POLYMARKET · PREDICTION MARKET · SPORTS

O/U 2.5 Rounds

YES · live
59.5¢
NO · live
40.5¢

▸ Advanced metrics · M2M bundle

polymarket · ufc-cir-ale30-2026-06-14-totals-2pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
162.94%
max drawdown
3.25%
sharpe
—
ulcer index
2.30%
RMS drawdown
pain index
1.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.25%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
563
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ufc-cir-ale30-2026-06-14-totals-2pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH46ms⏱--:--:-- 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
59.5¢
NO · live
40.5¢
YES price · live 24h
n=25 · μ=0.6066 · σ=0.0055 · range [0.5950, 0.6150] · R²=0.184▼ FALLING -1.63%σ LOW 0.91%LAST 0.60500.61500.61000.60500.60000.5950μ = 0.6066max 0.6150min 0.5950dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 60.50¢
YES / NO split · live
YES 59.5%NO 40.5%YES59.5%59.50¢ · odds 1/1.68
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.974 / 1.00 bits (97%) · max uncertainty (~50/50)
YES
59.5%59.5¢1.68×▬ +0.00pp
NO
40.5%40.5¢2.47×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=900 · μ=37.5 · σ=47.2 · CV=1.26BURSTY · concentratedcumulative energy ↗ · 50% by h=1903875113150μ = 3815050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 900bp moved · peak 150bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
46ms
▲YES mid
59.50¢ (59.50%)
▼NO mid
40.50¢ (40.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$28.0k
≋liquidity $
$23.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6066 · σ=0.0055 · range [0.5950, 0.6150] · R²=0.184▼ FALLING -1.63%σ LOW 0.91%LAST 0.60500.61500.61000.60500.60000.5950μ = 0.6066max 0.6150min 0.5950dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 60.50¢
NO price · CLOB mid
n=25 · μ=0.3934 · σ=0.0055 · range [0.3850, 0.4050] · R²=0.184▲ RISING +2.60%σ NORMAL 1.41%LAST 0.39500.40500.40000.39500.39000.3850μ = 0.3934max 0.4050min 0.3850dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 39.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0005 · σ=0.0054 · skew=-0.70 (left-skewed) · kurt=0.52 (mesokurtic)13107301-1.38ppbin -1.38pp · n=1 · 7.7% peakbin -1.38pp · n=1 · 7.7% peak-1.13pp2-0.88ppbin -0.88pp · n=2 · 15.4% peakbin -0.88pp · n=2 · 15.4% peak-0.63pp3-0.38ppbin -0.38pp · n=3 · 23.1% peakbin -0.38pp · n=3 · 23.1% peak-0.13pp130.13ppbin 0.13pp · n=13 · 100.0% peakbin 0.13pp · n=13 · 100.0% peak0.38pp20.63ppbin 0.63pp · n=2 · 15.4% peakbin 0.63pp · n=2 · 15.4% peak30.88ppbin 0.88pp · n=3 · 23.1% peakbin 0.88pp · n=3 · 23.1% 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=-0.29 · kurt=0.37 · near 13 / mid 11 / far 0 · OLS slope=0.96 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALLOWER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN60.66¢95% CI: [60.44¢, 60.88¢]
σ STD DEV0.55ppσ² = 0.307 · CV = 0.91%
med MEDIAN60.50¢Q₁ 60.50¢ · Q₃ 61.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.00pp · IQR 0.50pp (1.349σ→0.75pp)
min 59.50¢Q₁ 60.50¢med 60.50¢Q₃ 61.00¢max 61.50¢μ
SKEWNESS · G₁-0.267approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.414mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 1.49
range ↔ σconcentrated (range < 4σ)range / σ = 3.61
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-0.187within white-noise band
ρ(2) AUTOCORR-0.303lag-2 not significant
H · HURST EXPONENT1.030strongly persistent
OLS TREND · t-STAT-2.280significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.030
H = 1.030STRONGLY 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=1-0.187k=2-0.303k=3+0.063k=4-0.146k=5-0.0030+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|=2.28)
−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 SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.28)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 ID2356514
SLUGufc-cir-ale30-2026-06-14-totals-2pt5
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (60¢)
PRIMARY · YES59.50¢implied prob 59.50% · decimal odds 1.68×
COUNTER · NO40.50¢implied prob 40.50% · decimal odds 2.47×
59.50¢
40.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME28.01k USD 24h
LIQUIDITY22.95k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (60¢)|primary − counter| = 0.190 · entropy 0.974 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 59.5%NO 40.5%YES p̂59.5%H = 0.974 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.68×(60¢)NO2.47×(41¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.974 bits (97% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · CRITICALresolves 2026-06-15 03:59 UTC
0days
00hrs
43min
43 minutes·θ = 2.713 pp/day
YES →$1.00(P = 59.5%)
NO →$0.00(P = 40.5%)
