POLYMARKET · PREDICTION MARKET · SPORTS

Will Ronaldo Cry at the World Cup?

YES · live
63.0¢
NO · live
37.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-ronaldo-cry-at-the-world-cup-20260604013616610 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
94.18%
max drawdown
3.08%
sharpe
—
ulcer index
1.78%
RMS drawdown
pain index
1.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.08%
cond. drawdown
gain/pain
0.20
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.20
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
494
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-ronaldo-cry-at-the-world-cup-20260604013616610/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.8s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
63.0¢
NO · live
37.0¢
YES price · live 24h
n=25 · μ=0.6502 · σ=0.0111 · range [0.6300, 0.6650] · R²=0.058▼ FALLING -3.82%σ NORMAL 1.71%LAST 0.63000.66500.65630.64750.63880.6300μ = 0.6502max 0.6650min 0.6300dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 63.00¢
YES / NO split · live
YES 63.0%NO 37.0%YES63.0%63.00¢ · odds 1/1.59
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.951 / 1.00 bits (95%) · max uncertainty (~50/50)
YES
63.0%63.0¢1.59×▬ +0.00pp
NO
37.0%37.0¢2.70×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,150 · μ=47.9 · σ=58.0 · CV=1.21BURSTY · concentratedcumulative energy ↗ · 50% by h=11050100150200μ = 4820050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1150bp moved · peak 200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.8s
▲YES mid
63.00¢ (63.00%)
▼NO mid
37.00¢ (37.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$26.1k
≋liquidity $
$16.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6502 · σ=0.0111 · range [0.6300, 0.6650] · R²=0.058▼ FALLING -3.82%σ NORMAL 1.71%LAST 0.63000.66500.65630.64750.63880.6300μ = 0.6502max 0.6650min 0.6300dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 63.00¢
NO price · CLOB mid
n=25 · μ=0.3498 · σ=0.0111 · range [0.3350, 0.3700] · R²=0.058▲ RISING +7.25%σ NORMAL 3.18%LAST 0.37000.37000.36130.35250.34380.3350μ = 0.3498max 0.3700min 0.3350dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 37.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0012 · σ=0.0072 · skew=-0.40 (symmetric) · kurt=0.18 (mesokurtic)1186301-1.83ppbin -1.83pp · n=1 · 9.1% peakbin -1.83pp · n=1 · 9.1% peak1-1.48ppbin -1.48pp · n=1 · 9.1% peakbin -1.48pp · n=1 · 9.1% peak2-1.13ppbin -1.13pp · n=2 · 18.2% peakbin -1.13pp · n=2 · 18.2% peak-0.78pp3-0.43ppbin -0.43pp · n=3 · 27.3% peakbin -0.43pp · n=3 · 27.3% peak11-0.08ppbin -0.08pp · n=11 · 100.0% peakbin -0.08pp · n=11 · 100.0% peak0.28pp40.63ppbin 0.63pp · n=4 · 36.4% peakbin 0.63pp · n=4 · 36.4% peak10.98ppbin 0.98pp · n=1 · 9.1% peakbin 0.98pp · n=1 · 9.1% peak11.33ppbin 1.33pp · n=1 · 9.1% peakbin 1.33pp · n=1 · 9.1% 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=-0.50 · kurt=0.80 · near 15 / mid 9 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.16)
μ MEAN65.02¢95% CI: [64.58¢, 65.46¢]
σ STD DEV1.11ppσ² = 1.239 · CV = 1.71%
med MEDIAN65.00¢Q₁ 64.50¢ · Q₃ 66.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.50pp · IQR 1.50pp (1.349σ→1.50pp)
min 63.00¢Q₁ 64.50¢med 65.00¢Q₃ 66.00¢max 66.50¢μ
SKEWNESS · G₁-0.374approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.160platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRconsistent with normalratio = 1.00
range ↔ σconcentrated (range < 4σ)range / σ = 3.14
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+0.014within white-noise band
ρ(2) AUTOCORR+0.180lag-2 not significant
H · HURST EXPONENT0.978strongly persistent
OLS TREND · t-STAT-1.194fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.978
H = 0.978STRONGLY 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+0.014k=2+0.180k=3-0.229k=4-0.288k=5-0.0120+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|=1.19)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.97very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.19)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 ID2446852
SLUGwill-ronaldo-cry-at-the-world-cup-20260604013616610
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (63¢)
PRIMARY · YES63.00¢implied prob 63.00% · decimal odds 1.59×
COUNTER · NO37.00¢implied prob 37.00% · decimal odds 2.70×
63.00¢
37.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME26.10k USD 24h
