POLYMARKET · PREDICTION MARKET · SPORTS

O/U 1.5 Rounds

YES · live
52.0¢
NO · live
48.0¢

▸ Advanced metrics · M2M bundle

polymarket · ufc-jus3-ili1-2026-06-14-totals-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
176.87%
max drawdown
7.34%
sharpe
—
ulcer index
2.67%
RMS drawdown
pain index
1.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.61%
cond. drawdown
gain/pain
1.16
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.16
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
1500
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ufc-jus3-ili1-2026-06-14-totals-1pt5/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
52.0¢
NO · live
48.0¢
YES price · live 24h
n=25 · μ=0.5034 · σ=0.0162 · range [0.4850, 0.5400] · R²=0.569▲ RISING +1.96%σ NORMAL 3.23%LAST 0.52000.54000.52620.51250.49880.4850μ = 0.5034max 0.5400min 0.4850dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 52.00¢
YES / NO split · live
YES 52.0%NO 48.0%YES52.0%52.00¢ · odds 1/1.92
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.999 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
52.0%52.0¢1.92×▬ +0.00pp
NO
48.0%48.0¢2.08×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,800 · μ=75.0 · σ=92.1 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=20088175263350μ = 7535050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1800bp moved · peak 350bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
52.00¢ (52.00%)
▼NO mid
48.00¢ (48.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$106.6k
≋liquidity $
$24.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5034 · σ=0.0162 · range [0.4850, 0.5400] · R²=0.569▲ RISING +1.96%σ NORMAL 3.23%LAST 0.52000.54000.52620.51250.49880.4850μ = 0.5034max 0.5400min 0.4850dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 52.00¢
NO price · CLOB mid
n=25 · μ=0.4966 · σ=0.0162 · range [0.4600, 0.5150] · R²=0.569▼ FALLING -2.04%σ NORMAL 3.27%LAST 0.48000.51500.50120.48750.47380.4600μ = 0.4966max 0.5150min 0.4600dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 48.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0013 · σ=0.0111 · skew=0.34 (symmetric) · kurt=1.15 (leptokurtic (fat tails))1085301-2.20ppbin -2.20pp · n=1 · 10.0% peakbin -2.20pp · n=1 · 10.0% peak2-1.60ppbin -1.60pp · n=2 · 20.0% peakbin -1.60pp · n=2 · 20.0% peak2-1.00ppbin -1.00pp · n=2 · 20.0% peakbin -1.00pp · n=2 · 20.0% peak2-0.40ppbin -0.40pp · n=2 · 20.0% peakbin -0.40pp · n=2 · 20.0% peak100.20ppbin 0.20pp · n=10 · 100.0% peakbin 0.20pp · n=10 · 100.0% peak50.80ppbin 0.80pp · n=5 · 50.0% peakbin 0.80pp · n=5 · 50.0% peak1.40pp12.00ppbin 2.00pp · n=1 · 10.0% peakbin 2.00pp · n=1 · 10.0% peak2.60pp13.20ppbin 3.20pp · n=1 · 10.0% peakbin 3.20pp · n=1 · 10.0% 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=0.66 · kurt=1.77 · near 17 / mid 7 / far 0 · OLS slope=0.97 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25RIGHT-SKEWED (G₁=0.95)
μ MEAN50.34¢95% CI: [49.70¢, 50.98¢]
σ STD DEV1.62ppσ² = 2.640 · CV = 3.23%
med MEDIAN50.00¢Q₁ 49.50¢ · Q₃ 51.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.50pp · IQR 1.50pp (1.349σ→2.19pp)
min 48.50¢Q₁ 49.50¢med 50.00¢Q₃ 51.00¢max 54.00¢μ
SKEWNESS · G₁0.947right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.034mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRdiverges from normalratio = 1.46
range ↔ σconcentrated (range < 4σ)range / σ = 3.39
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) -0.21 + ADF rejected
ρ(1) AUTOCORR-0.210within white-noise band
ρ(2) AUTOCORR-0.231lag-2 not significant
H · HURST EXPONENT0.972strongly persistent
OLS TREND · t-STAT+5.511significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.972
H = 0.972STRONGLY 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=1-0.210k=2-0.231k=3+0.152k=4+0.031k=5-0.0790+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 @ 1% (|t|=5.51)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.21 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.51)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 ID2356482
SLUGufc-jus3-ili1-2026-06-14-totals-1pt5
CATEGORYSports
TWO-SIDED PRICINGBALANCED · ~50/50
PRIMARY · YES52.00¢implied prob 52.00% · decimal odds 1.92×
COUNTER · NO48.00¢implied prob 48.00% · decimal odds 2.08×
52.00¢
48.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME106.61k USD 24h
LIQUIDITY24.40k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWBALANCED · ~50/50|primary − counter| = 0.040 · entropy 0.999 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 52.0%NO 48.0%YES p̂52.0%H = 0.999 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.92×(52¢)NO2.08×(48¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.999 bits (100% 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
41min
41 minutes·θ = 7.960 pp/day
YES →$1.00(P = 52.0%)
NO →$0.00(P = 48.0%)
current: $0.5200 · expected return per side: $0.48 on YES hit · $0.52 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.3hRESOLVESP projection · σ=1.62% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.960 pp/day
