POLYMARKET · PREDICTION MARKET · SPORTS

Will Luis Diaz be the top goalscorer at the 2026 FIFA World Cup?

YES · live
1.3¢
NO · live
98.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-luis-diaz-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
11.70%
max drawdown
16.67%
sharpe
ulcer index
10.90%
RMS drawdown
pain index
7.65%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
16.67%
cond. drawdown
gain/pain
0.78
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.78
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
1410
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-luis-diaz-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
1.3¢
NO · live
98.8¢
YES price · live 24h
n=25 · μ=0.0139 · σ=0.0013 · range [0.0125, 0.0170] · R²=0.509 FALLING -19.35%σ HIGH 9.68%LAST 0.01250.01700.01590.01480.01360.0125μ = 0.0139max 0.0170min 0.0125dataMA(5)OLS R²=0.51μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.25¢
YES / NO split · live
YES 1.3%NO 98.8%NO98.8%98.75¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.097 / 1.00 bits (10%) · informative — one side favoured
YES
1.3%1.3¢80.00× +0.00pp
NO
98.8%98.8¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=120 · μ=5.0 · σ=8.2 · CV=1.64BURSTY · concentratedcumulative energy ↗ · 50% by h=708152330μ = 53050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 120bp moved · peak 30bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5ms
YES mid
1.25¢ (1.25%)
NO mid
98.75¢ (98.75%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$24.5k
liquidity $
$55.2k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0139 · σ=0.0013 · range [0.0125, 0.0170] · R²=0.509 FALLING -19.35%σ HIGH 9.68%LAST 0.01250.01700.01590.01480.01360.0125μ = 0.0139max 0.0170min 0.0125dataMA(5)OLS R²=0.51μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.25¢
NO price · CLOB mid
n=25 · μ=0.9861 · σ=0.0013 · range [0.9830, 0.9875] · R²=0.509 RISING +0.30%σ LOW 0.14%LAST 0.98750.98750.98640.98520.98410.9830μ = 0.9861max 0.9875min 0.9830dataMA(5)OLS R²=0.51μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0009 · skew=-1.21 (left-skewed) · kurt=3.08 (leptokurtic (fat tails))14117401-0.28ppbin -0.28pp · n=1 · 7.1% peakbin -0.28pp · n=1 · 7.1% peak-0.23pp1-0.18ppbin -0.18pp · n=1 · 7.1% peakbin -0.18pp · n=1 · 7.1% peak-0.13pp1-0.08ppbin -0.08pp · n=1 · 7.1% peakbin -0.08pp · n=1 · 7.1% peak3-0.03ppbin -0.03pp · n=3 · 21.4% peakbin -0.03pp · n=3 · 21.4% peak140.02ppbin 0.02pp · n=14 · 100.0% peakbin 0.02pp · n=14 · 100.0% peak20.07ppbin 0.07pp · n=2 · 14.3% peakbin 0.07pp · n=2 · 14.3% peak0.13pp20.17ppbin 0.17pp · n=2 · 14.3% peakbin 0.17pp · n=2 · 14.3% 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=-0.85 · kurt=2.86 · near 8 / mid 15 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=25RIGHT-SKEWED (G₁=0.99)
μ MEAN1.39¢95% CI: [1.34¢, 1.45¢]
σ STD DEV0.13ppσ² = 0.018 · CV = 9.68%
med MEDIAN1.35¢Q₁ 1.35¢ · Q₃ 1.45¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.25¢Q₁ 1.35¢med 1.35¢Q₃ 1.45¢max 1.70¢μ
SKEWNESS · G₁0.990right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.044mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRdiverges from normalratio = 1.82
range ↔ σconcentrated (range < 4σ)range / σ = 3.34
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-0.122within white-noise band
ρ(2) AUTOCORR-0.037lag-2 not significant
H · HURST EXPONENT0.995strongly persistent
OLS TREND · t-STAT-4.885significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.995STRONGLY 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=1-0.122k=2-0.037k=3-0.408k=4+0.018k=5+0.0550+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|=4.88)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 ID2069664
SLUGwill-luis-diaz-b…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES1.25¢implied prob 1.25% · decimal odds 80.00×
COUNTER · NO98.75¢implied prob 98.75% · decimal odds 1.01×
1.25¢
98.75¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME24.47k USD 24h
LIQUIDITY55.16k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.975 · entropy 0.097 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 1.3%NO 98.8%YES1.3%H = 0.097 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES80.00×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.097 bits (10% 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
10hrs
11min
YES$1.00(P = 1.3%)
NO$0.00(P = 98.8%)
current: $0.0125 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.7dRESOLVESP projection · σ=0.13% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.661 pp/day
now35.42d left
0.661 pp/day×1.00
−25%26.57d left
0.763 pp/day×1.15
−50%17.71d left
