POLYMARKET · PREDICTION MARKET · SPORTS

Will Brazil win the 2026 FIFA World Cup?

YES · live
7.4¢
NO · live
92.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-brazil-win-the-2026-fifa-world-cup-183 · fresh · feed 0s old
24h sparkline · 60 pts -10.78%
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
2000
store
spread
24h Δ
-10.78%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -10.78%
Same bundle via M2M API: /api/m2m/pm-will-brazil-win-the-2026-fifa-world-cup-183/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4ms--:--:-- 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
7.4¢
NO · live
92.5¢
YES price · live 24h
n=25 · μ=0.0772 · σ=0.0041 · range [0.0745, 0.0835] · R²=0.657 FALLING -10.78%σ HIGH 5.31%LAST 0.07450.08350.08130.07900.07670.0745μ = 0.0772max 0.0835min 0.0745dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 7.45¢
YES / NO split · live
YES 7.4%NO 92.5%NO92.5%92.55¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.382 / 1.00 bits (38%) · informative — one side favoured
YES
7.4%7.4¢13.42× +0.00pp
NO
92.5%92.5¢1.08× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=90 · μ=3.8 · σ=12.8 · CV=3.41BURSTY · concentratedcumulative energy ↗ · 50% by h=7013253850μ = 45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 90bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
7.45¢ (7.45%)
NO mid
92.55¢ (92.55%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$2.2M
liquidity $
$6.3M
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0772 · σ=0.0041 · range [0.0745, 0.0835] · R²=0.657 FALLING -10.78%σ HIGH 5.31%LAST 0.07450.08350.08130.07900.07670.0745μ = 0.0772max 0.0835min 0.0745dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 7.45¢
NO price · CLOB mid
n=25 · μ=0.9228 · σ=0.0041 · range [0.9165, 0.9255] · R²=0.657 RISING +0.98%σ LOW 0.44%LAST 0.92550.92550.92330.92100.91870.9165μ = 0.9228max 0.9255min 0.9165dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 92.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0006 · σ=0.0011 · skew=-3.10 (left-skewed) · kurt=7.85 (leptokurtic (fat tails))221711601-0.48ppbin -0.48pp · n=1 · 4.5% peakbin -0.48pp · n=1 · 4.5% peak-0.43pp1-0.38ppbin -0.38pp · n=1 · 4.5% peakbin -0.38pp · n=1 · 4.5% peak-0.33pp-0.28pp-0.23pp-0.18pp-0.13pp-0.08pp22-0.03ppbin -0.03pp · n=22 · 100.0% peakbin -0.03pp · n=22 · 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=-3.09 · kurt=7.69 · near 5 / mid 11 / far 8 · OLS slope=0.57 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.66σΔ=+1.56σΔ=-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=0.84)
μ MEAN7.72¢95% CI: [7.56¢, 7.88¢]
σ STD DEV0.41ppσ² = 0.168 · CV = 5.31%
med MEDIAN7.45¢Q₁ 7.45¢ · Q₃ 8.35¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 7.45¢Q₁ 7.45¢med 7.45¢Q₃ 8.35¢max 8.35¢μ
SKEWNESS · G₁0.837right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.295platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.65
σ × 1.349 ↔ IQRdiverges from normalratio = 0.61
range ↔ σconcentrated (range < 4σ)range / σ = 2.20
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+0.438positive · momentum
ρ(2) AUTOCORR-0.097lag-2 not significant
H · HURST EXPONENT0.611persistent
OLS TREND · t-STAT-6.637significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.611PERSISTENT
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+0.438k=2-0.097k=3-0.101k=4-0.105k=5-0.1080+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 0.66very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.64)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 ID558937
SLUGwill-brazil-win-the-2026-fifa-world-cup-183
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES7.45¢implied prob 7.45% · decimal odds 13.42×
COUNTER · NO92.55¢implied prob 92.55% · decimal odds 1.08×
7.45¢
92.55¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME2.17M USD 24h
LIQUIDITY6.27M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (93¢)|primary − counter| = 0.851 · entropy 0.382 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 7.4%NO 92.5%YES7.4%H = 0.382 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES13.42×(7¢)NO1.08×(93¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.382 bits (38% 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 · DISTANTresolves 2026-07-20 00:00 UTC
35days
07hrs
36min
YES$1.00(P = 7.4%)
NO$0.00(P = 92.5%)
current: $0.0745 · expected return per side: $0.93 on YES hit · $0.07 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.7dRESOLVESP projection · σ=0.41% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.009 pp/day
