POLYMARKET · PREDICTION MARKET · SPORTS

Will Mexico reach the 2026 FIFA World Cup final?

YES · live
4.9¢
NO · live
95.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-mexico-reach-the-2026-fifa-world-cup-final · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
41.91%
max drawdown
33.10%
sharpe
—
ulcer index
11.18%
RMS drawdown
pain index
9.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.75%
cond. drawdown
gain/pain
0.23
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.23
upside/downside
roll spread
3.1 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-mexico-reach-the-2026-fifa-world-cup-final/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH26ms⏱--:--:-- 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
4.9¢
NO · live
95.2¢
YES price · live 24h
n=25 · μ=0.0673 · σ=0.0056 · range [0.0525, 0.0790] · R²=0.564▼ FALLING -23.36%σ HIGH 8.29%LAST 0.05250.07900.07240.06580.05910.0525μ = 0.0673max 0.0790min 0.0525dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.25¢
YES / NO split · live
YES 4.9%NO 95.2%NO95.2%95.15¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.280 / 1.00 bits (28%) · informative — one side favoured
YES
4.9%4.9¢20.62×▬ +0.00pp
NO
95.2%95.2¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=470 · μ=19.6 · σ=26.3 · CV=1.34BURSTY · concentratedcumulative energy ↗ · 50% by h=8024477195μ = 209550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 470bp moved · peak 95bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
26ms
▲YES mid
4.85¢ (4.85%)
▼NO mid
95.15¢ (95.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$26.9k
≋liquidity $
$93.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0673 · σ=0.0056 · range [0.0525, 0.0790] · R²=0.564▼ FALLING -23.36%σ HIGH 8.29%LAST 0.05250.07900.07240.06580.05910.0525μ = 0.0673max 0.0790min 0.0525dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.25¢
NO price · CLOB mid
n=25 · μ=0.9327 · σ=0.0056 · range [0.9210, 0.9475] · R²=0.564▲ RISING +1.72%σ LOW 0.60%LAST 0.94750.94750.94090.93430.92760.9210μ = 0.9327max 0.9475min 0.9210dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0007 · σ=0.0029 · skew=-1.08 (left-skewed) · kurt=1.59 (leptokurtic (fat tails))13107301-0.88ppbin -0.88pp · n=1 · 7.7% peakbin -0.88pp · n=1 · 7.7% peak1-0.73ppbin -0.73pp · n=1 · 7.7% peakbin -0.73pp · n=1 · 7.7% peak-0.59pp1-0.44ppbin -0.44pp · n=1 · 7.7% peakbin -0.44pp · n=1 · 7.7% peak2-0.30ppbin -0.30pp · n=2 · 15.4% peakbin -0.30pp · n=2 · 15.4% peak1-0.15ppbin -0.15pp · n=1 · 7.7% peakbin -0.15pp · n=1 · 7.7% peak13-0.01ppbin -0.01pp · n=13 · 100.0% peakbin -0.01pp · n=13 · 100.0% peak30.14ppbin 0.14pp · n=3 · 23.1% peakbin 0.14pp · n=3 · 23.1% peak0.28pp20.43ppbin 0.43pp · n=2 · 15.4% peakbin 0.43pp · n=2 · 15.4% 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=-1.08 · kurt=1.66 · near 10 / mid 14 / far 0 · OLS slope=0.95 intercept=-0.00LEFT-SKEWED · HEAVY NEGATIVE TAILUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25MILD DEPARTURE FROM NORMAL
μ MEAN6.73¢95% CI: [6.51¢, 6.95¢]
σ STD DEV0.56ppσ² = 0.311 · CV = 8.29%
med MEDIAN6.70¢Q₁ 6.60¢ · Q₃ 6.90¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.65pp · IQR 0.30pp (1.349σ→0.75pp)
min 5.25¢Q₁ 6.60¢med 6.70¢Q₃ 6.90¢max 7.90¢μ
SKEWNESS · G₁-0.381approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂1.171leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRdiverges from normalratio = 2.51
range ↔ σwide tails (range > 4σ)range / σ = 4.75
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-0.037within white-noise band
ρ(2) AUTOCORR+0.054lag-2 not significant
H · HURST EXPONENT0.865strongly persistent
OLS TREND · t-STAT-5.453significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.865
H = 0.865STRONGLY 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=1-0.037k=2+0.054k=3-0.092k=4+0.018k=5-0.2300+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 @ 1% (|t|=5.45)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.77very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.45)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 ID2071518
SLUGwill-mexico-reach-the-2026-fifa-world-cup-final
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES4.85¢implied prob 4.85% · decimal odds 20.62×
COUNTER · NO95.15¢implied prob 95.15% · decimal odds 1.05×
4.85¢
95.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME26.86k USD 24h
LIQUIDITY93.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.903 · entropy 0.280 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 4.9%NO 95.2%YES p̂4.9%H = 0.280 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES20.62×(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) = 0.280 bits (28% 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
28min
35.35 days·θ = 2.733 pp/day
YES →$1.00(P = 4.9%)
NO →$0.00(P = 95.2%)
current: $0.0485 · 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=0.56% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.733 pp/day
now35.35d left
2.733 pp/day×1.00
