POLYMARKET · PREDICTION MARKET · SPORTS

Will Donyell Malen be the top goalscorer at the 2026 FIFA World Cup?

YES · live
2.1¢
NO · live
97.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-donyell-malen-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
87.75%
max drawdown
53.16%
sharpe
ulcer index
39.08%
RMS drawdown
pain index
35.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
53.16%
cond. drawdown
gain/pain
0.14
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.14
upside/downside
roll spread
38.6 bps
implied (price-only)
bars used
377
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-donyell-malen-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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
2.1¢
NO · live
97.9¢
YES price · live 24h
n=25 · μ=0.0052 · σ=0.0065 · range [0.0005, 0.0290] · R²=0.392 RISING +1800.00%σ EXTREME 125.04%LAST 0.00950.02900.02190.01480.00760.0005μ = 0.0052max 0.0290min 0.0005dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.95¢
YES / NO split · live
YES 2.1%NO 97.9%NO97.9%97.90¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.147 / 1.00 bits (15%) · informative — one side favoured
YES
2.1%2.1¢47.62× +0.00pp
NO
97.9%97.9¢1.02× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=560 · μ=23.3 · σ=52.5 · CV=2.25BURSTY · concentratedcumulative energy ↗ · 50% by h=22058115173230μ = 2323050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 560bp moved · peak 230bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
2.10¢ (2.10%)
NO mid
97.90¢ (97.90%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$25.7k
liquidity $
$10.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0052 · σ=0.0065 · range [0.0005, 0.0290] · R²=0.392 RISING +1800.00%σ EXTREME 125.04%LAST 0.00950.02900.02190.01480.00760.0005μ = 0.0052max 0.0290min 0.0005dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.95¢
NO price · CLOB mid
n=25 · μ=0.9948 · σ=0.0065 · range [0.9710, 0.9995] · R²=0.392 FALLING -0.90%σ LOW 0.66%LAST 0.99050.99950.99240.98520.97810.9710μ = 0.9948max 0.9995min 0.9710dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0008 · σ=0.0052 · skew=1.92 (right-skewed) · kurt=8.01 (leptokurtic (fat tails))18149502-0.93ppbin -0.93pp · n=2 · 11.1% peakbin -0.93pp · n=2 · 11.1% peak-0.59pp2-0.25ppbin -0.25pp · n=2 · 11.1% peakbin -0.25pp · n=2 · 11.1% peak180.09ppbin 0.09pp · n=18 · 100.0% peakbin 0.09pp · n=18 · 100.0% peak10.43ppbin 0.43pp · n=1 · 5.6% peakbin 0.43pp · n=1 · 5.6% peak0.77pp1.11pp1.45pp1.79pp12.13ppbin 2.13pp · n=1 · 5.6% peakbin 2.13pp · n=1 · 5.6% 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=2.22 · kurt=8.81 · near 7 / mid 16 / far 1 · OLS slope=0.78 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.98σsample ↓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=5.35)
μ MEAN0.52¢95% CI: [0.27¢, 0.78¢]
σ STD DEV0.65ppσ² = 0.426 · CV = 125.04%
med MEDIAN0.50¢Q₁ 0.05¢ · Q₃ 0.60¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.05¢med 0.50¢Q₃ 0.60¢max 2.90¢μ
SKEWNESS · G₁2.329right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.346leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRdiverges from normalratio = 1.60
range ↔ σwide tails (range > 4σ)range / σ = 4.37
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-0.109within white-noise band
ρ(2) AUTOCORR-0.279lag-2 not significant
H · HURST EXPONENT1.006strongly persistent
OLS TREND · t-STAT+3.848significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.006STRONGLY 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=1-0.109k=2-0.279k=3-0.056k=4-0.050k=5-0.0600+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 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.85)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 ID2069706
SLUGwill-donyell-mal…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES2.10¢implied prob 2.10% · decimal odds 47.62×
COUNTER · NO97.90¢implied prob 97.90% · decimal odds 1.02×
2.10¢
97.90¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME25.71k USD 24h
LIQUIDITY10.93k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.958 · entropy 0.147 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 2.1%NO 97.9%YES2.1%H = 0.147 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES47.62×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.147 bits (15% 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
02hrs
15min
YES$1.00(P = 2.1%)
NO$0.00(P = 97.9%)
current: $0.0210 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.5dRESOLVESP projection · σ=0.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.198 pp/day
now35.09d left
3.198 pp/day×1.00
−25%26.32d left
3.692 pp/day×1.15
−50%17.55d left
4.522 pp/day×1.41