current: $0.5950 · expected return per side: $0.41 on YES hit · $0.59 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.4hRESOLVESP projection · σ=0.55% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.713 pp/day
now0.72h left
2.713 pp/day×1.00
−25%0.54h left
3.133 pp/day×1.15
−50%0.36h left
3.837 pp/day×1.41
−75%0.18h left
5.426 pp/day×2.00
−90%0.07h left
8.579 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
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -1.50% · typical |Δ| 0.38%BEARISH SESSION -1.00%BEST+1.00%18hWORST-1.50%22hTYPICAL |Δ|0.38%mean absoluteCUMULATIVE-1.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ -0.19% · Σ -1.50%CUMULATIVE Δ PATH · final -1.00%+0.00%-2.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%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·10h0.50% · 11h0.50% · 11h0.50%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h-1.00% · 17h-1.00% · 17h-1.00%17h1.00% · 18h1.00% · 18h1.00%18h★ BEST-0.50% · 19h-0.50% · 19h-0.50%19h1.00% · 20h1.00% · 20h1.00%20h0.50% · 21h0.50% · 21h0.50%21h-1.50% · 22h-1.50% · 22h-1.50%22h▼ WORST-0.50% · 23h-0.50% · 23h-0.50%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNEurope-led (+0.50%)RUNSup max 2 · down max 2BREADTH21% up · 25% down · 54% flat
5 up bars · 6 down · best 1.00% · worst -1.50% · typical |Δ| 0.375%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.04%)FINAL-1.04%MAX DD-2.02%RECOVERYONGOING · 22 barsMAX RUN-UP+0.00%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 0.9896 · peak 1.0000 · range [0.9798, 1.0000]1.00000.9798break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.02% · moderate0%-2.02%▼ TROUGH -2.02%TOP DRAWDOWN PERIODS · 1 total#1 -2.02%bar 4-25 · 22 bars · ONGOINGDD SEVERITYmoderate (max -2.02%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9896 (-1.04%) · max DD -2.02% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −7 (32% positive) · μ=-0.65 · σ=29.43UNPROFITABLE STRATEGYLAST 0.00 (+0.02σ vs μ)55.9327.970.00-27.97-55.93μ = -0.65-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.2138.2138.210.000.00-55.93-55.93-11.74-11.74-22.83-22.830.000.009.069.06-7.30-7.300.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-55.93, 38.21] · μ -0.649 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=44.7974 · σ=32.1383 · range [0.0000, 100.0050] · R²=0.642▲ RISING +144.95%σ EXTREME 71.74%LAST 93.5949100.005075.003750.002525.00120.0000μ = 44.7974max 100.0050min 0.0000dataMA(3)OLS R²=0.64μ lineμ ± σ bandmaxmin
latest 93.59% · range [0.00%, 100.00%] · μ 44.80% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.166 · σ=0.192MEAN-REVERSIONLAST -0.100 (+0.34σ vs μ)0.4760.2380.000-0.238-0.476μ = -0.166-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.2330.0000.0000.3570.357-0.286-0.286-0.476-0.476-0.429-0.429-0.283-0.283-0.366-0.366-0.100-0.100-0.100-0.100v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.100 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.9526
p-VALUE (log scale)
0.6211
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
4.3494
p-VALUE (log scale)
0.5018
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
-3.3565
p-VALUE (log scale)
0.0136
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
0.9915
p-VALUE (log scale)
0.3215
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
0.3138
p-VALUE (log scale)
0.1579
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
-1.5374
p-VALUE (log scale)
0.1242
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.532 ≈ 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=3.68e-5 · top T=4.80h (18.8%) · top-3 cover 46.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)8.3e-56.2e-54.1e-52.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.28e-6 · 0.5% energyperiod 24.0 · power 2.28e-6 · 0.5% energyperiod 12.0 · power 1.31e-5 · 3.0% energyperiod 12.0 · power 1.31e-5 · 3.0% energyperiod 8.0 · power 1.10e-5 · 2.5% energyperiod 8.0 · power 1.10e-5 · 2.5% energyperiod 6.0 · power 5.94e-5 · 13.4% energyperiod 6.0 · power 5.94e-5 · 13.4% energyperiod 4.8 · power 8.29e-5 · 18.8% energyperiod 4.8 · power 8.29e-5 · 18.8% energyperiod 4.0 · power 2.08e-5 · 4.7% energyperiod 4.0 · power 2.08e-5 · 4.7% energyperiod 3.4 · power 4.62e-5 · 10.5% energyperiod 3.4 · power 4.62e-5 · 10.5% energyperiod 3.0 · power 5.10e-5 · 11.6% energyperiod 3.0 · power 5.10e-5 · 11.6% energyperiod 2.7 · power 6.40e-5 · 14.5% energyperiod 2.7 · power 6.40e-5 · 14.5% energyperiod 2.4 · power 3.48e-5 · 7.9% energyperiod 2.4 · power 3.48e-5 · 7.9% energyperiod 2.2 · power 1.86e-5 · 4.2% energyperiod 2.2 · power 1.86e-5 · 4.2% energyperiod 2.0 · power 3.75e-5 · 8.5% energyperiod 2.0 · power 3.75e-5 · 8.5% energy50% by T=3.4h#1 dominantT=4.80h#2T=2.67h#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 ≈ 4.80h (freq 0.208) · concentrates 18.8% of total energy · Σ|X̂|²/n = 4.417e-4

