POLYMARKET · PREDICTION MARKET · SPORTS

Will Morocco advance to the knockout stages at the 2026 FIFA World Cup?

YES · live
92.5¢
NO · live
7.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-morocco-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
99.52%
max drawdown
2.14%
sharpe
ulcer index
1.38%
RMS drawdown
pain index
1.10%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.14%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1594
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-morocco-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH105ms--:--:-- 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
92.5¢
NO · live
7.5¢
YES price · live 24h
n=25 · μ=0.8978 · σ=0.0365 · range [0.8400, 0.9350] · R²=0.747 RISING +10.12%σ NORMAL 4.06%LAST 0.92500.93500.91130.88750.86380.8400μ = 0.8978max 0.9350min 0.8400dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 92.50¢
YES / NO split · live
YES 92.5%NO 7.5%YES92.5%92.50¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.384 / 1.00 bits (38%) · informative — one side favoured
YES
92.5%92.5¢1.08× +0.00pp
NO
7.5%7.5¢13.33× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,450 · μ=60.4 · σ=106.3 · CV=1.76BURSTY · concentratedcumulative energy ↗ · 50% by h=90113225338450μ = 6045050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1450bp moved · peak 450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
105ms
YES mid
92.50¢ (92.50%)
NO mid
7.50¢ (7.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$24.4k
liquidity $
$33.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8978 · σ=0.0365 · range [0.8400, 0.9350] · R²=0.747 RISING +10.12%σ NORMAL 4.06%LAST 0.92500.93500.91130.88750.86380.8400μ = 0.8978max 0.9350min 0.8400dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 92.50¢
NO price · CLOB mid
n=25 · μ=0.1024 · σ=0.0365 · range [0.0650, 0.1600] · R²=0.754 FALLING -53.13%σ EXTREME 35.63%LAST 0.07500.16000.13630.11250.08870.0650μ = 0.1024max 0.1600min 0.0650dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 7.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0052 · σ=0.0104 · skew=1.44 (right-skewed) · kurt=4.53 (leptokurtic (fat tails))17139401-1.68ppbin -1.68pp · n=1 · 5.9% peakbin -1.68pp · n=1 · 5.9% peak1-1.03ppbin -1.03pp · n=1 · 5.9% peakbin -1.03pp · n=1 · 5.9% peak-0.38pp170.28ppbin 0.28pp · n=17 · 100.0% peakbin 0.28pp · n=17 · 100.0% peak0.93pp41.58ppbin 1.58pp · n=4 · 23.5% peakbin 1.58pp · n=4 · 23.5% peak2.23pp2.88pp3.53pp14.18ppbin 4.18pp · n=1 · 5.9% peakbin 4.18pp · n=1 · 5.9% 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=1.67 · kurt=5.02 · near 9 / mid 14 / far 1 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.57σsample ↓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=25LEFT-SKEWED (G₁=-0.79)
μ MEAN89.78¢95% CI: [88.35¢, 91.21¢]
σ STD DEV3.65ppσ² = 13.314 · CV = 4.06%
med MEDIAN91.50¢Q₁ 85.50¢ · Q₃ 92.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 84.00¢Q₁ 85.50¢med 91.50¢Q₃ 92.50¢max 93.50¢μ
SKEWNESS · G₁-0.785left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.221platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.47
σ × 1.349 ↔ IQRdiverges from normalratio = 0.70
range ↔ σconcentrated (range < 4σ)range / σ = 2.60
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+0.051within white-noise band
ρ(2) AUTOCORR-0.063lag-2 not significant
H · HURST EXPONENT0.655persistent
OLS TREND · t-STAT+8.238significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.655PERSISTENT
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+0.051k=2-0.063k=3+0.004k=4-0.000k=5-0.1420+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 0.36high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.24)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 ID2070740
SLUGwill-morocco-adv…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES92.50¢implied prob 92.50% · decimal odds 1.08×
COUNTER · NO7.50¢implied prob 7.50% · decimal odds 13.33×
92.50¢
7.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME24.45k USD 24h
LIQUIDITY33.51k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (93¢)|primary − counter| = 0.850 · entropy 0.384 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 92.5%NO 7.5%YES92.5%H = 0.384 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.08×(93¢)NO13.33×(8¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.384 bits (38% 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 2026-06-28 00:00 UTC
13days
08hrs
53min
YES$1.00(P = 92.5%)
NO$0.00(P = 7.5%)
current: $0.9250 · expected return per side: $0.07 on YES hit · $0.93 on NO hit
0%25%50%75%100%YES $1NO $0NOW+6.7dRESOLVESP projection · σ=3.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 17.876 pp/day
now13.37d left
17.876 pp/day×1.00