−75%8.77d left
6.395 pp/day×2.00
−90%3.51d left
10.112 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 2.30% · worst -1.10% · typical |Δ| 0.23%MILD BULLISH +0.90%BEST+2.30%22hWORST-1.10%24hTYPICAL |Δ|0.23%mean absoluteCUMULATIVE+0.90%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.06% · Σ +0.45%US · 16-24 UTCμ +0.19% · Σ +1.55%CUMULATIVE Δ PATH · final +0.90%+2.85%0.00%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·7h0.55% · 8h0.55% · 8h0.55%8h0.00% · 9h0.00% · 9h·9h0.05% · 10h0.05% · 10h0.05%10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.10% · 12h-0.10% · 12h-0.10%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.05% · 16h-0.05% · 16h-0.05%16h-0.20% · 17h-0.20% · 17h-0.20%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.25% · 20h0.25% · 20h0.25%20h0.10% · 21h0.10% · 21h0.10%21h2.30% · 22h2.30% · 22h2.30%22h★ BEST-0.85% · 23h-0.85% · 23h-0.85%23h-1.10% · 24h-1.10% · 24h-1.10%24h▼ WORSTTIME PATTERNUS-led (+1.55%)RUNSup max 3 · down max 2BREADTH21% up · 25% down · 54% flat
5 up bars · 6 down · best 2.30% · worst -1.10% · typical |Δ| 0.233%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.87%FINAL+0.87%MAX DD-1.94%RECOVERYONGOING · 2 barsMAX RUN-UP+2.86%UNDERWATER13/25 (52%)STREAK↘ 2EQUITY CURVE · end 1.0087 · peak 1.0286 · range [1.0000, 1.0286]1.02861.0000break-even = 1★ PEAK 1.0286UNDERWATER DRAWDOWN · max -1.94% · moderate0%-1.94%▼ TROUGH -1.94%TOP DRAWDOWN PERIODS · 2 total#1 -1.94%bar 24-25 · 2 bars · ONGOING#2 -0.40%bar 12-22 · 11 bars · recoveredDD SEVERITYmoderate (max -1.94%)RECOVERYongoing · 2 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 1.0087 (0.87%) · max DD -1.94% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −6 (53% positive) · μ=-0.00 · σ=39.08MIXED EDGELAST 9.09 (+0.23σ vs μ)76.4238.210.00-38.21-76.42μ = -0.000.000.000.000.0038.2138.2138.2138.2142.2842.2837.8437.8429.4729.4729.4729.47-30.21-30.21-30.21-30.21-76.42-76.42-68.16-68.16-48.68-48.68-48.68-48.680.000.0010.3610.3640.7340.7326.6626.669.099.09v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 9.091 · range [-76.42, 42.28] · μ -0.002 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=25.8421 · σ=33.9495 · range [0.0000, 112.4178] · R²=0.359 FLATσ EXTREME 131.37%LAST 112.4178112.417884.313356.208928.10440.0000μ = 25.8421max 112.4178min 0.0000dataMA(3)OLS R²=0.36μ lineμ ± σ bandmaxmin
latest 112.42% · range [0.00%, 112.42%] · μ 25.84% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −11 (32% positive) · μ=-0.057 · σ=0.170MEAN-REVERSIONLAST -0.137 (-0.47σ vs μ)0.4660.2330.000-0.233-0.466μ = -0.0570.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.265-0.265-0.256-0.256-0.156-0.1560.0150.0150.0420.042-0.021-0.0210.0670.0670.1150.115-0.067-0.067-0.067-0.0670.0950.0950.2990.299-0.012-0.012-0.466-0.466-0.137-0.137v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.137 · |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
149.2551
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
2.8186
p-VALUE (log scale)
0.7305
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
-2.2859
p-VALUE (log scale)
0.1835
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
0.4977
p-VALUE (log scale)
0.0422
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
-1.8058
p-VALUE (log scale)
0.0709
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.451 ≈ 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=3.32e-5 · top T=3.43h (15.0%) · top-3 cover 37.9%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.0e-54.5e-53.0e-51.5e-50.0e+0μ noise floorperiod 24.0 · power 1.14e-6 · 0.3% energyperiod 24.0 · power 1.14e-6 · 0.3% energyperiod 12.0 · power 3.07e-5 · 7.7% energyperiod 12.0 · power 3.07e-5 · 7.7% energyperiod 8.0 · power 2.47e-5 · 6.2% energyperiod 8.0 · power 2.47e-5 · 6.2% energyperiod 6.0 · power 4.87e-5 · 12.2% energyperiod 6.0 · power 4.87e-5 · 12.2% energyperiod 4.8 · power 4.27e-5 · 10.7% energyperiod 4.8 · power 4.27e-5 · 10.7% energyperiod 4.0 · power 3.53e-5 · 8.9% energyperiod 4.0 · power 3.53e-5 · 8.9% energyperiod 3.4 · power 5.97e-5 · 15.0% energyperiod 3.4 · power 5.97e-5 · 15.0% energyperiod 3.0 · power 3.95e-5 · 9.9% energyperiod 3.0 · power 3.95e-5 · 9.9% energyperiod 2.7 · power 2.82e-5 · 7.1% energyperiod 2.7 · power 2.82e-5 · 7.1% energyperiod 2.4 · power 3.82e-5 · 9.6% energyperiod 2.4 · power 3.82e-5 · 9.6% energyperiod 2.2 · power 1.46e-5 · 3.7% energyperiod 2.2 · power 1.46e-5 · 3.7% energyperiod 2.0 · power 3.50e-5 · 8.8% energyperiod 2.0 · power 3.50e-5 · 8.8% energy50% by T=3.4h#1 dominantT=3.43h#2T=6.00h#3T=4.80hT=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 ≈ 3.43h (freq 0.292) · concentrates 15.0% of total energy · Σ|X̂|²/n = 3.986e-4

