, 750.95%] · μ 116.19% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −13 (5% positive) · μ=-0.197 · σ=0.235MEAN-REVERSIONLAST 0.302 (+2.12σ vs μ)0.7330.3670.000-0.367-0.733μ = -0.197-0.533-0.533-0.733-0.733-0.500-0.500-0.357-0.357-0.233-0.2330.0000.000-0.233-0.233-0.233-0.2330.0000.0000.0000.0000.0000.000-0.233-0.233-0.233-0.2330.0000.000-0.233-0.233-0.233-0.233-0.233-0.233-0.049-0.0490.3020.302v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.302 · |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
176.6417
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
5.2304
p-VALUE (log scale)
0.3887
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
2.8168
p-VALUE (log scale)
0.9990
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
-0.7638
p-VALUE (log scale)
0.4450
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
0.3466
p-VALUE (log scale)
0.1007
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
-0.1477
p-VALUE (log scale)
0.8826
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.955 ≈ 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=1.92e-3 · top T=12.00h (17.3%) · top-3 cover 47.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.0e-33.0e-32.0e-31.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.77e-3 · 16.4% energyperiod 24.0 · power 3.77e-3 · 16.4% energyperiod 12.0 · power 3.99e-3 · 17.3% energyperiod 12.0 · power 3.99e-3 · 17.3% energyperiod 8.0 · power 2.86e-3 · 12.5% energyperiod 8.0 · power 2.86e-3 · 12.5% energyperiod 6.0 · power 3.25e-3 · 14.1% energyperiod 6.0 · power 3.25e-3 · 14.1% energyperiod 4.8 · power 2.45e-3 · 10.7% energyperiod 4.8 · power 2.45e-3 · 10.7% energyperiod 4.0 · power 2.57e-3 · 11.2% energyperiod 4.0 · power 2.57e-3 · 11.2% energyperiod 3.4 · power 1.32e-3 · 5.8% energyperiod 3.4 · power 1.32e-3 · 5.8% energyperiod 3.0 · power 9.70e-4 · 4.2% energyperiod 3.0 · power 9.70e-4 · 4.2% energyperiod 2.7 · power 7.25e-4 · 3.2% energyperiod 2.7 · power 7.25e-4 · 3.2% energyperiod 2.4 · power 3.54e-4 · 1.5% energyperiod 2.4 · power 3.54e-4 · 1.5% energyperiod 2.2 · power 1.81e-4 · 0.8% energyperiod 2.2 · power 1.81e-4 · 0.8% energyperiod 2.0 · power 5.51e-4 · 2.4% energyperiod 2.0 · power 5.51e-4 · 2.4% energy50% by T=6.0h#1 dominantT=12.00h#2T=24.00h#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 ≈ 12.00h (freq 0.083) · concentrates 17.3% of total energy · Σ|X̂|²/n = 2.300e-2

▸ Depth section using sovereign-store price series (721 bars · effective 1753103 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 1.000pp · expected |Δp| over horizon 2.45ppterminal variance p(1−p) = 0.0384 · n = 721✓ n = 721
μ per bar
-0.042pp
average Δp · drift
σ per bar
1.000pp
one-bar volatility · logit-free
Per-day movedaily
4.90pp
σ × √24
Per-horizon move0d
2.45pp
σ × √6
Terminal variancebinary
0.0384
p(1−p) at resolution
Current pricep
4.0¢
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 1.69pp · ES₉₅ 2.10pp · method parametric · drift-correcteddrift -0.042pp/bar · quantised: yes · median step 7.00pp · unique ratio 0.01✓ n = 721
VaR 95%
1.69pp
1.645·σ (parametric) of Δp
ES 95%
2.10pp
mean of the tail
Max drawdown
88.4pp
peak 34.5¢ → trough 4.0¢
Median step
7.00pp
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
4.0%
= price
Decimal oddsEU
25.000
total return per $1
AmericanUS
+2400
$100 wins $2400
FractionalUK
24.00 / 1
profit per $1 risked
Profit per $100stake
+$2400.00
clean dollar framing
-1000-5000+500+1000020406080100you · 4.0%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)
0.242 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.242 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.64 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
63990759231008010133286015813521111024726352459501654106233659288822173738543
NO token ID
46446864738084710572027746716223302576874433087391121282146354795699490083900
Snapshot fetched
2026-06-15 00:52:39 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:52:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
803c79093de1b3ddde054504824a8a76e0441fecb8b9e24738aae64861b72359 · 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
0.040000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.956
ask-heavy
Imbalance (top-5)
-0.515
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-home-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.14991527478.77bp0.85000011FILLED
BUY$10.00K0.605162141290.56bp0.95000019FILLED
BUY$100.00K0.913047218261.68bp0.99000022PARTIAL
SELL$1.00K0.0102557436.26bp0.0100002PARTIAL
SELL$10.00K0.0102557436.26bp0.0100002PARTIAL
SELL$100.00K0.0102557436.26bp0.0100002PARTIAL

Risk metrics

▸ sovereign store · 721 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9966.93%
σ per bar = 0.075276
Mean return (annualised)
-524631.77%
μ per bar = -0.002993
Sharpe (rf=0)
-52.64
annualised; risk-free assumed zero
Max drawdown
88.41%
peak 0.34 → trough 0.04 over 668 bars

/api/asset/pm-mlb-tex-bos-2026-06-14-spread-home-1pt5/risk · same metrics, JSON