POLYMARKET · PREDICTION MARKET · SPORTS

Will Lionel Messi be the top goalscorer at the 2026 FIFA World Cup?

YES · live
5.1¢
NO · live
95.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-lionel-messi-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
11.21%
max drawdown
4.72%
sharpe
—
ulcer index
3.30%
RMS drawdown
pain index
2.70%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.72%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
2.5 bps
implied (price-only)
bars used
383
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-lionel-messi-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7ms⏱--:--:-- 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
95.0¢
YES price · live 24h
n=25 · μ=0.0502 · σ=0.0030 · range [0.0465, 0.0550] · R²=0.223▼ FALLING -3.81%σ HIGH 5.98%LAST 0.05050.05500.05290.05080.04860.0465μ = 0.0502max 0.0550min 0.0465dataMA(5)OLS R²=0.22μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.05¢
YES / NO split · live
YES 5.1%NO 95.0%NO95.0%94.95¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.289 / 1.00 bits (29%) · informative — one side favoured
YES
5.1%5.1¢19.80×▬ +0.00pp
NO
95.0%95.0¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=360 · μ=15.0 · σ=17.3 · CV=1.15BURSTY · concentratedcumulative energy ↗ · 50% by h=11016324965μ = 156550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 360bp moved · peak 65bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7ms
▲YES mid
5.05¢ (5.05%)
▼NO mid
94.95¢ (94.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$28.9k
≋liquidity $
$71.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0502 · σ=0.0030 · range [0.0465, 0.0550] · R²=0.223▼ FALLING -3.81%σ HIGH 5.98%LAST 0.05050.05500.05290.05080.04860.0465μ = 0.0502max 0.0550min 0.0465dataMA(5)OLS R²=0.22μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.05¢
NO price · CLOB mid
n=25 · μ=0.9498 · σ=0.0030 · range [0.9450, 0.9535] · R²=0.223▲ RISING +0.21%σ LOW 0.32%LAST 0.94950.95350.95140.94920.94710.9450μ = 0.9498max 0.9535min 0.9450dataMA(5)OLS R²=0.22μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0022 · skew=0.96 (right-skewed) · kurt=1.38 (leptokurtic (fat tails))975201-0.44ppbin -0.44pp · n=1 · 11.1% peakbin -0.44pp · n=1 · 11.1% peak-0.33pp4-0.21ppbin -0.21pp · n=4 · 44.4% peakbin -0.21pp · n=4 · 44.4% peak6-0.10ppbin -0.10pp · n=6 · 66.7% peakbin -0.10pp · n=6 · 66.7% peak90.02ppbin 0.02pp · n=9 · 100.0% peakbin 0.02pp · n=9 · 100.0% peak0.13pp20.25ppbin 0.25pp · n=2 · 22.2% peakbin 0.25pp · n=2 · 22.2% peak0.36pp10.48ppbin 0.48pp · n=1 · 11.1% peakbin 0.48pp · n=1 · 11.1% peak10.59ppbin 0.59pp · n=1 · 11.1% peakbin 0.59pp · n=1 · 11.1% 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=0.90 · kurt=1.89 · near 15 / mid 9 / far 0 · OLS slope=0.97 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.59)
μ MEAN5.02¢95% CI: [4.90¢, 5.14¢]
σ STD DEV0.30ppσ² = 0.090 · CV = 5.98%
med MEDIAN4.95¢Q₁ 4.75¢ · Q₃ 5.30¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.85pp · IQR 0.55pp (1.349σ→0.40pp)
min 4.65¢Q₁ 4.75¢med 4.95¢Q₃ 5.30¢max 5.50¢μ
SKEWNESS · G₁0.191approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.595platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 2.83
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.131within white-noise band
ρ(2) AUTOCORR-0.223lag-2 not significant
H · HURST EXPONENT0.970strongly persistent
OLS TREND · t-STAT-2.567significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.970
H = 0.970STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.131k=2-0.223k=3+0.138k=4-0.066k=5+0.0390+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.57)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.57)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 ID2069635
SLUGwill-lionel-mess…fa-world-cup
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES5.05¢implied prob 5.05% · decimal odds 19.80×
COUNTER · NO94.95¢implied prob 94.95% · decimal odds 1.05×
5.05¢
94.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME28.90k USD 24h
LIQUIDITY71.12k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.899 · entropy 0.289 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 95.0%YES p̂5.1%H = 0.289 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES19.80×(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) = 0.289 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
02hrs
15min
35.09 days·θ = 1.469 pp/day
YES →$1.00(P = 5.1%)
NO →$0.00(P = 95.0%)
current: $0.0505 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.5dRESOLVESP projection · σ=0.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.469 pp/day
now35.09d left
1.469 pp/day×1.00
−25%26.32d left
1.697 pp/day×1.15
−50%17.55d left
2.078 pp/day×1.41
−75%8.77d left
2.939 pp/day×2.00
−90%3.51d left
