POLYMARKET · PREDICTION MARKET · MODENA: KATARZYNA KAWA VS LUCIA BRONZETTI

Modena: Katarzyna Kawa vs Lucia Bronzetti

YES · live
47.5¢
NO · live
52.5¢

▸ Advanced metrics · M2M bundle

polymarket · wta-kawa-bronzet-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4133.95%
max drawdown
26.36%
sharpe
—
ulcer index
13.28%
RMS drawdown
pain index
6.69%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.36%
cond. drawdown
gain/pain
1.82
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.82
upside/downside
roll spread
44.8 bps
implied (price-only)
bars used
130
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wta-kawa-bronzet-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7ms⏱--:--:-- 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
47.5¢
NO · live
52.5¢
YES price · live 24h
n=23 · μ=0.5185 · σ=0.1044 · range [0.4450, 0.9350] · R²=0.021▼ FALLING -4.63%σ EXTREME 20.14%LAST 0.51500.93500.81250.69000.56750.4450μ = 0.5185max 0.9350min 0.4450dataMA(4)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
23 ticks · last 51.50¢
YES / NO split · live
YES 47.5%NO 52.5%NO52.5%52.50¢ · odds 1/1.90
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.998 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
47.5%47.5¢2.11×▬ +0.00pp
NO
52.5%52.5¢1.90×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=22 · Σ=10,750 · μ=488.6 · σ=1169.3 · CV=2.39BURSTY · concentratedcumulative energy ↗ · 50% by h=2001,2252,4503,6754,900μ = 4894,90050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 10750bp moved · peak 4900bp · n=22 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7ms
▲YES mid
47.50¢ (47.50%)
▼NO mid
52.50¢ (52.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$238.8k
≋liquidity $
$72.8k
◳history points
23 ticks (live)

