POLYMARKET · PREDICTION MARKET · SPORTS

Will Portugal reach the Quarterfinals at the 2026 FIFA World Cup?

YES · live
39.0¢
NO · live
61.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-portugal-reach-the-quarterfinals-at-the-2026-fifa-world-cup-20260602145134507 · fresh · feed 8s old
24h sparkline · 38 pts▼ —
realized vol (ann.)
551.84%
max drawdown
7.14%
sharpe
—
ulcer index
6.16%
RMS drawdown
pain index
5.51%
mean drawdown
mod. VaR 95%
0.90%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.14%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
42.6 bps
implied (price-only)
bars used
38
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-portugal-reach-the-quarterfinals-at-the-2026-fifa-world-cup-20260602145134507/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8.2s⏱--:--:-- 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
39.0¢
NO · live
61.0¢
YES price · live 24h
n=25 · μ=0.4440 · σ=0.0166 · range [0.3950, 0.4750] · R²=0.200▼ FALLING -10.23%σ NORMAL 3.75%LAST 0.39500.47500.45500.43500.41500.3950μ = 0.4440max 0.4750min 0.3950dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 39.50¢
YES / NO split · live
YES 39.0%NO 61.0%NO61.0%61.00¢ · odds 1/1.64
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.965 / 1.00 bits (96%) · max uncertainty (~50/50)
YES
39.0%39.0¢2.56×▬ +0.00pp
NO
61.0%61.0¢1.64×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,250 · μ=52.1 · σ=96.1 · CV=1.85BURSTY · concentratedcumulative energy ↗ · 50% by h=15075150225300μ = 5230050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1250bp moved · peak 300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8.2s
▲YES mid
39.00¢ (39.00%)
▼NO mid
61.00¢ (61.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.2k
≋liquidity $
$41.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4440 · σ=0.0166 · range [0.3950, 0.4750] · R²=0.200▼ FALLING -10.23%σ NORMAL 3.75%LAST 0.39500.47500.45500.43500.41500.3950μ = 0.4440max 0.4750min 0.3950dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 39.50¢
NO price · CLOB mid
n=25 · μ=0.5560 · σ=0.0166 · range [0.5250, 0.6050] · R²=0.200▲ RISING +8.04%σ NORMAL 2.99%LAST 0.60500.60500.58500.56500.54500.5250μ = 0.5560max 0.6050min 0.5250dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 60.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0016 · σ=0.0099 · skew=-0.83 (left-skewed) · kurt=2.42 (leptokurtic (fat tails))16128402-2.73ppbin -2.73pp · n=2 · 12.5% peakbin -2.73pp · n=2 · 12.5% peak-2.18pp-1.63pp2-1.08ppbin -1.08pp · n=2 · 12.5% peakbin -1.08pp · n=2 · 12.5% peak1-0.53ppbin -0.53pp · n=1 · 6.3% peakbin -0.53pp · n=1 · 6.3% peak160.02ppbin 0.02pp · n=16 · 100.0% peakbin 0.02pp · n=16 · 100.0% peak10.57ppbin 0.57pp · n=1 · 6.3% peakbin 0.57pp · n=1 · 6.3% peak11.12ppbin 1.12pp · n=1 · 6.3% peakbin 1.12pp · n=1 · 6.3% peak1.67pp12.22ppbin 2.22pp · n=1 · 6.3% peakbin 2.22pp · n=1 · 6.3% 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=2.98 · near 6 / mid 17 / far 1 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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 MEAN44.40¢95% CI: [43.75¢, 45.05¢]
σ STD DEV1.66ppσ² = 2.771 · CV = 3.75%
med MEDIAN44.00¢Q₁ 43.50¢ · Q₃ 45.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 8.00pp · IQR 1.50pp (1.349σ→2.25pp)
min 39.50¢Q₁ 43.50¢med 44.00¢Q₃ 45.00¢max 47.50¢μ
SKEWNESS · G₁-0.470approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂1.127leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRdiverges from normalratio = 1.50
range ↔ σwide tails (range > 4σ)range / σ = 4.81
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-0.021within white-noise band
ρ(2) AUTOCORR+0.115lag-2 not significant
H · HURST EXPONENT0.908strongly persistent
OLS TREND · t-STAT-2.398significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.908
H = 0.908STRONGLY 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=1-0.021k=2+0.115k=3-0.110k=4+0.096k=5-0.2960+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|=2.40)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.40)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 ID2419317
SLUGwill-portugal-re…602145134507
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (61¢)
PRIMARY · YES39.00¢implied prob 39.00% · decimal odds 2.56×
COUNTER · NO61.00¢implied prob 61.00% · decimal odds 1.64×
39.00¢
61.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.19k USD 24h
LIQUIDITY41.66k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (61¢)|primary − counter| = 0.220 · entropy 0.965 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 39.0%NO 61.0%YES p̂39.0%H = 0.965 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.56×(39¢)NO1.64×(61¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.965 bits (96% of max) · maximum uncertainty (~50/50)
