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

Texas Rangers vs. Boston Red Sox: O/U 12.5

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · mlb-tex-bos-2026-06-14-total-12pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2491.49%
max drawdown
99.32%
sharpe
—
ulcer index
48.66%
RMS drawdown
pain index
41.23%
mean drawdown
mod. VaR 95%
2.09%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
86.18%
cond. drawdown
gain/pain
0.27
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.27
upside/downside
roll spread
73.3 bps
implied (price-only)
bars used
394
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-mlb-tex-bos-2026-06-14-total-12pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6ms⏱--:--:-- 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=0.2572 · σ=0.0996 · range [0.0005, 0.5750] · R²=0.004▼ FALLING -99.80%σ EXTREME 38.71%LAST 0.00050.57500.43140.28770.14410.0005μ = 0.2572max 0.5750min 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=9,195 · μ=383.1 · σ=964.8 · CV=2.52BURSTY · concentratedcumulative energy ↗ · 50% by h=2308751,7502,6253,500μ = 3833,50050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9195bp moved · peak 3500bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
0.50¢ (0.50%)
▼NO mid
99.50¢ (99.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$67.4k
≋liquidity $
$30.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2572 · σ=0.0996 · range [0.0005, 0.5750] · R²=0.004▼ FALLING -99.80%σ EXTREME 38.71%LAST 0.00050.57500.43140.28770.14410.0005μ = 0.2572max 0.5750min 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=0.7428 · σ=0.0996 · range [0.4250, 0.9995] · R²=0.004▲ RISING +33.27%σ HIGH 13.41%LAST 0.99950.99950.85590.71230.56860.4250μ = 0.7428max 0.9995min 0.4250dataMA(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=0.0047 · σ=0.0914 · skew=-0.76 (left-skewed) · kurt=7.03 (leptokurtic (fat tails))201510501-31.67ppbin -31.67pp · n=1 · 5.0% peakbin -31.67pp · n=1 · 5.0% peak-25.02pp-18.38pp1-11.73ppbin -11.73pp · n=1 · 5.0% peakbin -11.73pp · n=1 · 5.0% peak1-5.08ppbin -5.08pp · n=1 · 5.0% peakbin -5.08pp · n=1 · 5.0% peak201.57ppbin 1.57pp · n=20 · 100.0% peakbin 1.57pp · n=20 · 100.0% peak8.22pp14.87pp21.52pp128.17ppbin 28.17pp · n=1 · 5.0% peakbin 28.17pp · 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=-0.30 · kurt=6.80 · near 7 / mid 12 / far 5 · OLS slope=0.74 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=4.28)
μ MEAN25.72¢95% CI: [21.82¢, 29.63¢]
σ STD DEV9.96ppσ² = 99.165 · CV = 38.71%
med MEDIAN25.00¢Q₁ 24.50¢ · Q₃ 25.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 57.45pp · IQR 0.50pp (1.349σ→13.43pp)
min 0.05¢Q₁ 24.50¢med 25.00¢Q₃ 25.00¢max 57.50¢μ
SKEWNESS · G₁1.101right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.280leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRdiverges from normalratio = 26.87
range ↔ σwide tails (range > 4σ)range / σ = 5.77
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+0.231within white-noise band
ρ(2) AUTOCORR-0.395lag-2 not significant
H · HURST EXPONENT1.001strongly persistent
OLS TREND · t-STAT+0.312fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.001
H = 1.001STRONGLY 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+0.231k=2-0.395k=3-0.187k=4-0.018k=5-0.0080+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 1.00very 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 ID2537546
SLUGmlb-tex-bos-2026-06-14-total-12pt5
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 VOLUME67.40k USD 24h
LIQUIDITY30.55k 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 31.50% · worst -35.00% · typical |Δ| 3.83%BEARISH SESSION -24.95%BEST+31.50%21hWORST-35.00%23hTYPICAL |Δ|3.83%mean absoluteCUMULATIVE-24.95%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -1.25% · Σ -10.00%CUMULATIVE Δ PATH · final -24.95%+32.50%-24.95%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·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·11h-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-0.50% · 17h-0.50% · 17h-0.50%17h0.50% · 18h0.50% · 18h0.50%18h0.00% · 19h0.00% · 19h·19h1.50% · 20h1.50% · 20h1.50%20h31.50% · 21h31.50% · 21h31.50%21h★ BEST-8.00% · 22h-8.00% · 22h-8.00%22h-35.00% · 23h-35.00% · 23h-35.00%23h▼ WORST-14.45% · 24h-14.45% · 24h-14.45%24hTIME PATTERNAsia-led (+0.00%)RUNSup max 2 · down max 3BREADTH13% up · 21% down · 67% flat
3 up bars · 5 down · best 31.50% · worst -35.00% · typical |Δ| 3.831%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -32.06%FINAL-32.06%MAX DD-48.84%RECOVERYONGOING · 3 barsMAX RUN-UP+32.80%UNDERWATER11/25 (44%)STREAK↘ 3EQUITY CURVE · end 0.6794 · peak 1.3280 · range [0.6794, 1.3280]1.32800.6794break-even = 1★ PEAK 1.3280UNDERWATER DRAWDOWN · max -48.84% · severe0%-48.84%▼ TROUGH -48.84%TOP DRAWDOWN PERIODS · 2 total#1 -48.84%bar 23-25 · 3 bars · ONGOING#2 -1.00%bar 13-20 · 8 bars · recoveredDD SEVERITYsevere (max -48.84%)RECOVERYongoing · 3 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 0.6794 (-32.06%) · max DD -48.84% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −8 (16% positive) · μ=-9.12 · σ=27.18UNPROFITABLE STRATEGYLAST -17.44 (-0.31σ vs μ)60.4230.210.00-30.21-60.42μ = -9.120.000.000.000.000.000.000.000.000.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-60.42-60.420.000.000.000.0033.9533.9540.3640.3628.2228.22-6.96-6.96-17.44-17.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -17.435 · range [-60.42, 40.36] · μ -9.123 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=356.4071 · σ=701.5728 · range [0.0000, 2047.4266] · R²=0.517▬ FLATσ EXTREME 196.85%LAST 2047.42662047.42661535.56991023.7133511.85660.0000μ = 356.4071max 2047.4266min 0.0000dataMA(3)OLS R²=0.52μ lineμ ± σ bandmaxmin
latest 2047.43% · range [0.00%, 2047.43%] · μ 356.41% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −10 (16% positive) · μ=-0.120 · σ=0.192MEAN-REVERSIONLAST 0.219 (+1.77σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.1200.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.083-0.083-0.500-0.500-0.500-0.500-0.132-0.1320.0100.010-0.379-0.3790.0500.0500.2190.219v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.219 · |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
77.2248
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
6.9251
p-VALUE (log scale)
0.2252
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
-2.2705
p-VALUE (log scale)
0.1881
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
-1.4418
p-VALUE (log scale)
0.1494
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (3 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0658
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

