POLYMARKET · PREDICTION MARKET · SPORTS

Valorant: Leviatán Esports vs Team Heretics - Map 2 Winner

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · val-lev1-th1-2026-06-14-game2 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2388.40%
max drawdown
99.86%
sharpe
—
ulcer index
82.84%
RMS drawdown
pain index
69.63%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.86%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
203.3 bps
implied (price-only)
bars used
326
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-val-lev1-th1-2026-06-14-game2/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH15ms⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.4720 · σ=0.1452 · range [0.0005, 0.5450] · R²=0.364▼ FALLING -99.91%σ EXTREME 30.77%LAST 0.00050.54500.40890.27270.13660.0005μ = 0.4720max 0.5450min 0.0005dataMA(5)OLS R²=0.36μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,195 · μ=341.5 · σ=1008.7 · CV=2.95BURSTY · concentratedcumulative energy ↗ · 50% by h=2301,2242,4483,6714,895μ = 3414,89550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8195bp moved · peak 4895bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
15ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$137.8k
≋liquidity $
$271.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4720 · σ=0.1452 · range [0.0005, 0.5450] · R²=0.364▼ FALLING -99.91%σ EXTREME 30.77%LAST 0.00050.54500.40890.27270.13660.0005μ = 0.4720max 0.5450min 0.0005dataMA(5)OLS R²=0.36μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.5268 · σ=0.1447 · range [0.4550, 0.9995] · R²=0.354▲ RISING +117.28%σ EXTREME 27.47%LAST 0.99950.99950.86340.72730.59110.4550μ = 0.5268max 0.9995min 0.4550dataMA(5)OLS R²=0.35μ 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=-0.0170 · σ=0.0968 · skew=-4.00 (left-skewed) · kurt=15.37 (leptokurtic (fat tails))201510501-46.03ppbin -46.03pp · n=1 · 5.0% peakbin -46.03pp · n=1 · 5.0% peak-40.18pp-34.34pp-28.49pp-22.65pp-16.80pp1-10.96ppbin -10.96pp · n=1 · 5.0% peakbin -10.96pp · n=1 · 5.0% peak1-5.11ppbin -5.11pp · n=1 · 5.0% peakbin -5.11pp · n=1 · 5.0% peak200.73ppbin 0.73pp · n=20 · 100.0% peakbin 0.73pp · n=20 · 100.0% peak16.58ppbin 6.58pp · n=1 · 5.0% peakbin 6.58pp · 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=-3.94 · kurt=15.38 · near 6 / mid 14 / far 4 · 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=-2.54σsample ↓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=5.92)
μ MEAN47.20¢95% CI: [41.51¢, 52.90¢]
σ STD DEV14.52ppσ² = 210.899 · CV = 30.77%
med MEDIAN51.50¢Q₁ 49.50¢ · Q₃ 54.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 54.45pp · IQR 4.50pp (1.349σ→19.59pp)
min 0.05¢Q₁ 49.50¢med 51.50¢Q₃ 54.00¢max 54.50¢μ
SKEWNESS · G₁-2.701left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.915leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.30
σ × 1.349 ↔ IQRdiverges from normalratio = 4.35
range ↔ σconcentrated (range < 4σ)range / σ = 3.75
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) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.282within white-noise band
ρ(2) AUTOCORR+0.206lag-2 not significant
H · HURST EXPONENT0.648persistent
OLS TREND · t-STAT-3.625significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.648
H = 0.648PERSISTENT
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=1-0.282k=2+0.206k=3-0.035k=4+0.008k=5+0.0000+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|=3.63)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.58high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.63)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 ID2522391
SLUGval-lev1-th1-2026-06-14-game2
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME137.82k USD 24h
LIQUIDITY271.64k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-14 20:00 UTC
0days
03hrs
05min
3.1 hours·θ = 71.145 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.5hRESOLVESP projection · σ=14.52% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 71.145 pp/day
now3.09h left
71.145 pp/day×1.00
−25%2.32h left
82.151 pp/day×1.15
−50%1.54h left
100.614 pp/day×1.41
−75%0.77h left
142.289 pp/day×2.00
−90%0.31h left
224.979 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 9.50% · worst -48.95% · typical |Δ| 3.41%BEARISH SESSION -53.95%BEST+9.50%22hWORST-48.95%23hTYPICAL |Δ|3.41%mean absoluteCUMULATIVE-53.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ -6.31% · Σ -50.45%CUMULATIVE Δ PATH · final -53.95%+0.50%-53.95%0.50% · 1h0.50% · 1h0.50%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·6h-3.00% · 7h-3.00% · 7h-3.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.50% · 10h-0.50% · 10h-0.50%10h0.50% · 11h0.50% · 11h0.50%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h-2.00% · 14h-2.00% · 14h-2.00%14h1.00% · 15h1.00% · 15h1.00%15h-1.50% · 16h-1.50% · 16h-1.50%16h2.00% · 17h2.00% · 17h2.00%17h0.00% · 18h0.00% · 18h·18h-1.50% · 19h-1.50% · 19h-1.50%19h0.50% · 20h0.50% · 20h0.50%20h-10.50% · 21h-10.50% · 21h-10.50%21h9.50% · 22h9.50% · 22h9.50%22h★ BEST-48.95% · 23h-48.95% · 23h-48.95%23h▼ WORST0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+-1.00%)RUNSup max 1 · down max 1BREADTH25% up · 29% down · 46% flat
6 up bars · 7 down · best 9.50% · worst -48.95% · typical |Δ| 3.415%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -51.99%FINAL-51.99%MAX DD-52.23%RECOVERYONGOING · 18 barsMAX RUN-UP+0.50%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.4801 · peak 1.0050 · range [0.4801, 1.0050]1.00500.4801break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -52.23% · severe0%-52.23%▼ TROUGH -52.23%TOP DRAWDOWN PERIODS · 1 total#1 -52.23%bar 8-25 · 18 bars · ONGOINGDD SEVERITYsevere (max -52.23%)RECOVERYongoing · 18 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.4801 (-51.99%) · max DD -52.23% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −15 (11% positive) · μ=-21.71 · σ=22.07UNPROFITABLE STRATEGYLAST -38.18 (-0.75σ vs μ)45.4722.740.00-22.74-45.47μ = -21.7138.2138.21-38.21-38.21-38.21-38.21-38.21-38.21-45.47-45.47-37.00-37.00-37.00-37.000.000.00-35.63-35.63-15.10-15.10-26.69-26.69-5.21-5.21-5.21-5.21-19.47-19.475.605.60-38.59-38.590.000.00-38.18-38.18-38.18-38.18v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.182 · range [-45.47, 38.21] · μ -21.714 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=342.3799 · σ=581.5655 · range [19.1050, 1948.2361] · R²=0.411▲ RISING +10097.53%σ EXTREME 169.86%LAST 1948.23611948.23611465.9533983.6706501.387819.1050μ = 342.3799max 1948.2361min 19.1050dataMA(3)OLS R²=0.41μ lineμ ± σ bandmaxmin
latest 1948.24% · range [19.10%, 1948.24%] · μ 342.38% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.338 · σ=0.203MEAN-REVERSIONLAST -0.491 (-0.75σ vs μ)0.5990.3000.000-0.300-0.599μ = -0.338-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.290-0.290-0.281-0.281-0.063-0.063-0.500-0.500-0.094-0.094-0.474-0.474-0.577-0.577-0.599-0.599-0.584-0.584-0.476-0.476-0.533-0.533-0.107-0.107-0.511-0.511-0.305-0.305-0.491-0.491v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.491 · |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
448.7559
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
3.3982
p-VALUE (log scale)
0.6414
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
-0.2068
p-VALUE (log scale)
0.9315
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀**

