POLYMARKET · PREDICTION MARKET · GRASS COURT CHAMPIONSHIPS, QUALIFICATION: TESSA BROCKMANN VS ALYCIA PARKS

Grass Court Championships, Qualification: Tessa Brockmann vs Alycia Parks

YES · live
78.0¢
NO · live
22.0¢

▸ Advanced metrics · M2M bundle

polymarket · wta-brockma-parks-2026-06-13 · fresh · feed 0s old
24h sparkline · 60 pts▲ 1.96%
realized vol (ann.)
227.92%
max drawdown
6.33%
sharpe
—
ulcer index
1.53%
RMS drawdown
pain index
0.98%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.85%
cond. drawdown
gain/pain
1.18
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.18
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
1.96%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +1.96%
Same bundle via M2M API: /api/m2m/pm-wta-brockma-parks-2026-06-13/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
78.0¢
NO · live
22.0¢
YES price · live 24h
n=25 · μ=0.7676 · σ=0.0077 · range [0.7500, 0.7900] · R²=0.028▲ RISING +2.00%σ LOW 1.00%LAST 0.76500.79000.78000.77000.76000.7500μ = 0.7676max 0.7900min 0.7500dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 76.50¢
YES / NO split · live
YES 78.0%NO 22.0%YES78.0%78.00¢ · odds 1/1.28
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.760 / 1.00 bits (76%) · moderate uncertainty
YES
78.0%78.0¢1.28×▬ +0.00pp
NO
22.0%22.0¢4.55×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,550 · μ=64.6 · σ=66.7 · CV=1.03BURSTYcumulative energy ↗ · 50% by h=17050100150200μ = 6520050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1550bp moved · peak 200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
78.00¢ (78.00%)
▼NO mid
22.00¢ (22.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$53.2k
≋liquidity $
$51.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7676 · σ=0.0077 · range [0.7500, 0.7900] · R²=0.028▲ RISING +2.00%σ LOW 1.00%LAST 0.76500.79000.78000.77000.76000.7500μ = 0.7676max 0.7900min 0.7500dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 76.50¢
NO price · CLOB mid
n=25 · μ=0.2324 · σ=0.0077 · range [0.2100, 0.2500] · R²=0.028▼ FALLING -6.00%σ NORMAL 3.29%LAST 0.23500.25000.24000.23000.22000.2100μ = 0.2324max 0.2500min 0.2100dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 23.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0010 · σ=0.0088 · skew=0.13 (symmetric) · kurt=-0.35 (mesokurtic)864201-1.80ppbin -1.80pp · n=1 · 12.5% peakbin -1.80pp · n=1 · 12.5% peak-1.40pp2-1.00ppbin -1.00pp · n=2 · 25.0% peakbin -1.00pp · n=2 · 25.0% peak6-0.60ppbin -0.60pp · n=6 · 75.0% peakbin -0.60pp · n=6 · 75.0% peak-0.20pp80.20ppbin 0.20pp · n=8 · 100.0% peakbin 0.20pp · n=8 · 100.0% peak20.60ppbin 0.60pp · n=2 · 25.0% peakbin 0.60pp · n=2 · 25.0% peak21.00ppbin 1.00pp · n=2 · 25.0% peakbin 1.00pp · n=2 · 25.0% peak11.40ppbin 1.40pp · n=1 · 12.5% peakbin 1.40pp · n=1 · 12.5% peak21.80ppbin 1.80pp · n=2 · 25.0% peakbin 1.80pp · n=2 · 25.0% 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=0.38 · kurt=0.27 · near 17 / mid 7 / far 0 · OLS slope=0.99 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=25MILD DEPARTURE FROM NORMAL
μ MEAN76.76¢95% CI: [76.46¢, 77.06¢]
σ STD DEV0.77ppσ² = 0.586 · CV = 1.00%
med MEDIAN76.50¢Q₁ 76.50¢ · Q₃ 77.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.00pp · IQR 0.50pp (1.349σ→1.03pp)
min 75.00¢Q₁ 76.50¢med 76.50¢Q₃ 77.00¢max 79.00¢μ
SKEWNESS · G₁0.399approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂1.571leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRdiverges from normalratio = 2.07
range ↔ σwide tails (range > 4σ)range / σ = 5.23
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.098within white-noise band
ρ(2) AUTOCORR-0.424lag-2 dependence detected
H · HURST EXPONENT0.786strongly persistent
OLS TREND · t-STAT+0.809fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.786
H = 0.786STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=2
k=1-0.098k=2 ★-0.424k=3-0.070k=4+0.207k=5-0.0070+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|=0.81)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.67very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.81)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 ID2530007
SLUGwta-brockma-parks-2026-06-13
CATEGORYGrass Court Cham…Alycia Parks
TWO-SIDED PRICINGFAVOURS YES (78¢)
PRIMARY · YES78.00¢implied prob 78.00% · decimal odds 1.28×
COUNTER · NO22.00¢implied prob 22.00% · decimal odds 4.55×
78.00¢
22.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME53.21k USD 24h
LIQUIDITY51.01k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (78¢)|primary − counter| = 0.560 · entropy 0.760 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 78.0%NO 22.0%YES p̂78.0%H = 0.760 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.28×(78¢)NO4.55×(22¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.760 bits (76% 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 · LOWresolves 2026-06-20 10:30 UTC
5days
18hrs
18min
5.76 days·θ = 3.750 pp/day
YES →$1.00(P = 78.0%)
NO →$0.00(P = 22.0%)
current: $0.7800 · expected return per side: $0.22 on YES hit · $0.78 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.9dRESOLVESP projection · σ=0.77% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.750 pp/day
