POLYMARKET · PREDICTION MARKET · SPORTS

Will Croatia win Group L in the 2026 FIFA World Cup?

YES · live
2.9¢
NO · live
97.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-croatia-win-group-l-in-the-2026-fifa-world-cup · fresh · feed 3s old
24h sparkline · 60 pts
realized vol (ann.)
15.60%
max drawdown
14.81%
sharpe
ulcer index
4.85%
RMS drawdown
pain index
3.75%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
9.89%
cond. drawdown
gain/pain
1.36
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.36
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-croatia-win-group-l-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3.3s--:--:-- 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
2.9¢
NO · live
97.2¢
YES price · live 24h
n=25 · μ=0.0953 · σ=0.0949 · range [0.0230, 0.2300] · R²=0.712 FALLING -87.61%σ EXTREME 99.58%LAST 0.02850.23000.17830.12650.07480.0230μ = 0.0953max 0.2300min 0.0230dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.85¢
YES / NO split · live
YES 2.9%NO 97.2%NO97.2%97.15¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.187 / 1.00 bits (19%) · informative — one side favoured
YES
2.9%2.9¢35.09× +0.00pp
NO
97.2%97.2¢1.03× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,135 · μ=89.0 · σ=346.0 · CV=3.89BURSTY · concentratedcumulative energy ↗ · 50% by h=804258501,2751,700μ = 891,70050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2135bp moved · peak 1700bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3.3s
YES mid
2.85¢ (2.85%)
NO mid
97.15¢ (97.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$49.4k
liquidity $
$42.6k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0953 · σ=0.0949 · range [0.0230, 0.2300] · R²=0.712 FALLING -87.61%σ EXTREME 99.58%LAST 0.02850.23000.17830.12650.07480.0230μ = 0.0953max 0.2300min 0.0230dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.85¢
NO price · CLOB mid
n=25 · μ=0.9047 · σ=0.0949 · range [0.7700, 0.9770] · R²=0.712 RISING +26.17%σ HIGH 10.48%LAST 0.97150.97700.92530.87350.82170.7700μ = 0.9047max 0.9770min 0.7700dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0138 · σ=0.0310 · skew=-4.50 (left-skewed) · kurt=18.51 (leptokurtic (fat tails))221711601-16.14ppbin -16.14pp · n=1 · 4.5% peakbin -16.14pp · n=1 · 4.5% peak-14.42pp-12.70pp-10.98pp-9.26pp-7.54pp-5.82pp-4.10pp1-2.38ppbin -2.38pp · n=1 · 4.5% peakbin -2.38pp · n=1 · 4.5% peak22-0.66ppbin -0.66pp · n=22 · 100.0% peakbin -0.66pp · 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=-4.46 · kurt=18.28 · near 6 / mid 11 / far 7 · OLS slope=0.52 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.72σΔ=-1.73σsample ↓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=0.70)
μ MEAN9.53¢95% CI: [5.81¢, 13.24¢]
σ STD DEV9.49ppσ² = 89.979 · CV = 99.58%
med MEDIAN2.85¢Q₁ 2.55¢ · Q₃ 23.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 2.30¢Q₁ 2.55¢med 2.85¢Q₃ 23.00¢max 23.00¢μ
SKEWNESS · G₁0.695right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.538platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.70
σ × 1.349 ↔ IQRdiverges from normalratio = 0.63
range ↔ σconcentrated (range < 4σ)range / σ = 2.18
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.026within white-noise band
ρ(2) AUTOCORR-0.063lag-2 not significant
H · HURST EXPONENT0.905strongly persistent
OLS TREND · t-STAT-7.535significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.905STRONGLY 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=2-0.063k=3+0.055k=4-0.014k=5-0.0780+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 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.54)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 ID840396
SLUGwill-croatia-win-group-l-in-the-2026-fifa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES2.85¢implied prob 2.85% · decimal odds 35.09×
COUNTER · NO97.15¢implied prob 97.15% · decimal odds 1.03×
2.85¢
97.15¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME49.42k USD 24h
LIQUIDITY42.61k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.943 · entropy 0.187 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 2.9%NO 97.2%YES2.9%H = 0.187 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES35.09×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.187 bits (19% 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
8days
10hrs
52min
YES$1.00(P = 2.9%)
NO$0.00(P = 97.2%)
current: $0.0285 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.2dRESOLVESP projection · σ=9.49% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 46.470 pp/day
now8.45d left
46.470 pp/day×1.00
−25%6.34d left
53.659 pp/day×1.15
−50%4.23d left
65.719 pp/day×1.41
−75%2.11d left
92.941 pp/day×2.00
−90%20.29h left