▸ Depth section using sovereign-store price series (563 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 0.123pp · expected |Δp| over horizon 0.30ppterminal variance p(1−p) = 0.2410 · n = 563✓ n = 563
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.123pp
one-bar volatility · logit-free
Per-day movedaily
0.60pp
σ × √24
Per-horizon move0d
0.30pp
σ × √6
Terminal variancebinary
0.2410
p(1−p) at resolution
Current pricep
59.5¢
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 0.20pp · ES₉₅ 0.25pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.01✓ n = 563
VaR 95%
0.20pp
1.645·σ (parametric) of Δp
ES 95%
0.25pp
mean of the tail
Max drawdown
3.3pp
peak 61.5¢ → trough 59.5¢
Median step
1.50pp
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
59.5%
= price
Decimal oddsEU
1.681
total return per $1
AmericanUS
-147
risk $147 to win $100
FractionalUK
0.68 / 1
profit per $1 risked
Profit per $100stake
+$68.07
clean dollar framing
-1000-5000+500+1000020406080100you · 59.5%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)
0.974 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.974 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.75 bit
self-information
Surprise · NO−log₂(1−p)
1.30 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
1958084015050909247414311475006657641584799344826960365259319787396016619813
NO token ID
62418648956076397307213349771288996723424929998473243053099881419085075165918
Snapshot fetched
2026-06-15 03:16:58 UTC
Snapshot age
46ms
History points
25 CLOB mids
Page rendered
2026-06-15 03:16:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9d1718748ae0ba7968da99bf40d0f37addb8e77cd42bd91e44392ac5865539c9 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDIvory Coast99.8¢HL PREDSpain91.9¢HL PREDSweden74.5¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?85¢POLYMARKETWill Sweden win on 2026-06-14?76¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,665HL PERPETH-USD perpetual$1,721.8HL PERPHYPE-USD perpetual$64.69

Also see: /arb opportunities · RSS feed · more in Sports

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
0.605000
(best bid + best ask) / 2
Spread
165.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.196
bid-heavy
Imbalance (top-5)
-0.152
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-ufc-cir-ale30-2026-06-14-totals-2pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.611710110.90bp0.6200002FILLED
BUY$10.00K0.621583274.11bp0.6300003FILLED
BUY$100.00K0.7455272322.76bp0.99000014PARTIAL
SELL$1.00K0.60000082.64bp0.6000001FILLED
SELL$10.00K0.584117345.17bp0.5700003FILLED
SELL$100.00K0.2476555906.52bp0.01000016PARTIAL

Risk metrics

▸ sovereign store · 563 barsperiods/year ≈ 1.75M
Realized vol (annualised)
269.63%
σ per bar = 0.002036
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
3.25%
peak 0.61 → trough 0.59 over 166 bars

/api/asset/pm-ufc-cir-ale30-2026-06-14-totals-2pt5/risk · same metrics, JSON