POLYMARKET · PREDICTION MARKET · SPORTS

Will Florian Wirtz be the top goalscorer at the 2026 FIFA World Cup?

YES · live
0.7¢
NO · live
99.4¢

▸ Advanced metrics · M2M bundle

polymarket · will-florian-wirtz-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-will-florian-wirtz-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH2ms--:--:-- 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
0.7¢
NO · live
99.4¢
YES price · live 24h
n=25 · μ=0.0084 · σ=0.0049 · range [0.0015, 0.0170] · R²=0.419 FALLING -62.50%σ EXTREME 58.00%LAST 0.00150.01700.01310.00930.00540.0015μ = 0.0084max 0.0170min 0.0015dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.15¢
YES / NO split · live
YES 0.7%NO 99.4%NO99.4%99.35¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.057 / 1.00 bits (6%) · informative — one side favoured
YES
0.7%0.7¢153.85× +0.00pp
NO
99.4%99.4¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=415 · μ=17.3 · σ=19.1 · CV=1.11BURSTY · concentratedcumulative energy ↗ · 50% by h=18019385675μ = 177550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 415bp moved · peak 75bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2ms
YES mid
0.65¢ (0.65%)
NO mid
99.35¢ (99.35%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$63.1k
liquidity $
$25.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0084 · σ=0.0049 · range [0.0015, 0.0170] · R²=0.419 FALLING -62.50%σ EXTREME 58.00%LAST 0.00150.01700.01310.00930.00540.0015μ = 0.0084max 0.0170min 0.0015dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9916 · σ=0.0049 · range [0.9830, 0.9985] · R²=0.419 RISING +0.25%σ LOW 0.49%LAST 0.99850.99850.99460.99080.98690.9830μ = 0.9916max 0.9985min 0.9830dataMA(5)OLS R²=0.42μ 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=0.0024 · skew=-0.91 (left-skewed) · kurt=1.01 (leptokurtic (fat tails))864201-0.69ppbin -0.69pp · n=1 · 12.5% peakbin -0.69pp · n=1 · 12.5% peak-0.57pp1-0.45ppbin -0.45pp · n=1 · 12.5% peakbin -0.45pp · n=1 · 12.5% peak2-0.33ppbin -0.33pp · n=2 · 25.0% peakbin -0.33pp · n=2 · 25.0% peak-0.21pp4-0.09ppbin -0.09pp · n=4 · 50.0% peakbin -0.09pp · n=4 · 50.0% peak80.03ppbin 0.03pp · n=8 · 100.0% peakbin 0.03pp · n=8 · 100.0% peak50.15ppbin 0.15pp · n=5 · 62.5% peakbin 0.15pp · n=5 · 62.5% peak10.27ppbin 0.27pp · n=1 · 12.5% peakbin 0.27pp · n=1 · 12.5% peak20.39ppbin 0.39pp · n=2 · 25.0% peakbin 0.39pp · n=2 · 25.0% 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=-0.96 · kurt=1.40 · near 17 / mid 7 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER 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=-1.51)
μ MEAN0.84¢95% CI: [0.65¢, 1.03¢]
σ STD DEV0.49ppσ² = 0.238 · CV = 58.00%
med MEDIAN0.65¢Q₁ 0.40¢ · Q₃ 1.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.40¢med 0.65¢Q₃ 1.25¢max 1.70¢μ
SKEWNESS · G₁0.286approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.514platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.39
σ × 1.349 ↔ IQRdiverges from normalratio = 0.78
range ↔ σconcentrated (range < 4σ)range / σ = 3.17
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+0.366within white-noise band
ρ(2) AUTOCORR+0.110lag-2 not significant
H · HURST EXPONENT0.860strongly persistent
OLS TREND · t-STAT+4.075significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.860STRONGLY 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+0.366k=2+0.110k=3-0.172k=4-0.044k=5-0.2580+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 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.07)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 ID2069691
SLUGwill-florian-wir…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.65¢implied prob 0.65% · decimal odds 153.85×
COUNTER · NO99.35¢implied prob 99.35% · decimal odds 1.01×
0.65¢
99.35¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME63.10k USD 24h
LIQUIDITY25.48k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.987 · entropy 0.057 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 0.7%NO 99.4%YES0.7%H = 0.057 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES153.85×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.057 bits (6% 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
04hrs
46min
YES$1.00(P = 0.7%)
NO$0.00(P = 99.4%)
current: $0.0065 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.6dRESOLVESP projection · σ=0.49% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.392 pp/day
now35.20d left
2.392 pp/day×1.00
−25%26.40d left
2.762 pp/day×1.15
−50%17.60d left
3.383 pp/day×1.41
−75%8.80d left
4.785 pp/day×2.00
−90%3.52d left