−25%10.03d left
20.641 pp/day×1.15
−50%6.69d left
25.280 pp/day×1.41
−75%3.34d left
35.751 pp/day×2.00
−90%1.34d left
56.528 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 4.50% · worst -2.00% · typical |Δ| 0.60%MILD BULLISH +8.50%BEST+4.50%7hWORST-2.00%16hTYPICAL |Δ|0.60%mean absoluteCUMULATIVE+8.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.86% · Σ +6.00%EUROPE · 08-16 UTCμ +0.44% · Σ +3.50%US · 16-24 UTCμ -0.13% · Σ -1.00%CUMULATIVE Δ PATH · final +8.50%+9.50%0.00%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·5h1.50% · 6h1.50% · 6h1.50%6h4.50% · 7h4.50% · 7h4.50%7h★ BEST0.00% · 8h0.00% · 8h·8h1.50% · 9h1.50% · 9h1.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h1.50% · 15h1.50% · 15h1.50%15h-2.00% · 16h-2.00% · 16h-2.00%16h▼ WORST0.00% · 17h0.00% · 17h·17h1.50% · 18h1.50% · 18h1.50%18h0.50% · 19h0.50% · 19h0.50%19h-1.00% · 20h-1.00% · 20h-1.00%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+6.00%)RUNSup max 2 · down max 1BREADTH29% up · 8% down · 63% flat
7 up bars · 2 down · best 4.50% · worst -2.00% · typical |Δ| 0.604%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +8.69% · SHALLOW DDFINAL+8.69%MAX DD-2.00%RECOVERYONGOING · 9 barsMAX RUN-UP+9.82%UNDERWATER9/25 (36%)STREAK▬ 0EQUITY CURVE · end 1.0869 · peak 1.0982 · range [1.0000, 1.0982]1.09821.0000break-even = 1★ PEAK 1.0982UNDERWATER DRAWDOWN · max -2.00% · moderate0%-2.00%▼ TROUGH -2.00%TOP DRAWDOWN PERIODS · 1 total#1 -2.00%bar 17-25 · 9 bars · ONGOINGDD SEVERITYmoderate (max -2.00%)RECOVERYongoing · 9 barsTIME UNDER WATER36% of session · 9/25 bars
final equity 1.0869 (8.69%) · max DD -2.00% · time-under-water 9/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −2 (79% positive) · μ=31.13 · σ=27.10PROFITABLE STRATEGYLAST -15.87 (-1.73σ vs μ)66.7233.360.00-33.36-66.72μ = 31.1338.2138.2151.5251.5251.5251.5266.7266.7266.7266.7266.7266.7251.5251.5238.2138.2151.5251.5251.5251.520.000.000.000.0018.0818.0824.1724.175.605.60-12.88-12.8819.1019.1019.1019.10-15.87-15.87v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -15.866 · range [-15.87, 66.72] · μ 31.131 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=112.0229 · σ=45.8250 · range [46.0109, 170.0235] · R²=0.215 FALLING -19.72%σ EXTREME 40.91%LAST 46.0109170.0235139.0204108.017277.014046.0109μ = 112.0229max 170.0235min 46.0109dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxmin
latest 46.01% · range [46.01%, 170.02%] · μ 112.02% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.124 · σ=0.203MEAN-REVERSIONLAST -0.489 (-1.79σ vs μ)0.4890.2440.000-0.244-0.489μ = -0.124-0.033-0.0330.2580.258-0.015-0.015-0.150-0.150-0.272-0.272-0.150-0.150-0.152-0.152-0.233-0.233-0.061-0.0610.2580.258-0.346-0.346-0.346-0.346-0.276-0.276-0.233-0.233-0.284-0.2840.0530.0530.0170.0170.0920.092-0.489-0.489v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.489 · |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
55.6324
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
0.8422
p-VALUE (log scale)
0.9721
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
-1.4518
p-VALUE (log scale)
0.5563
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
-0.1226
p-VALUE (log scale)
0.9024
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7536
p-VALUE (log scale)
0.0092
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
0.3498
p-VALUE (log scale)
0.7265
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.106 ≈ 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=1.42e-4 · top T=4.00h (16.4%) · top-3 cover 42.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.8e-42.1e-41.4e-47.0e-50.0e+0μ noise floorperiod 24.0 · power 2.01e-4 · 11.8% energyperiod 24.0 · power 2.01e-4 · 11.8% energyperiod 12.0 · power 1.66e-4 · 9.7% energyperiod 12.0 · power 1.66e-4 · 9.7% energyperiod 8.0 · power 1.11e-4 · 6.5% energyperiod 8.0 · power 1.11e-4 · 6.5% energyperiod 6.0 · power 1.91e-4 · 11.2% energyperiod 6.0 · power 1.91e-4 · 11.2% energyperiod 4.8 · power 1.64e-5 · 1.0% energyperiod 4.8 · power 1.64e-5 · 1.0% energyperiod 4.0 · power 2.80e-4 · 16.4% energyperiod 4.0 · power 2.80e-4 · 16.4% energyperiod 3.4 · power 9.27e-5 · 5.4% energyperiod 3.4 · power 9.27e-5 · 5.4% energyperiod 3.0 · power 1.32e-4 · 7.8% energyperiod 3.0 · power 1.32e-4 · 7.8% energyperiod 2.7 · power 1.70e-4 · 10.0% energyperiod 2.7 · power 1.70e-4 · 10.0% energyperiod 2.4 · power 5.73e-5 · 3.4% energyperiod 2.4 · power 5.73e-5 · 3.4% energyperiod 2.2 · power 5.29e-5 · 3.1% energyperiod 2.2 · power 5.29e-5 · 3.1% energyperiod 2.0 · power 2.34e-4 · 13.8% energyperiod 2.0 · power 2.34e-4 · 13.8% energy50% by T=4.0h#1 dominantT=4.00h#2T=2.00h#3T=24.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 16.4% of total energy · Σ|X̂|²/n = 1.704e-3

