POLYMARKET · PREDICTION MARKET · SPORTS

Will USA reach the Round of 16 at the 2026 FIFA World Cup?

YES · live
71.0¢
NO · live
29.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-usa-reach-the-round-of-16-at-the-2026-fifa-world-cup-20260602025120747 · fresh · feed 8s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
28.16%
max drawdown
0.70%
sharpe
—
ulcer index
0.67%
RMS drawdown
pain index
0.65%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.70%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
553
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-usa-reach-the-round-of-16-at-the-2026-fifa-world-cup-20260602025120747/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8.1s⏱--:--:-- 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
71.0¢
NO · live
29.0¢
YES price · live 24h
n=25 · μ=0.6734 · σ=0.0330 · range [0.6300, 0.7300] · R²=0.656▲ RISING +6.02%σ NORMAL 4.90%LAST 0.70500.73000.70500.68000.65500.6300μ = 0.6734max 0.7300min 0.6300dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 70.50¢
YES / NO split · live
YES 71.0%NO 29.0%YES71.0%71.00¢ · odds 1/1.41
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.869 / 1.00 bits (87%) · high uncertainty
YES
71.0%71.0¢1.41×▬ +0.00pp
NO
29.0%29.0¢3.45×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,600 · μ=108.3 · σ=145.0 · CV=1.34BURSTY · concentratedcumulative energy ↗ · 50% by h=110150300450600μ = 10860050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2600bp moved · peak 600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8.1s
▲YES mid
71.00¢ (71.00%)
▼NO mid
29.00¢ (29.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$36.8k
≋liquidity $
$7.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6734 · σ=0.0330 · range [0.6300, 0.7300] · R²=0.656▲ RISING +6.02%σ NORMAL 4.90%LAST 0.70500.73000.70500.68000.65500.6300μ = 0.6734max 0.7300min 0.6300dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 70.50¢
NO price · CLOB mid
n=25 · μ=0.3266 · σ=0.0330 · range [0.2700, 0.3700] · R²=0.656▼ FALLING -11.94%σ HIGH 10.09%LAST 0.29500.37000.34500.32000.29500.2700μ = 0.3266max 0.3700min 0.2700dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 29.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0018 · σ=0.0166 · skew=1.05 (right-skewed) · kurt=2.60 (leptokurtic (fat tails))1085301-3.03ppbin -3.03pp · n=1 · 10.0% peakbin -3.03pp · n=1 · 10.0% peak2-2.08ppbin -2.08pp · n=2 · 20.0% peakbin -2.08pp · n=2 · 20.0% peak2-1.13ppbin -1.13pp · n=2 · 20.0% peakbin -1.13pp · n=2 · 20.0% peak10-0.18ppbin -0.18pp · n=10 · 100.0% peakbin -0.18pp · n=10 · 100.0% peak50.77ppbin 0.77pp · n=5 · 50.0% peakbin 0.77pp · n=5 · 50.0% peak21.72ppbin 1.72pp · n=2 · 20.0% peakbin 1.72pp · n=2 · 20.0% peak12.67ppbin 2.67pp · n=1 · 10.0% peakbin 2.67pp · n=1 · 10.0% peak3.62pp4.57pp15.52ppbin 5.52pp · n=1 · 10.0% peakbin 5.52pp · n=1 · 10.0% 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=1.14 · kurt=3.14 · near 14 / mid 9 / far 1 · OLS slope=0.95 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=25PLATYKURTIC · THIN TAILS (G₂=-1.39)
μ MEAN67.34¢95% CI: [66.05¢, 68.63¢]
σ STD DEV3.30ppσ² = 10.869 · CV = 4.90%
med MEDIAN66.50¢Q₁ 64.00¢ · Q₃ 71.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 10.00pp · IQR 7.00pp (1.349σ→4.45pp)
min 63.00¢Q₁ 64.00¢med 66.50¢Q₃ 71.00¢max 73.00¢μ
SKEWNESS · G₁0.274approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.387platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.25
σ × 1.349 ↔ IQRdiverges from normalratio = 0.64
range ↔ σconcentrated (range < 4σ)range / σ = 3.03
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-0.027within white-noise band
ρ(2) AUTOCORR-0.219lag-2 not significant
H · HURST EXPONENT0.701strongly persistent
OLS TREND · t-STAT+6.616significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.701
H = 0.701STRONGLY 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=1-0.027k=2-0.219k=3-0.087k=4-0.097k=5-0.0510+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 @ 1% (|t|=6.62)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.43high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.62)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 ID2415437
SLUGwill-usa-reach-t…602025120747
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (71¢)
PRIMARY · YES71.00¢implied prob 71.00% · decimal odds 1.41×
COUNTER · NO29.00¢implied prob 29.00% · decimal odds 3.45×
71.00¢
29.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME36.82k USD 24h
LIQUIDITY7.26k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (71¢)|primary − counter| = 0.420 · entropy 0.869 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 71.0%NO 29.0%YES p̂71.0%H = 0.869 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.41×(71¢)NO3.45×(29¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.869 bits (87% of max) · high 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 · LOWresolves 2026-07-04 00:00 UTC
13days
14hrs
19min
13.60 days·θ = 16.151 pp/day
YES →$1.00(P = 71.0%)
NO →$0.00(P = 29.0%)
current: $0.7100 · expected return per side: $0.29 on YES hit · $0.71 on NO hit
