POLYMARKET · PREDICTION MARKET · SPORTS

Will Scotland win Group C in the 2026 FIFA World Cup?

YES · live
10.1¢
NO · live
90.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-scotland-win-group-c-in-the-2026-fifa-world-cup · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-will-scotland-win-group-c-in-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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
10.1¢
NO · live
90.0¢
YES price · live 24h
n=25 · μ=0.1014 · σ=0.0110 · range [0.0805, 0.1255] · R²=0.108 RISING +23.31%σ HIGH 10.87%LAST 0.10050.12550.11430.10300.09170.0805μ = 0.1014max 0.1255min 0.0805dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 10.05¢
YES / NO split · live
YES 10.1%NO 90.0%NO90.0%89.95¢ · odds 1/1.11
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.471 / 1.00 bits (47%) · informative — one side favoured
YES
10.1%10.1¢9.95× +0.00pp
NO
90.0%90.0¢1.11× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,020 · μ=42.5 · σ=52.4 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=704895143190μ = 4319050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1020bp moved · peak 190bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
10.05¢ (10.05%)
NO mid
89.95¢ (89.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$39.7k
liquidity $
$57.2k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1014 · σ=0.0110 · range [0.0805, 0.1255] · R²=0.108 RISING +23.31%σ HIGH 10.87%LAST 0.10050.12550.11430.10300.09170.0805μ = 0.1014max 0.1255min 0.0805dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 10.05¢
NO price · CLOB mid
n=25 · μ=0.8986 · σ=0.0110 · range [0.8745, 0.9195] · R²=0.108 FALLING -2.07%σ NORMAL 1.23%LAST 0.89950.91950.90830.89700.88580.8745μ = 0.8986max 0.9195min 0.8745dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 89.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0062 · skew=1.31 (right-skewed) · kurt=2.00 (leptokurtic (fat tails))754202-0.85ppbin -0.85pp · n=2 · 28.6% peakbin -0.85pp · n=2 · 28.6% peak2-0.56ppbin -0.56pp · n=2 · 28.6% peakbin -0.56pp · n=2 · 28.6% peak5-0.27ppbin -0.27pp · n=5 · 71.4% peakbin -0.27pp · n=5 · 71.4% peak70.02ppbin 0.02pp · n=7 · 100.0% peakbin 0.02pp · n=7 · 100.0% peak50.31ppbin 0.31pp · n=5 · 71.4% peakbin 0.31pp · n=5 · 71.4% peak10.60ppbin 0.60pp · n=1 · 14.3% peakbin 0.60pp · n=1 · 14.3% peak0.89pp1.18pp1.47pp21.76ppbin 1.76pp · n=2 · 28.6% peakbin 1.76pp · n=2 · 28.6% 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=1.41 · kurt=2.30 · near 14 / mid 9 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN10.14¢95% CI: [9.71¢, 10.58¢]
σ STD DEV1.10ppσ² = 1.215 · CV = 10.87%
med MEDIAN10.35¢Q₁ 10.05¢ · Q₃ 10.65¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 8.05¢Q₁ 10.05¢med 10.35¢Q₃ 10.65¢max 12.55¢μ
SKEWNESS · G₁-0.428approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.170mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 2.48
range ↔ σwide tails (range > 4σ)range / σ = 4.08
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.235within white-noise band
ρ(2) AUTOCORR-0.152lag-2 not significant
H · HURST EXPONENT1.093strongly persistent
OLS TREND · t-STAT+1.669fails 5% test
HURST EXPONENT [0, 1]
H = 1.093STRONGLY PERSISTENT
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+0.235k=2-0.152k=3-0.245k=4+0.004k=5+0.0680+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.67)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 ID839402
SLUGwill-scotland-win-group-c-in-the-2026-fifa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES10.05¢implied prob 10.05% · decimal odds 9.95×
COUNTER · NO89.95¢implied prob 89.95% · decimal odds 1.11×
10.05¢
89.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME39.66k USD 24h
LIQUIDITY57.22k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.799 · entropy 0.471 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 10.1%NO 90.0%YES10.1%H = 0.471 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES9.95×(10¢)NO1.11×(90¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.471 bits (47% 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 2026-06-27 00:00 UTC
