POLYMARKET · PREDICTION MARKET · SPORTS

Will Folarin Balogun be the top goalscorer at the 2026 FIFA World Cup?

YES · live
4.0¢
NO · live
96.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-folarin-balogun-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
50.92%
max drawdown
2.53%
sharpe
ulcer index
1.03%
RMS drawdown
pain index
0.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.53%
cond. drawdown
gain/pain
7.50
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
7.50
upside/downside
roll spread
11.2 bps
implied (price-only)
bars used
300
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-folarin-balogun-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH8ms--:--:-- 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
4.0¢
NO · live
96.0¢
YES price · live 24h
n=25 · μ=0.0340 · σ=0.0028 · range [0.0305, 0.0410] · R²=0.100 RISING +27.42%σ HIGH 8.26%LAST 0.03950.04100.03840.03580.03310.0305μ = 0.0340max 0.0410min 0.0305dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.95¢
YES / NO split · live
YES 4.0%NO 96.0%NO96.0%96.05¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.240 / 1.00 bits (24%) · informative — one side favoured
YES
4.0%4.0¢25.32× +0.00pp
NO
96.0%96.0¢1.04× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=365 · μ=15.2 · σ=24.4 · CV=1.60BURSTY · concentratedcumulative energy ↗ · 50% by h=40255075100μ = 1510050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 365bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
8ms
YES mid
3.95¢ (3.95%)
NO mid
96.05¢ (96.05%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$30.7k
liquidity $
$128.2k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0340 · σ=0.0028 · range [0.0305, 0.0410] · R²=0.100 RISING +27.42%σ HIGH 8.26%LAST 0.03950.04100.03840.03580.03310.0305μ = 0.0340max 0.0410min 0.0305dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.95¢
NO price · CLOB mid
n=25 · μ=0.9660 · σ=0.0028 · range [0.9590, 0.9695] · R²=0.100 FALLING -0.88%σ LOW 0.29%LAST 0.96050.96950.96690.96430.96160.9590μ = 0.9660max 0.9695min 0.9590dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0027 · skew=1.22 (right-skewed) · kurt=3.59 (leptokurtic (fat tails))15118401-0.52ppbin -0.52pp · n=1 · 6.7% peakbin -0.52pp · n=1 · 6.7% peak2-0.36ppbin -0.36pp · n=2 · 13.3% peakbin -0.36pp · n=2 · 13.3% peak-0.20pp15-0.04ppbin -0.04pp · n=15 · 100.0% peakbin -0.04pp · n=15 · 100.0% peak10.12ppbin 0.12pp · n=1 · 6.7% peakbin 0.12pp · n=1 · 6.7% peak40.28ppbin 0.28pp · n=4 · 26.7% peakbin 0.28pp · n=4 · 26.7% peak0.44pp0.60pp0.76pp10.92ppbin 0.92pp · n=1 · 6.7% peakbin 0.92pp · n=1 · 6.7% 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=1.20 · kurt=4.21 · near 10 / mid 13 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-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=25STRONGLY RIGHT-SKEWED (G₁=1.03)
μ MEAN3.40¢95% CI: [3.29¢, 3.51¢]
σ STD DEV0.28ppσ² = 0.079 · CV = 8.26%
med MEDIAN3.30¢Q₁ 3.20¢ · Q₃ 3.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 3.05¢Q₁ 3.20¢med 3.30¢Q₃ 3.50¢max 4.10¢μ
SKEWNESS · G₁1.032right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.067mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRdiverges from normalratio = 1.26
range ↔ σconcentrated (range < 4σ)range / σ = 3.74
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) -0.31 + ADF rejected
ρ(1) AUTOCORR-0.311within white-noise band
ρ(2) AUTOCORR+0.104lag-2 not significant
H · HURST EXPONENT0.886strongly persistent
OLS TREND · t-STAT+1.599fails 5% test
HURST EXPONENT [0, 1]
H = 0.886STRONGLY 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=1-0.311k=2+0.104k=3-0.195k=4+0.035k=5-0.0450+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) -0.31 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.60)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 ID2069687
SLUGwill-folarin-bal…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES3.95¢implied prob 3.95% · decimal odds 25.32×
COUNTER · NO96.05¢implied prob 96.05% · decimal odds 1.04×
3.95¢
96.05¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME30.67k USD 24h
LIQUIDITY128.17k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.921 · entropy 0.240 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 4.0%NO 96.0%YES4.0%H = 0.240 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES25.32×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.240 bits (24% 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
34days
18hrs
07min
YES$1.00(P = 4.0%)
NO$0.00(P = 96.0%)
current: $0.0395 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.4dRESOLVESP projection · σ=0.28% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.377 pp/day
now34.76d left
1.377 pp/day×1.00
−25%26.07d left
1.590 pp/day×1.15