LIQUIDITY16.46k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (63¢)|primary − counter| = 0.260 · entropy 0.951 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 63.0%NO 37.0%YES p̂63.0%H = 0.951 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.59×(63¢)NO2.70×(37¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.951 bits (95% 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 1.50% · worst -2.00% · typical |Δ| 0.48%BEARISH SESSION -2.50%BEST+1.50%5hWORST-2.00%1hTYPICAL |Δ|0.48%mean absoluteCUMULATIVE-2.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ -0.19% · Σ -1.50%CUMULATIVE Δ PATH · final -2.50%+1.00%-2.50%-2.00% · 1h-2.00% · 1h-2.00%1h▼ WORST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h1.00% · 4h1.00% · 4h1.00%4h1.50% · 5h1.50% · 5h1.50%5h★ BEST0.00% · 6h0.00% · 6h·6h0.50% · 7h0.50% · 7h0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.50% · 11h0.50% · 11h0.50%11h0.00% · 12h0.00% · 12h·12h-0.50% · 13h-0.50% · 13h-0.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h-1.00% · 15h-1.00% · 15h-1.00%15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-1.00% · 21h-1.00% · 21h-1.00%21h0.50% · 22h0.50% · 22h0.50%22h-1.50% · 23h-1.50% · 23h-1.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.00%)RUNSup max 2 · down max 3BREADTH25% up · 29% down · 46% flat
6 up bars · 7 down · best 1.50% · worst -2.00% · typical |Δ| 0.479%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.53%)FINAL-2.53%MAX DD-3.47%RECOVERYONGOING · 17 barsMAX RUN-UP+0.97%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9747 · peak 1.0097 · range [0.9747, 1.0097]1.00970.9747break-even = 1★ PEAK 1.0097UNDERWATER DRAWDOWN · max -3.47% · moderate0%-3.47%▼ TROUGH -3.47%TOP DRAWDOWN PERIODS · 2 total#1 -3.47%bar 9-25 · 17 bars · ONGOING#2 -2.00%bar 2-5 · 4 bars · recoveredDD SEVERITYmoderate (max -3.47%)RECOVERYongoing · 17 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9747 (-2.53%) · max DD -3.47% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-5.26 · σ=37.43MIXED EDGELAST -41.44 (-0.97σ vs μ)73.9937.000.00-37.00-73.99μ = -5.266.506.5073.9973.9952.9952.9952.9952.9933.9533.9520.7220.7220.7220.72-20.72-20.72-20.72-20.72-44.62-44.62-25.76-25.76-44.62-44.62-44.62-44.62-30.21-30.21-15.87-15.87-15.87-15.87-15.87-15.87-41.44-41.44-41.44-41.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.445 · range [-44.62, 73.99] · μ -5.258 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=55.0502 · σ=18.5922 · range [35.2278, 112.3788] · R²=0.080▼ FALLING -37.31%σ EXTREME 33.77%LAST 70.4557112.378893.091173.803354.515635.2278μ = 55.0502max 112.3788min 35.2278dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 70.46% · range [35.23%, 112.38%] · μ 55.05% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −13 (26% positive) · μ=-0.118 · σ=0.297MEAN-REVERSIONLAST -0.716 (-2.01σ vs μ)0.7160.3580.000-0.358-0.716μ = -0.1180.1780.1780.0000.000-0.064-0.0640.1670.167-0.132-0.132-0.363-0.363-0.363-0.3630.0490.0490.3430.3430.4090.409-0.061-0.061-0.136-0.136-0.045-0.045-0.083-0.083-0.385-0.385-0.006-0.006-0.489-0.489-0.539-0.539-0.716-0.716v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.716 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.8224
p-VALUE (log scale)
0.2438
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
5.0777
p-VALUE (log scale)
0.4070
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
-1.1942
p-VALUE (log scale)
0.6754
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
0.8971
p-VALUE (log scale)
0.3697
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2454
p-VALUE (log scale)
0.2775
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
-0.0704
p-VALUE (log scale)
0.9439
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.979 ≈ 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=5.76e-5 · top T=2.18h (19.4%) · top-3 cover 50.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-41.0e-46.7e-53.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.32e-5 · 9.1% energyperiod 24.0 · power 6.32e-5 · 9.1% energyperiod 12.0 · power 1.17e-4 · 16.9% energyperiod 12.0 · power 1.17e-4 · 16.9% energyperiod 8.0 · power 7.34e-5 · 10.6% energyperiod 8.0 · power 7.34e-5 · 10.6% energyperiod 6.0 · power 9.69e-5 · 14.0% energyperiod 6.0 · power 9.69e-5 · 14.0% energyperiod 4.8 · power 1.10e-6 · 0.2% energyperiod 4.8 · power 1.10e-6 · 0.2% energyperiod 4.0 · power 5.21e-6 · 0.8% energyperiod 4.0 · power 5.21e-6 · 0.8% energyperiod 3.4 · power 1.47e-6 · 0.2% energyperiod 3.4 · power 1.47e-6 · 0.2% energyperiod 3.0 · power 1.35e-5 · 2.0% energyperiod 3.0 · power 1.35e-5 · 2.0% energyperiod 2.7 · power 2.04e-5 · 2.9% energyperiod 2.7 · power 2.04e-5 · 2.9% energyperiod 2.4 · power 8.09e-5 · 11.7% energyperiod 2.4 · power 8.09e-5 · 11.7% energyperiod 2.2 · power 1.34e-4 · 19.4% energyperiod 2.2 · power 1.34e-4 · 19.4% energyperiod 2.0 · power 8.44e-5 · 12.2% energyperiod 2.0 · power 8.44e-5 · 12.2% energy50% by T=6.0h#1 dominantT=2.18h#2T=12.00h#3T=6.00hT=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 19.4% of total energy · Σ|X̂|²/n = 6.917e-4

