POLYMARKET · PREDICTION MARKET · SPORTS

Will Ghana advance to the knockout stages at the 2026 FIFA World Cup?

YES · live
69.5¢
NO · live
30.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-ghana-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup · fresh · feed 3s old
24h sparkline · 60 pts
realized vol (ann.)
152.58%
max drawdown
5.52%
sharpe
ulcer index
2.10%
RMS drawdown
pain index
1.39%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
4.21%
cond. drawdown
gain/pain
1.08
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.08
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
1375
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-ghana-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3.1s--:--:-- 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
69.5¢
NO · live
30.5¢
YES price · live 24h
n=25 · μ=0.5838 · σ=0.1267 · range [0.3950, 0.7250] · R²=0.676 RISING +46.32%σ EXTREME 21.70%LAST 0.69500.72500.64250.56000.47750.3950μ = 0.5838max 0.7250min 0.3950dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 69.50¢
YES / NO split · live
YES 69.5%NO 30.5%YES69.5%69.50¢ · odds 1/1.44
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.887 / 1.00 bits (89%) · high uncertainty
YES
69.5%69.5¢1.44× +0.00pp
NO
30.5%30.5¢3.28× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,900 · μ=204.2 · σ=625.9 · CV=3.07BURSTY · concentratedcumulative energy ↗ · 50% by h=1207751,5502,3253,100μ = 2043,10050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4900bp moved · peak 3100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3.1s
YES mid
69.50¢ (69.50%)
NO mid
30.50¢ (30.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$27.2k
liquidity $
$13.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5838 · σ=0.1267 · range [0.3950, 0.7250] · R²=0.676 RISING +46.32%σ EXTREME 21.70%LAST 0.69500.72500.64250.56000.47750.3950μ = 0.5838max 0.7250min 0.3950dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 69.50¢
NO price · CLOB mid
n=25 · μ=0.4162 · σ=0.1267 · range [0.2750, 0.6050] · R²=0.676 FALLING -41.90%σ EXTREME 30.44%LAST 0.30500.60500.52250.44000.35750.2750μ = 0.4162max 0.6050min 0.2750dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 30.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0154 · σ=0.0597 · skew=4.10 (right-skewed) · kurt=16.37 (leptokurtic (fat tails))17139406-2.25ppbin -2.25pp · n=6 · 35.3% peakbin -2.25pp · n=6 · 35.3% peak171.25ppbin 1.25pp · n=17 · 100.0% peakbin 1.25pp · n=17 · 100.0% peak4.75pp8.25pp11.75pp15.25pp18.75pp22.25pp25.75pp129.25ppbin 29.25pp · n=1 · 5.9% peakbin 29.25pp · n=1 · 5.9% 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=4.30 · kurt=17.46 · near 5 / mid 14 / far 5 · OLS slope=0.60 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.67σsample ↓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=-1.96)
μ MEAN58.38¢95% CI: [53.41¢, 63.35¢]
σ STD DEV12.67ppσ² = 160.464 · CV = 21.70%
med MEDIAN68.50¢Q₁ 47.50¢ · Q₃ 69.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 39.50¢Q₁ 47.50¢med 68.50¢Q₃ 69.50¢max 72.50¢μ
SKEWNESS · G₁-0.119approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.956platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.80
σ × 1.349 ↔ IQRdiverges from normalratio = 0.78
range ↔ σconcentrated (range < 4σ)range / σ = 2.61
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.191within white-noise band
ρ(2) AUTOCORR-0.014lag-2 not significant
H · HURST EXPONENT0.921strongly persistent
OLS TREND · t-STAT+6.925significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.921STRONGLY 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=1-0.191k=2-0.014k=3-0.022k=4-0.084k=5-0.0610+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.93)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 ID2070778
SLUGwill-ghana-advan…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES69.50¢implied prob 69.50% · decimal odds 1.44×
COUNTER · NO30.50¢implied prob 30.50% · decimal odds 3.28×
69.50¢
30.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME27.22k USD 24h
LIQUIDITY13.42k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (70¢)|primary − counter| = 0.390 · entropy 0.887 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 69.5%NO 30.5%YES69.5%H = 0.887 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.44×(70¢)NO3.28×(31¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.887 bits (89% of max) · high uncertainty
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 · LOWresolves 2026-06-28 00:00 UTC
9days
11hrs
42min
YES$1.00(P = 69.5%)
NO$0.00(P = 30.5%)
current: $0.6950 · expected return per side: $0.31 on YES hit · $0.69 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.7dRESOLVESP projection · σ=12.67% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 62.058 pp/day
now9.49d left
62.058 pp/day×1.00
−25%7.12d left
71.658 pp/day×1.15
−50%4.74d left