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.7837
p-VALUE (log scale)
0.4332
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.762 ≈ 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=1.03e-2 · top T=6.00h (17.4%) · top-3 cover 49.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.2e-21.6e-21.1e-25.4e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.60e-3 · 3.7% energyperiod 24.0 · power 4.60e-3 · 3.7% energyperiod 12.0 · power 1.08e-2 · 8.7% energyperiod 12.0 · power 1.08e-2 · 8.7% energyperiod 8.0 · power 1.69e-2 · 13.6% energyperiod 8.0 · power 1.69e-2 · 13.6% energyperiod 6.0 · power 2.16e-2 · 17.4% energyperiod 6.0 · power 2.16e-2 · 17.4% energyperiod 4.8 · power 2.13e-2 · 17.1% energyperiod 4.8 · power 2.13e-2 · 17.1% energyperiod 4.0 · power 1.83e-2 · 14.8% energyperiod 4.0 · power 1.83e-2 · 14.8% energyperiod 3.4 · power 1.35e-2 · 10.9% energyperiod 3.4 · power 1.35e-2 · 10.9% energyperiod 3.0 · power 8.15e-3 · 6.6% energyperiod 3.0 · power 8.15e-3 · 6.6% energyperiod 2.7 · power 4.42e-3 · 3.6% energyperiod 2.7 · power 4.42e-3 · 3.6% energyperiod 2.4 · power 2.04e-3 · 1.6% energyperiod 2.4 · power 2.04e-3 · 1.6% energyperiod 2.2 · power 1.25e-3 · 1.0% energyperiod 2.2 · power 1.25e-3 · 1.0% energyperiod 2.0 · power 1.20e-3 · 1.0% energyperiod 2.0 · power 1.20e-3 · 1.0% energy50% by T=4.8h#1 dominantT=6.00h#2T=4.80h#3T=4.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 17.4% of total energy · Σ|X̂|²/n = 1.240e-1

▸ Depth section using sovereign-store price series (394 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 1.882pp · expected |Δp| over horizon 4.61ppterminal variance p(1−p) = 0.0050 · n = 394✓ n = 394
μ per bar
-0.151pp
average Δp · drift
σ per bar
1.882pp
one-bar volatility · logit-free
Per-day movedaily
9.22pp
σ × √24
Per-horizon move0d
4.61pp
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 3.25pp · ES₉₅ 4.03pp · method parametric · drift-correcteddrift -0.151pp/bar · quantised: yes · median step 6.50pp · unique ratio 0.03✓ n = 394
VaR 95%
3.25pp
1.645·σ (parametric) of Δp
ES 95%
4.03pp
mean of the tail
Max drawdown
99.3pp
peak 73.5¢ → trough 0.5¢
Median step
6.50pp
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
61078418965531706614848929369130734883567781068774859028916846180498829469115
NO token ID
78173337998485706902693139235440570234213914465039801704321464344493823849216
Snapshot fetched
2026-06-15 02:19:32 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-15 02:19:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
81156849ed6dce0d639f218fc59f29cc60a5a04f152e30d276b288c26b824136 · 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-total-12pt5/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 · 394 barsperiods/year ≈ 1.75M
Realized vol (annualised)
22648.58%
σ per bar = 0.171041
Mean return (annualised)
-2135970.29%
μ per bar = -0.012182
Sharpe (rf=0)
-94.31
annualised; risk-free assumed zero
Max drawdown
99.32%
peak 0.73 → trough 0.01 over 333 bars

/api/asset/pm-mlb-tex-bos-2026-06-14-total-12pt5/risk · same metrics, JSON