−50%17.38d left
1.947 pp/day×1.41
−75%8.69d left
2.753 pp/day×2.00
−90%3.48d left
4.353 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 1.00% · worst -0.60% · typical |Δ| 0.15%MILD BULLISH +0.85%BEST+1.00%1hWORST-0.60%2hTYPICAL |Δ|0.15%mean absoluteCUMULATIVE+0.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ +0.02% · Σ +0.15%US · 16-24 UTCμ +0.08% · Σ +0.65%CUMULATIVE Δ PATH · final +0.85%+1.00%-0.05%1.00% · 1h1.00% · 1h1.00%1h★ BEST-0.60% · 2h-0.60% · 2h-0.60%2h▼ WORST0.00% · 3h0.00% · 3h·3h-0.30% · 4h-0.30% · 4h-0.30%4h0.00% · 5h0.00% · 5h·5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h-0.10% · 8h-0.10% · 8h-0.10%8h0.05% · 9h0.05% · 9h0.05%9h0.25% · 10h0.25% · 10h0.25%10h0.30% · 11h0.30% · 11h0.30%11h-0.30% · 12h-0.30% · 12h-0.30%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.35% · 21h0.35% · 21h0.35%21h0.00% · 22h0.00% · 22h·22h0.30% · 23h0.30% · 23h0.30%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.65%)RUNSup max 3 · down max 2BREADTH25% up · 25% down · 50% flat
6 up bars · 6 down · best 1.00% · worst -0.60% · typical |Δ| 0.152%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.84%FINAL+0.84%MAX DD-1.05%RECOVERYONGOING · 23 barsMAX RUN-UP+1.00%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 1.0084 · peak 1.0100 · range [0.9994, 1.0100]1.01000.9994break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -1.05% · moderate0%-1.05%▼ TROUGH -1.05%TOP DRAWDOWN PERIODS · 1 total#1 -1.05%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -1.05%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 1.0084 (0.84%) · max DD -1.05% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −6 (58% positive) · μ=3.11 · σ=38.20MIXED EDGELAST 60.15 (+1.49σ vs μ)60.2930.150.00-30.15-60.29μ = 3.111.451.45-60.29-60.29-59.86-59.86-49.85-49.8519.2719.2742.9242.9214.0014.0010.3910.3917.9117.9114.2914.29-4.09-4.09-45.47-45.47-38.21-38.210.000.000.000.0038.2138.2138.2138.2160.1560.1560.1560.15v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 60.149 · range [-60.29, 60.15] · μ 3.114 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=15.5199 · σ=10.8912 · range [0.0000, 50.4386] · R²=0.240 FALLING -68.72%σ EXTREME 70.18%LAST 15.777550.438637.828925.219312.60960.0000μ = 15.5199max 50.4386min 0.0000dataMA(3)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 15.78% · range [0.00%, 50.44%] · μ 15.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −12 (26% positive) · μ=-0.128 · σ=0.253MEAN-REVERSIONLAST -0.578 (-1.78σ vs μ)0.5780.2890.000-0.289-0.578μ = -0.128-0.408-0.408-0.266-0.266-0.464-0.464-0.248-0.2480.1270.1270.4630.463-0.102-0.102-0.002-0.0020.0100.0100.0020.002-0.428-0.4280.1200.120-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.349-0.349-0.578-0.578v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.578 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
37.3083
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
4.1659
p-VALUE (log scale)
0.5276
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
-2.5888
p-VALUE (log scale)
0.0968
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
-1.2111
p-VALUE (log scale)
0.2259
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2622
p-VALUE (log scale)
0.2481
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.6857
p-VALUE (log scale)
0.0919
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.487 ≈ 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=9.50e-6 · top T=2.00h (34.0%) · top-3 cover 57.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.9e-52.9e-51.9e-59.7e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.08e-6 · 2.7% energyperiod 24.0 · power 3.08e-6 · 2.7% energyperiod 12.0 · power 1.06e-5 · 9.3% energyperiod 12.0 · power 1.06e-5 · 9.3% energyperiod 8.0 · power 4.64e-6 · 4.1% energyperiod 8.0 · power 4.64e-6 · 4.1% energyperiod 6.0 · power 9.48e-7 · 0.8% energyperiod 6.0 · power 9.48e-7 · 0.8% energyperiod 4.8 · power 1.17e-5 · 10.3% energyperiod 4.8 · power 1.17e-5 · 10.3% energyperiod 4.0 · power 2.72e-6 · 2.4% energyperiod 4.0 · power 2.72e-6 · 2.4% energyperiod 3.4 · power 8.29e-6 · 7.3% energyperiod 3.4 · power 8.29e-6 · 7.3% energyperiod 3.0 · power 3.64e-6 · 3.2% energyperiod 3.0 · power 3.64e-6 · 3.2% energyperiod 2.7 · power 2.88e-6 · 2.5% energyperiod 2.7 · power 2.88e-6 · 2.5% energyperiod 2.4 · power 1.22e-5 · 10.7% energyperiod 2.4 · power 1.22e-5 · 10.7% energyperiod 2.2 · power 1.46e-5 · 12.8% energyperiod 2.2 · power 1.46e-5 · 12.8% energyperiod 2.0 · power 3.88e-5 · 34.0% energyperiod 2.0 · power 3.88e-5 · 34.0% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.18h#3T=2.40hT=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 ≈ 2.00h (freq 0.500) · concentrates 34.0% of total energy · Σ|X̂|²/n = 1.140e-4