12days
04hrs
39min
YES$1.00(P = 10.1%)
NO$0.00(P = 90.0%)
current: $0.1005 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+6.1dRESOLVESP projection · σ=1.10% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.400 pp/day
now12.19d left
5.400 pp/day×1.00
−25%9.15d left
6.235 pp/day×1.15
−50%6.10d left
7.636 pp/day×1.41
−75%3.05d left
10.799 pp/day×2.00
−90%1.22d left
17.075 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 1.90% · worst -1.00% · typical |Δ| 0.43%MILD BULLISH +1.90%BEST+1.90%5hWORST-1.00%7hTYPICAL |Δ|0.43%mean absoluteCUMULATIVE+1.90%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.49% · Σ +3.40%EUROPE · 08-16 UTCμ -0.11% · Σ -0.90%US · 16-24 UTCμ -0.07% · Σ -0.60%CUMULATIVE Δ PATH · final +1.90%+4.40%-0.10%0.00% · 1h0.00% · 1h·1h0.20% · 2h0.20% · 2h0.20%2h-0.30% · 3h-0.30% · 3h-0.30%3h0.70% · 4h0.70% · 4h0.70%4h1.90% · 5h1.90% · 5h1.90%5h★ BEST1.90% · 6h1.90% · 6h1.90%6h-1.00% · 7h-1.00% · 7h-1.00%7h▼ WORST-0.50% · 8h-0.50% · 8h-0.50%8h-0.15% · 9h-0.15% · 9h-0.15%9h-0.15% · 10h-0.15% · 10h-0.15%10h0.30% · 11h0.30% · 11h0.30%11h-0.75% · 12h-0.75% · 12h-0.75%12h0.15% · 13h0.15% · 13h0.15%13h-0.10% · 14h-0.10% · 14h-0.10%14h0.30% · 15h0.30% · 15h0.30%15h-0.40% · 16h-0.40% · 16h-0.40%16h0.25% · 17h0.25% · 17h0.25%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.20% · 20h-0.20% · 20h-0.20%20h-0.60% · 21h-0.60% · 21h-0.60%21h0.35% · 22h0.35% · 22h0.35%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+3.40%)RUNSup max 3 · down max 4BREADTH38% up · 42% down · 21% flat
9 up bars · 10 down · best 1.90% · worst -1.00% · typical |Δ| 0.425%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.86%FINAL+1.86%MAX DD-2.82%RECOVERYONGOING · 18 barsMAX RUN-UP+4.46%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0186 · peak 1.0446 · range [0.9990, 1.0446]1.04460.9990break-even = 1★ PEAK 1.0446UNDERWATER DRAWDOWN · max -2.82% · moderate0%-2.82%▼ TROUGH -2.82%TOP DRAWDOWN PERIODS · 2 total#1 -2.82%bar 8-25 · 18 bars · ONGOING#2 -0.30%bar 4-4 · 1 bars · recoveredDD SEVERITYmoderate (max -2.82%)RECOVERYongoing · 18 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0186 (1.86%) · max DD -2.82% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=-3.72 · σ=35.61MIXED EDGELAST -22.45 (-0.53σ vs μ)74.7037.350.00-37.35-74.70μ = -3.7271.4571.4545.1045.1033.6533.6535.9935.9924.9024.906.266.26-74.70-74.70-43.77-43.77-30.32-30.32-9.83-9.83-18.45-18.45-20.72-20.7211.9911.993.073.07-2.94-2.94-48.23-48.23-9.17-9.17-22.45-22.45-22.45-22.45v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -22.452 · range [-74.70, 71.45] · μ -3.717 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=56.0609 · σ=36.6793 · range [23.7548, 117.2616] · R²=0.696 FALLING -67.45%σ EXTREME 65.43%LAST 29.2624117.261693.884970.508247.131523.7548μ = 56.0609max 117.2616min 23.7548dataMA(3)OLS R²=0.70μ lineμ ± σ bandmaxmin
latest 29.26% · range [23.75%, 117.26%] · μ 56.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.253 · σ=0.396MEAN-REVERSIONLAST -0.265 (-0.03σ vs μ)0.7910.3960.000-0.396-0.791μ = -0.2530.4980.4980.0100.0100.1980.1980.3010.3010.2690.269-0.248-0.248-0.001-0.001-0.594-0.594-0.680-0.680-0.567-0.567-0.608-0.608-0.456-0.456-0.791-0.791-0.780-0.780-0.629-0.6290.0060.006-0.204-0.204-0.265-0.265-0.265-0.265v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.265 · |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
19.1088
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
4.0951
p-VALUE (log scale)
0.5377
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
-2.1597
p-VALUE (log scale)
0.2293
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
1.1963
p-VALUE (log scale)
0.2316
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2344
p-VALUE (log scale)
0.2968
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
1.0738
p-VALUE (log scale)
0.2829