7.565 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 0.45% · worst -0.75% · typical |Δ| 0.17%MILD BEARISH -0.25%BEST+0.45%14hWORST-0.75%23hTYPICAL |Δ|0.17%mean absoluteCUMULATIVE-0.25%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.11% · Σ +0.85%US · 16-24 UTCμ -0.08% · Σ -0.60%CUMULATIVE Δ PATH · final -0.25%+1.30%-0.25%-0.10% · 1h-0.10% · 1h-0.10%1h0.00% · 2h0.00% · 2h·2h0.10% · 3h0.10% · 3h0.10%3h0.05% · 4h0.05% · 4h0.05%4h0.00% · 5h0.00% · 5h·5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h0.05% · 8h0.05% · 8h0.05%8h0.00% · 9h0.00% · 9h·9h0.20% · 10h0.20% · 10h0.20%10h0.25% · 11h0.25% · 11h0.25%11h0.20% · 12h0.20% · 12h0.20%12h0.00% · 13h0.00% · 13h·13h0.45% · 14h0.45% · 14h0.45%14h★ BEST-0.30% · 15h-0.30% · 15h-0.30%15h-0.10% · 16h-0.10% · 16h-0.10%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.35% · 18h0.35% · 18h0.35%18h0.00% · 19h0.00% · 19h·19h0.20% · 20h0.20% · 20h0.20%20h0.10% · 21h0.10% · 21h0.10%21h-0.30% · 22h-0.30% · 22h-0.30%22h-0.75% · 23h-0.75% · 23h-0.75%23h▼ WORST-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+0.85%)RUNSup max 3 · down max 3BREADTH42% up · 33% down · 25% flat
10 up bars · 8 down · best 0.45% · worst -0.75% · typical |Δ| 0.173%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.26%)FINAL-0.26%MAX DD-1.54%RECOVERYONGOING · 3 barsMAX RUN-UP+1.31%UNDERWATER15/25 (60%)STREAK↘ 3EQUITY CURVE · end 0.9974 · peak 1.0131 · range [0.9974, 1.0131]1.01310.9974break-even = 1★ PEAK 1.0131UNDERWATER DRAWDOWN · max -1.54% · moderate0%-1.54%▼ TROUGH -1.54%TOP DRAWDOWN PERIODS · 4 total#1 -1.54%bar 23-25 · 3 bars · ONGOING#2 -0.50%bar 16-20 · 5 bars · recovered#3 -0.10%bar 2-4 · 3 bars · recoveredDD SEVERITYmoderate (max -1.54%)RECOVERYongoing · 3 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 0.9974 (-0.26%) · max DD -1.54% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −2 (84% positive) · μ=31.31 · σ=38.78PROFITABLE STRATEGYLAST -52.41 (-2.16σ vs μ)101.3550.670.00-50.67-101.35μ = 31.310.000.0030.2130.2144.6244.6220.7220.7235.6335.6357.8057.8097.0297.0297.0297.02101.35101.3548.7048.7028.9328.938.868.8616.1516.1516.1516.153.343.3439.4039.4017.0317.03-15.62-15.62-52.41-52.41v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -52.410 · range [-52.41, 101.35] · μ 31.310 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=17.7212 · σ=10.3440 · range [3.5228, 37.3989] · R²=0.784 RISING +426.15%σ EXTREME 58.37%LAST 34.821437.398928.929920.460911.99183.5228μ = 17.7212max 37.3989min 3.5228dataMA(3)OLS R²=0.78μ lineμ ± σ bandmaxmin
latest 34.82% · range [3.52%, 37.40%] · μ 17.72% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.004 · σ=0.318CLOSE TO MARTINGALELAST 0.564 (+1.79σ vs μ)0.5640.2820.000-0.282-0.564μ = -0.0040.2000.2000.2290.2290.3180.318-0.010-0.010-0.029-0.0290.3470.3470.4430.4430.1670.167-0.368-0.368-0.526-0.526-0.251-0.251-0.278-0.278-0.310-0.310-0.298-0.2980.0140.014-0.280-0.280-0.282-0.2820.2640.2640.5640.564v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.564 · |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
8.3747
p-VALUE (log scale)
0.0152
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
7.0869
p-VALUE (log scale)
0.2131
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
-1.0627
p-VALUE (log scale)
0.7286
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
-1.4224
p-VALUE (log scale)
0.1549
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5576
p-VALUE (log scale)
0.0287
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
0.8453
p-VALUE (log scale)
0.3980
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.257 ≈ 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=6.80e-6 · top T=8.00h (32.5%) · top-3 cover 63.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.6e-52.0e-51.3e-56.6e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.77e-5 · 21.7% energyperiod 24.0 · power 1.77e-5 · 21.7% energyperiod 12.0 · power 3.84e-6 · 4.7% energyperiod 12.0 · power 3.84e-6 · 4.7% energyperiod 8.0 · power 2.65e-5 · 32.5% energyperiod 8.0 · power 2.65e-5 · 32.5% energyperiod 6.0 · power 6.84e-6 · 8.4% energyperiod 6.0 · power 6.84e-6 · 8.4% energyperiod 4.8 · power 6.97e-7 · 0.9% energyperiod 4.8 · power 6.97e-7 · 0.9% energyperiod 4.0 · power 3.84e-6 · 4.7% energyperiod 4.0 · power 3.84e-6 · 4.7% energyperiod 3.4 · power 7.43e-6 · 9.1% energyperiod 3.4 · power 7.43e-6 · 9.1% energyperiod 3.0 · power 3.85e-7 · 0.5% energyperiod 3.0 · power 3.85e-7 · 0.5% energyperiod 2.7 · power 6.18e-7 · 0.8% energyperiod 2.7 · power 6.18e-7 · 0.8% energyperiod 2.4 · power 5.95e-7 · 0.7% energyperiod 2.4 · power 5.95e-7 · 0.7% energyperiod 2.2 · power 5.48e-6 · 6.7% energyperiod 2.2 · power 5.48e-6 · 6.7% energyperiod 2.0 · power 7.59e-6 · 9.3% energyperiod 2.0 · power 7.59e-6 · 9.3% energy50% by T=8.0h#1 dominantT=8.00h#2T=24.00h#3T=2.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 32.5% of total energy · Σ|X̂|²/n = 8.154e-5

