POLYMARKET · PREDICTION MARKET · NOTTINGHAM OPEN: VIKTORIJA GOLUBIC VS ZEYNEP SONMEZ

Nottingham Open: Viktorija Golubic vs Zeynep Sonmez

YES · live
66.5¢
NO · live
33.5¢

▸ Advanced metrics · M2M bundle

polymarket · wta-golubic-sonmez-2026-06-18 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2823.94%
max drawdown
36.00%
sharpe
—
ulcer index
14.89%
RMS drawdown
pain index
10.45%
mean drawdown
mod. VaR 95%
1.38%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
36.00%
cond. drawdown
gain/pain
1.51
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.51
upside/downside
roll spread
37.5 bps
implied (price-only)
bars used
322
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wta-golubic-sonmez-2026-06-18/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH568ms⏱--:--:-- 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
66.5¢
NO · live
33.5¢
YES price · live 24h
n=25 · μ=0.4342 · σ=0.0664 · range [0.3950, 0.7450] · R²=0.047▲ RISING +79.52%σ EXTREME 15.29%LAST 0.74500.74500.65750.57000.48250.3950μ = 0.4342max 0.7450min 0.3950dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 74.50¢
YES / NO split · live
YES 66.5%NO 33.5%YES66.5%66.50¢ · odds 1/1.50
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.920 / 1.00 bits (92%) · high uncertainty
YES
66.5%66.5¢1.50×▬ +0.00pp
NO
33.5%33.5¢2.99×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,200 · μ=175.0 · σ=667.7 · CV=3.82BURSTY · concentratedcumulative energy ↗ · 50% by h=2408251,6502,4753,300μ = 1753,30050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4200bp moved · peak 3300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
568ms
▲YES mid
66.50¢ (66.50%)
▼NO mid
33.50¢ (33.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$591.3k
≋liquidity $
$44.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4342 · σ=0.0664 · range [0.3950, 0.7450] · R²=0.047▲ RISING +79.52%σ EXTREME 15.29%LAST 0.74500.74500.65750.57000.48250.3950μ = 0.4342max 0.7450min 0.3950dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 74.50¢
NO price · CLOB mid
n=25 · μ=0.5706 · σ=0.0433 · range [0.3750, 0.6050] · R²=0.020▼ FALLING -35.90%σ HIGH 7.59%LAST 0.37500.60500.54750.49000.43250.3750μ = 0.5706max 0.6050min 0.3750dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 37.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0152 · σ=0.0620 · skew=4.59 (right-skewed) · kurt=19.04 (leptokurtic (fat tails))23171260230.23ppbin 0.23pp · n=23 · 100.0% peakbin 0.23pp · n=23 · 100.0% peak3.68pp7.13pp10.58pp14.03pp17.48pp20.93pp24.38pp27.82pp131.28ppbin 31.28pp · n=1 · 4.3% peakbin 31.28pp · n=1 · 4.3% 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=4.52 · kurt=18.63 · near 6 / mid 11 / far 7 · OLS slope=0.53 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.60σΔ=-1.52σΔ=+2.74σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=16.21)
μ MEAN43.42¢95% CI: [40.82¢, 46.02¢]
σ STD DEV6.64ppσ² = 44.097 · CV = 15.29%
med MEDIAN42.50¢Q₁ 41.50¢ · Q₃ 43.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 35.00pp · IQR 2.00pp (1.349σ→8.96pp)
min 39.50¢Q₁ 41.50¢med 42.50¢Q₃ 43.50¢max 74.50¢μ
SKEWNESS · G₁4.060right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂16.215leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 4.48
range ↔ σwide tails (range > 4σ)range / σ = 5.27
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+0.048within white-noise band
ρ(2) AUTOCORR+0.016lag-2 not significant
H · HURST EXPONENT0.997strongly persistent
OLS TREND · t-STAT+1.059fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.997
H = 0.997STRONGLY 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+0.048k=2+0.016k=3-0.001k=4-0.002k=5-0.0500+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|=1.06)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.06)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 ID2571173
SLUGwta-golubic-sonmez-2026-06-18
CATEGORYNottingham Open: Viktorija Golubic vs Zeynep Sonmez
TWO-SIDED PRICINGFAVOURS YES (67¢)
PRIMARY · YES66.50¢implied prob 66.50% · decimal odds 1.50×
COUNTER · NO33.50¢implied prob 33.50% · decimal odds 2.99×
66.50¢
33.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME591.32k USD 24h
LIQUIDITY44.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (67¢)|primary − counter| = 0.330 · entropy 0.920 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 66.5%NO 33.5%YES p̂66.5%H = 0.920 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.50×(67¢)NO2.99×(34¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.920 bits (92% 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 2026-06-25 09:00 UTC
6days
21hrs
04min
6.88 days·θ = 32.532 pp/day
YES →$1.00(P = 66.5%)
NO →$0.00(P = 33.5%)
current: $0.6650 · expected return per side: $0.33 on YES hit · $0.67 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4dRESOLVESP projection · σ=6.64% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 32.532 pp/day
