POLYMARKET · PREDICTION MARKET · IEM COLOGNE MAJOR 2026 WINNER

Will BetBoom win IEM Cologne Major 2026?

YES · live
1.1¢
NO · live
98.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-betboom-win-iem-cologne-major-2026 · fresh · feed 0s old
24h sparkline · 60 pts -43.90%
realized vol (ann.)
32.37%
max drawdown
60.00%
sharpe
ulcer index
30.64%
RMS drawdown
pain index
23.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
54.36%
cond. drawdown
gain/pain
1.06
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.06
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-43.90%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -43.90%
Same bundle via M2M API: /api/m2m/pm-will-betboom-win-iem-cologne-major-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH8ms--:--:-- 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
1.1¢
NO · live
98.9¢
YES price · live 24h
n=25 · μ=0.0142 · σ=0.0049 · range [0.0105, 0.0305] · R²=0.438 FALLING -54.90%σ EXTREME 34.86%LAST 0.01150.03050.02550.02050.01550.0105μ = 0.0142max 0.0305min 0.0105dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.15¢
YES / NO split · live
YES 1.1%NO 98.9%NO98.9%98.85¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.091 / 1.00 bits (9%) · informative — one side favoured
YES
1.1%1.1¢86.96× +0.00pp
NO
98.9%98.9¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=410 · μ=17.1 · σ=26.4 · CV=1.55BURSTY · concentratedcumulative energy ↗ · 50% by h=40285583110μ = 1711050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 410bp moved · peak 110bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
8ms
YES mid
1.15¢ (1.15%)
NO mid
98.85¢ (98.85%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$80.6k
liquidity $
$65.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0142 · σ=0.0049 · range [0.0105, 0.0305] · R²=0.438 FALLING -54.90%σ EXTREME 34.86%LAST 0.01150.03050.02550.02050.01550.0105μ = 0.0142max 0.0305min 0.0105dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.15¢
NO price · CLOB mid
n=25 · μ=0.9858 · σ=0.0049 · range [0.9695, 0.9895] · R²=0.438 RISING +1.44%σ LOW 0.50%LAST 0.98850.98950.98450.97950.97450.9695μ = 0.9858max 0.9895min 0.9695dataMA(5)OLS R²=0.44μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0009 · σ=0.0027 · skew=-1.27 (left-skewed) · kurt=3.98 (leptokurtic (fat tails))14117401-1.02ppbin -1.02pp · n=1 · 7.1% peakbin -1.02pp · n=1 · 7.1% peak-0.86pp-0.70pp-0.54pp3-0.38ppbin -0.38pp · n=3 · 21.4% peakbin -0.38pp · n=3 · 21.4% peak1-0.22ppbin -0.22pp · n=1 · 7.1% peakbin -0.22pp · n=1 · 7.1% peak14-0.06ppbin -0.06pp · n=14 · 100.0% peakbin -0.06pp · n=14 · 100.0% peak30.10ppbin 0.10pp · n=3 · 21.4% peakbin 0.10pp · n=3 · 21.4% peak0.26pp20.42ppbin 0.42pp · n=2 · 14.3% peakbin 0.42pp · n=2 · 14.3% 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=-1.31 · kurt=3.88 · near 11 / mid 12 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25LEPTOKURTIC · FAT TAILS (G₂=3.01)
μ MEAN1.42¢95% CI: [1.22¢, 1.61¢]
σ STD DEV0.49ppσ² = 0.244 · CV = 34.86%
med MEDIAN1.20¢Q₁ 1.15¢ · Q₃ 1.60¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.05¢Q₁ 1.15¢med 1.20¢Q₃ 1.60¢max 3.05¢μ
SKEWNESS · G₁1.890right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.010leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 1.48
range ↔ σwide tails (range > 4σ)range / σ = 4.05
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-0.178within white-noise band
ρ(2) AUTOCORR-0.225lag-2 not significant
H · HURST EXPONENT0.870strongly persistent
OLS TREND · t-STAT-4.236significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.870STRONGLY 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=1-0.178k=2-0.225k=3-0.043k=4+0.193k=5+0.1210+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 CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.92very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.24)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 ID1892283
SLUGwill-betboom-win-iem-cologne-major-2026
CATEGORYIEM Cologne Major 2026 Winner
TWO-SIDED PRICING
PRIMARY · YES1.15¢implied prob 1.15% · decimal odds 86.96×
COUNTER · NO98.85¢implied prob 98.85% · decimal odds 1.01×
1.15¢
98.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME80.55k USD 24h
LIQUIDITY65.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.977 · entropy 0.091 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 1.1%NO 98.9%YES1.1%H = 0.091 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES86.96×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.091 bits (9% 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 2026-06-21 00:00 UTC
6days
07hrs
51min
YES$1.00(P = 1.1%)
NO$0.00(P = 98.9%)
current: $0.0115 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2dRESOLVESP projection · σ=0.49% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.422 pp/day