87.763 pp/day×1.41
−75%2.37d left
124.115 pp/day×2.00
−90%22.77h left
196.243 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 31.00% · worst -4.00% · typical |Δ| 2.04%MILD BULLISH +22.00%BEST+31.00%12hWORST-4.00%11hTYPICAL |Δ|2.04%mean absoluteCUMULATIVE+22.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ +3.00% · Σ +24.00%US · 16-24 UTCμ +0.06% · Σ +0.50%CUMULATIVE Δ PATH · final +22.00%+25.00%-8.00%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·6h-2.50% · 7h-2.50% · 7h-2.50%7h-1.50% · 8h-1.50% · 8h-1.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-4.00% · 11h-4.00% · 11h-4.00%11h▼ WORST31.00% · 12h31.00% · 12h31.00%12h★ BEST-1.50% · 13h-1.50% · 13h-1.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h1.50% · 17h1.50% · 17h1.50%17h1.50% · 18h1.50% · 18h1.50%18h1.00% · 19h1.00% · 19h1.00%19h-1.00% · 20h-1.00% · 20h-1.00%20h0.50% · 21h0.50% · 21h0.50%21h-2.50% · 22h-2.50% · 22h-2.50%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+24.00%)RUNSup max 3 · down max 2BREADTH21% up · 29% down · 50% flat
5 up bars · 7 down · best 31.00% · worst -4.00% · typical |Δ| 2.042%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +19.48%FINAL+19.48%MAX DD-7.80%RECOVERYONGOING · 5 barsMAX RUN-UP+23.17%UNDERWATER15/25 (60%)STREAK▬ 0EQUITY CURVE · end 1.1948 · peak 1.2317 · range [0.9220, 1.2317]1.23170.9220break-even = 1★ PEAK 1.2317UNDERWATER DRAWDOWN · max -7.80% · significant0%-7.80%▼ TROUGH -7.80%TOP DRAWDOWN PERIODS · 3 total#1 -7.80%bar 8-12 · 5 bars · recovered#2 -2.99%bar 21-25 · 5 bars · ONGOING#3 -1.99%bar 14-18 · 5 bars · recoveredDD SEVERITYsignificant (max -7.80%)RECOVERYongoing · 18 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 1.1948 (19.48%) · max DD -7.80% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −7 (58% positive) · μ=1.73 · σ=41.43MIXED EDGELAST -24.93 (-0.64σ vs μ)75.0337.510.00-37.51-75.03μ = 1.730.000.00-38.21-38.21-57.77-57.77-57.77-57.77-57.77-57.77-75.03-75.0326.7826.7828.1328.1330.1430.1430.1430.1429.4729.4737.3637.3613.3413.3463.4063.4036.5036.5044.6244.629.749.74-5.33-5.33-24.93-24.93v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -24.925 · range [-75.03, 63.40] · μ 1.728 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=460.3553 · σ=540.5501 · range [0.0000, 1253.8453] · R²=0.002 FLATσ EXTREME 117.42%LAST 117.14951253.8453940.3840626.9226313.46130.0000μ = 460.3553max 1253.8453min 0.0000dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 117.15% · range [0.00%, 1253.85%] · μ 460.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −11 (37% positive) · μ=-0.073 · σ=0.231CLOSE TO MARTINGALELAST -0.493 (-1.81σ vs μ)0.4930.2460.000-0.246-0.493μ = -0.0730.0000.000-0.033-0.0330.2810.2810.1100.1100.1100.110-0.243-0.243-0.127-0.127-0.333-0.333-0.341-0.341-0.341-0.341-0.355-0.355-0.078-0.0780.1910.1910.3240.3240.0640.064-0.045-0.0450.0500.050-0.133-0.133-0.493-0.493v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.493 · |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
569.5503
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
1.3539
p-VALUE (log scale)
0.9284
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
-1.2381
p-VALUE (log scale)
0.6554
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
0.1041
p-VALUE (log scale)
0.9171
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
0.7383
p-VALUE (log scale)
0.0101
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
-0.6497
p-VALUE (log scale)
0.5159
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.802 ≈ 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=4.26e-3 · top T=2.18h (12.5%) · top-3 cover 34.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.4e-34.8e-33.2e-31.6e-30.0e+0μ noise floorperiod 24.0 · power 3.08e-3 · 6.0% energyperiod 24.0 · power 3.08e-3 · 6.0% energyperiod 12.0 · power 2.76e-3 · 5.4% energyperiod 12.0 · power 2.76e-3 · 5.4% energyperiod 8.0 · power 3.84e-3 · 7.5% energyperiod 8.0 · power 3.84e-3 · 7.5% energyperiod 6.0 · power 4.27e-3 · 8.3% energyperiod 6.0 · power 4.27e-3 · 8.3% energyperiod 4.8 · power 2.73e-3 · 5.3% energyperiod 4.8 · power 2.73e-3 · 5.3% energyperiod 4.0 · power 3.65e-3 · 7.1% energyperiod 4.0 · power 3.65e-3 · 7.1% energyperiod 3.4 · power 4.13e-3 · 8.1% energyperiod 3.4 · power 4.13e-3 · 8.1% energyperiod 3.0 · power 6.18e-3 · 12.1% energyperiod 3.0 · power 6.18e-3 · 12.1% energyperiod 2.7 · power 4.88e-3 · 9.5% energyperiod 2.7 · power 4.88e-3 · 9.5% energyperiod 2.4 · power 4.97e-3 · 9.7% energyperiod 2.4 · power 4.97e-3 · 9.7% energyperiod 2.2 · power 6.42e-3 · 12.5% energyperiod 2.2 · power 6.42e-3 · 12.5% energyperiod 2.0 · power 4.27e-3 · 8.3% energyperiod 2.0 · power 4.27e-3 · 8.3% energy50% by T=3.0h#1 dominantT=2.18h#2T=3.00h#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 ≈ 2.18h (freq 0.458) · concentrates 12.5% of total energy · Σ|X̂|²/n = 5.118e-2

