POLYMARKET · PREDICTION MARKET · SPORTS

Will Australia win Group D in the 2026 FIFA World Cup?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-australia-win-group-d-in-the-2026-fifa-world-cup · fresh · feed 10s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
802
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-australia-win-group-d-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING10.0s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·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=0.0787 · σ=0.1021 · range [0.0005, 0.2145] · R²=0.715 FALLING -99.77%σ EXTREME 129.71%LAST 0.00050.21450.16100.10750.05400.0005μ = 0.0787max 0.2145min 0.0005dataMA(5)OLS R²=0.71μ 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=2,245 · μ=93.5 · σ=390.7 · CV=4.18BURSTY · concentratedcumulative energy ↗ · 50% by h=904819621,4441,925μ = 941,92550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2245bp moved · peak 1925bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
10.0s
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$70.9k
liquidity $
$312.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0787 · σ=0.1021 · range [0.0005, 0.2145] · R²=0.715 FALLING -99.77%σ EXTREME 129.71%LAST 0.00050.21450.16100.10750.05400.0005μ = 0.0787max 0.2145min 0.0005dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9213 · σ=0.1021 · range [0.7855, 0.9995] · R²=0.715 RISING +27.00%σ HIGH 11.08%LAST 0.99950.99950.94600.89250.83900.7855μ = 0.9213max 0.9995min 0.7855dataMA(5)OLS R²=0.71μ 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=-0.0146 · σ=0.0351 · skew=-4.59 (left-skewed) · kurt=19.04 (leptokurtic (fat tails))231712601-18.27ppbin -18.27pp · n=1 · 4.3% peakbin -18.27pp · n=1 · 4.3% peak-16.32pp-14.37pp-12.42pp-10.47pp-8.52pp-6.58pp-4.63pp-2.67pp23-0.73ppbin -0.73pp · n=23 · 100.0% peakbin -0.73pp · n=23 · 100.0% 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=-4.56 · kurt=18.88 · near 6 / mid 10 / far 8 · OLS slope=0.49 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.75σΔ=+1.54σΔ=-1.74σsample ↓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=0.55)
μ MEAN7.87¢95% CI: [3.87¢, 11.87¢]
σ STD DEV10.21ppσ² = 104.159 · CV = 129.71%
med MEDIAN0.60¢Q₁ 0.10¢ · Q₃ 21.20¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.10¢med 0.60¢Q₃ 21.20¢max 21.45¢μ
SKEWNESS · G₁0.547right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.763platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.71
σ × 1.349 ↔ IQRdiverges from normalratio = 0.65
range ↔ σconcentrated (range < 4σ)range / σ = 2.10
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.026within white-noise band
ρ(2) AUTOCORR-0.064lag-2 not significant
H · HURST EXPONENT0.736strongly persistent
OLS TREND · t-STAT-7.588significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.736STRONGLY 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+0.026k=2-0.064k=3-0.057k=4-0.051k=5-0.0670+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.50high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.59)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 ID839422
SLUGwill-australia-win-group-d-in-the-2026-fifa-world-cup
CATEGORYSports
TWO-SIDED PRICING
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 TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME70.91k USD 24h
LIQUIDITY312.85k 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 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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%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 · LOWresolves 2026-06-27 00:00 UTC