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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 2.50% · worst -3.00% · typical |Δ| 0.52%BEARISH SESSION -4.50%BEST+2.50%10hWORST-3.00%15hTYPICAL |Δ|0.52%mean absoluteCUMULATIVE-4.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ -0.19% · Σ -1.50%US · 16-24 UTCμ -0.13% · Σ -1.00%CUMULATIVE Δ PATH · final -4.50%+3.50%-4.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h1.00% · 4h1.00% · 4h1.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h2.50% · 10h2.50% · 10h2.50%10h★ BEST-1.00% · 11h-1.00% · 11h-1.00%11h0.50% · 12h0.50% · 12h0.50%12h-0.50% · 13h-0.50% · 13h-0.50%13h0.00% · 14h0.00% · 14h·14h-3.00% · 15h-3.00% · 15h-3.00%15h▼ WORST0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-1.00% · 23h-1.00% · 23h-1.00%23h-3.00% · 24h-3.00% · 24h-3.00%24hTIME PATTERNAsia-led (+1.00%)RUNSup max 1 · down max 2BREADTH13% up · 21% down · 67% flat
3 up bars · 5 down · best 2.50% · worst -3.00% · typical |Δ| 0.521%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-4.53%)FINAL-4.53%MAX DD-7.78%RECOVERYONGOING · 14 barsMAX RUN-UP+3.53%UNDERWATER14/25 (56%)STREAK↘ 2EQUITY CURVE · end 0.9547 · peak 1.0353 · range [0.9547, 1.0353]1.03530.9547break-even = 1★ PEAK 1.0353UNDERWATER DRAWDOWN · max -7.78% · significant0%-7.78%▼ TROUGH -7.78%TOP DRAWDOWN PERIODS · 1 total#1 -7.78%bar 12-25 · 14 bars · ONGOINGDD SEVERITYsignificant (max -7.78%)RECOVERYongoing · 14 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.9547 (-4.53%) · max DD -7.78% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −8 (47% positive) · μ=-1.85 · σ=35.13MIXED EDGELAST -51.52 (-1.41σ vs μ)51.5225.760.00-25.76-51.52μ = -1.8538.2138.2138.2138.2138.2138.2138.2138.2138.2138.2119.9519.9526.6926.6919.2719.2719.2719.27-12.93-12.93-49.85-49.85-37.00-37.00-45.47-45.47-38.21-38.21-38.21-38.210.000.000.000.00-38.21-38.21-51.52-51.52v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.522 · range [-51.52, 38.21] · μ -1.851 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=83.8414 · σ=47.6747 · range [0.0000, 169.3783] · R²=0.004▲ RISING +196.65%σ EXTREME 56.86%LAST 113.3490169.3783127.033784.689142.34460.0000μ = 83.8414max 169.3783min 0.0000dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 113.35% · range [0.00%, 169.38%] · μ 83.84% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −16 (5% positive) · μ=-0.211 · σ=0.215MEAN-REVERSIONLAST 0.258 (+2.19σ vs μ)0.5280.2640.000-0.264-0.528μ = -0.211-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.464-0.464-0.528-0.528-0.517-0.517-0.500-0.500-0.218-0.218-0.408-0.408-0.281-0.281-0.290-0.290-0.233-0.233-0.033-0.0330.0000.0000.0000.000-0.033-0.0330.2580.258v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.258 · |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
19.3329
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
3.9009
p-VALUE (log scale)
0.5659
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
-0.1448
p-VALUE (log scale)
0.9399
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
-0.6179
p-VALUE (log scale)
0.5366
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
0.3919
p-VALUE (log scale)
0.0806
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
-0.5293
p-VALUE (log scale)
0.5966
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.839 ≈ 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=1.19e-4 · top T=8.00h (18.6%) · top-3 cover 52.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.7e-42.0e-41.3e-46.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.07e-4 · 7.4% energyperiod 24.0 · power 1.07e-4 · 7.4% energyperiod 12.0 · power 1.16e-4 · 8.1% energyperiod 12.0 · power 1.16e-4 · 8.1% energyperiod 8.0 · power 2.67e-4 · 18.6% energyperiod 8.0 · power 2.67e-4 · 18.6% energyperiod 6.0 · power 3.85e-5 · 2.7% energyperiod 6.0 · power 3.85e-5 · 2.7% energyperiod 4.8 · power 3.99e-5 · 2.8% energyperiod 4.8 · power 3.99e-5 · 2.8% energyperiod 4.0 · power 1.51e-4 · 10.5% energyperiod 4.0 · power 1.51e-4 · 10.5% energyperiod 3.4 · power 2.26e-5 · 1.6% energyperiod 3.4 · power 2.26e-5 · 1.6% energyperiod 3.0 · power 2.28e-4 · 15.9% energyperiod 3.0 · power 2.28e-4 · 15.9% energyperiod 2.7 · power 3.11e-5 · 2.2% energyperiod 2.7 · power 3.11e-5 · 2.2% energyperiod 2.4 · power 4.49e-6 · 0.3% energyperiod 2.4 · power 4.49e-6 · 0.3% energyperiod 2.2 · power 2.52e-4 · 17.6% energyperiod 2.2 · power 2.52e-4 · 17.6% energyperiod 2.0 · power 1.76e-4 · 12.3% energyperiod 2.0 · power 1.76e-4 · 12.3% energy50% by T=4.0h#1 dominantT=8.00h#2T=2.18h#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 ≈ 8.00h (freq 0.125) · concentrates 18.6% of total energy · Σ|X̂|²/n = 1.433e-3

