POLYMARKET · PREDICTION MARKET · SPORTS

Will Kai Havertz be the top goalscorer at the 2026 FIFA World Cup?

YES · live
5.1¢
NO · live
94.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-kai-havertz-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
9.35%
max drawdown
3.74%
sharpe
ulcer index
2.39%
RMS drawdown
pain index
1.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
3.74%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
2.6 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-kai-havertz-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH5ms--:--:-- 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
5.1¢
NO · live
94.8¢
YES price · live 24h
n=22 · μ=0.0405 · σ=0.0120 · range [0.0005, 0.0535] · R²=0.677 RISING +10200.00%σ EXTREME 29.59%LAST 0.05150.05350.04030.02700.01370.0005μ = 0.0405max 0.0535min 0.0005dataMA(4)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
22 ticks · last 5.15¢
YES / NO split · live
YES 5.1%NO 94.8%NO94.8%94.85¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.293 / 1.00 bits (29%) · informative — one side favoured
YES
5.1%5.1¢19.42× +0.00pp
NO
94.8%94.8¢1.05× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=21 · Σ=790 · μ=37.6 · σ=57.7 · CV=1.53BURSTY · concentratedcumulative energy ↗ · 50% by h=3064127191255μ = 3825550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 790bp moved · peak 255bp · n=21 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5ms
YES mid
5.15¢ (5.15%)
NO mid
94.85¢ (94.85%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$44.7k
liquidity $
$41.4k
history points
22 ticks (live)