now35.32d left
2.009 pp/day×1.00
−25%26.49d left
2.319 pp/day×1.15
−50%17.66d left
2.841 pp/day×1.41
−75%8.83d left
4.017 pp/day×2.00
−90%3.53d left
6.352 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 0.00% · worst -0.50% · typical |Δ| 0.04%BEARISH SESSION -0.90%BEST+0.00%1hWORST-0.50%7hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE-0.90%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -0.05% · Σ -0.40%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.90%+0.00%-0.90%0.00% · 1h0.00% · 1h·1h★ BEST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-0.50% · 7h-0.50% · 7h-0.50%7h▼ WORST-0.40% · 8h-0.40% · 8h-0.40%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·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·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 PATTERNUS-led (+0.00%)RUNSup max 0 · down max 2BREADTH0% up · 8% down · 92% flat
0 up bars · 2 down · best 0.00% · worst -0.50% · typical |Δ| 0.038%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.90%)FINAL-0.90%MAX DD-0.90%RECOVERYONGOING · 18 barsMAX RUN-UP+0.00%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9910 · peak 1.0000 · range [0.9910, 1.0000]1.00000.9910break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.90% · shallow0%-0.90%▼ TROUGH -0.90%TOP DRAWDOWN PERIODS · 1 total#1 -0.90%bar 8-25 · 18 bars · ONGOINGDD SEVERITYshallow (max -0.90%)RECOVERYongoing · 18 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9910 (-0.90%) · max DD -0.90% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −7 (0% positive) · μ=-19.78 · σ=27.29UNPROFITABLE STRATEGYLAST 0.00 (+0.72σ vs μ)59.8629.930.00-29.93-59.86μ = -19.780.000.00-38.21-38.21-59.86-59.86-59.86-59.86-59.86-59.86-59.86-59.86-59.86-59.86-38.21-38.210.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-59.86, 0.00] · μ -19.776 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.5862 · σ=10.3122 · range [0.0000, 21.9499] · R²=0.491 FLATσ EXTREME 135.93%LAST 0.000021.949916.462510.97505.48750.0000μ = 7.5862max 21.9499min 0.0000dataMA(3)OLS R²=0.49μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 21.95%] · μ 7.59% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −2 (26% positive) · μ=0.063 · σ=0.133MEAN-REVERSIONLAST 0.000 (-0.47σ vs μ)0.4270.2140.000-0.214-0.427μ = 0.0630.0000.000-0.033-0.0330.3730.3730.1550.1550.1550.1550.1550.1550.4270.427-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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 5 REJECT · mixed evidence3 reject·2 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
140.9200
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
6.5057
p-VALUE (log scale)
0.2592
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
-1.4423
p-VALUE (log scale)
0.5608
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (0+/2-)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6823
p-VALUE (log scale)
0.0152
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.1302
p-VALUE (log scale)
0.0332
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.648 → trending
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=1.57e-6 · top T=24.00h (17.6%) · top-3 cover 49.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.3e-62.5e-61.7e-68.3e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.32e-6 · 17.6% energyperiod 24.0 · power 3.32e-6 · 17.6% energyperiod 12.0 · power 3.15e-6 · 16.7% energyperiod 12.0 · power 3.15e-6 · 16.7% energyperiod 8.0 · power 2.89e-6 · 15.3% energyperiod 8.0 · power 2.89e-6 · 15.3% energyperiod 6.0 · power 2.54e-6 · 13.5% energyperiod 6.0 · power 2.54e-6 · 13.5% energyperiod 4.8 · power 2.14e-6 · 11.4% energyperiod 4.8 · power 2.14e-6 · 11.4% energyperiod 4.0 · power 1.71e-6 · 9.1% energyperiod 4.0 · power 1.71e-6 · 9.1% energyperiod 3.4 · power 1.28e-6 · 6.8% energyperiod 3.4 · power 1.28e-6 · 6.8% energyperiod 3.0 · power 8.75e-7 · 4.6% energyperiod 3.0 · power 8.75e-7 · 4.6% energyperiod 2.7 · power 5.30e-7 · 2.8% energyperiod 2.7 · power 5.30e-7 · 2.8% energyperiod 2.4 · power 2.65e-7 · 1.4% energyperiod 2.4 · power 2.65e-7 · 1.4% energyperiod 2.2 · power 9.85e-8 · 0.5% energyperiod 2.2 · power 9.85e-8 · 0.5% energyperiod 2.0 · power 4.17e-8 · 0.2% energyperiod 2.0 · power 4.17e-8 · 0.2% energy50% by T=6.0h#1 dominantT=24.00h#2T=12.00h#3T=8.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 17.6% of total energy · Σ|X̂|²/n = 1.883e-5