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.327 ≈ 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=4.38e-5 · top T=6.00h (17.5%) · top-3 cover 45.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)9.2e-56.9e-54.6e-52.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.02e-5 · 9.6% energyperiod 24.0 · power 5.02e-5 · 9.6% energyperiod 12.0 · power 7.34e-5 · 14.0% energyperiod 12.0 · power 7.34e-5 · 14.0% energyperiod 8.0 · power 4.57e-5 · 8.7% energyperiod 8.0 · power 4.57e-5 · 8.7% energyperiod 6.0 · power 9.20e-5 · 17.5% energyperiod 6.0 · power 9.20e-5 · 17.5% energyperiod 4.8 · power 7.45e-5 · 14.2% energyperiod 4.8 · power 7.45e-5 · 14.2% energyperiod 4.0 · power 6.79e-5 · 12.9% energyperiod 4.0 · power 6.79e-5 · 12.9% energyperiod 3.4 · power 2.65e-5 · 5.1% energyperiod 3.4 · power 2.65e-5 · 5.1% energyperiod 3.0 · power 1.56e-5 · 3.0% energyperiod 3.0 · power 1.56e-5 · 3.0% energyperiod 2.7 · power 1.39e-5 · 2.6% energyperiod 2.7 · power 1.39e-5 · 2.6% energyperiod 2.4 · power 2.10e-5 · 4.0% energyperiod 2.4 · power 2.10e-5 · 4.0% energyperiod 2.2 · power 4.45e-5 · 8.5% energyperiod 2.2 · power 4.45e-5 · 8.5% energyperiod 2.0 · power 1.67e-7 · 0.0% energyperiod 2.0 · power 1.67e-7 · 0.0% energy50% by T=4.8h#1 dominantT=6.00h#2T=4.80h#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 ≈ 6.00h (freq 0.167) · concentrates 17.5% of total energy · Σ|X̂|²/n = 5.253e-4

§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 12.2 d · σ/bar 0.676pp · expected |Δp| over horizon 11.56ppterminal variance p(1−p) = 0.0904 · n = 25low confidence · n < 100
μ per bar
+0.079pp
average Δp · drift
σ per bar
0.676pp
one-bar volatility · logit-free
Per-day movedaily
3.31pp
σ × √24
Per-horizon move12d
11.56pp
σ × √292.6566219444444
Terminal variancebinary
0.0904
p(1−p) at resolution
Current pricep
10.1¢
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 0.81pp · ES₉₅ 0.95pp · method empirical · drift-correcteddrift +0.079pp/bar · quantised: no · median step 0.15pp · unique ratio 0.68disabled · n < 30
VaR 95%
0.81pp
5th percentile of Δp
ES 95%
0.95pp
mean of the tail
Max drawdown
22.7pp
peak 12.6¢ → trough 9.7¢
Median step
0.15pp
price bucket granularity
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
10.1%
= price
Decimal oddsEU
9.950
total return per $1
AmericanUS
+895
$100 wins $895
FractionalUK
8.95 / 1
profit per $1 risked
Profit per $100stake
+$895.02
clean dollar framing
-1000-5000+500+1000020406080100you · 10.1%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)
0.471 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.471 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.31 bit
self-information
Surprise · NO−log₂(1−p)
0.15 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
66265680142177294497572235248200066124169304713332831132816781431445413907569
NO token ID
96800156676225921195730752129404882998029968936208844846299752417475268205786
Snapshot fetched
2026-06-14 19:20:36 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:20:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1fa39b4185045391f185c458219e2da6de4843631897b2e3cf1a5c5b3415668c · 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
$165
bid $13 · ask $153
Mid price
0.100500
(best bid + best ask) / 2
Spread
99.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.992
ask-heavy
Imbalance (top-5)
+0.448
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-scotland-win-group-c-in-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1118721131.52bp0.1170009FILLED
BUY$10.00K0.25253715128.10bp0.88000052FILLED
BUY$100.00K0.73059962696.42bp0.96000059FILLED
SELL$1.00K0.096049442.85bp0.0960002FILLED
SELL$10.00K0.0767222365.95bp0.00100031PARTIAL
SELL$100.00K0.0767222365.95bp0.00100031PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.064584
Mean return (annualised)
μ per bar = 0.008731
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
22.71%
peak 0.13 → trough 0.10 over 15 bars

/api/asset/pm-will-scotland-win-group-c-in-the-2026-fifa-world-cup/risk · same metrics, JSON