POLYMARKET · PREDICTION MARKET · SPORTS

Will the Vegas Golden Knights win the 2026 NHL Stanley Cup?

YES · live
20.8¢
NO · live
79.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
55.90%
max drawdown
2.63%
sharpe
ulcer index
1.42%
RMS drawdown
pain index
0.99%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
2.63%
cond. drawdown
gain/pain
2.11
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.11
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
761
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-vegas-golden-knights-win-the-2026-nhl-stanley-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
20.8¢
NO · live
79.2¢
YES price · live 24h
n=25 · μ=0.1997 · σ=0.0043 · range [0.1960, 0.2110] · R²=0.366 RISING +4.52%σ NORMAL 2.15%LAST 0.20800.21100.20720.20350.19980.1960μ = 0.1997max 0.2110min 0.1960dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 20.80¢
YES / NO split · live
YES 20.8%NO 79.2%NO79.2%79.20¢ · odds 1/1.26
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.738 / 1.00 bits (74%) · moderate uncertainty
YES
20.8%20.8¢4.81× +0.00pp
NO
79.2%79.2¢1.26× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=310 · μ=12.9 · σ=20.7 · CV=1.61BURSTY · concentratedcumulative energy ↗ · 50% by h=20020406080μ = 138050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 310bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
20.80¢ (20.80%)
NO mid
79.20¢ (79.20%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$101.7k
liquidity $
$99.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1997 · σ=0.0043 · range [0.1960, 0.2110] · R²=0.366 RISING +4.52%σ NORMAL 2.15%LAST 0.20800.21100.20720.20350.19980.1960μ = 0.1997max 0.2110min 0.1960dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 20.80¢
NO price · CLOB mid
n=25 · μ=0.8003 · σ=0.0043 · range [0.7890, 0.8040] · R²=0.366 FALLING -1.12%σ LOW 0.54%LAST 0.79200.80400.80030.79650.79280.7890μ = 0.8003max 0.8040min 0.7890dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 79.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0022 · skew=1.40 (right-skewed) · kurt=3.16 (leptokurtic (fat tails))16128403-0.29ppbin -0.29pp · n=3 · 18.8% peakbin -0.29pp · n=3 · 18.8% peak-0.18pp2-0.06ppbin -0.06pp · n=2 · 12.5% peakbin -0.06pp · n=2 · 12.5% peak160.05ppbin 0.05pp · n=16 · 100.0% peakbin 0.05pp · n=16 · 100.0% peak10.17ppbin 0.17pp · n=1 · 6.3% peakbin 0.17pp · n=1 · 6.3% peak0.28pp0.40pp0.51pp10.63ppbin 0.63pp · n=1 · 6.3% peakbin 0.63pp · n=1 · 6.3% peak10.74ppbin 0.74pp · n=1 · 6.3% peakbin 0.74pp · 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=1.51 · kurt=3.36 · near 7 / mid 16 / far 1 · OLS slope=0.89 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=25STRONGLY RIGHT-SKEWED (G₁=1.36)
μ MEAN19.97¢95% CI: [19.80¢, 20.14¢]
σ STD DEV0.43ppσ² = 0.184 · CV = 2.15%
med MEDIAN19.80¢Q₁ 19.70¢ · Q₃ 19.95¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 19.60¢Q₁ 19.70¢med 19.80¢Q₃ 19.95¢max 21.10¢μ
SKEWNESS · G₁1.365right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.486mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.39
σ × 1.349 ↔ IQRdiverges from normalratio = 2.31
range ↔ σconcentrated (range < 4σ)range / σ = 3.50
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: MEAN-REVERTING · ρ(1) -0.31 + ADF rejected
ρ(1) AUTOCORR-0.312within white-noise band
ρ(2) AUTOCORR+0.308lag-2 not significant
H · HURST EXPONENT0.886strongly persistent
OLS TREND · t-STAT+3.643significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.886STRONGLY 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=1-0.312k=2+0.308k=3-0.211k=4-0.010k=5+0.0280+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.31 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.64)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 ID553829
SLUGwill-the-vegas-g…-stanley-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES20.80¢implied prob 20.80% · decimal odds 4.81×
COUNTER · NO79.20¢implied prob 79.20% · decimal odds 1.26×
20.80¢
79.20¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME101.71k USD 24h
LIQUIDITY99.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (79¢)|primary − counter| = 0.584 · entropy 0.738 bits
LIQUIDITY DEPTHDEEP100k+ 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 20.8%NO 79.2%YES20.8%H = 0.738 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES4.81×(21¢)NO1.26×(79¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.738 bits (74% of max) · moderate uncertainty
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 · DISTANTresolves 2026-06-30 00:00 UTC
15days
07hrs
42min
YES$1.00(P = 20.8%)
NO$0.00(P = 79.2%)
current: $0.2080 · expected return per side: $0.79 on YES hit · $0.21 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.7dRESOLVESP projection · σ=0.43% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.100 pp/day
now15.32d left
2.100 pp/day×1.00
−25%11.49d left
2.425 pp/day×1.15
