POLYMARKET · PREDICTION MARKET · SPORTS

Will Kimi Antonelli be the 2026 F1 Drivers' Champion?

YES · live
53.3¢
NO · live
46.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-kimi-antonelli-be-the-2026-f1-drivers-champion · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
425.98%
max drawdown
17.98%
sharpe
ulcer index
4.13%
RMS drawdown
pain index
2.66%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
11.60%
cond. drawdown
gain/pain
0.65
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.65
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-kimi-antonelli-be-the-2026-f1-drivers-champion/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH6ms--:--:-- 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
53.3¢
NO · live
46.7¢
YES price · live 24h
n=25 · μ=0.6047 · σ=0.0298 · range [0.5295, 0.6445] · R²=0.582 FALLING -15.94%σ NORMAL 4.92%LAST 0.53000.64450.61580.58700.55820.5295μ = 0.6047max 0.6445min 0.5295dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 53.00¢
YES / NO split · live
YES 53.3%NO 46.7%YES53.3%53.30¢ · odds 1/1.88
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.997 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
53.3%53.3¢1.88× +0.00pp
NO
46.7%46.7¢2.14× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,975 · μ=124.0 · σ=264.3 · CV=2.13BURSTY · concentratedcumulative energy ↗ · 50% by h=2202695388061,075μ = 1241,07550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2975bp moved · peak 1075bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
6ms
YES mid
53.30¢ (53.30%)
NO mid
46.70¢ (46.70%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$28.9k
liquidity $
$76.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6047 · σ=0.0298 · range [0.5295, 0.6445] · R²=0.582 FALLING -15.94%σ NORMAL 4.92%LAST 0.53000.64450.61580.58700.55820.5295μ = 0.6047max 0.6445min 0.5295dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 53.00¢
NO price · CLOB mid
n=25 · μ=0.3953 · σ=0.0298 · range [0.3555, 0.4705] · R²=0.582 RISING +27.20%σ HIGH 7.53%LAST 0.47000.47050.44170.41300.38420.3555μ = 0.3953max 0.4705min 0.3555dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 47.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0068 · σ=0.0251 · skew=-0.86 (left-skewed) · kurt=7.81 (leptokurtic (fat tails))191410501-9.82ppbin -9.82pp · n=1 · 5.3% peakbin -9.82pp · n=1 · 5.3% peak-7.96pp-6.10pp-4.24pp2-2.38ppbin -2.38pp · n=2 · 10.5% peakbin -2.38pp · n=2 · 10.5% peak19-0.52ppbin -0.52pp · n=19 · 100.0% peakbin -0.52pp · n=19 · 100.0% peak11.34ppbin 1.34pp · n=1 · 5.3% peakbin 1.34pp · n=1 · 5.3% peak3.20pp5.06pp16.92ppbin 6.92pp · n=1 · 5.3% peakbin 6.92pp · n=1 · 5.3% 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=-1.02 · kurt=7.37 · near 6 / mid 16 / far 2 · OLS slope=0.79 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.60σsample ↓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 LEFT-SKEWED (G₁=-1.08)
μ MEAN60.47¢95% CI: [59.30¢, 61.64¢]
σ STD DEV2.98ppσ² = 8.865 · CV = 4.92%
med MEDIAN60.85¢Q₁ 59.05¢ · Q₃ 62.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 52.95¢Q₁ 59.05¢med 60.85¢Q₃ 62.25¢max 64.45¢μ
SKEWNESS · G₁-1.082left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.892mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.13
σ × 1.349 ↔ IQRdiverges from normalratio = 1.26
range ↔ σconcentrated (range < 4σ)range / σ = 3.86
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) -0.59 + ADF rejected
ρ(1) AUTOCORR-0.592negative · reversal
ρ(2) AUTOCORR+0.191lag-2 not significant
H · HURST EXPONENT0.786strongly persistent
OLS TREND · t-STAT-5.663significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.786STRONGLY 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=1-0.592k=2+0.191k=3-0.037k=4+0.013k=5-0.0790+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) -0.59 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.66)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 ID898412
SLUGwill-kimi-antonelli-be-the-2026-f1-drivers-champion
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES53.30¢implied prob 53.30% · decimal odds 1.88×
COUNTER · NO46.70¢implied prob 46.70% · decimal odds 2.14×
53.30¢
46.70¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME28.95k USD 24h
LIQUIDITY76.04k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (53¢)|primary − counter| = 0.066 · entropy 0.997 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 53.3%NO 46.7%YES53.3%H = 0.997 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.88×(53¢)NO2.14×(47¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.997 bits (100% of max) · maximum uncertainty (~50/50)
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 2026-12-06 00:00 UTC
174days
08hrs
55min
YES$1.00(P = 53.3%)
NO$0.00(P = 46.7%)
current: $0.5330 · expected return per side: $0.47 on YES hit · $0.53 on NO hit
0%25%50%75%100%YES $1NO $0NOW+87.2dRESOLVESP projection · σ=2.98% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 14.586 pp/day
now174.37d left
14.586 pp/day×1.00
−25%130.78d left
16.843 pp/day×1.15
−50%87.19d left
