POLYMARKET · PREDICTION MARKET · SPORTS
Will Germany win the 2026 FIFA World Cup?
6.3¢
93.7¢
▸ Advanced metrics · M2M bundle
polymarket · will-germany-win-the-2026-fifa-world-cup-467 · fresh · feed 7s old24h sparkline · 60 pts▼ —
realized vol (ann.)
9.24%
max drawdown
1.60%
sharpe
—
ulcer index
0.21%
RMS drawdown
pain index
0.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.03%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
1028
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-germany-win-the-2026-fifa-world-cup-467/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
6.3¢
NO · live
93.7¢
25 ticks · last 6.35¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.341 / 1.00 bits (34%) · informative — one side favoured
YES6.3%6.3¢15.75×▬ +0.00pp
NO93.7%93.7¢1.07×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 80bp moved · peak 20bp · n=24 ticks
7.4s
6.35¢ (6.35%)
93.65¢ (93.65%)
100.00%
0.000pp
$1.3M
$5.8M
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 6.35¢
25 NO observations from clob.polymarket.com · last 93.65¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.63)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.080approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.633platykurtic · 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: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 1.073STRONGLY 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
6.35¢
93.65¢
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
YES15.75×(6¢)NO1.07×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.341 bits (34% 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 · DISTANTresolves 2026-07-20 00:00 UTC
29days
11hrs
56min
YES →$1.00
NO →$0.00
current: $0.0635 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.122 pp/day
now29.50d left1.122 pp/day×1.00
−25%22.12d left1.296 pp/day×1.15
−50%14.75d left1.587 pp/day×1.41
−75%7.37d left2.245 pp/day×2.00
−90%2.95d left3.550 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
5 up bars · 1 down · best 0.20% · worst -0.20% · typical |Δ| 0.033%
§10 · Equity curve & underwater drawdown
final equity 1.0040 (0.40%) · max DD -0.20% · time-under-water 10/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 38.210 · range [-15.87, 85.44] · μ 46.492 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 3.82% · range [3.82%, 9.20%] · μ 5.68% · 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 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
22.9800
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.4249
p-VALUE (log scale)
0.6373
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-0.1937
p-VALUE (log scale)
0.9333
Wald-Wolfowitz runs
N/An/aH₀: Sign sequence of Δ is random
STATISTIC
—
p-VALUE (log scale)
—
KPSS (μ stationarity)
REJECT H₀**H₀: p IS level-stationary
STATISTIC
0.8623
p-VALUE (log scale)
0.0050
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.3423
p-VALUE (log scale)
0.1795
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 ≈ 3.00h (freq 0.333) · concentrates 22.5% of total energy · Σ|X̂|²/n = 5.750e-6
▸ Depth section using sovereign-store price series (5000 bars · effective 1752616 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 29.5 d · σ/bar 0.006pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.0595 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.006pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move29d
0.16pp
σ × √707.9453933333334
Terminal variancebinary
0.0595
p(1−p) at resolution
Current pricep
6.3¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
1.6pp
peak 6.3¢ → trough 6.2¢
Median step
0.10pp
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
6.3%
= price
Decimal oddsEU
15.748
total return per $1
AmericanUS
+1475
$100 wins $1475
FractionalUK
14.75 / 1
profit per $1 risked
Profit per $100stake
+$1474.80
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)
0.341 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.341 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.98 bit
self-information
Surprise · NO−log₂(1−p)
0.09 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
81739002353269632749850710185641576213562066971072676369728657545679630163887- NO token ID
45484070731786948288366703334552551439356529561722304542938873238430842810537- Snapshot fetched
- 2026-06-20 12:03:08 UTC
- Snapshot age
- 7.4s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-20 12:03:16 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
e988a5558f4d6f2df516e673159d63491bab5d62495e75be0adeb0ec36d0942e· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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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
0.063500
(best bid + best ask) / 2
Spread
157.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.520
ask-heavy
Imbalance (top-5)
+0.056
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-germany-win-the-2026-fifa-world-cup-467/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.064000 | 78.74bp | 0.064000 | 1 | FILLED |
| BUY | $10.00K | 0.064000 | 78.74bp | 0.064000 | 1 | FILLED |
| BUY | $100.00K | 0.073091 | 1510.43bp | 0.079000 | 16 | FILLED |
| SELL | $1.00K | 0.063000 | 78.74bp | 0.063000 | 1 | FILLED |
| SELL | $10.00K | 0.063000 | 78.74bp | 0.063000 | 1 | FILLED |
| SELL | $100.00K | 0.057811 | 895.93bp | 0.056000 | 8 | FILLED |
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 1.75MRealized vol (annualised)
128.97%
σ per bar = 0.000974
Mean return (annualised)
4094.90%
μ per bar = 0.000023
Sharpe (rf=0)
31.75
annualised; risk-free assumed zero
Max drawdown
1.60%
peak 0.06 → trough 0.06 over 20 bars
/api/asset/pm-will-germany-win-the-2026-fifa-world-cup-467/risk · same metrics, JSON