−50%7.66d left
2.970 pp/day×1.41
−75%3.83d left
4.200 pp/day×2.00
−90%1.53d left
6.640 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 0.80% · worst -0.35% · typical |Δ| 0.13%MILD BULLISH +0.90%BEST+0.80%20hWORST-0.35%8hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE+0.90%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.03% · Σ -0.20%US · 16-24 UTCμ +0.13% · Σ +1.05%CUMULATIVE Δ PATH · final +0.90%+1.20%-0.30%0.05% · 1h0.05% · 1h0.05%1h-0.30% · 2h-0.30% · 2h-0.30%2h0.20% · 3h0.20% · 3h0.20%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.10% · 6h0.10% · 6h0.10%6h0.00% · 7h0.00% · 7h·7h-0.35% · 8h-0.35% · 8h-0.35%8h▼ WORST0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.10% · 11h0.10% · 11h0.10%11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.10% · 15h0.10% · 15h0.10%15h0.05% · 16h0.05% · 16h0.05%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.80% · 20h0.80% · 20h0.80%20h★ BEST-0.10% · 21h-0.10% · 21h-0.10%21h0.60% · 22h0.60% · 22h0.60%22h-0.30% · 23h-0.30% · 23h-0.30%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.05%)RUNSup max 2 · down max 1BREADTH33% up · 21% down · 46% flat
8 up bars · 5 down · best 0.80% · worst -0.35% · typical |Δ| 0.129%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.90%FINAL+0.90%MAX DD-0.35%RECOVERYONGOING · 18 barsMAX RUN-UP+1.20%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0090 · peak 1.0120 · range [0.9970, 1.0120]1.01200.9970break-even = 1★ PEAK 1.0120UNDERWATER DRAWDOWN · max -0.35% · shallow0%-0.35%▼ TROUGH -0.35%TOP DRAWDOWN PERIODS · 3 total#1 -0.35%bar 3-20 · 18 bars · recovered#2 -0.30%bar 24-25 · 2 bars · ONGOING#3 -0.10%bar 22-22 · 1 bars · recoveredDD SEVERITYshallow (max -0.35%)RECOVERYongoing · 23 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0090 (0.90%) · max DD -0.35% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −6 (63% positive) · μ=16.33 · σ=29.92MIXED EDGELAST 36.11 (+0.66σ vs μ)55.9327.970.00-27.97-55.93μ = 16.334.634.630.000.00-4.20-4.20-24.96-24.96-24.96-24.96-14.05-14.05-24.96-24.96-30.21-30.2115.8715.8738.2138.2151.5251.5230.2130.2130.2130.2155.9355.9346.7746.7735.0035.0053.1353.1336.1136.1136.1136.11v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 36.105 · range [-30.21, 55.93] · μ 16.334 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=17.3628 · σ=12.2837 · range [3.9154, 40.4376] · R²=0.256 RISING +156.30%σ EXTREME 70.75%LAST 40.437640.437631.307022.176513.04593.9154μ = 17.3628max 40.4376min 3.9154dataMA(3)OLS R²=0.26μ lineμ ± σ bandmaxmin
latest 40.44% · range [3.92%, 40.44%] · μ 17.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.151 · σ=0.256MEAN-REVERSIONLAST -0.551 (-1.56σ vs μ)0.6050.3020.000-0.302-0.605μ = -0.151-0.522-0.522-0.429-0.4290.0040.004-0.100-0.100-0.100-0.100-0.068-0.068-0.100-0.1000.0210.021-0.040-0.040-0.100-0.1000.1210.1210.2290.2290.1670.1670.0710.071-0.056-0.056-0.350-0.350-0.465-0.465-0.605-0.605-0.551-0.551v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.551 · |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
30.5564
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
6.6848
p-VALUE (log scale)
0.2442
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
-0.6781
p-VALUE (log scale)
0.8446
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
1.7507
p-VALUE (log scale)
0.0800
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4702
p-VALUE (log scale)
0.0484
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
-0.6859
p-VALUE (log scale)
0.4928
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.791 ≈ 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=5.79e-6 · top T=2.18h (23.8%) · top-3 cover 57.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-51.2e-58.3e-64.1e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.34e-6 · 9.1% energyperiod 24.0 · power 6.34e-6 · 9.1% energyperiod 12.0 · power 2.21e-6 · 3.2% energyperiod 12.0 · power 2.21e-6 · 3.2% energyperiod 8.0 · power 8.24e-6 · 11.9% energyperiod 8.0 · power 8.24e-6 · 11.9% energyperiod 6.0 · power 1.78e-6 · 2.6% energyperiod 6.0 · power 1.78e-6 · 2.6% energyperiod 4.8 · power 4.62e-6 · 6.6% energyperiod 4.8 · power 4.62e-6 · 6.6% energyperiod 4.0 · power 2.08e-7 · 0.3% energyperiod 4.0 · power 2.08e-7 · 0.3% energyperiod 3.4 · power 1.07e-6 · 1.5% energyperiod 3.4 · power 1.07e-6 · 1.5% energyperiod 3.0 · power 1.53e-6 · 2.2% energyperiod 3.0 · power 1.53e-6 · 2.2% energyperiod 2.7 · power 1.26e-5 · 18.1% energyperiod 2.7 · power 1.26e-5 · 18.1% energyperiod 2.4 · power 1.10e-5 · 15.9% energyperiod 2.4 · power 1.10e-5 · 15.9% energyperiod 2.2 · power 1.65e-5 · 23.8% energyperiod 2.2 · power 1.65e-5 · 23.8% energyperiod 2.0 · power 3.37e-6 · 4.9% energyperiod 2.0 · power 3.37e-6 · 4.9% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.67h#3T=2.40hT=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 23.8% of total energy · Σ|X̂|²/n = 6.950e-5