146.952 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 0.20% · worst -17.00% · typical |Δ| 0.89%BEARISH SESSION -20.15%BEST+0.20%19hWORST-17.00%8hTYPICAL |Δ|0.89%mean absoluteCUMULATIVE-20.15%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -2.56% · Σ -20.45%US · 16-24 UTCμ +0.04% · Σ +0.30%CUMULATIVE Δ PATH · final -20.15%+0.00%-20.70%0.00% · 1h0.00% · 1h·1h0.00% · 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·7h-17.00% · 8h-17.00% · 8h-17.00%8h▼ WORST-0.50% · 9h-0.50% · 9h-0.50%9h0.00% · 10h0.00% · 10h·10h-2.00% · 11h-2.00% · 11h-2.00%11h-0.95% · 12h-0.95% · 12h-0.95%12h0.05% · 13h0.05% · 13h0.05%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.25% · 18h-0.25% · 18h-0.25%18h0.20% · 19h0.20% · 19h0.20%19h★ BEST0.05% · 20h0.05% · 20h0.05%20h0.00% · 21h0.00% · 21h·21h0.15% · 22h0.15% · 22h0.15%22h0.15% · 23h0.15% · 23h0.15%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.30%)RUNSup max 2 · down max 2BREADTH21% up · 25% down · 54% flat
5 up bars · 6 down · best 0.20% · worst -17.00% · typical |Δ| 0.890%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -19.60%FINAL-19.60%MAX DD-20.04%RECOVERYONGOING · 17 barsMAX RUN-UP+0.00%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 0.8040 · peak 1.0000 · range [0.7996, 1.0000]1.00000.7996break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -20.04% · severe0%-20.04%▼ TROUGH -20.04%TOP DRAWDOWN PERIODS · 1 total#1 -20.04%bar 9-25 · 17 bars · ONGOINGDD SEVERITYsevere (max -20.04%)RECOVERYongoing · 17 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 0.8040 (-19.60%) · max DD -20.04% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −12 (16% positive) · μ=-19.89 · σ=39.54UNPROFITABLE STRATEGYLAST 99.62 (+3.02σ vs μ)99.6249.810.00-49.81-99.62μ = -19.890.000.000.000.00-38.21-38.21-39.55-39.55-39.55-39.55-44.86-44.86-47.61-47.61-47.46-47.46-67.55-67.55-55.34-55.34-55.34-55.34-38.08-38.08-36.50-36.50-10.85-10.850.000.000.000.0014.8714.8728.4828.4899.6299.62v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 99.623 · range [-67.55, 99.62] · μ -19.891 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=220.3299 · σ=292.9023 · range [0.0000, 649.5691] · R²=0.318 FLATσ EXTREME 132.94%LAST 8.0604649.5691487.1768324.7845162.39230.0000μ = 220.3299max 649.5691min 0.0000dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 8.06% · range [0.00%, 649.57%] · μ 220.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −15 (11% positive) · μ=-0.162 · σ=0.197MEAN-REVERSIONLAST -0.215 (-0.27σ vs μ)0.5270.2630.000-0.263-0.527μ = -0.1620.0000.0000.0000.000-0.033-0.033-0.208-0.208-0.214-0.214-0.256-0.256-0.302-0.302-0.058-0.058-0.047-0.0470.0460.0460.3300.330-0.099-0.099-0.111-0.111-0.527-0.527-0.381-0.381-0.381-0.381-0.328-0.328-0.296-0.296-0.215-0.215v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.215 · |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
622.0389
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
0.4281
p-VALUE (log scale)
0.9927
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
-1.3381
p-VALUE (log scale)
0.6099
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
-1.5747
p-VALUE (log scale)
0.1153
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
0.7367
p-VALUE (log scale)
0.0102
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
-0.0027
p-VALUE (log scale)
0.9979
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.999 ≈ 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=1.20e-3 · top T=24.00h (11.3%) · top-3 cover 31.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.6e-31.2e-38.2e-44.1e-40.0e+0μ noise floorperiod 24.0 · power 1.63e-3 · 11.3% energyperiod 24.0 · power 1.63e-3 · 11.3% energyperiod 12.0 · power 1.20e-3 · 8.3% energyperiod 12.0 · power 1.20e-3 · 8.3% energyperiod 8.0 · power 9.70e-4 · 6.7% energyperiod 8.0 · power 9.70e-4 · 6.7% energyperiod 6.0 · power 9.08e-4 · 6.3% energyperiod 6.0 · power 9.08e-4 · 6.3% energyperiod 4.8 · power 1.11e-3 · 7.7% energyperiod 4.8 · power 1.11e-3 · 7.7% energyperiod 4.0 · power 1.32e-3 · 9.2% energyperiod 4.0 · power 1.32e-3 · 9.2% energyperiod 3.4 · power 1.51e-3 · 10.5% energyperiod 3.4 · power 1.51e-3 · 10.5% energyperiod 3.0 · power 1.39e-3 · 9.7% energyperiod 3.0 · power 1.39e-3 · 9.7% energyperiod 2.7 · power 1.23e-3 · 8.5% energyperiod 2.7 · power 1.23e-3 · 8.5% energyperiod 2.4 · power 1.10e-3 · 7.7% energyperiod 2.4 · power 1.10e-3 · 7.7% energyperiod 2.2 · power 9.71e-4 · 6.7% energyperiod 2.2 · power 9.71e-4 · 6.7% energyperiod 2.0 · power 1.06e-3 · 7.4% energyperiod 2.0 · power 1.06e-3 · 7.4% energy50% by T=3.4h#1 dominantT=24.00h#2T=3.43h#3T=3.00hT=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 11.3% of total energy · Σ|X̂|²/n = 1.440e-2