0%25%50%75%100%YES $1NO $0NOW+6.8dRESOLVESP projection · σ=3.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 16.151 pp/day
now13.60d left
16.151 pp/day×1.00
−25%10.20d left
18.650 pp/day×1.15
−50%6.80d left
22.841 pp/day×1.41
−75%3.40d left
32.302 pp/day×2.00
−90%1.36d left
51.074 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 6.00% · worst -3.50% · typical |Δ| 1.08%MILD BULLISH +4.00%BEST+6.00%17hWORST-3.50%2hTYPICAL |Δ|1.08%mean absoluteCUMULATIVE+4.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ +0.38% · Σ +3.00%US · 16-24 UTCμ +0.56% · Σ +4.50%CUMULATIVE Δ PATH · final +4.00%+6.50%-3.50%0.00% · 1h0.00% · 1h·1h-3.50% · 2h-3.50% · 2h-3.50%2h▼ WORST0.50% · 3h0.50% · 3h0.50%3h2.00% · 4h2.00% · 4h2.00%4h-2.00% · 5h-2.00% · 5h-2.00%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.50% · 9h0.50% · 9h0.50%9h1.50% · 10h1.50% · 10h1.50%10h3.00% · 11h3.00% · 11h3.00%11h-1.00% · 12h-1.00% · 12h-1.00%12h0.00% · 13h0.00% · 13h·13h-1.50% · 14h-1.50% · 14h-1.50%14h0.50% · 15h0.50% · 15h0.50%15h0.50% · 16h0.50% · 16h0.50%16h6.00% · 17h6.00% · 17h6.00%17h★ BEST0.00% · 18h0.00% · 18h·18h-2.00% · 19h-2.00% · 19h-2.00%19h0.50% · 20h0.50% · 20h0.50%20h-0.50% · 21h-0.50% · 21h-0.50%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNUS-led (+4.50%)RUNSup max 3 · down max 1BREADTH38% up · 29% down · 33% flat
9 up bars · 7 down · best 6.00% · worst -3.50% · typical |Δ| 1.083%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +3.69%FINAL+3.69%MAX DD-3.50%RECOVERYONGOING · 9 barsMAX RUN-UP+6.34%UNDERWATER20/25 (80%)STREAK↘ 1EQUITY CURVE · end 1.0369 · peak 1.0634 · range [0.9650, 1.0634]1.06340.9650break-even = 1★ PEAK 1.0634UNDERWATER DRAWDOWN · max -3.50% · moderate0%-3.50%▼ TROUGH -3.50%TOP DRAWDOWN PERIODS · 3 total#1 -3.50%bar 3-11 · 9 bars · recovered#2 -2.49%bar 20-25 · 6 bars · ONGOING#3 -2.48%bar 13-17 · 5 bars · recoveredDD SEVERITYmoderate (max -3.50%)RECOVERYongoing · 23 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0369 (3.69%) · max DD -3.50% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −4 (74% positive) · μ=13.54 · σ=28.71PROFITABLE STRATEGYLAST -45.28 (-2.05σ vs μ)64.4032.200.00-32.20-64.40μ = 13.54-24.01-24.01-24.01-24.016.096.096.096.090.000.0064.4064.4044.4944.4944.4944.4923.5523.5523.5523.5514.8714.8726.0326.0333.0433.0419.1319.1332.1032.1025.6725.6722.6822.68-35.63-35.63-45.28-45.28v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -45.283 · range [-45.28, 64.40] · μ 13.541 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=170.1610 · σ=64.6575 · range [80.6040, 267.0599] · R²=0.090▼ FALLING -55.82%σ EXTREME 38.00%LAST 80.6040267.0599220.4459173.8319127.218080.6040μ = 170.1610max 267.0599min 80.6040dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxmin
latest 80.60% · range [80.60%, 267.06%] · μ 170.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.130 · σ=0.227MEAN-REVERSIONLAST -0.384 (-1.12σ vs μ)0.5290.2640.000-0.264-0.529μ = -0.130-0.342-0.342-0.250-0.250-0.366-0.366-0.468-0.4680.1150.1150.3940.394-0.155-0.155-0.088-0.0880.0450.0450.0270.027-0.247-0.2470.0640.064-0.100-0.100-0.047-0.047-0.076-0.076-0.059-0.059-0.010-0.010-0.529-0.529-0.384-0.384v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.384 · |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
23.6288
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
1.9892
p-VALUE (log scale)
0.8517
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
-1.1599
p-VALUE (log scale)
0.6910
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
0.0658
p-VALUE (log scale)
0.9475
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7304
p-VALUE (log scale)
0.0108
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
-0.6145
p-VALUE (log scale)
0.5389
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.813 ≈ 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=3.27e-4 · top T=6.00h (24.4%) · top-3 cover 57.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.6e-47.2e-44.8e-42.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.06e-4 · 7.8% energyperiod 24.0 · power 3.06e-4 · 7.8% energyperiod 12.0 · power 7.10e-5 · 1.8% energyperiod 12.0 · power 7.10e-5 · 1.8% energyperiod 8.0 · power 2.52e-4 · 6.4% energyperiod 8.0 · power 2.52e-4 · 6.4% energyperiod 6.0 · power 9.57e-4 · 24.4% energyperiod 6.0 · power 9.57e-4 · 24.4% energyperiod 4.8 · power 1.14e-4 · 2.9% energyperiod 4.8 · power 1.14e-4 · 2.9% energyperiod 4.0 · power 1.21e-4 · 3.1% energyperiod 4.0 · power 1.21e-4 · 3.1% energyperiod 3.4 · power 8.60e-4 · 21.9% energyperiod 3.4 · power 8.60e-4 · 21.9% energyperiod 3.0 · power 3.23e-5 · 0.8% energyperiod 3.0 · power 3.23e-5 · 0.8% energyperiod 2.7 · power 4.52e-4 · 11.5% energyperiod 2.7 · power 4.52e-4 · 11.5% energyperiod 2.4 · power 3.02e-4 · 7.7% energyperiod 2.4 · power 3.02e-4 · 7.7% energyperiod 2.2 · power 1.92e-4 · 4.9% energyperiod 2.2 · power 1.92e-4 · 4.9% energyperiod 2.0 · power 2.67e-4 · 6.8% energyperiod 2.0 · power 2.67e-4 · 6.8% energy50% by T=3.4h#1 dominantT=6.00h#2T=3.43h#3T=2.67hT=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 24.4% of total energy · Σ|X̂|²/n = 3.925e-3

