POLYMARKET · PREDICTION MARKET · SPORTS

Will AJ Dybantsa be the first pick in the 2026 NBA draft?

YES · live
74.5¢
NO · live
25.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-aj-dybantsa-be-the-first-pick-in-the-2026-nba-draft · fresh · feed 7s old
24h sparkline · 60 pts
realized vol (ann.)
81.84%
max drawdown
1.38%
sharpe
ulcer index
0.58%
RMS drawdown
pain index
0.46%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.78%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
1047
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-aj-dybantsa-be-the-first-pick-in-the-2026-nba-draft/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH7.1s--:--:-- 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
74.5¢
NO · live
25.5¢
YES price · live 24h
n=25 · μ=0.7606 · σ=0.0216 · range [0.7200, 0.7950] · R²=0.710 FALLING -6.29%σ NORMAL 2.84%LAST 0.74500.79500.77620.75750.73880.7200μ = 0.7606max 0.7950min 0.7200dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 74.50¢
YES / NO split · live
YES 74.5%NO 25.5%YES74.5%74.50¢ · odds 1/1.34
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.819 / 1.00 bits (82%) · high uncertainty
YES
74.5%74.5¢1.34× +0.00pp
NO
25.5%25.5¢3.92× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,100 · μ=45.8 · σ=82.0 · CV=1.79BURSTY · concentratedcumulative energy ↗ · 50% by h=16075150225300μ = 4630050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1100bp moved · peak 300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
7.1s
YES mid
74.50¢ (74.50%)
NO mid
25.50¢ (25.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$31.6k
liquidity $
$8.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7606 · σ=0.0216 · range [0.7200, 0.7950] · R²=0.710 FALLING -6.29%σ NORMAL 2.84%LAST 0.74500.79500.77620.75750.73880.7200μ = 0.7606max 0.7950min 0.7200dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 74.50¢
NO price · CLOB mid
n=25 · μ=0.2394 · σ=0.0216 · range [0.2050, 0.2800] · R²=0.710 RISING +24.39%σ HIGH 9.01%LAST 0.25500.28000.26130.24250.22380.2050μ = 0.2394max 0.2800min 0.2050dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 25.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0020 · σ=0.0085 · skew=-0.36 (symmetric) · kurt=3.34 (leptokurtic (fat tails))15118401-2.73ppbin -2.73pp · n=1 · 6.7% peakbin -2.73pp · n=1 · 6.7% peak-2.18pp1-1.63ppbin -1.63pp · n=1 · 6.7% peakbin -1.63pp · n=1 · 6.7% peak2-1.08ppbin -1.08pp · n=2 · 13.3% peakbin -1.08pp · n=2 · 13.3% peak3-0.53ppbin -0.53pp · n=3 · 20.0% peakbin -0.53pp · n=3 · 20.0% peak150.03ppbin 0.03pp · n=15 · 100.0% peakbin 0.03pp · n=15 · 100.0% peak10.58ppbin 0.58pp · n=1 · 6.7% peakbin 0.58pp · n=1 · 6.7% peak1.13pp1.68pp12.23ppbin 2.23pp · n=1 · 6.7% peakbin 2.23pp · n=1 · 6.7% 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=-0.26 · kurt=4.51 · near 9 / mid 13 / far 2 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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 MEAN76.06¢95% CI: [75.21¢, 76.91¢]
σ STD DEV2.16ppσ² = 4.653 · CV = 2.84%
med MEDIAN76.50¢Q₁ 74.50¢ · Q₃ 77.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 72.00¢Q₁ 74.50¢med 76.50¢Q₃ 77.00¢max 79.50¢μ
SKEWNESS · G₁-0.303approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.575mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRconsistent with normalratio = 1.16
range ↔ σconcentrated (range < 4σ)range / σ = 3.48
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.265within white-noise band
ρ(2) AUTOCORR+0.006lag-2 not significant
H · HURST EXPONENT0.938strongly persistent
OLS TREND · t-STAT-7.501significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.938STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.265k=2+0.006k=3-0.461k=4-0.208k=5-0.1340+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.50)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 ID1066081
SLUGwill-aj-dybantsa-be-the-first-pick-in-the-2026-nba-draft
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES74.50¢implied prob 74.50% · decimal odds 1.34×