20.628 pp/day×1.41
−75%43.59d left
29.173 pp/day×2.00
−90%17.44d left
46.126 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 7.85% · worst -10.75% · typical |Δ| 1.24%BEARISH SESSION -10.05%BEST+7.85%22hWORST-10.75%23hTYPICAL |Δ|1.24%mean absoluteCUMULATIVE-10.05%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.33% · Σ -2.30%EUROPE · 08-16 UTCμ -0.02% · Σ -0.15%US · 16-24 UTCμ -0.96% · Σ -7.65%CUMULATIVE Δ PATH · final -10.05%+1.40%-10.10%1.40% · 1h1.40% · 1h1.40%1h-0.10% · 2h-0.10% · 2h-0.10%2h-0.10% · 3h-0.10% · 3h-0.10%3h-1.95% · 4h-1.95% · 4h-1.95%4h-0.05% · 5h-0.05% · 5h-0.05%5h-1.40% · 6h-1.40% · 6h-1.40%6h-0.10% · 7h-0.10% · 7h-0.10%7h0.10% · 8h0.10% · 8h0.10%8h0.30% · 9h0.30% · 9h0.30%9h0.15% · 10h0.15% · 10h0.15%10h-0.25% · 11h-0.25% · 11h-0.25%11h-0.15% · 12h-0.15% · 12h-0.15%12h-0.15% · 13h-0.15% · 13h-0.15%13h0.00% · 14h0.00% · 14h·14h-0.15% · 15h-0.15% · 15h-0.15%15h-0.10% · 16h-0.10% · 16h-0.10%16h-1.45% · 17h-1.45% · 17h-1.45%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-3.20% · 21h-3.20% · 21h-3.20%21h7.85% · 22h7.85% · 22h7.85%22h★ BEST-10.75% · 23h-10.75% · 23h-10.75%23h▼ WORST0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNEurope-led (+-0.15%)RUNSup max 3 · down max 6BREADTH25% up · 58% down · 17% flat
6 up bars · 14 down · best 7.85% · worst -10.75% · typical |Δ| 1.240%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -10.48%FINAL-10.48%MAX DD-11.76%RECOVERYONGOING · 23 barsMAX RUN-UP+1.40%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.8952 · peak 1.0140 · range [0.8948, 1.0140]1.01400.8948break-even = 1★ PEAK 1.0140UNDERWATER DRAWDOWN · max -11.76% · significant0%-11.76%▼ TROUGH -11.76%TOP DRAWDOWN PERIODS · 1 total#1 -11.76%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsignificant (max -11.76%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.8952 (-10.48%) · max DD -11.76% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −16 (11% positive) · μ=-40.02 · σ=36.82UNPROFITABLE STRATEGYLAST -15.67 (+0.66σ vs μ)152.8476.420.00-76.42-152.84μ = -40.02-29.13-29.13-68.85-68.85-63.02-63.02-52.31-52.31-25.12-25.12-30.25-30.253.743.740.000.00-7.46-7.46-60.04-60.04-152.84-152.84-56.71-56.71-51.22-51.22-46.12-46.12-46.12-46.12-56.52-56.5213.1313.13-15.81-15.81-15.67-15.67v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -15.671 · range [-152.84, 13.13] · μ -40.017 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=124.7366 · σ=172.0706 · range [7.6420, 563.6356] · R²=0.343 RISING +411.22%σ EXTREME 137.95%LAST 563.6356563.6356424.6372285.6388146.64047.6420μ = 124.7366max 563.6356min 7.6420dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
latest 563.64% · range [7.64%, 563.64%] · μ 124.74% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.168 · σ=0.305MEAN-REVERSIONLAST -0.646 (-1.57σ vs μ)0.6460.3230.000-0.323-0.646μ = -0.168-0.102-0.102-0.577-0.577-0.503-0.503-0.161-0.1610.0330.0330.1140.1140.2880.2880.4240.4240.2770.277-0.356-0.356-0.083-0.083-0.041-0.041-0.289-0.289-0.243-0.243-0.217-0.217-0.190-0.190-0.328-0.328-0.584-0.584-0.646-0.646v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.646 · |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
94.3301
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
10.7894
p-VALUE (log scale)
0.0551
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
-2.1144
p-VALUE (log scale)
0.2482
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
-1.3269
p-VALUE (log scale)
0.1845
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
0.8154
p-VALUE (log scale)
0.0065
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.7302
p-VALUE (log scale)
0.0063
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.169 → mean-reverting
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=8.68e-4 · top T=2.40h (18.6%) · top-3 cover 51.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-31.4e-39.7e-44.8e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.96e-5 · 1.0% energyperiod 24.0 · power 9.96e-5 · 1.0% energyperiod 12.0 · power 5.57e-6 · 0.1% energyperiod 12.0 · power 5.57e-6 · 0.1% energyperiod 8.0 · power 9.01e-5 · 0.9% energyperiod 8.0 · power 9.01e-5 · 0.9% energyperiod 6.0 · power 3.89e-4 · 3.7% energyperiod 6.0 · power 3.89e-4 · 3.7% energyperiod 4.8 · power 2.74e-4 · 2.6% energyperiod 4.8 · power 2.74e-4 · 2.6% energyperiod 4.0 · power 5.85e-4 · 5.6% energyperiod 4.0 · power 5.85e-4 · 5.6% energyperiod 3.4 · power 1.06e-3 · 10.2% energyperiod 3.4 · power 1.06e-3 · 10.2% energyperiod 3.0 · power 1.22e-3 · 11.7% energyperiod 3.0 · power 1.22e-3 · 11.7% energyperiod 2.7 · power 1.35e-3 · 12.9% energyperiod 2.7 · power 1.35e-3 · 12.9% energyperiod 2.4 · power 1.93e-3 · 18.6% energyperiod 2.4 · power 1.93e-3 · 18.6% energyperiod 2.2 · power 1.92e-3 · 18.4% energyperiod 2.2 · power 1.92e-3 · 18.4% energyperiod 2.0 · power 1.50e-3 · 14.4% energyperiod 2.0 · power 1.50e-3 · 14.4% energy50% by T=2.4h#1 dominantT=2.40h#2T=2.18h#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 ≈ 2.40h (freq 0.417) · concentrates 18.6% of total energy · Σ|X̂|²/n = 1.042e-2