▸ Depth section using sovereign-store price series (939 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 13.6 d · σ/bar 0.191pp · expected |Δp| over horizon 3.45ppterminal variance p(1−p) = 0.2059 · n = 939✓ n = 939
μ per bar
+0.006pp
average Δp · drift
σ per bar
0.191pp
one-bar volatility · logit-free
Per-day movedaily
0.94pp
σ × √24
Per-horizon move14d
3.45pp
σ × √326.32037611111116
Terminal variancebinary
0.2059
p(1−p) at resolution
Current pricep
71.0¢
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 0.31pp · ES₉₅ 0.39pp · method parametric · drift-correcteddrift +0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 939
VaR 95%
0.31pp
1.645·σ (parametric) of Δp
ES 95%
0.39pp
mean of the tail
Max drawdown
2.3pp
peak 66.5¢ → trough 65.0¢
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
71.0%
= price
Decimal oddsEU
1.408
total return per $1
AmericanUS
-245
risk $245 to win $100
FractionalUK
0.41 / 1
profit per $1 risked
Profit per $100stake
+$40.85
clean dollar framing
-1000-5000+500+1000020406080100you · 71.0%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)
0.869 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.869 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.49 bit
self-information
Surprise · NO−log₂(1−p)
1.79 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
50689824544140790164597422216341950114909833384590029149136676161633646909552
NO token ID
36712799559310881070755431961849352421815710044855279825973767718747697176631
Snapshot fetched
2026-06-20 09:40:38 UTC
Snapshot age
8.1s
History points
25 CLOB mids
Page rendered
2026-06-20 09:40:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7c4b42e14f8f54c7d2784024f56578dbde38666335f3edf552966ff87453aed4 · 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$63,620HL PERPHYPE-USD perpetual$70.71HL PERPETH-USD perpetual$1,728

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
0.705000
(best bid + best ask) / 2
Spread
141.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.688
ask-heavy
Imbalance (top-5)
+0.537
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-usa-reach-the-round-of-16-at-the-2026-fifa-world-cup-20260602025120747/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.719964212.26bp0.7200002FILLED
BUY$10.00K0.8817032506.42bp0.94000014FILLED
BUY$100.00K0.9668693714.45bp0.99000019PARTIAL
SELL$1.00K0.683702302.10bp0.6700003FILLED
SELL$10.00K0.2919505858.87bp0.01000018PARTIAL
SELL$100.00K0.2919505858.87bp0.01000018PARTIAL

Risk metrics

▸ sovereign store · 939 barsperiods/year ≈ 1.75M
Realized vol (annualised)
369.90%
σ per bar = 0.002794
Mean return (annualised)
15063.67%
μ per bar = 0.000086
Sharpe (rf=0)
40.72
annualised; risk-free assumed zero
Max drawdown
2.26%
peak 0.67 → trough 0.65 over 33 bars

/api/asset/pm-will-usa-reach-the-round-of-16-at-the-2026-fifa-world-cup-20260602025120747/risk · same metrics, JSON