6days
13hrs
04min
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+3.3dRESOLVESP projection · σ=10.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 49.998 pp/day
now6.54d left
49.998 pp/day×1.00
−25%4.91d left
57.733 pp/day×1.15
−50%3.27d left
70.708 pp/day×1.41
−75%1.64d left
99.996 pp/day×2.00
−90%15.71h left
158.108 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 0.25% · worst -19.25% · typical |Δ| 0.94%BEARISH SESSION -21.25%BEST+0.25%7hWORST-19.25%9hTYPICAL |Δ|0.94%mean absoluteCUMULATIVE-21.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.02% · Σ +0.15%EUROPE · 08-16 UTCμ -2.61% · Σ -20.85%US · 16-24 UTCμ -0.07% · Σ -0.55%CUMULATIVE Δ PATH · final -21.25%+0.15%-21.25%0.00% · 1h0.00% · 1h·1h-0.05% · 2h-0.05% · 2h-0.05%2h-0.10% · 3h-0.10% · 3h-0.10%3h0.10% · 4h0.10% · 4h0.10%4h0.00% · 5h0.00% · 5h·5h-0.05% · 6h-0.05% · 6h-0.05%6h0.25% · 7h0.25% · 7h0.25%7h★ BEST-0.85% · 8h-0.85% · 8h-0.85%8h-19.25% · 9h-19.25% · 9h-19.25%9h▼ WORST-0.65% · 10h-0.65% · 10h-0.65%10h-0.10% · 11h-0.10% · 11h-0.10%11h0.00% · 12h0.00% · 12h·12h-0.20% · 13h-0.20% · 13h-0.20%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.25% · 15h0.25% · 15h0.25%15h-0.05% · 16h-0.05% · 16h-0.05%16h-0.15% · 17h-0.15% · 17h-0.15%17h-0.30% · 18h-0.30% · 18h-0.30%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.15%)RUNSup max 1 · down max 4BREADTH13% up · 54% down · 33% flat
3 up bars · 13 down · best 0.25% · worst -19.25% · typical |Δ| 0.935%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -20.85%FINAL-20.85%MAX DD-20.97%RECOVERYONGOING · 17 barsMAX RUN-UP+0.15%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.7915 · peak 1.0015 · range [0.7915, 1.0015]1.00150.7915break-even = 1★ PEAK 1.0015UNDERWATER DRAWDOWN · max -20.97% · severe0%-20.97%▼ TROUGH -20.97%TOP DRAWDOWN PERIODS · 2 total#1 -20.97%bar 9-25 · 17 bars · ONGOING#2 -0.15%bar 3-7 · 5 bars · recoveredDD SEVERITYsevere (max -20.97%)RECOVERYongoing · 17 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.7915 (-20.85%) · max DD -20.97% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −18 (5% positive) · μ=-35.38 · σ=19.08UNPROFITABLE STRATEGYLAST -38.21 (-0.15σ vs μ)74.0737.030.00-37.03-74.07μ = -35.38-22.83-22.8318.0818.08-26.41-26.41-39.48-39.48-41.29-41.29-41.54-41.54-41.41-41.41-42.54-42.54-40.60-40.60-39.27-39.27-15.51-15.51-19.86-19.86-41.30-41.30-30.32-30.32-25.76-25.76-74.07-74.07-64.40-64.40-45.47-45.47-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-74.07, 18.08] · μ -35.379 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=239.9817 · σ=339.9694 · range [1.9105, 732.2206] · R²=0.195 FALLING -70.12%σ EXTREME 141.66%LAST 1.9105732.2206549.6431367.0656184.48801.9105μ = 239.9817max 732.2206min 1.9105dataMA(3)OLS R²=0.19μ lineμ ± σ bandmaxmin
latest 1.91% · range [1.91%, 732.22%] · μ 239.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.031 · σ=0.177CLOSE TO MARTINGALELAST -0.033 (-0.01σ vs μ)0.3260.1630.000-0.163-0.326μ = -0.031-0.262-0.262-0.201-0.201-0.291-0.2910.0100.010-0.170-0.170-0.179-0.179-0.182-0.182-0.180-0.180-0.007-0.0070.0070.007-0.137-0.137-0.083-0.0830.1710.1710.1510.1510.1520.1520.1980.1980.3260.3260.1200.120-0.033-0.033v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.033 · |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
661.3452
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
0.4584