now5.76d left
3.750 pp/day×1.00
−25%4.32d left
4.330 pp/day×1.15
−50%2.88d left
5.303 pp/day×1.41
−75%1.44d left
7.499 pp/day×2.00
−90%13.83h left
11.857 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 2.00% · worst -2.00% · typical |Δ| 0.65%MILD BULLISH +1.50%BEST+2.00%1hWORST-2.00%22hTYPICAL |Δ|0.65%mean absoluteCUMULATIVE+1.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +1.50%+4.00%0.00%2.00% · 1h2.00% · 1h2.00%1h★ BEST-0.50% · 2h-0.50% · 2h-0.50%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h-0.50% · 6h-0.50% · 6h-0.50%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-0.50% · 9h-0.50% · 9h-0.50%9h1.00% · 10h1.00% · 10h1.00%10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h0.50% · 14h0.50% · 14h0.50%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.50% · 17h0.50% · 17h0.50%17h-1.00% · 18h-1.00% · 18h-1.00%18h-0.50% · 19h-0.50% · 19h-0.50%19h2.00% · 20h2.00% · 20h2.00%20h1.50% · 21h1.50% · 21h1.50%21h-2.00% · 22h-2.00% · 22h-2.00%22h▼ WORST-0.50% · 23h-0.50% · 23h-0.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+2.00%)RUNSup max 2 · down max 2BREADTH29% up · 38% down · 33% flat
7 up bars · 9 down · best 2.00% · worst -2.00% · typical |Δ| 0.646%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.41%FINAL+1.41%MAX DD-2.49%RECOVERYONGOING · 3 barsMAX RUN-UP+4.00%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0141 · peak 1.0400 · range [1.0000, 1.0400]1.04001.0000break-even = 1★ PEAK 1.0400UNDERWATER DRAWDOWN · max -2.49% · moderate0%-2.49%▼ TROUGH -2.49%TOP DRAWDOWN PERIODS · 3 total#1 -2.49%bar 23-25 · 3 bars · ONGOING#2 -2.00%bar 7-21 · 15 bars · recovered#3 -0.50%bar 3-5 · 3 bars · recoveredDD SEVERITYmoderate (max -2.49%)RECOVERYongoing · 3 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0141 (1.41%) · max DD -2.49% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −7 (37% positive) · μ=0.60 · σ=17.70MIXED EDGELAST 5.33 (+0.27σ vs μ)33.6716.830.00-16.83-33.67μ = 0.6031.7331.730.000.0015.8715.870.000.0022.8322.830.000.000.000.00-22.83-22.83-10.60-10.600.000.00-30.21-30.21-13.34-13.34-22.83-22.83-13.34-13.3415.1015.1033.6733.675.105.10-5.10-5.105.335.33v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 5.330 · range [-30.21, 33.67] · μ 0.599 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=76.6426 · σ=33.4036 · range [46.0109, 143.2236] · R²=0.478▲ RISING +48.85%σ EXTREME 43.58%LAST 136.9708143.2236118.920494.617270.314146.0109μ = 76.6426max 143.2236min 46.0109dataMA(3)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 136.97% · range [46.01%, 143.22%] · μ 76.64% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −16 (11% positive) · μ=-0.175 · σ=0.186MEAN-REVERSIONLAST -0.008 (+0.89σ vs μ)0.4540.2270.000-0.227-0.454μ = -0.175-0.368-0.368-0.333-0.333-0.454-0.454-0.333-0.333-0.369-0.369-0.333-0.333-0.333-0.333-0.012-0.012-0.203-0.2030.0000.000-0.146-0.146-0.028-0.028-0.369-0.369-0.028-0.028-0.161-0.1610.2100.210-0.100-0.1000.0490.049-0.008-0.008v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.008 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.0715
p-VALUE (log scale)
0.5852
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
6.8357
p-VALUE (log scale)
0.2321
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-4.5230
p-VALUE (log scale)
0.0004
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.5922
p-VALUE (log scale)
0.5537
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1134
p-VALUE (log scale)
0.5000
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
-1.5514
p-VALUE (log scale)
0.1208
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.528 ≈ 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=8.61e-5 · top T=4.80h (34.8%) · top-3 cover 64.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.6e-42.7e-41.8e-49.0e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.47e-5 · 1.4% energyperiod 24.0 · power 1.47e-5 · 1.4% energyperiod 12.0 · power 3.68e-6 · 0.4% energyperiod 12.0 · power 3.68e-6 · 0.4% energyperiod 8.0 · power 1.98e-5 · 1.9% energyperiod 8.0 · power 1.98e-5 · 1.9% energyperiod 6.0 · power 5.10e-5 · 4.9% energyperiod 6.0 · power 5.10e-5 · 4.9% energyperiod 4.8 · power 3.59e-4 · 34.8% energyperiod 4.8 · power 3.59e-4 · 34.8% energyperiod 4.0 · power 1.51e-4 · 14.6% energyperiod 4.0 · power 1.51e-4 · 14.6% energyperiod 3.4 · power 1.51e-4 · 14.6% energyperiod 3.4 · power 1.51e-4 · 14.6% energyperiod 3.0 · power 5.94e-5 · 5.7% energyperiod 3.0 · power 5.94e-5 · 5.7% energyperiod 2.7 · power 1.98e-5 · 1.9% energyperiod 2.7 · power 1.98e-5 · 1.9% energyperiod 2.4 · power 1.09e-5 · 1.1% energyperiod 2.4 · power 1.09e-5 · 1.1% energyperiod 2.2 · power 1.42e-4 · 13.7% energyperiod 2.2 · power 1.42e-4 · 13.7% energyperiod 2.0 · power 5.10e-5 · 4.9% energyperiod 2.0 · power 5.10e-5 · 4.9% energy50% by T=4.0h#1 dominantT=4.80h#2T=4.00h#3T=3.43hT=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 ≈ 4.80h (freq 0.208) · concentrates 34.8% of total energy · Σ|X̂|²/n = 1.033e-3