▸ Depth section using sovereign-store price series (3874 bars · effective 1752908 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 35.3 d · σ/bar 0.021pp · expected |Δp| over horizon 0.60ppterminal variance p(1−p) = 0.0689 · n = 3874n = 3874
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.021pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move35d
0.60pp
σ × √847.6077697222222
Terminal variancebinary
0.0689
p(1−p) at resolution
Current pricep
7.4¢
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 0.20pp · unique ratio 0.00n = 3874
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
15.6pp
peak 8.3¢ → trough 7.0¢
Median step
0.20pp
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
7.4%
= price
Decimal oddsEU
13.423
total return per $1
AmericanUS
+1242
$100 wins $1242
FractionalUK
12.42 / 1
profit per $1 risked
Profit per $100stake
+$1242.28
clean dollar framing
-1000-5000+500+1000020406080100you · 7.4%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)
0.382 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.382 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.75 bit
self-information
Surprise · NO−log₂(1−p)
0.11 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
27576533317283401577758999384642760405921738493660383550832555714312627457443
NO token ID
52986718774908357330412653486471347449818893503063830313445318937088822580057
Snapshot fetched
2026-06-14 16:23:32 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:23:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2f99cc96bf6599b534fecf68aa17297e6ee9c1b6528903a80c295e754d478e7b · 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
0.074500
(best bid + best ask) / 2
Spread
134.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.421
ask-heavy
Imbalance (top-5)
-0.703
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-brazil-win-the-2026-fifa-world-cup-183/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.07500067.11bp0.0750001FILLED
BUY$10.00K0.07500067.11bp0.0750001FILLED
BUY$100.00K0.077233366.79bp0.0850008FILLED
SELL$1.00K0.07400067.11bp0.0740001FILLED
SELL$10.00K0.072704241.08bp0.0710004FILLED
SELL$100.00K0.0653041234.42bp0.06400011FILLED

Risk metrics

sovereign store · 3,874 barsperiods/year ≈ 1.75M
Realized vol (annualised)
352.22%
σ per bar = 0.002660
Mean return (annualised)
-5161.75%
μ per bar = -0.000029
Sharpe (rf=0)
-14.65
annualised; risk-free assumed zero
Max drawdown
15.57%
peak 0.08 → trough 0.07 over 704 bars

/api/asset/pm-will-brazil-win-the-2026-fifa-world-cup-183/risk · same metrics, JSON