§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 7.0 d · σ/bar 1.082pp · expected |Δp| over horizon 14.02ppterminal variance p(1−p) = 0.2390 · n = 25⚠ low confidence · n < 100
μ per bar
-0.187pp
average Δp · drift
σ per bar
1.082pp
one-bar volatility · logit-free
Per-day movedaily
5.30pp
σ × √24
Per-horizon move7d
14.02pp
σ × √168
Terminal variancebinary
0.2390
p(1−p) at resolution
Current pricep
39.5¢
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 1.97pp · ES₉₅ 2.42pp · method parametric · drift-correcteddrift -0.187pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.32⊘ disabled · n < 30
VaR 95%
1.97pp
1.645·σ (parametric) of Δp
ES 95%
2.42pp
mean of the tail
Max drawdown
16.8pp
peak 47.5¢ → trough 39.5¢
Median step
1.00pp
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
39.0%
= price
Decimal oddsEU
2.564
total return per $1
AmericanUS
+156
$100 wins $156
FractionalUK
1.56 / 1
profit per $1 risked
Profit per $100stake
+$156.41
clean dollar framing
-1000-5000+500+1000020406080100you · 39.0%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)
0.965 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.965 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.36 bit
self-information
Surprise · NO−log₂(1−p)
0.71 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
76787618383374466979871553366997433014652562507650011954266479224591225325644
NO token ID
8694308566061220146426699294606467793350934474360769023133547108518384612021
Snapshot fetched
2026-06-20 13:26:15 UTC
Snapshot age
8.2s
History points
25 CLOB mids
Page rendered
2026-06-20 13:26:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1c06475fe6dbccd1212962a943c63e25d28745d84d80a2f399d3b5e66ea7acba · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDFrance85.1¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢HL PERPBTC-USD perpetual$63,284HL PERPHYPE-USD perpetual$69.34HL PERPETH-USD perpetual$1,713.4

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
0.405000
(best bid + best ask) / 2
Spread
740.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.991
ask-heavy
Imbalance (top-5)
-0.445
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-portugal-reach-the-quarterfinals-at-the-2026-fifa-world-cup-20260602145134507/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.435665757.17bp0.4500004FILLED
BUY$10.00K0.6178835256.36bp0.81000023FILLED
BUY$100.00K0.87653111642.73bp0.95000036FILLED
SELL$1.00K0.3155432208.82bp0.25000011FILLED
SELL$10.00K0.1275226851.31bp0.01000016PARTIAL
SELL$100.00K0.1275226851.31bp0.01000016PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.024647
Mean return (annualised)
—
μ per bar = -0.004495
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
16.84%
peak 0.47 → trough 0.40 over 14 bars

/api/asset/pm-will-portugal-reach-the-quarterfinals-at-the-2026-fifa-world-cup-20260602145134507/risk · same metrics, JSON