▸ Depth section using sovereign-store price series (3827 bars · effective 1752908 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 5.8 d · σ/bar 0.135pp · expected |Δp| over horizon 1.59ppterminal variance p(1−p) = 0.1716 · n = 3827✓ n = 3827
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.135pp
one-bar volatility · logit-free
Per-day movedaily
0.66pp
σ × √24
Per-horizon move6d
1.59pp
σ × √138.30588027777776
Terminal variancebinary
0.1716
p(1−p) at resolution
Current pricep
78.0¢
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 0.22pp · ES₉₅ 0.28pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 3827
VaR 95%
0.22pp
1.645·σ (parametric) of Δp
ES 95%
0.28pp
mean of the tail
Max drawdown
6.3pp
peak 79.0¢ → trough 74.0¢
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
78.0%
= price
Decimal oddsEU
1.282
total return per $1
AmericanUS
-355
risk $355 to win $100
FractionalUK
0.28 / 1
profit per $1 risked
Profit per $100stake
+$28.21
clean dollar framing
-1000-5000+500+1000020406080100you · 78.0%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)
0.760 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.760 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.36 bit
self-information
Surprise · NO−log₂(1−p)
2.18 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
17768135021272875901394896128534269167072812267697974717987611929786040034418
NO token ID
29402355930136802878076257916335067417252112151894422418434502637639541210975
Snapshot fetched
2026-06-14 16:11:38 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:11:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0917b36aaef49b5dace9632e7fcdb66604eb4cf6292a9d425f267e364c0ad075 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,064HL PERPETH-USD perpetual$1,664HL PERPHYPE-USD perpetual$60.37

Also see: /arb opportunities · RSS feed · more in Grass Court Championships, Qualification: Tessa Brockmann vs Alycia Parks

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
0.765000
(best bid + best ask) / 2
Spread
392.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.541
bid-heavy
Imbalance (top-5)
-0.221
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-wta-brockma-parks-2026-06-13/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.798710440.65bp0.8000003FILLED
BUY$10.00K0.808027562.45bp0.8100004FILLED
BUY$100.00K0.9535672464.93bp0.99000012FILLED
SELL$1.00K0.722827551.28bp0.7200004FILLED
SELL$10.00K0.709217729.19bp0.6800008FILLED
SELL$100.00K0.1109598549.56bp0.01000030PARTIAL

Risk metrics

▸ sovereign store · 3,827 barsperiods/year ≈ 1.75M
Realized vol (annualised)
233.12%
σ per bar = 0.001761
Mean return (annualised)
889.65%
μ per bar = 0.000005
Sharpe (rf=0)
3.82
annualised; risk-free assumed zero
Max drawdown
6.33%
peak 0.79 → trough 0.74 over 508 bars

/api/asset/pm-wta-brockma-parks-2026-06-13/risk · same metrics, JSON