−25%26.51d left
3.156 pp/day×1.15
−50%17.68d left
3.865 pp/day×1.41
−75%8.84d left
5.466 pp/day×2.00
−90%3.54d left
8.643 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 0.50% · worst -0.95% · typical |Δ| 0.20%BEARISH SESSION -1.60%BEST+0.50%4hWORST-0.95%6hTYPICAL |Δ|0.20%mean absoluteCUMULATIVE-1.60%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.04% · Σ +0.30%EUROPE · 08-16 UTCμ -0.06% · Σ -0.45%US · 16-24 UTCμ -0.12% · Σ -0.95%CUMULATIVE Δ PATH · final -1.60%+1.05%-1.60%0.05% · 1h0.05% · 1h0.05%1h0.00% · 2h0.00% · 2h·2h0.45% · 3h0.45% · 3h0.45%3h0.50% · 4h0.50% · 4h0.50%4h★ BEST0.05% · 5h0.05% · 5h0.05%5h-0.95% · 6h-0.95% · 6h-0.95%6h▼ WORST0.20% · 7h0.20% · 7h0.20%7h-0.25% · 8h-0.25% · 8h-0.25%8h-0.15% · 9h-0.15% · 9h-0.15%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.15% · 11h0.15% · 11h0.15%11h-0.30% · 12h-0.30% · 12h-0.30%12h0.10% · 13h0.10% · 13h0.10%13h0.00% · 14h0.00% · 14h·14h0.05% · 15h0.05% · 15h0.05%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.05% · 18h-0.05% · 18h-0.05%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.80% · 22h-0.80% · 22h-0.80%22h-0.05% · 23h-0.05% · 23h-0.05%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNAsia-led (+0.30%)RUNSup max 3 · down max 3BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 0.50% · worst -0.95% · typical |Δ| 0.196%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.60%)FINAL-1.60%MAX DD-2.63%RECOVERYONGOING · 19 barsMAX RUN-UP+1.05%UNDERWATER19/25 (76%)STREAK↘ 3EQUITY CURVE · end 0.9840 · peak 1.0105 · range [0.9840, 1.0105]1.01050.9840break-even = 1★ PEAK 1.0105UNDERWATER DRAWDOWN · max -2.63% · moderate0%-2.63%▼ TROUGH -2.63%TOP DRAWDOWN PERIODS · 1 total#1 -2.63%bar 7-25 · 19 bars · ONGOINGDD SEVERITYmoderate (max -2.63%)RECOVERYongoing · 19 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9840 (-1.60%) · max DD -2.63% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −14 (16% positive) · μ=-23.03 · σ=24.95UNPROFITABLE STRATEGYLAST -64.78 (-1.67σ vs μ)64.7832.390.00-32.39-64.78μ = -23.032.992.997.407.400.000.00-18.95-18.95-44.51-44.51-39.29-39.29-30.21-30.21-42.51-42.51-23.55-23.55-4.89-4.890.000.00-16.65-16.6530.2130.21-20.72-20.72-20.72-20.72-60.42-60.42-43.96-43.96-47.00-47.00-64.78-64.78v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -64.776 · range [-64.78, 30.21] · μ -23.029 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=24.8290 · σ=16.7907 · range [2.4166, 50.5759] · R²=0.408▼ FALLING -35.32%σ EXTREME 67.63%LAST 31.555050.575938.536126.496214.45642.4166μ = 24.8290max 50.5759min 2.4166dataMA(3)OLS R²=0.41μ lineμ ± σ bandmaxmin
latest 31.56% · range [2.42%, 50.58%] · μ 24.83% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.211 · σ=0.303MEAN-REVERSIONLAST -0.330 (-0.39σ vs μ)0.6530.3270.000-0.327-0.653μ = -0.2110.1370.1370.0060.006-0.026-0.026-0.270-0.270-0.615-0.615-0.319-0.319-0.384-0.384-0.437-0.437-0.590-0.590-0.653-0.653-0.600-0.600-0.272-0.272-0.083-0.0830.3430.3430.2250.2250.1670.167-0.069-0.069-0.236-0.236-0.330-0.330v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.330 · |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
10.9258
p-VALUE (log scale)
0.0042
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
2.1259
p-VALUE (log scale)
0.8329
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
-0.0908
p-VALUE (log scale)
0.9472
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
-0.9300
p-VALUE (log scale)
0.3524
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6533
p-VALUE (log scale)
0.0178
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
0.0553
p-VALUE (log scale)
0.9559
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.017 ≈ 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=1.18e-5 · top T=2.00h (30.2%) · top-3 cover 56.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.3e-53.2e-52.1e-51.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.60e-7 · 0.5% energyperiod 24.0 · power 7.60e-7 · 0.5% energyperiod 12.0 · power 1.72e-5 · 12.2% energyperiod 12.0 · power 1.72e-5 · 12.2% energyperiod 8.0 · power 2.02e-5 · 14.3% energyperiod 8.0 · power 2.02e-5 · 14.3% energyperiod 6.0 · power 1.12e-5 · 7.9% energyperiod 6.0 · power 1.12e-5 · 7.9% energyperiod 4.8 · power 2.15e-6 · 1.5% energyperiod 4.8 · power 2.15e-6 · 1.5% energyperiod 4.0 · power 9.08e-6 · 6.4% energyperiod 4.0 · power 9.08e-6 · 6.4% energyperiod 3.4 · power 1.16e-5 · 8.2% energyperiod 3.4 · power 1.16e-5 · 8.2% energyperiod 3.0 · power 7.89e-6 · 5.6% energyperiod 3.0 · power 7.89e-6 · 5.6% energyperiod 2.7 · power 1.15e-5 · 8.2% energyperiod 2.7 · power 1.15e-5 · 8.2% energyperiod 2.4 · power 3.06e-6 · 2.2% energyperiod 2.4 · power 3.06e-6 · 2.2% energyperiod 2.2 · power 4.11e-6 · 2.9% energyperiod 2.2 · power 4.11e-6 · 2.9% energyperiod 2.0 · power 4.27e-5 · 30.2% energyperiod 2.0 · power 4.27e-5 · 30.2% energy50% by T=3.4h#1 dominantT=2.00h#2T=8.00h#3T=12.00hT=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 30.2% of total energy · Σ|X̂|²/n = 1.415e-4