▸ Depth section using sovereign-store price series (2239 bars · effective 1752421 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 7.0 d · σ/bar 0.154pp · expected |Δp| over horizon 1.99ppterminal variance p(1−p) = 0.2331 · n = 2239✓ n = 2239
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.154pp
one-bar volatility · logit-free
Per-day movedaily
0.75pp
σ × √24
Per-horizon move7d
1.99pp
σ × √168
Terminal variancebinary
0.2331
p(1−p) at resolution
Current pricep
63.0¢
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 0.25pp · ES₉₅ 0.32pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2239
VaR 95%
0.25pp
1.645·σ (parametric) of Δp
ES 95%
0.32pp
mean of the tail
Max drawdown
11.6pp
peak 69.0¢ → trough 61.0¢
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
63.0%
= price
Decimal oddsEU
1.587
total return per $1
AmericanUS
-170
risk $170 to win $100
FractionalUK
0.59 / 1
profit per $1 risked
Profit per $100stake
+$58.73
clean dollar framing
-1000-5000+500+1000020406080100you · 63.0%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)
0.951 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.951 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.67 bit
self-information
Surprise · NO−log₂(1−p)
1.43 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
70563299267515386481251787764905458483722161674933642786238649081287869119194
NO token ID
109392421932188039945545044017437190536265072491394447153785057292645948915384
Snapshot fetched
2026-06-20 09:22:38 UTC
Snapshot age
17.8s
History points
25 CLOB mids
Page rendered
2026-06-20 09:22:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b3822e2e770c151fd96aa43fd66411d50185c84eed7d671e2a1aae9f7ae39ddb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,525HL PERPHYPE-USD perpetual$70.38HL PERPETH-USD perpetual$1,724.8

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
0.630000
(best bid + best ask) / 2
Spread
317.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.316
bid-heavy
Imbalance (top-5)
-0.295
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-ronaldo-cry-at-the-world-cup-20260604013616610/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.648248289.64bp0.6500002FILLED
BUY$10.00K0.668069604.26bp0.7100008FILLED
BUY$100.00K0.7995412691.13bp0.99000021PARTIAL
SELL$1.00K0.615416231.50bp0.6100002FILLED
SELL$10.00K0.1826227101.24bp0.01000024PARTIAL
SELL$100.00K0.1826227101.24bp0.01000024PARTIAL

Risk metrics

▸ sovereign store · 2,239 barsperiods/year ≈ 1.75M
Realized vol (annualised)
315.48%
σ per bar = 0.002383
Mean return (annualised)
-4233.63%
μ per bar = -0.000024
Sharpe (rf=0)
-13.42
annualised; risk-free assumed zero
Max drawdown
11.59%
peak 0.69 → trough 0.61 over 1018 bars

/api/asset/pm-will-ronaldo-cry-at-the-world-cup-20260604013616610/risk · same metrics, JSON