4.647 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 0.65% · worst -0.50% · typical |Δ| 0.15%MILD BEARISH -0.20%BEST+0.65%22hWORST-0.50%1hTYPICAL |Δ|0.15%mean absoluteCUMULATIVE-0.20%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ -0.07% · Σ -0.60%US · 16-24 UTCμ +0.04% · Σ +0.35%CUMULATIVE Δ PATH · final -0.20%+0.25%-0.60%-0.50% · 1h-0.50% · 1h-0.50%1h▼ WORST0.20% · 2h0.20% · 2h0.20%2h0.45% · 3h0.45% · 3h0.45%3h0.05% · 4h0.05% · 4h0.05%4h0.05% · 5h0.05% · 5h0.05%5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.10% · 7h-0.10% · 7h-0.10%7h0.00% · 8h0.00% · 8h·8h-0.20% · 9h-0.20% · 9h-0.20%9h0.05% · 10h0.05% · 10h0.05%10h-0.25% · 11h-0.25% · 11h-0.25%11h-0.20% · 12h-0.20% · 12h-0.20%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.10% · 16h-0.10% · 16h-0.10%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.25% · 19h0.25% · 19h0.25%19h-0.15% · 20h-0.15% · 20h-0.15%20h-0.10% · 21h-0.10% · 21h-0.10%21h0.65% · 22h0.65% · 22h0.65%22h★ BEST-0.20% · 23h-0.20% · 23h-0.20%23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNUS-led (+0.35%)RUNSup max 4 · down max 2BREADTH29% up · 46% down · 25% flat
7 up bars · 11 down · best 0.65% · worst -0.50% · typical |Δ| 0.150%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.21%)FINAL-0.21%MAX DD-0.85%RECOVERYONGOING · 19 barsMAX RUN-UP+0.25%UNDERWATER21/25 (84%)STREAK↘ 2EQUITY CURVE · end 0.9979 · peak 1.0025 · range [0.9940, 1.0025]1.00250.9940break-even = 1★ PEAK 1.0025UNDERWATER DRAWDOWN · max -0.85% · shallow0%-0.85%▼ TROUGH -0.85%TOP DRAWDOWN PERIODS · 2 total#1 -0.85%bar 7-25 · 19 bars · ONGOING#2 -0.50%bar 2-3 · 2 bars · recoveredDD SEVERITYshallow (max -0.85%)RECOVERYongoing · 19 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9979 (-0.21%) · max DD -0.85% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −11 (37% positive) · μ=-22.99 · σ=44.66MIXED EDGELAST 19.10 (+0.94σ vs μ)90.1645.080.00-45.08-90.16μ = -22.999.939.9346.8046.8031.7331.73-40.19-40.19-40.19-40.19-74.07-74.07-90.16-90.16-71.78-71.78-71.78-71.78-49.85-49.85-76.99-76.99-55.93-55.93-38.21-38.2119.9519.950.000.00-10.85-10.8533.9133.9121.6921.6919.1019.10v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 19.105 · range [-90.16, 46.80] · μ -22.995 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=15.3287 · σ=8.2430 · range [3.8210, 30.5680] · R²=0.048▲ RISING +3.98%σ EXTREME 53.77%LAST 30.568030.568023.881217.194510.50773.8210μ = 15.3287max 30.5680min 3.8210dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 30.57% · range [3.82%, 30.57%] · μ 15.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.202 · σ=0.295MEAN-REVERSIONLAST -0.422 (-0.75σ vs μ)0.7280.3640.000-0.364-0.728μ = -0.202-0.028-0.0280.2880.2880.1360.136-0.019-0.019-0.506-0.506-0.728-0.728-0.447-0.447-0.500-0.500-0.265-0.2650.0390.0390.3750.375-0.214-0.214-0.233-0.2330.0270.027-0.395-0.395-0.204-0.204-0.222-0.222-0.519-0.519-0.422-0.422v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.422 · |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
10.7316
p-VALUE (log scale)
0.0047
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
2.6165
p-VALUE (log scale)
0.7612
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
-2.0068
p-VALUE (log scale)
0.2930
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
-0.2849
p-VALUE (log scale)
0.7757
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3967
p-VALUE (log scale)
0.0786
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
-1.2673
p-VALUE (log scale)
0.2050
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.614 ≈ 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=5.27e-6 · top T=2.40h (18.8%) · top-3 cover 50.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.2e-58.9e-65.9e-63.0e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.51e-6 · 5.5% energyperiod 24.0 · power 3.51e-6 · 5.5% energyperiod 12.0 · power 2.19e-6 · 3.5% energyperiod 12.0 · power 2.19e-6 · 3.5% energyperiod 8.0 · power 3.26e-6 · 5.2% energyperiod 8.0 · power 3.26e-6 · 5.2% energyperiod 6.0 · power 6.70e-6 · 10.6% energyperiod 6.0 · power 6.70e-6 · 10.6% energyperiod 4.8 · power 9.60e-6 · 15.2% energyperiod 4.8 · power 9.60e-6 · 15.2% energyperiod 4.0 · power 1.04e-5 · 16.5% energyperiod 4.0 · power 1.04e-5 · 16.5% energyperiod 3.4 · power 1.25e-6 · 2.0% energyperiod 3.4 · power 1.25e-6 · 2.0% energyperiod 3.0 · power 1.39e-6 · 2.2% energyperiod 3.0 · power 1.39e-6 · 2.2% energyperiod 2.7 · power 6.15e-6 · 9.7% energyperiod 2.7 · power 6.15e-6 · 9.7% energyperiod 2.4 · power 1.19e-5 · 18.8% energyperiod 2.4 · power 1.19e-5 · 18.8% energyperiod 2.2 · power 2.73e-6 · 4.3% energyperiod 2.2 · power 2.73e-6 · 4.3% energyperiod 2.0 · power 4.17e-6 · 6.6% energyperiod 2.0 · power 4.17e-6 · 6.6% energy50% by T=4.0h#1 dominantT=2.40h#2T=4.00h#3T=4.80hT=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 18.8% of total energy · Σ|X̂|²/n = 6.325e-5