now6.33d left
2.422 pp/day×1.00
−25%4.75d left
2.796 pp/day×1.15
−50%3.16d left
3.425 pp/day×1.41
−75%1.58d left
4.843 pp/day×2.00
−90%15.19h left
7.658 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 0.50% · worst -1.10% · typical |Δ| 0.17%BEARISH SESSION -1.40%BEST+0.50%1hWORST-1.10%2hTYPICAL |Δ|0.17%mean absoluteCUMULATIVE-1.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.19% · Σ -1.35%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final -1.40%+0.50%-1.50%0.50% · 1h0.50% · 1h0.50%1h★ BEST-1.10% · 2h-1.10% · 2h-1.10%2h▼ WORST-0.35% · 3h-0.35% · 3h-0.35%3h0.10% · 4h0.10% · 4h0.10%4h0.15% · 5h0.15% · 5h0.15%5h-0.30% · 6h-0.30% · 6h-0.30%6h-0.35% · 7h-0.35% · 7h-0.35%7h-0.05% · 8h-0.05% · 8h-0.05%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.10% · 13h-0.10% · 13h-0.10%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.10% · 16h0.10% · 16h0.10%16h0.50% · 17h0.50% · 17h0.50%17h-0.45% · 18h-0.45% · 18h-0.45%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.10%)RUNSup max 2 · down max 3BREADTH21% up · 33% down · 46% flat
5 up bars · 8 down · best 0.50% · worst -1.10% · typical |Δ| 0.171%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-1.40%)FINAL-1.40%MAX DD-1.99%RECOVERYONGOING · 23 barsMAX RUN-UP+0.50%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9860 · peak 1.0050 · range [0.9850, 1.0050]1.00500.9850break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -1.99% · moderate0%-1.99%▼ TROUGH -1.99%TOP DRAWDOWN PERIODS · 1 total#1 -1.99%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -1.99%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9860 (-1.40%) · max DD -1.99% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-25.55 · σ=29.77UNPROFITABLE STRATEGYLAST -38.21 (-0.43σ vs μ)66.8733.430.00-33.43-66.87μ = -25.55-28.12-28.12-64.30-64.30-54.38-54.38-33.95-33.95-44.35-44.35-66.87-66.87-44.49-44.49-55.93-55.93-38.21-38.21-38.21-38.210.000.0036.5036.502.542.547.727.727.727.727.727.722.592.59-43.15-43.15-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-66.87, 36.50] · μ -25.546 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=19.9749 · σ=13.4328 · range [1.9105, 51.9149] · R²=0.072 FALLING -96.32%σ EXTREME 67.25%LAST 1.910551.914939.413826.912714.41161.9105μ = 19.9749max 51.9149min 1.9105dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 1.91% · range [1.91%, 51.91%] · μ 19.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −12 (32% positive) · μ=-0.105 · σ=0.263MEAN-REVERSIONLAST -0.233 (-0.49σ vs μ)0.4900.2450.000-0.245-0.490μ = -0.105-0.298-0.2980.2050.205-0.052-0.0520.2130.2130.0260.0260.4670.4670.0990.099-0.071-0.071-0.233-0.233-0.233-0.2330.0000.0000.1890.189-0.381-0.381-0.391-0.391-0.391-0.391-0.386-0.386-0.490-0.490-0.043-0.043-0.233-0.233v > 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
34.0904
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
4.0071
p-VALUE (log scale)
0.5504
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
-2.6044
p-VALUE (log scale)
0.0941
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
-0.7097
p-VALUE (log scale)
0.4779
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5648
p-VALUE (log scale)
0.0271
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
-1.3831
p-VALUE (log scale)
0.1666
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.579 ≈ 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=9.96e-6 · top T=4.00h (25.2%) · top-3 cover 54.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-52.3e-51.5e-57.5e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.71e-6 · 6.5% energyperiod 24.0 · power 7.71e-6 · 6.5% energyperiod 12.0 · power 6.61e-7 · 0.6% energyperiod 12.0 · power 6.61e-7 · 0.6% energyperiod 8.0 · power 2.66e-6 · 2.2% energyperiod 8.0 · power 2.66e-6 · 2.2% energyperiod 6.0 · power 1.19e-5 · 10.0% energyperiod 6.0 · power 1.19e-5 · 10.0% energyperiod 4.8 · power 8.27e-6 · 6.9% energyperiod 4.8 · power 8.27e-6 · 6.9% energyperiod 4.0 · power 3.02e-5 · 25.2% energyperiod 4.0 · power 3.02e-5 · 25.2% energyperiod 3.4 · power 6.04e-6 · 5.1% energyperiod 3.4 · power 6.04e-6 · 5.1% energyperiod 3.0 · power 5.76e-6 · 4.8% energyperiod 3.0 · power 5.76e-6 · 4.8% energyperiod 2.7 · power 1.79e-5 · 15.0% energyperiod 2.7 · power 1.79e-5 · 15.0% energyperiod 2.4 · power 5.17e-6 · 4.3% energyperiod 2.4 · power 5.17e-6 · 4.3% energyperiod 2.2 · power 6.52e-6 · 5.5% energyperiod 2.2 · power 6.52e-6 · 5.5% energyperiod 2.0 · power 1.67e-5 · 13.9% energyperiod 2.0 · power 1.67e-5 · 13.9% energy50% by T=4.0h#1 dominantT=4.00h#2T=2.67h#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 ≈ 4.00h (freq 0.250) · concentrates 25.2% of total energy · Σ|X̂|²/n = 1.195e-4

