POLYMARKET · PREDICTION MARKET · SPORTS

Will Bukayo Saka be the top goalscorer at the 2026 FIFA World Cup?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-bukayo-saka-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 2s old
24h sparkline · 60 pts -50.00%
realized vol (ann.)
4.68%
max drawdown
40.00%
sharpe
ulcer index
34.45%
RMS drawdown
pain index
32.22%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
40.00%
cond. drawdown
gain/pain
1.00
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
-50.00%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -50.00%
Same bundle via M2M API: /api/m2m/pm-will-bukayo-saka-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH1.8s--:--:-- 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
99.9¢
YES price · live 24h
n=25 · μ=0.0021 · σ=0.0005 · range [0.0015, 0.0030] · R²=0.843 FALLING -50.00%σ EXTREME 22.68%LAST 0.00150.00300.00260.00230.00190.0015μ = 0.0021max 0.0030min 0.0015dataMA(5)OLS R²=0.84μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.15¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
0.1%0.1¢666.67× +0.00pp
NO
99.9%99.9¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=35 · μ=1.5 · σ=2.3 · CV=1.59BURSTYcumulative energy ↗ · 50% by h=1201345μ = 1550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 35bp moved · peak 5bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.8s
YES mid
0.15¢ (0.15%)
NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$1.1M
liquidity $
$72.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0021 · σ=0.0005 · range [0.0015, 0.0030] · R²=0.843 FALLING -50.00%σ EXTREME 22.68%LAST 0.00150.00300.00260.00230.00190.0015μ = 0.0021max 0.0030min 0.0015dataMA(5)OLS R²=0.84μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9979 · σ=0.0005 · range [0.9970, 0.9985] · R²=0.843 RISING +0.15%σ LOW 0.05%LAST 0.99850.99850.99810.99780.99740.9970μ = 0.9979max 0.9985min 0.9970dataMA(5)OLS R²=0.84μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0002 · skew=-0.51 (left-skewed) · kurt=0.06 (mesokurtic)17139405-0.04ppbin -0.04pp · n=5 · 29.4% peakbin -0.04pp · n=5 · 29.4% peak-0.03pp-0.03pp-0.02pp-0.00pp170.01ppbin 0.01pp · n=17 · 100.0% peakbin 0.01pp · n=17 · 100.0% peak0.02pp0.03pp0.04pp20.04ppbin 0.04pp · n=2 · 11.8% peakbin 0.04pp · n=2 · 11.8% 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=-0.13 · kurt=0.36 · near 8 / mid 15 / far 1 · OLS slope=0.86 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.44)
μ MEAN0.21¢95% CI: [0.19¢, 0.23¢]
σ STD DEV0.05ppσ² = 22.250×10⁻⁴ · CV = 22.68%
med MEDIAN0.20¢Q₁ 0.15¢ · Q₃ 0.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.15¢med 0.20¢Q₃ 0.25¢max 0.30¢μ
SKEWNESS · G₁-0.017approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.438platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.17
σ × 1.349 ↔ IQRdiverges from normalratio = 0.64
range ↔ σconcentrated (range < 4σ)range / σ = 3.18
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) -0.49 + ADF rejected
ρ(1) AUTOCORR-0.493negative · reversal
ρ(2) AUTOCORR+0.259lag-2 not significant
H · HURST EXPONENT0.753strongly persistent
OLS TREND · t-STAT-11.114significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.753STRONGLY 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=1-0.493k=2+0.259k=3-0.498k=4+0.406k=5-0.2000+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 · ρ(1) -0.49 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=11.11)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 ID2069669
SLUGwill-bukayo-saka…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.15¢implied prob 0.15% · decimal odds 666.67×
COUNTER · NO99.85¢implied prob 99.85% · decimal odds 1.00×
0.15¢
99.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME1.07M USD 24h
LIQUIDITY72.73k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%YES0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES666.67×(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) = 0.016 bits (2% 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
31days
14hrs
04min
YES$1.00(P = 0.1%)
NO$0.00(P = 99.9%)
current: $0.0015 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+15.8dRESOLVESP projection · σ=0.05% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.231 pp/day
now31.59d left
0.231 pp/day×1.00
−25%23.69d left
0.267 pp/day×1.15
−50%15.79d left
0.327 pp/day×1.41
−75%7.90d left
0.462 pp/day×2.00
−90%3.16d left
0.731 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 0.05% · worst -0.05% · typical |Δ| 0.01%MILD BEARISH -0.15%BEST+0.05%11hWORST-0.05%1hTYPICAL |Δ|0.01%mean absoluteCUMULATIVE-0.15%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ -0.01% · Σ -0.05%CUMULATIVE Δ PATH · final -0.15%+0.00%-0.15%-0.05% · 1h-0.05% · 1h-0.05%1h▼ WORST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.05% · 10h-0.05% · 10h-0.05%10h0.05% · 11h0.05% · 11h0.05%11h★ BEST-0.05% · 12h-0.05% · 12h-0.05%12h0.00% · 13h0.00% · 13h·13h-0.05% · 14h-0.05% · 14h-0.05%14h0.05% · 15h0.05% · 15h0.05%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.05% · 18h-0.05% · 18h-0.05%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 PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH8% up · 21% down · 71% flat
2 up bars · 5 down · best 0.05% · worst -0.05% · typical |Δ| 0.015%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.15%)FINAL-0.15%MAX DD-0.15%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9985 · peak 1.0000 · range [0.9985, 1.0000]1.00000.9985break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.15% · shallow0%-0.15%▼ TROUGH -0.15%TOP DRAWDOWN PERIODS · 1 total#1 -0.15%bar 2-25 · 24 bars · ONGOINGDD SEVERITYshallow (max -0.15%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9985 (-0.15%) · max DD -0.15% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −12 (0% positive) · μ=-18.35 · σ=16.26UNPROFITABLE STRATEGYLAST 0.00 (+1.13σ vs μ)38.2119.100.00-19.10-38.21μ = -18.35-38.21-38.210.000.000.000.000.000.00-38.21-38.210.000.00-20.72-20.72-20.72-20.72-38.21-38.21-15.87-15.870.000.00-20.72-20.72-20.72-20.72-20.72-20.720.000.00-38.21-38.21-38.21-38.21-38.21-38.210.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-38.21, 0.00] · μ -18.355 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=2.4049 · σ=1.5133 · range [0.0000, 4.6011] · R²=0.040 FALLING -100.00%σ EXTREME 62.92%LAST 0.00004.60113.45082.30051.15030.0000μ = 2.4049max 4.6011min 0.0000dataMA(3)OLS R²=0.04μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 4.60%] · μ 2.40% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −14 (0% positive) · μ=-0.292 · σ=0.287MEAN-REVERSIONLAST 0.000 (+1.02σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.292-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.500-0.500-0.716-0.716-0.775-0.775-0.733-0.733-0.661-0.661-0.500-0.500-0.363-0.363-0.363-0.363-0.363-0.3630.0000.000-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000v > 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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.6343
p-VALUE (log scale)
0.7282
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀***