0.934 pp/day×1.41
−75%8.86d left
1.322 pp/day×2.00
−90%3.54d left
2.089 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 0.20% · worst -0.30% · typical |Δ| 0.05%MILD BEARISH -0.30%BEST+0.20%18hWORST-0.30%5hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE-0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.03% · Σ -0.20%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.30%+0.15%-0.30%-0.05% · 1h-0.05% · 1h-0.05%1h0.15% · 2h0.15% · 2h0.15%2h0.05% · 3h0.05% · 3h0.05%3h0.00% · 4h0.00% · 4h·4h-0.30% · 5h-0.30% · 5h-0.30%5h▼ WORST0.00% · 6h0.00% · 6h·6h-0.05% · 7h-0.05% · 7h-0.05%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·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·17h0.20% · 18h0.20% · 18h0.20%18h★ BEST-0.05% · 19h-0.05% · 19h-0.05%19h0.05% · 20h0.05% · 20h0.05%20h-0.20% · 21h-0.20% · 21h-0.20%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 1BREADTH17% up · 25% down · 58% flat
4 up bars · 6 down · best 0.20% · worst -0.30% · typical |Δ| 0.050%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.30%)FINAL-0.30%MAX DD-0.45%RECOVERYONGOING · 20 barsMAX RUN-UP+0.15%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9970 · peak 1.0015 · range [0.9970, 1.0015]1.00150.9970break-even = 1★ PEAK 1.0015UNDERWATER DRAWDOWN · max -0.45% · shallow0%-0.45%▼ TROUGH -0.45%TOP DRAWDOWN PERIODS · 2 total#1 -0.45%bar 6-25 · 20 bars · ONGOING#2 -0.05%bar 2-2 · 1 bars · recoveredDD SEVERITYshallow (max -0.45%)RECOVERYongoing · 20 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9970 (-0.30%) · max DD -0.45% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −11 (16% positive) · μ=-16.85 · σ=21.56UNPROFITABLE STRATEGYLAST -35.63 (-0.87σ vs μ)45.4722.740.00-22.74-45.47μ = -16.85-15.51-15.51-15.51-15.51-37.00-37.00-45.47-45.47-45.47-45.47-38.21-38.21-38.21-38.210.000.000.000.000.000.00-38.21-38.21-38.21-38.2115.8715.877.647.6415.1015.10-11.42-11.420.000.000.000.00-35.63-35.63v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -35.631 · range [-45.47, 15.87] · μ -16.855 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.7801 · σ=5.1405 · range [0.0000, 14.1170] · R²=0.000 FALLING -41.95%σ EXTREME 66.07%LAST 8.195114.117010.58787.05853.52930.0000μ = 7.7801max 14.1170min 0.0000dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 8.20% · range [0.00%, 14.12%] · μ 7.78% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −14 (11% positive) · μ=-0.152 · σ=0.146MEAN-REVERSIONLAST -0.486 (-2.29σ vs μ)0.4860.2430.000-0.243-0.486μ = -0.152-0.027-0.0270.0050.005-0.250-0.250-0.330-0.330-0.088-0.088-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.2330.0290.029-0.209-0.209-0.255-0.255-0.208-0.208-0.265-0.265-0.265-0.265-0.486-0.486v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.486 · |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
18.1745
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
5.4891
p-VALUE (log scale)
0.3592
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
-1.8276
p-VALUE (log scale)
0.3773
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
0.8429
p-VALUE (log scale)
0.3993
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
0.5861
p-VALUE (log scale)
0.0239
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
-0.4666
p-VALUE (log scale)
0.6408
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.858 ≈ 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=1.02e-6 · top T=2.00h (27.6%) · top-3 cover 58.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.4e-62.5e-61.7e-68.4e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.83e-7 · 1.5% energyperiod 24.0 · power 1.83e-7 · 1.5% energyperiod 12.0 · power 2.37e-7 · 1.9% energyperiod 12.0 · power 2.37e-7 · 1.9% energyperiod 8.0 · power 2.14e-6 · 17.4% energyperiod 8.0 · power 2.14e-6 · 17.4% energyperiod 6.0 · power 6.56e-7 · 5.4% energyperiod 6.0 · power 6.56e-7 · 5.4% energyperiod 4.8 · power 1.19e-6 · 9.7% energyperiod 4.8 · power 1.19e-6 · 9.7% energyperiod 4.0 · power 1.71e-6 · 13.9% energyperiod 4.0 · power 1.71e-6 · 13.9% energyperiod 3.4 · power 1.59e-7 · 1.3% energyperiod 3.4 · power 1.59e-7 · 1.3% energyperiod 3.0 · power 2.81e-7 · 2.3% energyperiod 3.0 · power 2.81e-7 · 2.3% energyperiod 2.7 · power 7.81e-7 · 6.4% energyperiod 2.7 · power 7.81e-7 · 6.4% energyperiod 2.4 · power 7.42e-7 · 6.1% energyperiod 2.4 · power 7.42e-7 · 6.1% energyperiod 2.2 · power 8.04e-7 · 6.6% energyperiod 2.2 · power 8.04e-7 · 6.6% energyperiod 2.0 · power 3.38e-6 · 27.6% energyperiod 2.0 · power 3.38e-6 · 27.6% energy50% by T=3.4h#1 dominantT=2.00h#2T=8.00h#3T=4.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 27.6% of total energy · Σ|X̂|²/n = 1.225e-5