▸ Depth section using sovereign-store price series (3056 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 8.5 d · σ/bar 0.096pp · expected |Δp| over horizon 1.37ppterminal variance p(1−p) = 0.0277 · n = 3056n = 3056
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.096pp
one-bar volatility · logit-free
Per-day movedaily
0.47pp
σ × √24
Per-horizon move8d
1.37pp
σ × √202.8820925
Terminal variancebinary
0.0277
p(1−p) at resolution
Current pricep
2.9¢
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 0.16pp · ES₉₅ 0.20pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 3056
VaR 95%
0.16pp
1.645·σ (parametric) of Δp
ES 95%
0.20pp
mean of the tail
Max drawdown
78.1pp
peak 10.5¢ → trough 2.3¢
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
2.9%
= price
Decimal oddsEU
35.088
total return per $1
AmericanUS
+3409
$100 wins $3409
FractionalUK
34.09 / 1
profit per $1 risked
Profit per $100stake
+$3408.77
clean dollar framing
-1000-5000+500+1000020406080100you · 2.9%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)
0.187 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.187 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.13 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
75601855683297294632958373706544822786837095388074071336382755968953372325386
NO token ID
32431710281840016927754764056612238056353636764548361853840304676223308679430
Snapshot fetched
2026-06-18 13:07:00 UTC
Snapshot age
3.3s
History points
25 CLOB mids
Page rendered
2026-06-18 13:07:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
419fa58d44c1d5608179d2ba050d409bb57699d9e8a47f48cde2fc39e630b4b9 · 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
0.028500
(best bid + best ask) / 2
Spread
3157.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.948
ask-heavy
Imbalance (top-5)
-0.143
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-croatia-win-group-l-in-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0500847573.51bp0.08400028FILLED
BUY$10.00K0.23115371106.21bp0.96000051FILLED
BUY$100.00K0.730157246195.31bp0.97000054FILLED
SELL$1.00K0.0122175713.42bp0.00100012PARTIAL
SELL$10.00K0.0122175713.42bp0.00100012PARTIAL
SELL$100.00K0.0122175713.42bp0.00100012PARTIAL

Risk metrics

sovereign store · 3,056 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2080.73%
σ per bar = 0.015718
Mean return (annualised)
-65961.34%
μ per bar = -0.000376
Sharpe (rf=0)
-31.70
annualised; risk-free assumed zero
Max drawdown
78.10%
peak 0.10 → trough 0.02 over 1986 bars

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