H₀: No serial autocorrelation up to lag 5

STATISTIC
22.3139
p-VALUE (log scale)
0.0005
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-1.9297
p-VALUE (log scale)
0.3287
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
1.2153
p-VALUE (log scale)
0.2243
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8956
p-VALUE (log scale)
0.0042
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
-1.6976
p-VALUE (log scale)
0.0896
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.483 ≈ 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=7.99e-8 · top T=2.18h (34.5%) · top-3 cover 75.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.3e-72.5e-71.7e-78.3e-80.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.84e-10 · 0.1% energyperiod 24.0 · power 9.84e-10 · 0.1% energyperiod 12.0 · power 1.04e-8 · 1.1% energyperiod 12.0 · power 1.04e-8 · 1.1% energyperiod 8.0 · power 3.13e-8 · 3.3% energyperiod 8.0 · power 3.13e-8 · 3.3% energyperiod 6.0 · power 7.29e-8 · 7.6% energyperiod 6.0 · power 7.29e-8 · 7.6% energyperiod 4.8 · power 3.34e-8 · 3.5% energyperiod 4.8 · power 3.34e-8 · 3.5% energyperiod 4.0 · power 1.35e-7 · 14.1% energyperiod 4.0 · power 1.35e-7 · 14.1% energyperiod 3.4 · power 9.74e-9 · 1.0% energyperiod 3.4 · power 9.74e-9 · 1.0% energyperiod 3.0 · power 3.12e-8 · 3.3% energyperiod 3.0 · power 3.12e-8 · 3.3% energyperiod 2.7 · power 3.13e-8 · 3.3% energyperiod 2.7 · power 3.13e-8 · 3.3% energyperiod 2.4 · power 1.04e-8 · 1.1% energyperiod 2.4 · power 1.04e-8 · 1.1% energyperiod 2.2 · power 3.31e-7 · 34.5% energyperiod 2.2 · power 3.31e-7 · 34.5% energyperiod 2.0 · power 2.60e-7 · 27.2% energyperiod 2.0 · power 2.60e-7 · 27.2% energy50% by T=2.2h#1 dominantT=2.18h#2T=2.00h#3T=4.00hT=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 34.5% of total energy · Σ|X̂|²/n = 9.583e-7

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 31.6 d · σ/bar 0.003pp · expected |Δp| over horizon 0.09ppterminal variance p(1−p) = 0.0015 · n = 5000n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move32d
0.09pp
σ × √758.0779302777778
Terminal variancebinary
0.0015
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 5000
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
57.1pp
peak 0.4¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
666.667
total return per $1
AmericanUS
+66567
$100 wins $66567
FractionalUK
665.67 / 1
profit per $1 risked
Profit per $100stake
+$66566.67
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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.38 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
54403876208629444565588325545810513644600662251742896644235888876117654558318
NO token ID
86254687885193689767193223836453047208823841303546423374549050873109645041581
Snapshot fetched
2026-06-18 09:55:17 UTC
Snapshot age
1.8s
History points
25 CLOB mids
Page rendered
2026-06-18 09:55:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
33486b4726dc0078202bd19a1a972c871ff830b3dd3fcc94a5a8850bc516334c · 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
0.001500
(best bid + best ask) / 2
Spread
6666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.998
ask-heavy
Imbalance (top-5)
+0.338
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-bukayo-saka-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.030762195079.82bp0.16000032FILLED
BUY$10.00K0.2077911375276.57bp0.88800049FILLED
BUY$100.00K0.6952594625058.87bp0.96000058FILLED
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1972.24%
σ per bar = 0.014898
Mean return (annualised)
-29702.39%
μ per bar = -0.000169
Sharpe (rf=0)
-15.06
annualised; risk-free assumed zero
Max drawdown
57.14%
peak 0.00 → trough 0.00 over 2968 bars

/api/asset/pm-will-bukayo-saka-be-the-top-goalscorer-at-the-2026-fifa-world-cup/risk · same metrics, JSON