▸ Depth section using sovereign-store price series (2535 bars · effective 1752908 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 0.029pp · expected |Δp| over horizon 0.84ppterminal variance p(1−p) = 0.0461 · n = 2535✓ n = 2535
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.029pp
one-bar volatility · logit-free
Per-day movedaily
0.14pp
σ × √24
Per-horizon move35d
0.84pp
σ × √848.4787272222222
Terminal variancebinary
0.0461
p(1−p) at resolution
Current pricep
4.9¢
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 0.05pp · ES₉₅ 0.06pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 2535
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.06pp
mean of the tail
Max drawdown
33.1pp
peak 7.2¢ → trough 4.9¢
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
4.9%
= price
Decimal oddsEU
20.619
total return per $1
AmericanUS
+1962
$100 wins $1962
FractionalUK
19.62 / 1
profit per $1 risked
Profit per $100stake
+$1961.86
clean dollar framing
-1000-5000+500+1000020406080100you · 4.9%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)
0.280 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.280 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.37 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
44875352804270966260326725617943549165054912423727317327254824975565921809445
NO token ID
44842965987473325983162328689997819096526327013729797846376035924525793054604
Snapshot fetched
2026-06-14 15:31:16 UTC
Snapshot age
26ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:31:16 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6b1a7a8be2a5a0e52553f2accc25391caec64755cc00094271775c33adefb1b7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.3¢HL PREDSpain89.7¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,014HL PERPETH-USD perpetual$1,662.5HL PERPHYPE-USD perpetual$60.52

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
0.052500
(best bid + best ask) / 2
Spread
571.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.993
ask-heavy
Imbalance (top-5)
+0.331
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-mexico-reach-the-2026-fifa-world-cup-final/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0956838225.41bp0.33000021FILLED
BUY$10.00K0.37672161756.44bp0.63000063FILLED
BUY$100.00K0.700422123413.63bp0.86000080FILLED
SELL$1.00K0.0363563074.97bp0.0350009FILLED
SELL$10.00K0.0209826003.35bp0.00100019PARTIAL
SELL$100.00K0.0209826003.35bp0.00100019PARTIAL

Risk metrics

▸ sovereign store · 2,535 barsperiods/year ≈ 1.75M
Realized vol (annualised)
642.15%
σ per bar = 0.004850
Mean return (annualised)
-23884.23%
μ per bar = -0.000136
Sharpe (rf=0)
-37.19
annualised; risk-free assumed zero
Max drawdown
33.10%
peak 0.07 → trough 0.05 over 1930 bars

/api/asset/pm-will-mexico-reach-the-2026-fifa-world-cup-final/risk · same metrics, JSON