COUNTER · NO25.50¢implied prob 25.50% · decimal odds 3.92×
74.50¢
25.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME31.57k USD 24h
LIQUIDITY8.00k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (75¢)|primary − counter| = 0.490 · entropy 0.819 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 74.5%NO 25.5%YES74.5%H = 0.819 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.34×(75¢)NO3.92×(26¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.819 bits (82% of max) · high uncertainty
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 · LOWresolves 2026-06-25 00:00 UTC
4days
11hrs
51min
YES$1.00(P = 74.5%)
NO$0.00(P = 25.5%)
current: $0.7450 · expected return per side: $0.26 on YES hit · $0.74 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.2dRESOLVESP projection · σ=2.16% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.567 pp/day
now4.49d left
10.567 pp/day×1.00
−25%3.37d left
12.202 pp/day×1.15
−50%2.25d left
14.944 pp/day×1.41
−75%1.12d left
21.134 pp/day×2.00
−90%10.79h left
33.416 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 2.50% · worst -3.00% · typical |Δ| 0.46%BEARISH SESSION -5.00%BEST+2.50%20hWORST-3.00%17hTYPICAL |Δ|0.46%mean absoluteCUMULATIVE-5.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.25% · Σ -2.00%CUMULATIVE Δ PATH · final -5.00%+0.00%-7.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%3h-1.00% · 4h-1.00% · 4h-1.00%4h0.00% · 5h0.00% · 5h·5h-0.50% · 6h-0.50% · 6h-0.50%6h-0.50% · 7h-0.50% · 7h-0.50%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h-1.50% · 16h-1.50% · 16h-1.50%16h-3.00% · 17h-3.00% · 17h-3.00%17h▼ WORST0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h2.50% · 20h2.50% · 20h2.50%20h★ BEST0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.00%)RUNSup max 1 · down max 3BREADTH8% up · 29% down · 63% flat
2 up bars · 7 down · best 2.50% · worst -3.00% · typical |Δ| 0.458%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-4.98%)FINAL-4.98%MAX DD-7.29%RECOVERYONGOING · 22 barsMAX RUN-UP+0.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9502 · peak 1.0000 · range [0.9271, 1.0000]1.00000.9271break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -7.29% · significant0%-7.29%▼ TROUGH -7.29%TOP DRAWDOWN PERIODS · 1 total#1 -7.29%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsignificant (max -7.29%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9502 (-4.98%) · max DD -7.29% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −14 (16% positive) · μ=-34.15 · σ=44.57UNPROFITABLE STRATEGYLAST 38.21 (+1.62σ vs μ)104.6452.320.00-52.32-104.64μ = -34.15-79.33-79.33-104.64-104.64-104.64-104.64-76.42-76.42-60.42-60.42-60.42-60.42-38.21-38.210.000.0038.2138.210.000.00-33.95-33.95-54.24-54.24-54.24-54.24-54.24-54.24-21.33-21.33-17.00-17.00-4.47-4.4738.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-104.64, 38.21] · μ -34.154 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=74.1624 · σ=56.3688 · range [0.0000, 171.7323] · R²=0.552 RISING +107.61%σ EXTREME 76.01%LAST 95.5249171.7323128.799385.866242.93310.0000μ = 74.1624max 171.7323min 0.0000dataMA(3)OLS R²=0.55μ lineμ ± σ bandmaxmin
latest 95.52% · range [0.00%, 171.73%] · μ 74.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −8 (47% positive) · μ=0.016 · σ=0.234CLOSE TO MARTINGALELAST -0.233 (-1.06σ vs μ)0.5000.2500.000-0.250-0.500μ = 0.016-0.006-0.006-0.250-0.2500.0000.000-0.233-0.2330.1670.1670.4170.417-0.033-0.0330.0000.000-0.033-0.033-0.500-0.5000.1840.1840.3960.3960.1270.1270.0820.0820.1920.1920.2510.2510.0130.013-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
35.2039
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
10.1609
p-VALUE (log scale)
0.0700
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
-1.5698
p-VALUE (log scale)
0.5001
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
-0.1226
p-VALUE (log scale)
0.9024
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7317
p-VALUE (log scale)
0.0107
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
1.5707
p-VALUE (log scale)