H₀: Sign sequence of Δ is random

STATISTIC
2.6465
p-VALUE (log scale)
0.0081
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5217
p-VALUE (log scale)
0.0368
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
-1.5402
p-VALUE (log scale)
0.1235
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.531 ≈ 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=1.12e-2 · top T=2.18h (15.1%) · top-3 cover 42.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.0e-21.5e-21.0e-25.1e-30.0e+0μ noise floorperiod 24.0 · power 8.84e-3 · 6.6% energyperiod 24.0 · power 8.84e-3 · 6.6% energyperiod 12.0 · power 8.47e-3 · 6.3% energyperiod 12.0 · power 8.47e-3 · 6.3% energyperiod 8.0 · power 8.85e-3 · 6.6% energyperiod 8.0 · power 8.85e-3 · 6.6% energyperiod 6.0 · power 4.96e-3 · 3.7% energyperiod 6.0 · power 4.96e-3 · 3.7% energyperiod 4.8 · power 6.19e-3 · 4.6% energyperiod 4.8 · power 6.19e-3 · 4.6% energyperiod 4.0 · power 8.32e-3 · 6.2% energyperiod 4.0 · power 8.32e-3 · 6.2% energyperiod 3.4 · power 8.70e-3 · 6.5% energyperiod 3.4 · power 8.70e-3 · 6.5% energyperiod 3.0 · power 8.95e-3 · 6.7% energyperiod 3.0 · power 8.95e-3 · 6.7% energyperiod 2.7 · power 1.39e-2 · 10.4% energyperiod 2.7 · power 1.39e-2 · 10.4% energyperiod 2.4 · power 1.85e-2 · 13.8% energyperiod 2.4 · power 1.85e-2 · 13.8% energyperiod 2.2 · power 2.02e-2 · 15.1% energyperiod 2.2 · power 2.02e-2 · 15.1% energyperiod 2.0 · power 1.81e-2 · 13.5% energyperiod 2.0 · power 1.81e-2 · 13.5% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.40h#3T=2.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 15.1% of total energy · Σ|X̂|²/n = 1.340e-1

▸ Depth section using sovereign-store price series (326 bars · effective 1753005 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 1.805pp · expected |Δp| over horizon 4.42ppterminal variance p(1−p) = 0.0005 · n = 326✓ n = 326
μ per bar
-0.106pp
average Δp · drift
σ per bar
1.805pp
one-bar volatility · logit-free
Per-day movedaily
8.84pp
σ × √24
Per-horizon move0d
4.42pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 3.07pp · ES₉₅ 3.83pp · method parametric · drift-correcteddrift -0.106pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.01✓ n = 326
VaR 95%
3.07pp
1.645·σ (parametric) of Δp
ES 95%
3.83pp
mean of the tail
Max drawdown
99.9pp
peak 34.5¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
7676148604473044699054334853241859860477153157715001915561881920493121631537
NO token ID
15875329116508473928722786936294455503853184154776874861592197172817956946878
Snapshot fetched
2026-06-14 16:54:44 UTC
Snapshot age
15ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:54:44 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b7a369eca40f1eb59c4063813116cc0d272bbcf39b8c0aa20b2cd600e5a4d9f2 · 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
—
(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-val-lev1-th1-2026-06-14-game2/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 · 326 barsperiods/year ≈ 1.75M
Realized vol (annualised)
35065.24%
σ per bar = 0.264841
Mean return (annualised)
-3525801.39%
μ per bar = -0.020113
Sharpe (rf=0)
-100.55
annualised; risk-free assumed zero
Max drawdown
99.86%
peak 0.34 → trough 0.00 over 166 bars

/api/asset/pm-val-lev1-th1-2026-06-14-game2/risk · same metrics, JSON