p-VALUE (log scale)
0.9917
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
-1.2492
p-VALUE (log scale)
0.6503
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
1.0025
p-VALUE (log scale)
0.3161
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7417
p-VALUE (log scale)
0.0098
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
0.2531
p-VALUE (log scale)
0.8002
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.077 ≈ 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=1.52e-3 · top T=8.00h (9.6%) · top-3 cover 28.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.8e-31.3e-38.8e-44.4e-40.0e+0μ noise floorperiod 24.0 · power 1.72e-3 · 9.4% energyperiod 24.0 · power 1.72e-3 · 9.4% energyperiod 12.0 · power 1.74e-3 · 9.5% energyperiod 12.0 · power 1.74e-3 · 9.5% energyperiod 8.0 · power 1.76e-3 · 9.6% energyperiod 8.0 · power 1.76e-3 · 9.6% energyperiod 6.0 · power 1.57e-3 · 8.6% energyperiod 6.0 · power 1.57e-3 · 8.6% energyperiod 4.8 · power 1.65e-3 · 9.0% energyperiod 4.8 · power 1.65e-3 · 9.0% energyperiod 4.0 · power 1.64e-3 · 9.0% energyperiod 4.0 · power 1.64e-3 · 9.0% energyperiod 3.4 · power 1.51e-3 · 8.2% energyperiod 3.4 · power 1.51e-3 · 8.2% energyperiod 3.0 · power 1.43e-3 · 7.8% energyperiod 3.0 · power 1.43e-3 · 7.8% energyperiod 2.7 · power 1.33e-3 · 7.3% energyperiod 2.7 · power 1.33e-3 · 7.3% energyperiod 2.4 · power 1.34e-3 · 7.3% energyperiod 2.4 · power 1.34e-3 · 7.3% energyperiod 2.2 · power 1.33e-3 · 7.3% energyperiod 2.2 · power 1.33e-3 · 7.3% energyperiod 2.0 · power 1.27e-3 · 6.9% energyperiod 2.0 · power 1.27e-3 · 6.9% energy50% by T=4.0h#1 dominantT=8.00h#2T=12.00h#3T=24.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 9.6% of total energy · Σ|X̂|²/n = 1.830e-2

▸ Depth section using sovereign-store price series (805 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 6.5 d · σ/bar 0.330pp · expected |Δp| over horizon 4.13ppterminal variance p(1−p) = 0.0005 · n = 805n = 805
μ per bar
-0.012pp
average Δp · drift
σ per bar
0.330pp
one-bar volatility · logit-free
Per-day movedaily
1.62pp
σ × √24
Per-horizon move7d
4.13pp
σ × √157.0748377777778
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 0.55pp · ES₉₅ 0.69pp · method parametric · drift-correcteddrift -0.012pp/bar · quantised: yes · median step 9.35pp · unique ratio 0.00n = 805
VaR 95%
0.55pp
1.645·σ (parametric) of Δp
ES 95%
0.69pp
mean of the tail
Max drawdown
99.5pp
peak 9.4¢ → trough 0.1¢
Median step
9.35pp
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
69010504454296192424119678911693824678228097995152248626000204709985081973540
NO token ID
82006152933429093137140190574393994409946252744133752481099352602247816575196
Snapshot fetched
2026-06-20 10:55:20 UTC
Snapshot age
10.0s
History points
25 CLOB mids
Page rendered
2026-06-20 10:55:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
21a182c3bc0fa0f625377b96348ca4b5c3537db4d18016d54906b296563fae53 · 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
(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-will-australia-win-group-d-in-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 805 barsperiods/year ≈ 1.75M
Realized vol (annualised)
24448.47%
σ per bar = 0.184675
Mean return (annualised)
-1141476.48%
μ per bar = -0.006513
Sharpe (rf=0)
-46.69
annualised; risk-free assumed zero
Max drawdown
99.47%
peak 0.09 → trough 0.00 over 3 bars

/api/asset/pm-will-australia-win-group-d-in-the-2026-fifa-world-cup/risk · same metrics, JSON