now6.88d left
32.532 pp/day×1.00
−25%5.16d left
37.565 pp/day×1.15
−50%3.44d left
46.007 pp/day×1.41
−75%1.72d left
65.064 pp/day×2.00
−90%16.51h left
102.876 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 33.00% · worst -1.50% · typical |Δ| 1.75%MILD BULLISH +33.00%BEST+33.00%24hWORST-1.50%19hTYPICAL |Δ|1.75%mean absoluteCUMULATIVE+33.00%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ -0.13% · Σ -1.00%CUMULATIVE Δ PATH · final +33.00%+33.00%-2.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h1.00% · 3h1.00% · 3h1.00%3h1.00% · 4h1.00% · 4h1.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-1.00% · 15h-1.00% · 15h-1.00%15h-1.00% · 16h-1.00% · 16h-1.00%16h-1.00% · 17h-1.00% · 17h-1.00%17h0.50% · 18h0.50% · 18h0.50%18h-1.50% · 19h-1.50% · 19h-1.50%19h▼ WORST0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h1.50% · 23h1.50% · 23h1.50%23h33.00% · 24h33.00% · 24h33.00%24h★ BESTTIME PATTERNAsia-led (+2.00%)RUNSup max 3 · down max 3BREADTH25% up · 17% down · 58% flat
6 up bars · 4 down · best 33.00% · worst -1.50% · typical |Δ| 1.750%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +32.93%FINAL+32.93%MAX DD-3.95%RECOVERYFULLY RECOVEREDMAX RUN-UP+32.93%UNDERWATER9/25 (36%)STREAK↗ 3EQUITY CURVE · end 1.3293 · peak 1.3293 · range [0.9798, 1.3293]1.32930.9798break-even = 1★ PEAK 1.3293UNDERWATER DRAWDOWN · max -3.95% · moderate0%-3.95%▼ TROUGH -3.95%TOP DRAWDOWN PERIODS · 1 total#1 -3.95%bar 16-24 · 9 bars · recoveredDD SEVERITYmoderate (max -3.95%)RECOVERYfully recoveredTIME UNDER WATER36% of session · 9/25 bars
final equity 1.3293 (32.93%) · max DD -3.95% · time-under-water 9/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −8 (32% positive) · μ=-11.75 · σ=50.33UNPROFITABLE STRATEGYLAST 38.81 (+1.00σ vs μ)85.4442.720.00-42.72-85.44μ = -11.7560.4260.4260.4260.4260.4260.4238.2138.210.000.000.000.000.000.000.000.000.000.00-38.21-38.21-60.42-60.42-85.44-85.44-58.68-58.68-82.89-82.89-82.89-82.89-60.42-60.42-28.48-28.4815.8715.8738.8138.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.806 · range [-85.44, 60.42] · μ -11.752 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=106.6273 · σ=280.9568 · range [0.0000, 1260.3781] · R²=0.197▲ RISING +2507.74%σ EXTREME 263.49%LAST 1260.37811260.3781945.2836630.1891315.09450.0000μ = 106.6273max 1260.3781min 0.0000dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
latest 1260.38% · range [0.00%, 1260.38%] · μ 106.63% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −6 (42% positive) · μ=-0.019 · σ=0.308CLOSE TO MARTINGALELAST 0.009 (+0.09σ vs μ)0.5980.2990.000-0.299-0.598μ = -0.0190.1670.1670.1670.1670.4170.417-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.0330.4170.4170.5000.5000.0350.035-0.480-0.480-0.598-0.598-0.500-0.500-0.463-0.4630.0290.0290.0090.009v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.009 · |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
644.6023
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
0.1525
p-VALUE (log scale)
0.9989
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
-0.5160
p-VALUE (log scale)
0.8823
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
-0.5620
p-VALUE (log scale)
0.5741
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1593
p-VALUE (log scale)
0.4279
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
-1.8998
p-VALUE (log scale)
0.0575
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.422 ≈ 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=4.60e-3 · top T=24.00h (10.6%) · top-3 cover 29.7%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.8e-34.4e-32.9e-31.5e-30.0e+0μ noise floorperiod 24.0 · power 5.84e-3 · 10.6% energyperiod 24.0 · power 5.84e-3 · 10.6% energyperiod 12.0 · power 5.47e-3 · 9.9% energyperiod 12.0 · power 5.47e-3 · 9.9% energyperiod 8.0 · power 4.01e-3 · 7.3% energyperiod 8.0 · power 4.01e-3 · 7.3% energyperiod 6.0 · power 4.49e-3 · 8.1% energyperiod 6.0 · power 4.49e-3 · 8.1% energyperiod 4.8 · power 4.37e-3 · 7.9% energyperiod 4.8 · power 4.37e-3 · 7.9% energyperiod 4.0 · power 4.27e-3 · 7.7% energyperiod 4.0 · power 4.27e-3 · 7.7% energyperiod 3.4 · power 5.13e-3 · 9.3% energyperiod 3.4 · power 5.13e-3 · 9.3% energyperiod 3.0 · power 4.75e-3 · 8.6% energyperiod 3.0 · power 4.75e-3 · 8.6% energyperiod 2.7 · power 4.01e-3 · 7.3% energyperiod 2.7 · power 4.01e-3 · 7.3% energyperiod 2.4 · power 3.57e-3 · 6.5% energyperiod 2.4 · power 3.57e-3 · 6.5% energyperiod 2.2 · power 4.21e-3 · 7.6% energyperiod 2.2 · power 4.21e-3 · 7.6% energyperiod 2.0 · power 5.10e-3 · 9.2% energyperiod 2.0 · power 5.10e-3 · 9.2% energy50% by T=4.0h#1 dominantT=24.00h#2T=12.00h#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 ≈ 24.00h (freq 0.042) · concentrates 10.6% of total energy · Σ|X̂|²/n = 5.523e-2