▸ Depth section using sovereign-store price series (1410 bars · effective 1752713 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 0.009pp · expected |Δp| over horizon 0.26ppterminal variance p(1−p) = 0.0123 · n = 1410n = 1410
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.009pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move35d
0.26pp
σ × √850.1967625
Terminal variancebinary
0.0123
p(1−p) at resolution
Current pricep
1.3¢
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 0.01pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 1410
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
16.7pp
peak 1.5¢ → trough 1.3¢
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
1.3%
= price
Decimal oddsEU
80.000
total return per $1
AmericanUS
+7900
$100 wins $7900
FractionalUK
79.00 / 1
profit per $1 risked
Profit per $100stake
+$7900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 1.3%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)
0.097 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.097 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.32 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
1323283843623994651720304888221920089723729788420877163031780248268968940539
NO token ID
97109462940999937816862584048939556249368708428517082365937225584311246886561
Snapshot fetched
2026-06-14 13:48:11 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:48:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c5f6c86baafb12397974dd3ac2f374805d7cbc3e7f06c82ea1f8bdfeabdeb1c3 · 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
0.012500
(best bid + best ask) / 2
Spread
800.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.986
ask-heavy
Imbalance (top-5)
+0.782
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-luis-diaz-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.07256448051.24bp0.20800038FILLED
BUY$10.00K0.363704280962.91bp0.74900051FILLED
BUY$100.00K0.794344625474.87bp0.95900067FILLED
SELL$1.00K0.0030577554.70bp0.0010008PARTIAL
SELL$10.00K0.0030577554.70bp0.0010008PARTIAL
SELL$100.00K0.0030577554.70bp0.0010008PARTIAL

Risk metrics

sovereign store · 1,410 barsperiods/year ≈ 1.75M
Realized vol (annualised)
861.20%
σ per bar = 0.006505
Mean return (annualised)
-9573.50%
μ per bar = -0.000055
Sharpe (rf=0)
-11.12
annualised; risk-free assumed zero
Max drawdown
16.67%
peak 0.01 → trough 0.01 over 150 bars

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