▸ Depth section using sovereign-store price series (1381 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

Returns · per bar / per day / per horizon
Horizon 9.5 d · σ/bar 0.538pp · expected |Δp| over horizon 8.12ppterminal variance p(1−p) = 0.2120 · n = 1381n = 1381
μ per bar
+0.014pp
average Δp · drift
σ per bar
0.538pp
one-bar volatility · logit-free
Per-day movedaily
2.64pp
σ × √24
Per-horizon move9d
8.12pp
σ × √227.71242055555555
Terminal variancebinary
0.2120
p(1−p) at resolution
Current pricep
69.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.87pp · ES₉₅ 1.10pp · method parametric · drift-correcteddrift +0.014pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01n = 1381
VaR 95%
0.87pp
1.645·σ (parametric) of Δp
ES 95%
1.10pp
mean of the tail
Max drawdown
5.5pp
peak 72.5¢ → trough 68.5¢
Median step
0.50pp
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
69.5%
= price
Decimal oddsEU
1.439
total return per $1
AmericanUS
-228
risk $228 to win $100
FractionalUK
0.44 / 1
profit per $1 risked
Profit per $100stake
+$43.88
clean dollar framing
-1000-5000+500+1000020406080100you · 69.5%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)
0.887 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.887 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.52 bit
self-information
Surprise · NO−log₂(1−p)
1.71 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
61147773206635803339427209010364670397859517508964422946656794681385160826486
NO token ID
88236146640381684201419313322999035275293564781275452044601053709699393635162
Snapshot fetched
2026-06-18 12:17:12 UTC
Snapshot age
3.1s
History points
25 CLOB mids
Page rendered
2026-06-18 12:17:15 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3609274c007f5a85fab9776ddaefec468ddd81d398191efb36015eeed8b95220 · 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
0.695000
(best bid + best ask) / 2
Spread
143.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.040
bid-heavy
Imbalance (top-5)
-0.329
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-ghana-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.710809227.47bp0.7200003FILLED
BUY$10.00K0.722305392.88bp0.7500006FILLED
BUY$100.00K0.8156021735.28bp0.99000023PARTIAL
SELL$1.00K0.685726133.44bp0.6800002FILLED
SELL$10.00K0.2912455809.43bp0.01000031PARTIAL
SELL$100.00K0.2912455809.43bp0.01000031PARTIAL

Risk metrics

sovereign store · 1,381 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1205.54%
σ per bar = 0.009106
Mean return (annualised)
40558.25%
μ per bar = 0.000231
Sharpe (rf=0)
33.64
annualised; risk-free assumed zero
Max drawdown
5.52%
peak 0.72 → trough 0.69 over 700 bars

/api/asset/pm-will-ghana-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/risk · same metrics, JSON