▸ Depth section using sovereign-store price series (322 bars · effective 1752810 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 6.9 d · σ/bar 2.134pp · expected |Δp| over horizon 27.41ppterminal variance p(1−p) = 0.2228 · n = 322✓ n = 322
μ per bar
+0.090pp
average Δp · drift
σ per bar
2.134pp
one-bar volatility · logit-free
Per-day movedaily
10.45pp
σ × √24
Per-horizon move7d
27.41pp
σ × √165.0731163888889
Terminal variancebinary
0.2228
p(1−p) at resolution
Current pricep
66.5¢
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 3.42pp · ES₉₅ 4.31pp · method parametric · drift-correcteddrift +0.090pp/bar · quantised: yes · median step 3.00pp · unique ratio 0.06✓ n = 322
VaR 95%
3.42pp
1.645·σ (parametric) of Δp
ES 95%
4.31pp
mean of the tail
Max drawdown
36.0pp
peak 37.5¢ → trough 24.0¢
Median step
3.00pp
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
66.5%
= price
Decimal oddsEU
1.504
total return per $1
AmericanUS
-199
risk $199 to win $100
FractionalUK
0.50 / 1
profit per $1 risked
Profit per $100stake
+$50.38
clean dollar framing
-1000-5000+500+1000020406080100you · 66.5%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)
0.920 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.920 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.59 bit
self-information
Surprise · NO−log₂(1−p)
1.58 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
52642992503021554852477588830253391690785860491511467204989258309417484907875
NO token ID
87590799522887121522591834575516911479040558840683034906998479425591612000330
Snapshot fetched
2026-06-18 11:55:36 UTC
Snapshot age
568ms
History points
25 CLOB mids
Page rendered
2026-06-18 11:55:36 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7697ec6e2b713d1dfe9f0dc495d06fc1833e36e54e320bb264d42127e5fb4d9f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,931HL PERPHYPE-USD perpetual$70.86HL PERPETH-USD perpetual$1,741.1

Also see: /arb opportunities · RSS feed · more in Nottingham Open: Viktorija Golubic vs Zeynep Sonmez

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
0.635000
(best bid + best ask) / 2
Spread
157.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.052
ask-heavy
Imbalance (top-5)
-0.997
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-golubic-sonmez-2026-06-18/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.649968235.71bp0.6500002FILLED
BUY$10.00K0.658044362.89bp0.6600003FILLED
BUY$100.00K0.8632563594.59bp0.95000018FILLED
SELL$1.00K0.5416881469.48bp0.5400007FILLED
SELL$10.00K0.5365271550.75bp0.5300008FILLED
SELL$100.00K0.0571409100.16bp0.01000039PARTIAL

Risk metrics

▸ sovereign store · 322 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6145.17%
σ per bar = 0.046416
Mean return (annualised)
312808.97%
μ per bar = 0.001785
Sharpe (rf=0)
50.90
annualised; risk-free assumed zero
Max drawdown
36.00%
peak 0.38 → trough 0.24 over 32 bars

/api/asset/pm-wta-golubic-sonmez-2026-06-18/risk · same metrics, JSON