now0.69h left
7.960 pp/day×1.00
−25%0.52h left
9.191 pp/day×1.15
−50%0.34h left
11.257 pp/day×1.41
−75%0.17h left
15.920 pp/day×2.00
−90%0.07h left
25.171 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 3.50% · worst -2.50% · typical |Δ| 0.75%MILD BULLISH +1.00%BEST+3.50%20hWORST-2.50%22hTYPICAL |Δ|0.75%mean absoluteCUMULATIVE+1.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.21% · Σ -1.50%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ +0.38% · Σ +3.00%CUMULATIVE Δ PATH · final +1.00%+3.00%-2.50%-1.50% · 1h-1.50% · 1h-1.50%1h-1.00% · 2h-1.00% · 2h-1.00%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h1.00% · 11h1.00% · 11h1.00%11h-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h-0.50% · 14h-0.50% · 14h-0.50%14h1.00% · 15h1.00% · 15h1.00%15h0.00% · 16h0.00% · 16h·16h0.50% · 17h0.50% · 17h0.50%17h-1.00% · 18h-1.00% · 18h-1.00%18h0.50% · 19h0.50% · 19h0.50%19h3.50% · 20h3.50% · 20h3.50%20h★ BEST0.00% · 21h0.00% · 21h·21h-2.50% · 22h-2.50% · 22h-2.50%22h▼ WORST2.00% · 23h2.00% · 23h2.00%23h-1.50% · 24h-1.50% · 24h-1.50%24hTIME PATTERNUS-led (+3.00%)RUNSup max 2 · down max 2BREADTH29% up · 29% down · 42% flat
7 up bars · 7 down · best 3.50% · worst -2.50% · typical |Δ| 0.750%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.84%FINAL+0.84%MAX DD-2.50%RECOVERYONGOING · 3 barsMAX RUN-UP+2.94%UNDERWATER22/25 (88%)STREAK↘ 1EQUITY CURVE · end 1.0084 · peak 1.0294 · range [0.9751, 1.0294]1.02940.9751break-even = 1★ PEAK 1.0294UNDERWATER DRAWDOWN · max -2.50% · moderate0%-2.50%▼ TROUGH -2.50%TOP DRAWDOWN PERIODS · 2 total#1 -2.50%bar 23-25 · 3 bars · ONGOING#2 -2.49%bar 2-20 · 19 bars · recoveredDD SEVERITYmoderate (max -2.50%)RECOVERYongoing · 3 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0084 (0.84%) · max DD -2.50% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −1 (79% positive) · μ=19.08 · σ=25.42PROFITABLE STRATEGYLAST 14.14 (-0.19σ vs μ)60.4230.210.00-30.21-60.42μ = 19.08-58.68-58.680.000.0038.2138.2138.2138.2138.2138.2160.4260.4238.2138.2115.8715.870.000.0022.8322.8322.8322.8313.3413.340.000.0010.6010.6046.5446.5435.6835.687.837.8318.3018.3014.1414.14v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 14.142 · range [-58.68, 60.42] · μ 19.081 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=85.9650 · σ=57.5472 · range [38.2099, 206.4752] · R²=0.662▲ RISING +231.95%σ EXTREME 66.94%LAST 206.4752206.4752164.4089122.342680.276338.2099μ = 85.9650max 206.4752min 38.2099dataMA(3)OLS R²=0.66μ lineμ ± σ bandmaxmin
latest 206.48% · range [38.21%, 206.48%] · μ 85.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −15 (16% positive) · μ=-0.244 · σ=0.230MEAN-REVERSIONLAST -0.303 (-0.26σ vs μ)0.5720.2860.000-0.286-0.572μ = -0.2440.4120.4120.0000.000-0.233-0.233-0.233-0.233-0.233-0.233-0.333-0.333-0.433-0.433-0.454-0.454-0.333-0.333-0.440-0.440-0.440-0.440-0.321-0.321-0.400-0.400-0.572-0.5720.0160.016-0.139-0.1390.0110.011-0.200-0.200-0.303-0.303v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.303 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
8.2325
p-VALUE (log scale)
0.0163
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
3.6358
p-VALUE (log scale)
0.6053
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
-1.7071
p-VALUE (log scale)
0.4347
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
0.5563
p-VALUE (log scale)
0.5780
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6871
p-VALUE (log scale)
0.0147
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.7177
p-VALUE (log scale)
0.0858
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.477 ≈ 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=1.48e-4 · top T=4.00h (19.8%) · top-3 cover 48.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.5e-42.6e-41.8e-48.8e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.90e-5 · 3.9% energyperiod 24.0 · power 6.90e-5 · 3.9% energyperiod 12.0 · power 1.76e-4 · 9.9% energyperiod 12.0 · power 1.76e-4 · 9.9% energyperiod 8.0 · power 5.84e-5 · 3.3% energyperiod 8.0 · power 5.84e-5 · 3.3% energyperiod 6.0 · power 1.98e-5 · 1.1% energyperiod 6.0 · power 1.98e-5 · 1.1% energyperiod 4.8 · power 8.25e-5 · 4.6% energyperiod 4.8 · power 8.25e-5 · 4.6% energyperiod 4.0 · power 3.52e-4 · 19.8% energyperiod 4.0 · power 3.52e-4 · 19.8% energyperiod 3.4 · power 2.47e-4 · 13.9% energyperiod 3.4 · power 2.47e-4 · 13.9% energyperiod 3.0 · power 2.51e-4 · 14.1% energyperiod 3.0 · power 2.51e-4 · 14.1% energyperiod 2.7 · power 1.79e-4 · 10.1% energyperiod 2.7 · power 1.79e-4 · 10.1% energyperiod 2.4 · power 7.84e-5 · 4.4% energyperiod 2.4 · power 7.84e-5 · 4.4% energyperiod 2.2 · power 1.10e-6 · 0.1% energyperiod 2.2 · power 1.10e-6 · 0.1% energyperiod 2.0 · power 2.67e-4 · 15.0% energyperiod 2.0 · power 2.67e-4 · 15.0% energy50% by T=3.4h#1 dominantT=4.00h#2T=2.00h#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 19.8% of total energy · Σ|X̂|²/n = 1.781e-3