▸ Depth section using sovereign-store price series (377 bars · effective 1753103 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 35.1 d · σ/bar 0.066pp · expected |Δp| over horizon 1.92ppterminal variance p(1−p) = 0.0206 · n = 377n = 377
μ per bar
-0.005pp
average Δp · drift
σ per bar
0.066pp
one-bar volatility · logit-free
Per-day movedaily
0.32pp
σ × √24
Per-horizon move35d
1.92pp
σ × √842.2626108333334
Terminal variancebinary
0.0206
p(1−p) at resolution
Current pricep
2.1¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift -0.005pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02n = 377
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
53.2pp
peak 4.0¢ → trough 1.8¢
Median step
0.15pp
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
2.1%
= price
Decimal oddsEU
47.619
total return per $1
AmericanUS
+4662
$100 wins $4662
FractionalUK
46.62 / 1
profit per $1 risked
Profit per $100stake
+$4661.90
clean dollar framing
-1000-5000+500+1000020406080100you · 2.1%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)
0.147 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.147 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.57 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
22183876513082885312195079600404554684504819246179469603168421649630369208964
NO token ID
87330681952755607159552540167428551056132108957554973119183851375457091187114
Snapshot fetched
2026-06-14 21:44:14 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:44:14 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f9b15585d0c1dee497ac2a0c97796317794524de898dc16efd61928994a83a3e · 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
0.009500
(best bid + best ask) / 2
Spread
3157.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.965
ask-heavy
Imbalance (top-5)
-0.883
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-donyell-malen-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.07412468025.69bp0.25400035FILLED
BUY$10.00K0.342982351033.48bp0.99900085PARTIAL
BUY$100.00K0.342982351033.48bp0.99900085PARTIAL
SELL$1.00K0.0057263972.60bp0.0010004PARTIAL
SELL$10.00K0.0057263972.60bp0.0010004PARTIAL
SELL$100.00K0.0057263972.60bp0.0010004PARTIAL

Risk metrics

sovereign store · 377 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3095.53%
σ per bar = 0.023379
Mean return (annualised)
-294567.04%
μ per bar = -0.001680
Sharpe (rf=0)
-95.16
annualised; risk-free assumed zero
Max drawdown
53.16%
peak 0.04 → trough 0.02 over 233 bars

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