▸ Depth section using sovereign-store price series (3812 bars · effective 1752810 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 6.3 d · σ/bar 0.020pp · expected |Δp| over horizon 0.24ppterminal variance p(1−p) = 0.0114 · n = 3812n = 3812
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move6d
0.24pp
σ × √151.855015
Terminal variancebinary
0.0114
p(1−p) at resolution
Current pricep
1.1¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 3812
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
61.0pp
peak 2.1¢ → trough 0.8¢
Median step
0.05pp
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
1.1%
= price
Decimal oddsEU
86.957
total return per $1
AmericanUS
+8596
$100 wins $8596
FractionalUK
85.96 / 1
profit per $1 risked
Profit per $100stake
+$8595.65
clean dollar framing
-1000-5000+500+1000020406080100you · 1.1%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)
0.091 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.091 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.44 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
23671075461960714649241747386422883221530784061107785153438964021753509907395
NO token ID
100359110674914522822697377537277907924870692163936528365268467884811762456483
Snapshot fetched
2026-06-14 16:08:41 UTC
Snapshot age
8ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:08:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
01028680e6b63120b7c4af25303d7cdf27863028ec9a96cfe552a656cadf47ff · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in IEM Cologne Major 2026 Winner

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
0.011500
(best bid + best ask) / 2
Spread
2608.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.958
ask-heavy
Imbalance (top-5)
+0.859
bid-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-betboom-win-iem-cologne-major-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02789214254.32bp0.06900018FILLED
BUY$10.00K0.148313118967.53bp0.73400064FILLED
BUY$100.00K0.624073532672.41bp0.99900074FILLED
SELL$1.00K0.0030027389.46bp0.0010008PARTIAL
SELL$10.00K0.0030027389.46bp0.0010008PARTIAL
SELL$100.00K0.0030027389.46bp0.0010008PARTIAL

Risk metrics

sovereign store · 3,812 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1987.72%
σ per bar = 0.015014
Mean return (annualised)
-26587.80%
μ per bar = -0.000152
Sharpe (rf=0)
-13.38
annualised; risk-free assumed zero
Max drawdown
60.98%
peak 0.02 → trough 0.01 over 3673 bars

/api/asset/pm-will-betboom-win-iem-cologne-major-2026/risk · same metrics, JSON