POLYMARKET · PREDICTION MARKET · IEM COLOGNE MAJOR 2026 WINNER

Will Monte win IEM Cologne Major 2026?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-monte-win-iem-cologne-major-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -66.67%
realized vol (ann.)
5.54%
max drawdown
85.71%
sharpe
—
ulcer index
24.46%
RMS drawdown
pain index
8.78%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
85.71%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
4.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-66.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -66.67%
Same bundle via M2M API: /api/m2m/pm-will-monte-win-iem-cologne-major-2026/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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0016 · σ=0.0006 · range [0.0005, 0.0030] · R²=0.003▼ FALLING -66.67%σ EXTREME 37.88%LAST 0.00050.00300.00240.00180.00110.0005μ = 0.0016max 0.0030min 0.0005dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=50 · μ=2.1 · σ=5.3 · CV=2.54BURSTY · concentratedcumulative energy ↗ · 50% by h=2106131925μ = 22550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 50bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$47.1k
≋liquidity $
$131.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0016 · σ=0.0006 · range [0.0005, 0.0030] · R²=0.003▼ FALLING -66.67%σ EXTREME 37.88%LAST 0.00050.00300.00240.00180.00110.0005μ = 0.0016max 0.0030min 0.0005dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9984 · σ=0.0006 · range [0.9970, 0.9995] · R²=0.003▲ RISING +0.10%σ LOW 0.06%LAST 0.99950.99950.99890.99830.99760.9970μ = 0.9984max 0.9995min 0.9970dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0005 · skew=-3.83 (left-skewed) · kurt=14.51 (leptokurtic (fat tails))18149501-0.24ppbin -0.24pp · n=1 · 5.6% peakbin -0.24pp · n=1 · 5.6% peak-0.21pp-0.18pp-0.14pp-0.11pp-0.08pp1-0.05ppbin -0.05pp · n=1 · 5.6% peakbin -0.05pp · n=1 · 5.6% peak-0.02pp180.01ppbin 0.01pp · n=18 · 100.0% peakbin 0.01pp · n=18 · 100.0% peak40.04ppbin 0.04pp · n=4 · 22.2% peakbin 0.04pp · n=4 · 22.2% 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=-3.44 · kurt=12.93 · near 8 / mid 12 / far 4 · OLS slope=0.69 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.37σsample ↓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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.16¢95% CI: [0.14¢, 0.19¢]
σ STD DEV0.06ppσ² = 38.583×10⁻⁴ · CV = 37.88%
med MEDIAN0.15¢Q₁ 0.15¢ · Q₃ 0.20¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.25pp · IQR 0.05pp (1.349σ→0.08pp)
min 0.05¢Q₁ 0.15¢med 0.15¢Q₃ 0.20¢max 0.30¢μ
SKEWNESS · G₁0.111approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.121mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 1.68
range ↔ σwide tails (range > 4σ)range / σ = 4.02
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.173within white-noise band
ρ(2) AUTOCORR-0.006lag-2 not significant
H · HURST EXPONENT1.190strongly persistent
OLS TREND · t-STAT+0.241fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.190
H = 1.190STRONGLY 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=1-0.173k=2-0.006k=3+0.008k=4+0.038k=5-0.1300+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]NOT SIGNIFICANT (|t|=0.24)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.24)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 ID1892301
SLUGwill-monte-win-iem-cologne-major-2026
CATEGORYIEM Cologne Major 2026 Winner
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME47.14k USD 24h
LIQUIDITY130.97k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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 · LOWresolves 2026-06-21 00:00 UTC
6days
07hrs
55min
6.33 days·θ = 0.304 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2dRESOLVESP projection · σ=0.06% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.304 pp/day
now6.33d left
0.304 pp/day×1.00
−25%4.75d left
0.351 pp/day×1.15
−50%3.17d left
0.430 pp/day×1.41
−75%1.58d left
0.609 pp/day×2.00
−90%15.19h left
0.962 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 0.05% · worst -0.25% · typical |Δ| 0.02%MILD BEARISH -0.10%BEST+0.05%6hWORST-0.25%22hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE-0.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.10%+0.15%-0.10%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.05% · 6h0.05% · 6h0.05%6h★ BEST-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·15h0.05% · 16h0.05% · 16h0.05%16h0.05% · 17h0.05% · 17h0.05%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.05% · 21h0.05% · 21h0.05%21h-0.25% · 22h-0.25% · 22h-0.25%22h▼ WORST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 1BREADTH17% up · 8% down · 75% flat