▸ Depth section using sovereign-store price series (300 bars · effective 1753200 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 34.8 d · σ/bar 0.038pp · expected |Δp| over horizon 1.11ppterminal variance p(1−p) = 0.0379 · n = 300n = 300
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.038pp
one-bar volatility · logit-free
Per-day movedaily
0.19pp
σ × √24
Per-horizon move35d
1.11pp
σ × √834.1243186111111
Terminal variancebinary
0.0379
p(1−p) at resolution
Current pricep
4.0¢
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 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.55pp · unique ratio 0.01n = 300
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
2.5pp
peak 4.0¢ → trough 3.9¢
Median step
0.55pp
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
4.0%
= price
Decimal oddsEU
25.316
total return per $1
AmericanUS
+2432
$100 wins $2432
FractionalUK
24.32 / 1
profit per $1 risked
Profit per $100stake
+$2431.65
clean dollar framing
-1000-5000+500+1000020406080100you · 4.0%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)
0.240 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.240 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.66 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
3166120750794415955145769483100546895932916257754910321491389357450012347122
NO token ID
26006778971647994977617768831494317543365234995879536488788212211164585375087
Snapshot fetched
2026-06-15 05:52:32 UTC
Snapshot age
8ms
History points
25 CLOB mids
Page rendered
2026-06-15 05:52:32 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
57da93f12de7369b814b493034badfd344c4c402a13ba11d4a6424583e2b283e · 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
0.039500
(best bid + best ask) / 2
Spread
1772.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.723
ask-heavy
Imbalance (top-5)
-0.936
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-folarin-balogun-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0445431276.68bp0.0450003FILLED
BUY$10.00K0.0718208182.35bp0.70000032FILLED
BUY$100.00K0.16662632183.79bp0.99900070PARTIAL
SELL$1.00K0.0065928331.15bp0.0010009PARTIAL
SELL$10.00K0.0065928331.15bp0.0010009PARTIAL
SELL$100.00K0.0065928331.15bp0.0010009PARTIAL

Risk metrics

sovereign store · 300 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1404.56%
σ per bar = 0.010608
Mean return (annualised)
105422.50%
μ per bar = 0.000601
Sharpe (rf=0)
75.06
annualised; risk-free assumed zero
Max drawdown
2.53%
peak 0.04 → trough 0.04 over 183 bars

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