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

YES price · CLOB mid
n=22 · μ=0.0405 · σ=0.0120 · range [0.0005, 0.0535] · R²=0.677 RISING +10200.00%σ EXTREME 29.59%LAST 0.05150.05350.04030.02700.01370.0005μ = 0.0405max 0.0535min 0.0005dataMA(4)OLS R²=0.68μ lineμ ± σ bandmaxmin
22 YES observations from clob.polymarket.com · last 5.15¢
NO price · CLOB mid
n=22 · μ=0.9595 · σ=0.0120 · range [0.9465, 0.9995] · R²=0.677 FALLING -5.10%σ NORMAL 1.25%LAST 0.94850.99950.98630.97300.95970.9465μ = 0.9595max 0.9995min 0.9465dataMA(4)OLS R²=0.68μ lineμ ± σ bandmaxmin
22 NO observations from clob.polymarket.com · last 94.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=21 · 10 bins · μ=0.0027 · σ=0.0059 · skew=2.26 (right-skewed) · kurt=5.50 (leptokurtic (fat tails))1085304-0.25ppbin -0.25pp · n=4 · 40.0% peakbin -0.25pp · n=4 · 40.0% peak100.04ppbin 0.04pp · n=10 · 100.0% peakbin 0.04pp · n=10 · 100.0% peak20.34ppbin 0.34pp · n=2 · 20.0% peakbin 0.34pp · n=2 · 20.0% peak20.63ppbin 0.63pp · n=2 · 20.0% peakbin 0.63pp · n=2 · 20.0% peak20.93ppbin 0.93pp · n=2 · 20.0% peakbin 0.93pp · n=2 · 20.0% peak1.22pp1.52pp1.81pp2.11pp12.40ppbin 2.40pp · n=1 · 10.0% peakbin 2.40pp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=21
Q-Q plot · standardised Δp vs N(0,1)
n=21 · skew=2.30 · kurt=5.75 · near 8 / mid 12 / far 1 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.67σsample ↓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=22LEPTOKURTIC · FAT TAILS (G₂=3.01)
μ MEAN4.05¢95% CI: [3.55¢, 4.55¢]
σ STD DEV1.20ppσ² = 1.437 · CV = 29.59%
med MEDIAN4.00¢Q₁ 3.60¢ · Q₃ 5.05¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 3.60¢med 4.00¢Q₃ 5.05¢max 5.35¢μ
SKEWNESS · G₁-1.533left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.014leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRconsistent with normalratio = 1.12
range ↔ σwide tails (range > 4σ)range / σ = 4.42
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=21
ρ(1) AUTOCORR+0.140within white-noise band
ρ(2) AUTOCORR+0.143lag-2 not significant
H · HURST EXPONENT1.027strongly persistent
OLS TREND · t-STAT+6.475significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.027STRONGLY 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+0.140k=2+0.143k=3-0.131k=4-0.146k=5-0.0500+1−1+0.440.44+ momentum (ρ > +0.44)− reversal (ρ < −0.44)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=21from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.47)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 ID2069681
SLUGwill-kai-havertz…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES5.15¢implied prob 5.15% · decimal odds 19.42×
COUNTER · NO94.85¢implied prob 94.85% · decimal odds 1.05×
5.15¢
94.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME44.71k USD 24h
LIQUIDITY41.38k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.897 · entropy 0.293 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 5.1%NO 94.8%YES5.1%H = 0.293 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES19.42×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.293 bits (29% 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
08hrs
24min
YES$1.00(P = 5.1%)
NO$0.00(P = 94.8%)
current: $0.0515 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.7dRESOLVESP projection · σ=1.20% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.874 pp/day
now35.35d left
5.874 pp/day×1.00
−25%26.51d left
6.782 pp/day×1.15
−50%17.68d left
8.307 pp/day×1.41
−75%8.84d left
11.747 pp/day×2.00
−90%3.54d left
18.574 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=21 bars · best 2.55% · worst -0.40% · typical |Δ| 0.38%MILD BULLISH +5.10%BEST+2.55%1hWORST-0.40%4hTYPICAL |Δ|0.38%mean absoluteCUMULATIVE+5.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.51% · Σ +3.55%EUROPE · 08-16 UTCμ +0.15% · Σ +1.20%US · 16-24 UTCμ +0.06% · Σ +0.35%CUMULATIVE Δ PATH · final +5.10%+5.30%0.00%2.55% · 1h2.55% · 1h2.55%1h★ BEST0.55% · 2h0.55% · 2h0.55%2h1.05% · 3h1.05% · 3h1.05%3h-0.40% · 4h-0.40% · 4h-0.40%4h▼ WORST-0.30% · 5h-0.30% · 5h-0.30%5h0.15% · 6h0.15% · 6h0.15%6h-0.05% · 7h-0.05% · 7h-0.05%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.15% · 11h0.15% · 11h0.15%11h0.60% · 12h0.60% · 12h0.60%12h0.85% · 13h0.85% · 13h0.85%13h-0.35% · 14h-0.35% · 14h-0.35%14h-0.05% · 15h-0.05% · 15h-0.05%15h0.30% · 16h0.30% · 16h0.30%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.00% · 18h0.00% · 18h·18h0.30% · 19h0.30% · 19h0.30%19h-0.20% · 20h-0.20% · 20h-0.20%20h0.00% · 21h0.00% · 21h·21hTIME PATTERNAsia-led (+3.55%)RUNSup max 3 · down max 2BREADTH43% up · 33% down · 24% flat
9 up bars · 7 down · best 2.55% · worst -0.40% · typical |Δ| 0.376%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=22 barsSTRONG PROFIT +5.18% · SHALLOW DDFINAL+5.18%MAX DD-0.70%RECOVERYONGOING · 8 barsMAX RUN-UP+5.39%UNDERWATER15/22 (68%)STREAK▬ 0EQUITY CURVE · end 1.0518 · peak 1.0539 · range [1.0000, 1.0539]1.05391.0000break-even = 1★ PEAK 1.0539UNDERWATER DRAWDOWN · max -0.70% · shallow0%-0.70%▼ TROUGH -0.70%TOP DRAWDOWN PERIODS · 3 total#1 -0.70%bar 5-12 · 8 bars · recovered#2 -0.40%bar 15-19 · 5 bars · recovered#3 -0.20%bar 21-22 · 2 bars · ONGOINGDD SEVERITYshallow (max -0.70%)RECOVERYongoing · 18 barsTIME UNDER WATER68% of session · 15/22 bars
final equity 1.0518 (5.18%) · max DD -0.70% · time-under-water 15/22 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=17 · +14 / −3 (82% positive) · μ=26.99 · σ=32.31PROFITABLE STRATEGYLAST 5.15 (-0.68σ vs μ)77.7938.890.00-38.89-77.79μ = 26.9953.7453.7432.5732.5714.5714.57-49.86-49.86-22.89-22.8924.6924.6924.6924.6954.0454.0477.7977.7948.9248.9246.2946.2952.3252.3228.5628.56-12.17-12.1750.9550.9529.4529.455.155.15v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 5.152 · range [-49.86, 77.79] · μ 26.988 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=17 · μ=34.6450 · σ=25.5860 · range [7.0972, 112.4795] · R²=0.194 FALLING -84.88%σ EXTREME 73.85%LAST 17.0024112.479586.133959.788333.44287.0972μ = 34.6450max 112.4795min 7.0972dataMA(3)OLS R²=0.19μ lineμ ± σ bandmaxmin
latest 17.00% · range [7.10%, 112.48%] · μ 34.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=17 · +6 / −11 (35% positive) · μ=-0.125 · σ=0.274CLOSE TO MARTINGALELAST -0.463 (-1.23σ vs μ)0.4920.2460.000-0.246-0.492μ = -0.1250.0650.0650.0790.079-0.233-0.2330.1430.143-0.468-0.468-0.300-0.300-0.017-0.0170.1670.1670.4340.434-0.175-0.175-0.002-0.0020.0220.022-0.375-0.375-0.035-0.035-0.481-0.481-0.492-0.492-0.463-0.463v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.463 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
74.1786
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
2.1401
p-VALUE (log scale)
0.8309
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-5.2152
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.5922
p-VALUE (log scale)
0.5537
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7306
p-VALUE (log scale)
0.0108
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.6885
p-VALUE (log scale)
0.4911
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.850 ≈ 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=10 bins · noise floor μ=4.20e-5 · top T=10.50h (24.3%) · top-3 cover 56.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.0e-47.7e-55.1e-52.6e-50.0e+0μ noise floor2× noise (significance)period 21.0 · power 2.62e-5 · 6.2% energyperiod 21.0 · power 2.62e-5 · 6.2% energyperiod 10.5 · power 1.02e-4 · 24.3% energyperiod 10.5 · power 1.02e-4 · 24.3% energyperiod 7.0 · power 2.34e-5 · 5.6% energyperiod 7.0 · power 2.34e-5 · 5.6% energyperiod 5.3 · power 8.51e-5 · 20.3% energyperiod 5.3 · power 8.51e-5 · 20.3% energyperiod 4.2 · power 5.41e-6 · 1.3% energyperiod 4.2 · power 5.41e-6 · 1.3% energyperiod 3.5 · power 2.01e-5 · 4.8% energyperiod 3.5 · power 2.01e-5 · 4.8% energyperiod 3.0 · power 5.02e-5 · 12.0% energyperiod 3.0 · power 5.02e-5 · 12.0% energyperiod 2.6 · power 2.74e-5 · 6.5% energyperiod 2.6 · power 2.74e-5 · 6.5% energyperiod 2.3 · power 4.79e-5 · 11.4% energyperiod 2.3 · power 4.79e-5 · 11.4% energyperiod 2.1 · power 3.21e-5 · 7.6% energyperiod 2.1 · power 3.21e-5 · 7.6% energy50% by T=5.3h#1 dominantT=10.50h#2T=5.25h#3T=3.00hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 10.50h (freq 0.095) · concentrates 24.3% of total energy · Σ|X̂|²/n = 4.198e-4