▸ Depth section using sovereign-store price series (1594 bars · effective 1753005 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 13.4 d · σ/bar 0.075pp · expected |Δp| over horizon 1.35ppterminal variance p(1−p) = 0.0694 · n = 1594n = 1594
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.075pp
one-bar volatility · logit-free
Per-day movedaily
0.37pp
σ × √24
Per-horizon move13d
1.35pp
σ × √320.8902086111111
Terminal variancebinary
0.0694
p(1−p) at resolution
Current pricep
92.5¢
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 0.12pp · ES₉₅ 0.16pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00n = 1594
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.16pp
mean of the tail
Max drawdown
2.1pp
peak 93.5¢ → trough 91.5¢
Median step
0.50pp
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
92.5%
= price
Decimal oddsEU
1.081
total return per $1
AmericanUS
-1233
risk $1233 to win $100
FractionalUK
0.08 / 1
profit per $1 risked
Profit per $100stake
+$8.11
clean dollar framing
-1000-5000+500+1000020406080100you · 92.5%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)
0.384 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.384 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.11 bit
self-information
Surprise · NO−log₂(1−p)
3.74 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
24615116202465741580967426023744128671746157812153273580831703370602940201845
NO token ID
108287399579602841939248243057905555823468246413497436495059710060691851028045
Snapshot fetched
2026-06-14 15:06:35 UTC
Snapshot age
105ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:06:35 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
06828c1fdf21d6099ccc29bf7b0ffc4a71bc969900d3c198692abbfbe4e33ac2 · 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
0.925000
(best bid + best ask) / 2
Spread
108.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.780
bid-heavy
Imbalance (top-5)
-0.182
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-morocco-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.93000054.05bp0.9300001FILLED
BUY$10.00K0.941081173.85bp0.9500003FILLED
BUY$100.00K0.956856344.39bp0.9900007PARTIAL
SELL$1.00K0.92000054.05bp0.9200001FILLED
SELL$10.00K0.911077150.52bp0.9000003FILLED
SELL$100.00K0.0836059096.16bp0.01000021PARTIAL

Risk metrics

sovereign store · 1,594 barsperiods/year ≈ 1.75M
Realized vol (annualised)
107.56%
σ per bar = 0.000812
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
2.14%
peak 0.94 → trough 0.92 over 81 bars

/api/asset/pm-will-morocco-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/risk · same metrics, JSON