4 up bars · 2 down · best 0.05% · worst -0.25% · typical |Δ| 0.021%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.10%)FINAL-0.10%MAX DD-0.25%RECOVERYONGOING · 3 barsMAX RUN-UP+0.15%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 0.9990 · peak 1.0015 · range [0.9990, 1.0015]1.00150.9990break-even = 1★ PEAK 1.0015UNDERWATER DRAWDOWN · max -0.25% · shallow0%-0.25%▼ TROUGH -0.25%TOP DRAWDOWN PERIODS · 2 total#1 -0.25%bar 23-25 · 3 bars · ONGOING#2 -0.05%bar 8-17 · 10 bars · recoveredDD SEVERITYshallow (max -0.25%)RECOVERYongoing · 3 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 0.9990 (-0.10%) · max DD -0.25% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −4 (37% positive) · μ=15.10 · σ=36.55MIXED EDGELAST -28.88 (-1.20σ vs μ)85.4442.720.00-42.72-85.44μ = 15.1038.2138.210.000.000.000.000.000.000.000.000.000.00-38.21-38.210.000.000.000.000.000.0038.2138.2160.4260.4260.4260.4260.4260.4260.4260.4285.4485.44-20.72-20.72-28.88-28.88-28.88-28.88v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -28.884 · range [-38.21, 85.44] · μ 15.096 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=3.3446 · σ=3.2338 · range [0.0000, 10.5683] · R²=0.320▲ RISING +429.15%σ EXTREME 96.69%LAST 10.109410.56837.92635.28422.64210.0000μ = 3.3446max 10.5683min 0.0000dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 10.11% · range [0.00%, 10.57%] · μ 3.34% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −11 (26% positive) · μ=-0.126 · σ=0.290MEAN-REVERSIONLAST -0.348 (-0.76σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.126-0.033-0.033-0.500-0.500-0.500-0.500-0.500-0.500-0.500-0.500-0.500-0.500-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.0330.4170.4170.1670.1670.1670.1670.1670.1670.1670.167-0.186-0.186-0.348-0.348-0.348-0.348v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.348 · |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
322.5644
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
1.4163
p-VALUE (log scale)
0.9218
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
-2.0398
p-VALUE (log scale)
0.2792
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
0.3536
p-VALUE (log scale)
0.7237
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0994
p-VALUE (log scale)
0.5000
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
-0.5370
p-VALUE (log scale)
0.5912
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.837 ≈ 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=3.18e-7 · top T=2.18h (16.0%) · top-3 cover 39.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.1e-74.6e-73.0e-71.5e-70.0e+0μ noise floorperiod 24.0 · power 1.77e-7 · 4.6% energyperiod 24.0 · power 1.77e-7 · 4.6% energyperiod 12.0 · power 4.48e-7 · 11.7% energyperiod 12.0 · power 4.48e-7 · 11.7% energyperiod 8.0 · power 2.32e-7 · 6.1% energyperiod 8.0 · power 2.32e-7 · 6.1% energyperiod 6.0 · power 7.29e-8 · 1.9% energyperiod 6.0 · power 7.29e-8 · 1.9% energyperiod 4.8 · power 3.18e-7 · 8.3% energyperiod 4.8 · power 3.18e-7 · 8.3% energyperiod 4.0 · power 3.54e-7 · 9.3% energyperiod 4.0 · power 3.54e-7 · 9.3% energyperiod 3.4 · power 3.96e-7 · 10.4% energyperiod 3.4 · power 3.96e-7 · 10.4% energyperiod 3.0 · power 4.48e-7 · 11.7% energyperiod 3.0 · power 4.48e-7 · 11.7% energyperiod 2.7 · power 1.43e-7 · 3.8% energyperiod 2.7 · power 1.43e-7 · 3.8% energyperiod 2.4 · power 4.48e-7 · 11.7% energyperiod 2.4 · power 4.48e-7 · 11.7% energyperiod 2.2 · power 6.09e-7 · 16.0% energyperiod 2.2 · power 6.09e-7 · 16.0% energyperiod 2.0 · power 1.67e-7 · 4.4% energyperiod 2.0 · power 1.67e-7 · 4.4% energy50% by T=3.4h#1 dominantT=2.18h#2T=12.00h#3T=3.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 16.0% of total energy · Σ|X̂|²/n = 3.812e-6

▸ Depth section using sovereign-store price series (3794 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 6.3 d · σ/bar 0.003pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0005 · n = 3794✓ n = 3794
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move6d
0.04pp
σ × √151.9264225
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3794
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
85.7pp
peak 0.4¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
14242421734789212732352779578660898604865036950445267580785401908457912223362
NO token ID
31790648846888942118069515008756233372706089928326329275119039831390938653319
Snapshot fetched
2026-06-14 16:04:24 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:04:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
80019e6a71447d6603ec114885ba3ea4a01fab4936909883b253e4795cf2d485 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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Also see: /arb opportunities · RSS feed · more in IEM Cologne Major 2026 Winner

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-monte-win-iem-cologne-major-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 3,794 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2947.71%
σ per bar = 0.022264
Mean return (annualised)
-50771.58%
μ per bar = -0.000290
Sharpe (rf=0)
-17.22
annualised; risk-free assumed zero
Max drawdown
85.71%
peak 0.00 → trough 0.00 over 312 bars

/api/asset/pm-will-monte-win-iem-cologne-major-2026/risk · same metrics, JSON