POLYMARKET · PREDICTION MARKET · SPORTS
Will England win Group L in the 2026 FIFA World Cup?
91.5¢
8.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-england-win-group-l-in-the-2026-fifa-world-cup · fresh · feed 16s old24h sparkline · 60 pts▼ —
realized vol (ann.)
46.81%
max drawdown
0.54%
sharpe
—
ulcer index
0.37%
RMS drawdown
pain index
0.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.54%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
0.1 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-england-win-group-l-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
91.5¢
NO · live
8.5¢
25 ticks · last 91.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.420 / 1.00 bits (42%) · informative — one side favoured
YES91.5%91.5¢1.09×▬ +0.00pp
NO8.5%8.5¢11.76×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 2900bp moved · peak 1950bp · n=24 ticks
16.5s
91.50¢ (91.50%)
8.50¢ (8.50%)
100.00%
0.000pp
$53.4k
$55.4k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 91.50¢
25 NO observations from clob.polymarket.com · last 8.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.71)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.715left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.525platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 0.784STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
91.50¢
8.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.09×(92¢)NO11.76×(9¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.420 bits (42% of max) · informative — one side strongly favoured
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
⏱ URGENCY · LOWresolves 2026-06-27 00:00 UTC
8days
10hrs
53min
YES →$1.00
NO →$0.00
current: $0.9150 · expected return per side: $0.08 on YES hit · $0.92 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 49.527 pp/day
now8.45d left49.527 pp/day×1.00
−25%6.34d left57.189 pp/day×1.15
−50%4.23d left70.042 pp/day×1.41
−75%2.11d left99.055 pp/day×2.00
−90%20.29h left156.619 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
6 up bars · 3 down · best 19.50% · worst -2.00% · typical |Δ| 1.208%
§10 · Equity curve & underwater drawdown
final equity 1.2242 (22.42%) · max DD -2.00% · time-under-water 12/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 38.210 · range [-15.87, 43.60] · μ 27.371 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 38.21% · range [0.00%, 762.09%] · μ 269.21% · σ̂ scaled to annualised (×√8760)
latest -0.033 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
553.1440
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
0.6741
p-VALUE (log scale)
0.9821
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.3780
p-VALUE (log scale)
0.5914
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.6330
p-VALUE (log scale)
0.1025
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.7218
p-VALUE (log scale)
0.0116
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.1641
p-VALUE (log scale)
0.8696
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)
dominant period ≈ 2.18h (freq 0.458) · concentrates 9.8% of total energy · Σ|X̂|²/n = 1.976e-2
▸ Depth section using sovereign-store price series (3095 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
Horizon 8.5 d · σ/bar 0.133pp · expected |Δp| over horizon 1.90ppterminal variance p(1−p) = 0.0778 · n = 3095✓ n = 3095
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.133pp
one-bar volatility · logit-free
Per-day movedaily
0.65pp
σ × √24
Per-horizon move8d
1.90pp
σ × √202.8885986111111
Terminal variancebinary
0.0778
p(1−p) at resolution
Current pricep
91.5¢
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
VaR₉₅ 0.21pp · ES₉₅ 0.27pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 3095
VaR 95%
0.21pp
1.645·σ (parametric) of Δp
ES 95%
0.27pp
mean of the tail
Max drawdown
2.3pp
peak 88.5¢ → trough 86.5¢
Median step
1.00pp
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
Implied probabilityP
91.5%
= price
Decimal oddsEU
1.093
total return per $1
AmericanUS
-1076
risk $1076 to win $100
FractionalUK
0.09 / 1
profit per $1 risked
Profit per $100stake
+$9.29
clean dollar framing
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
Market entropyH(p)
0.420 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.420 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.13 bit
self-information
Surprise · NO−log₂(1−p)
3.56 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
87113768620206876753087644287667053800414777481920442542213378393626446563787- NO token ID
107843883431193876012497376122649746860880620389547110974518836305649220988021- Snapshot fetched
- 2026-06-18 13:06:24 UTC
- Snapshot age
- 16.5s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-18 13:06:41 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
acce98889450e05ed97afecb375b35f48418d83e2e27412a9efe24380c187649· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSpain89.3¢HL PREDBrazil88.2¢HL PREDEcuador87.1¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Czechia win on 2026-06-18?53¢HL PERPBTC-USD perpetual$64,373HL PERPHYPE-USD perpetual$71.66HL PERPETH-USD perpetual$1,749.5
Also see: /arb opportunities · RSS feed · more in Sports
Market depth
▸ live order book · Polymarket YESDepth 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
0.915000
(best bid + best ask) / 2
Spread
109.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.809
bid-heavy
Imbalance (top-5)
+0.234
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-england-win-group-l-in-the-2026-fifa-world-cup/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.927685 | 138.63bp | 0.930000 | 2 | FILLED |
| BUY | $10.00K | 0.930894 | 173.71bp | 0.940000 | 3 | FILLED |
| BUY | $100.00K | 0.949438 | 376.37bp | 0.990000 | 8 | PARTIAL |
| SELL | $1.00K | 0.910000 | 54.64bp | 0.910000 | 1 | FILLED |
| SELL | $10.00K | 0.903117 | 129.87bp | 0.900000 | 2 | FILLED |
| SELL | $100.00K | 0.151952 | 8339.33bp | 0.010000 | 23 | PARTIAL |
Risk metrics
▸ sovereign store · 3,095 barsperiods/year ≈ 1.75MRealized vol (annualised)
211.84%
σ per bar = 0.001600
Mean return (annualised)
10886.44%
μ per bar = 0.000062
Sharpe (rf=0)
51.39
annualised; risk-free assumed zero
Max drawdown
2.26%
peak 0.89 → trough 0.86 over 17 bars
/api/asset/pm-will-england-win-group-l-in-the-2026-fifa-world-cup/risk · same metrics, JSON