▸ Depth section using sovereign-store price series (3395 bars · effective 1752810 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 174.4 d · σ/bar 0.248pp · expected |Δp| over horizon 16.07ppterminal variance p(1−p) = 0.2489 · n = 3395n = 3395
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.248pp
one-bar volatility · logit-free
Per-day movedaily
1.22pp
σ × √24
Per-horizon move174d
16.07pp
σ × √4184.928413888889
Terminal variancebinary
0.2489
p(1−p) at resolution
Current pricep
53.3¢
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

VaR · ES · max drawdown
VaR₉₅ 0.41pp · ES₉₅ 0.51pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01n = 3395
VaR 95%
0.41pp
1.645·σ (parametric) of Δp
ES 95%
0.51pp
mean of the tail
Max drawdown
18.0pp
peak 62.3¢ → trough 51.1¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
53.3%
= price
Decimal oddsEU
1.876
total return per $1
AmericanUS
-114
risk $114 to win $100
FractionalUK
0.88 / 1
profit per $1 risked
Profit per $100stake
+$87.62
clean dollar framing
-1000-5000+500+1000020406080100you · 53.3%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)
0.997 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.997 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.91 bit
self-information
Surprise · NO−log₂(1−p)
1.10 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
32950178421556833525068948927823594772134813180063196823389171317494746105102
NO token ID
113530594522634794165460425612745976368792987948987062860518413913599754643814
Snapshot fetched
2026-06-14 15:04:17 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:04:17 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
87c71d01298e921f0f8d12dfddc0d1b5974cca6817a37c195c17c5e9cfecab6b · 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
0.529000
(best bid + best ask) / 2
Spread
226.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.568
ask-heavy
Imbalance (top-5)
-0.518
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-kimi-antonelli-be-the-2026-f1-drivers-champion/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5846321051.65bp0.62200011FILLED
BUY$10.00K0.6804212862.40bp0.71600035FILLED
BUY$100.00K0.8016735154.50bp0.91500064FILLED
SELL$1.00K0.491432710.17bp0.43800028FILLED
SELL$10.00K0.0608568849.61bp0.015000146FILLED
SELL$100.00K0.0031409940.64bp0.001000151PARTIAL

Risk metrics

sovereign store · 3,395 barsperiods/year ≈ 1.75M
Realized vol (annualised)
579.36%
σ per bar = 0.004376
Mean return (annualised)
-8016.36%
μ per bar = -0.000046
Sharpe (rf=0)
-13.84
annualised; risk-free assumed zero
Max drawdown
17.98%
peak 0.62 → trough 0.51 over 107 bars

/api/asset/pm-will-kimi-antonelli-be-the-2026-f1-drivers-champion/risk · same metrics, JSON