§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 35.2 d · σ/bar 0.260pp · expected |Δp| over horizon 7.56ppterminal variance p(1−p) = 0.0015 · n = 25low confidence · n < 100
μ per bar
-0.010pp
average Δp · drift
σ per bar
0.260pp
one-bar volatility · logit-free
Per-day movedaily
1.27pp
σ × √24
Per-horizon move35d
7.56pp
σ × √844.7767461111112
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 0.46pp · ES₉₅ 0.61pp · method empirical · drift-correcteddrift -0.010pp/bar · quantised: no · median step 0.10pp · unique ratio 0.56disabled · n < 30
VaR 95%
0.46pp
5th percentile of Δp
ES 95%
0.61pp
mean of the tail
Max drawdown
91.2pp
peak 1.7¢ → trough 0.1¢
Median step
0.10pp
price bucket granularity
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
0.7%
= price
Decimal oddsEU
153.846
total return per $1
AmericanUS
+15285
$100 wins $15285
FractionalUK
152.85 / 1
profit per $1 risked
Profit per $100stake
+$15284.62
clean dollar framing
-1000-5000+500+1000020406080100you · 0.7%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)
0.057 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.057 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.27 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
1828229259820740772584064233145491218252230793239596277850265758916017582544
NO token ID
23233247558301301696444828044084661462191692157457051480897924596529269216729
Snapshot fetched
2026-06-14 19:13:23 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:13:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cc617dd3de5a2656e1d220cdfdc4084dbdfef42a1bdef0f6853fa01c9fa5765e · 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)
-0.978
ask-heavy
Imbalance (top-5)
-0.967
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-florian-wirtz-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.00990956057.05bp0.01900011FILLED
BUY$10.00K0.082248538321.85bp0.80000051FILLED
BUY$100.00K0.1807781195184.29bp0.99900089PARTIAL
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.390560
Mean return (annualised)
μ per bar = -0.040868
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
91.18%
peak 0.02 → trough 0.00 over 3 bars

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