▸ Depth section using sovereign-store price series (1500 bars · effective 1753200 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 0.134pp · expected |Δp| over horizon 0.33ppterminal variance p(1−p) = 0.2496 · n = 1500✓ n = 1500
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.134pp
one-bar volatility · logit-free
Per-day movedaily
0.65pp
σ × √24
Per-horizon move0d
0.33pp
σ × √6
Terminal variancebinary
0.2496
p(1−p) at resolution
Current pricep
52.0¢
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 0.22pp · ES₉₅ 0.27pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 1500
VaR 95%
0.22pp
1.645·σ (parametric) of Δp
ES 95%
0.27pp
mean of the tail
Max drawdown
7.3pp
peak 54.5¢ → trough 50.5¢
Median step
0.50pp
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
52.0%
= price
Decimal oddsEU
1.923
total return per $1
AmericanUS
-108
risk $108 to win $100
FractionalUK
0.92 / 1
profit per $1 risked
Profit per $100stake
+$92.31
clean dollar framing
-1000-5000+500+1000020406080100you · 52.0%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)
0.999 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.999 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.94 bit
self-information
Surprise · NO−log₂(1−p)
1.06 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
53897855378798394152796491279131489970209506984471824831785041952033995555148
NO token ID
10732050312484500395260283748855724256620627387437604651229414205827708591619
Snapshot fetched
2026-06-15 03:18:38 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-15 03:18:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
68103bccee2cacae88d8cb26a9e9f40bf529f6968eed79d6389994566c7a6ff7 · 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 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
0.520000
(best bid + best ask) / 2
Spread
384.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.252
ask-heavy
Imbalance (top-5)
-0.618
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-jus3-ili1-2026-06-14-totals-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.539498374.97bp0.5400002FILLED
BUY$10.00K0.539950383.65bp0.5400002FILLED
BUY$100.00K0.6879143229.11bp0.99000012PARTIAL
SELL$1.00K0.510000192.31bp0.5100001FILLED
SELL$10.00K0.2533635127.63bp0.01000015PARTIAL
SELL$100.00K0.2533635127.63bp0.01000015PARTIAL

Risk metrics

▸ sovereign store · 1,500 barsperiods/year ≈ 1.75M
Realized vol (annualised)
341.05%
σ per bar = 0.002576
Mean return (annualised)
3423.40%
μ per bar = 0.000020
Sharpe (rf=0)
10.04
annualised; risk-free assumed zero
Max drawdown
7.34%
peak 0.55 → trough 0.51 over 400 bars

/api/asset/pm-ufc-jus3-ili1-2026-06-14-totals-1pt5/risk · same metrics, JSON