▸ Depth section using sovereign-store price series (300 bars · effective 1753103 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 35.4 d · σ/bar 0.007pp · expected |Δp| over horizon 0.21ppterminal variance p(1−p) = 0.0488 · n = 300n = 300
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.007pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move35d
0.21pp
σ × √848.4028783333333
Terminal variancebinary
0.0488
p(1−p) at resolution
Current pricep
5.1¢
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 0.01pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 300
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
3.7pp
peak 5.3¢ → trough 5.1¢
Median step
0.05pp
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
5.1%
= price
Decimal oddsEU
19.417
total return per $1
AmericanUS
+1842
$100 wins $1842
FractionalUK
18.42 / 1
profit per $1 risked
Profit per $100stake
+$1841.75
clean dollar framing
-1000-5000+500+1000020406080100you · 5.1%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)
0.293 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.293 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.28 bit
self-information
Surprise · NO−log₂(1−p)
0.08 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
75428844219419347840548824297431434618851036026433174170961305373847177882837
NO token ID
34356513490905650484651518458554831020829118830887195116735740705349341682706
Snapshot fetched
2026-06-14 15:35:49 UTC
Snapshot age
5ms
History points
22 CLOB mids
Page rendered
2026-06-14 15:35:49 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
59f45fbf7f639bbd7874efaeb0f5c865986b60ad024a828fad462c61abd7074f · 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
0.050500
(best bid + best ask) / 2
Spread
198.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.131
bid-heavy
Imbalance (top-5)
+0.717
bid-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-kai-havertz-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0568241252.35bp0.0600006FILLED
BUY$10.00K0.22940235426.23bp0.80000045FILLED
BUY$100.00K0.38536966310.76bp0.99900051PARTIAL
SELL$1.00K0.0259734856.74bp0.0130005FILLED
SELL$10.00K0.0196846102.21bp0.0110007PARTIAL
SELL$100.00K0.0196846102.21bp0.0110007PARTIAL

Risk metrics

sovereign store · 300 barsperiods/year ≈ 1.75M
Realized vol (annualised)
178.73%
σ per bar = 0.001350
Mean return (annualised)
-22338.78%
μ per bar = -0.000127
Sharpe (rf=0)
-124.99
annualised; risk-free assumed zero
Max drawdown
3.74%
peak 0.05 → trough 0.05 over 199 bars

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