▸ Depth section using sovereign-store price series (383 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 35.1 d · σ/bar 0.008pp · expected |Δp| over horizon 0.25ppterminal variance p(1−p) = 0.0479 · n = 383✓ n = 383
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.008pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move35d
0.25pp
σ × √842.2626455555555
Terminal variancebinary
0.0479
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 0.01✓ n = 383
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
4.7pp
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
19.802
total return per $1
AmericanUS
+1880
$100 wins $1880
FractionalUK
18.80 / 1
profit per $1 risked
Profit per $100stake
+$1880.20
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)
0.289 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.289 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.31 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
19214394437683566921750936876376421489271269944393354497977881791256347396217
NO token ID
36586667785814641857008731622413716797407337292495614620493145114086484487337
Snapshot fetched
2026-06-14 21:44:14 UTC
Snapshot age
7ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:44:14 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2fba7edd12c2a27caa5a33863503de063b99fe4663e689ff198c3809048256ab · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.8¢HL PREDNetherlands84.2¢POLYMARKETWill Netherlands win on 2026-06-14?84¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?71¢HL PERPBTC-USD perpetual$65,272HL PERPETH-USD perpetual$1,716.1HL PERPHYPE-USD perpetual$62.94

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)
-0.976
ask-heavy
Imbalance (top-5)
+0.936
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-lionel-messi-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0970869224.97bp0.18000026FILLED
BUY$10.00K0.32130553624.84bp0.78000084FILLED
BUY$100.00K0.757852140069.64bp0.949000102FILLED
SELL$1.00K0.05000099.01bp0.0500001FILLED
SELL$10.00K0.0173286568.69bp0.00100020PARTIAL
SELL$100.00K0.0173286568.69bp0.00100020PARTIAL

Risk metrics

▸ sovereign store · 383 barsperiods/year ≈ 1.75M
Realized vol (annualised)
216.76%
σ per bar = 0.001637
Mean return (annualised)
-22174.72%
μ per bar = -0.000126
Sharpe (rf=0)
-102.30
annualised; risk-free assumed zero
Max drawdown
4.72%
peak 0.05 → trough 0.05 over 292 bars

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