0.1163
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.478 ≈ 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=8.54e-5 · top T=12.00h (23.8%) · top-3 cover 58.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.4e-41.8e-41.2e-46.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.17e-5 · 1.1% energyperiod 24.0 · power 1.17e-5 · 1.1% energyperiod 12.0 · power 2.44e-4 · 23.8% energyperiod 12.0 · power 2.44e-4 · 23.8% energyperiod 8.0 · power 1.28e-4 · 12.5% energyperiod 8.0 · power 1.28e-4 · 12.5% energyperiod 6.0 · power 2.04e-4 · 19.9% energyperiod 6.0 · power 2.04e-4 · 19.9% energyperiod 4.8 · power 1.50e-4 · 14.7% energyperiod 4.8 · power 1.50e-4 · 14.7% energyperiod 4.0 · power 4.17e-6 · 0.4% energyperiod 4.0 · power 4.17e-6 · 0.4% energyperiod 3.4 · power 1.35e-5 · 1.3% energyperiod 3.4 · power 1.35e-5 · 1.3% energyperiod 3.0 · power 2.92e-5 · 2.8% energyperiod 3.0 · power 2.92e-5 · 2.8% energyperiod 2.7 · power 2.20e-5 · 2.1% energyperiod 2.7 · power 2.20e-5 · 2.1% energyperiod 2.4 · power 2.72e-5 · 2.7% energyperiod 2.4 · power 2.72e-5 · 2.7% energyperiod 2.2 · power 8.71e-5 · 8.5% energyperiod 2.2 · power 8.71e-5 · 8.5% energyperiod 2.0 · power 1.04e-4 · 10.2% energyperiod 2.0 · power 1.04e-4 · 10.2% energy50% by T=6.0h#1 dominantT=12.00h#2T=6.00h#3T=4.80hT=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 23.8% of total energy · Σ|X̂|²/n = 1.025e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752616 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 4.5 d · σ/bar 0.119pp · expected |Δp| over horizon 1.24ppterminal variance p(1−p) = 0.1900 · n = 5000n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.119pp
one-bar volatility · logit-free
Per-day movedaily
0.58pp
σ × √24
Per-horizon move4d
1.24pp
σ × √107.85054638888889
Terminal variancebinary
0.1900
p(1−p) at resolution
Current pricep
74.5¢
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 -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00n = 5000
VaR 95%
0.20pp
1.645·σ (parametric) of Δp
ES 95%
0.25pp
mean of the tail
Max drawdown
14.4pp
peak 83.5¢ → trough 71.5¢
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
74.5%
= price
Decimal oddsEU
1.342
total return per $1
AmericanUS
-292
risk $292 to win $100
FractionalUK
0.34 / 1
profit per $1 risked
Profit per $100stake
+$34.23
clean dollar framing
-1000-5000+500+1000020406080100you · 74.5%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)
0.819 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.819 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.42 bit
self-information
Surprise · NO−log₂(1−p)
1.97 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
3984616423194530948071484088101383550752729740555612260169262905210851632809
NO token ID
101746300066879227658650827050374661300669879754099839131894752881356574367850
Snapshot fetched
2026-06-20 12:08:50 UTC
Snapshot age
7.1s
History points
25 CLOB mids
Page rendered
2026-06-20 12:08:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b19dc7bb6b112c0d36918d03836e4f9d00bdb3c8de71d297e070a749b8fedb51 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.745000
(best bid + best ask) / 2
Spread
134.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.260
ask-heavy
Imbalance (top-5)
-0.599
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-will-aj-dybantsa-be-the-first-pick-in-the-2026-nba-draft/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.763434247.44bp0.7700003FILLED
BUY$10.00K0.783552517.48bp0.8000006FILLED
BUY$100.00K0.8835131859.23bp0.99000023PARTIAL
SELL$1.00K0.718058361.64bp0.6900005FILLED
SELL$10.00K0.1305608247.51bp0.01000018PARTIAL
SELL$100.00K0.1305608247.51bp0.01000018PARTIAL

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
204.91%
σ per bar = 0.001548
Mean return (annualised)
-2497.19%
μ per bar = -0.000014
Sharpe (rf=0)
-12.19
annualised; risk-free assumed zero
Max drawdown
14.37%
peak 0.83 → trough 0.71 over 1698 bars

/api/asset/pm-will-aj-dybantsa-be-the-first-pick-in-the-2026-nba-draft/risk · same metrics, JSON