▸ Depth section using sovereign-store price series (761 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 15.3 d · σ/bar 0.042pp · expected |Δp| over horizon 0.81ppterminal variance p(1−p) = 0.1647 · n = 761n = 761
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.042pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move15d
0.81pp
σ × √367.7038919444444
Terminal variancebinary
0.1647
p(1−p) at resolution
Current pricep
20.8¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.01n = 761
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
2.6pp
peak 20.9¢ → trough 20.4¢
Median step
0.15pp
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
20.8%
= price
Decimal oddsEU
4.808
total return per $1
AmericanUS
+381
$100 wins $381
FractionalUK
3.81 / 1
profit per $1 risked
Profit per $100stake
+$380.77
clean dollar framing
-1000-5000+500+1000020406080100you · 20.8%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)
0.738 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.738 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.27 bit
self-information
Surprise · NO−log₂(1−p)
0.34 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
68803485030073596962715540294172682212192134248970512695855620898253368033218
NO token ID
58534831224432332845742394199681128700782343287162911891204466367752298448751
Snapshot fetched
2026-06-14 16:17:45 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:17:45 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
16f37c590e6b67f4af230cde1557fad4b78014fd741ddbb50299de4671a7aff8 · 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
$155
bid $151 · ask $4
Mid price
0.208000
(best bid + best ask) / 2
Spread
96.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.891
ask-heavy
Imbalance (top-5)
-0.404
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-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.216945430.03bp0.2190006FILLED
BUY$10.00K0.219897571.97bp0.2210008FILLED
BUY$100.00K0.57444217617.39bp0.99900052FILLED
SELL$1.00K0.197935483.91bp0.1930009FILLED
SELL$10.00K0.1695301849.54bp0.12300023FILLED
SELL$100.00K0.0223208926.91bp0.00100068PARTIAL

Risk metrics

sovereign store · 761 barsperiods/year ≈ 1.75M
Realized vol (annualised)
271.46%
σ per bar = 0.002050
Mean return (annualised)
11364.79%
μ per bar = 0.000065
Sharpe (rf=0)
41.86
annualised; risk-free assumed zero
Max drawdown
2.63%
peak 0.21 → trough 0.20 over 231 bars

/api/asset/pm-will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup/risk · same metrics, JSON