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

YES price · CLOB mid
n=23 · μ=0.5185 · σ=0.1044 · range [0.4450, 0.9350] · R²=0.021▼ FALLING -4.63%σ EXTREME 20.14%LAST 0.51500.93500.81250.69000.56750.4450μ = 0.5185max 0.9350min 0.4450dataMA(4)OLS R²=0.02μ lineμ ± σ bandmaxmin
23 YES observations from clob.polymarket.com · last 51.50¢
NO price · CLOB mid
n=23 · μ=0.4767 · σ=0.1068 · range [0.0650, 0.5550] · R²=0.047▼ FALLING -18.48%σ EXTREME 22.39%LAST 0.37500.55500.43250.31000.18750.0650μ = 0.4767max 0.5550min 0.0650dataMA(4)OLS R²=0.05μ lineμ ± σ bandmaxmin
23 NO observations from clob.polymarket.com · last 37.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=22 · 10 bins · μ=-0.0040 · σ=0.1146 · skew=2.39 (right-skewed) · kurt=9.27 (leptokurtic (fat tails))18149501-23.20ppbin -23.20pp · n=1 · 5.6% peakbin -23.20pp · n=1 · 5.6% peak1-15.60ppbin -15.60pp · n=1 · 5.6% peakbin -15.60pp · n=1 · 5.6% peak1-8.00ppbin -8.00pp · n=1 · 5.6% peakbin -8.00pp · n=1 · 5.6% peak18-0.40ppbin -0.40pp · n=18 · 100.0% peakbin -0.40pp · n=18 · 100.0% peak7.20pp14.80pp22.40pp30.00pp37.60pp145.20ppbin 45.20pp · n=1 · 5.6% peakbin 45.20pp · n=1 · 5.6% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=22
Q-Q plot · standardised Δp vs N(0,1)
n=22 · skew=2.27 · kurt=9.19 · near 8 / mid 11 / far 3 · OLS slope=0.74 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.95σsample ↓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=23LEPTOKURTIC · FAT TAILS (G₂=8.23)
μ MEAN51.85¢95% CI: [47.58¢, 56.12¢]
σ STD DEV10.44ppσ² = 109.055 · CV = 20.14%
med MEDIAN47.00¢Q₁ 46.00¢ · Q₃ 54.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 49.00pp · IQR 8.00pp (1.349σ→14.09pp)
min 44.50¢Q₁ 46.00¢med 47.00¢Q₃ 54.00¢max 93.50¢μ
SKEWNESS · G₁2.787right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂8.228leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.46
σ × 1.349 ↔ IQRdiverges from normalratio = 1.76
range ↔ σwide tails (range > 4σ)range / σ = 4.69
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) -0.29 + ADF rejected
ρ(1) AUTOCORR-0.295within white-noise band
ρ(2) AUTOCORR-0.198lag-2 not significant
H · HURST EXPONENT0.463random-walk
OLS TREND · t-STAT+0.666fails 5% test
HURST EXPONENT [0, 1]random-walk · H = 0.463
H = 0.463RANDOM-WALK
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=1-0.295k=2-0.198k=3+0.008k=4+0.004k=5-0.0030+1−1+0.43−0.43+ momentum (ρ > +0.43)− reversal (ρ < −0.43)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.67)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.29 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.37high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.67)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 ID2535583
SLUGwta-kawa-bronzet-2026-06-14
CATEGORYModena: Katarzyna Kawa vs Lucia Bronzetti
TWO-SIDED PRICINGFAVOURS NO (53¢)
PRIMARY · YES47.50¢implied prob 47.50% · decimal odds 2.11×
COUNTER · NO52.50¢implied prob 52.50% · decimal odds 1.90×
47.50¢
52.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME238.76k USD 24h
LIQUIDITY72.78k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (53¢)|primary − counter| = 0.050 · entropy 0.998 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 47.5%NO 52.5%YES p̂47.5%H = 0.998 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.11×(48¢)NO1.90×(53¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.998 bits (100% of max) · maximum uncertainty (~50/50)
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 2026-06-21 09:00 UTC
6days
12hrs
32min
6.52 days·θ = 51.160 pp/day
YES →$1.00(P = 47.5%)
NO →$0.00(P = 52.5%)
current: $0.4750 · expected return per side: $0.53 on YES hit · $0.47 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.3dRESOLVESP projection · σ=10.44% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 51.160 pp/day
now6.52d left
51.160 pp/day×1.00
−25%4.89d left
59.074 pp/day×1.15
−50%3.26d left
72.351 pp/day×1.41
−75%1.63d left
102.320 pp/day×2.00
−90%15.65h left
161.782 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=22 bars · best 49.00% · worst -27.00% · typical |Δ| 4.89%BEARISH SESSION -2.50%BEST+49.00%20hWORST-27.00%21hTYPICAL |Δ|4.89%mean absoluteCUMULATIVE-2.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ -0.62% · Σ -5.00%US · 16-24 UTCμ +0.79% · Σ +5.50%CUMULATIVE Δ PATH · final -2.50%+39.50%-9.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-0.50% · 3h-0.50% · 3h-0.50%3h1.50% · 4h1.50% · 4h1.50%4h-1.00% · 5h-1.00% · 5h-1.00%5h-0.50% · 6h-0.50% · 6h-0.50%6h-2.50% · 7h-2.50% · 7h-2.50%7h-5.00% · 8h-5.00% · 8h-5.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.00% · 10h0.00% · 10h·10h0.50% · 11h0.50% · 11h0.50%11h1.00% · 12h1.00% · 12h1.00%12h-1.00% · 13h-1.00% · 13h-1.00%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.50% · 16h0.50% · 16h0.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-2.00% · 19h-2.00% · 19h-2.00%19h49.00% · 20h49.00% · 20h49.00%20h★ BEST-27.00% · 21h-27.00% · 21h-27.00%21h▼ WORST-15.00% · 22h-15.00% · 22h-15.00%22hTIME PATTERNUS-led (+5.50%)RUNSup max 2 · down max 5BREADTH23% up · 45% down · 32% flat
5 up bars · 10 down · best 49.00% · worst -27.00% · typical |Δ| 4.886%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=23 barsSEVERE DRAWDOWN -16.10%FINAL-16.10%MAX DD-37.95%RECOVERYONGOING · 2 barsMAX RUN-UP+35.21%UNDERWATER18/23 (78%)STREAK↘ 2EQUITY CURVE · end 0.8390 · peak 1.3521 · range [0.8390, 1.3521]1.35210.8390break-even = 1★ PEAK 1.3521UNDERWATER DRAWDOWN · max -37.95% · severe0%-37.95%▼ TROUGH -37.95%TOP DRAWDOWN PERIODS · 3 total#1 -37.95%bar 22-23 · 2 bars · ONGOING#2 -10.15%bar 6-20 · 15 bars · recovered#3 -0.50%bar 4-4 · 1 bars · recoveredDD SEVERITYsevere (max -37.95%)RECOVERYongoing · 2 barsTIME UNDER WATER78% of session · 18/23 bars
final equity 0.8390 (-16.10%) · max DD -37.95% · time-under-water 18/23 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=18 · +7 / −9 (39% positive) · μ=-15.46 · σ=38.44MIXED EDGELAST 3.23 (+0.49σ vs μ)92.7646.380.00-46.38-92.76μ = -15.460.000.00-9.73-9.73-39.22-39.22-57.92-57.92-92.76-92.76-76.51-76.51-62.01-62.01-31.02-31.020.000.0012.6212.6212.6212.6212.6212.62-17.09-17.0941.8641.86-28.81-28.8140.2340.2313.5513.553.233.23v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 3.232 · range [-92.76, 41.86] · μ -15.464 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=18 · μ=508.9413 · σ=905.3081 · range [20.9284, 2710.2140] · R²=0.386▲ RISING +2995.62%σ EXTREME 177.88%LAST 2710.21402710.21402037.89261365.5712693.249820.9284μ = 508.9413max 2710.2140min 20.9284dataMA(3)OLS R²=0.39μ lineμ ± σ bandmaxmin
latest 2710.21% · range [20.93%, 2710.21%] · μ 508.94% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=18 · +5 / −13 (28% positive) · μ=-0.175 · σ=0.245MEAN-REVERSIONLAST -0.309 (-0.55σ vs μ)0.6430.3210.000-0.321-0.643μ = -0.175-0.643-0.643-0.476-0.476-0.105-0.1050.1910.191-0.140-0.140-0.014-0.0140.2200.2200.1010.101-0.200-0.200-0.255-0.255-0.232-0.232-0.414-0.4140.0330.033-0.300-0.3000.0160.016-0.087-0.087-0.532-0.532-0.309-0.309v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.309 · |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
153.9441
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
3.2157
p-VALUE (log scale)
0.6694
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
-3.3172
p-VALUE (log scale)
0.0155
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
0.8117
p-VALUE (log scale)
0.4170
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1631
p-VALUE (log scale)
0.4212
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.3846
p-VALUE (log scale)
0.1662
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.705 ≈ 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=11 bins · noise floor μ=1.63e-2 · top T=2.75h (14.4%) · top-3 cover 39.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.6e-21.9e-21.3e-26.5e-30.0e+0μ noise floorperiod 22.0 · power 2.76e-3 · 1.5% energyperiod 22.0 · power 2.76e-3 · 1.5% energyperiod 11.0 · power 2.78e-3 · 1.5% energyperiod 11.0 · power 2.78e-3 · 1.5% energyperiod 7.3 · power 1.35e-2 · 7.5% energyperiod 7.3 · power 1.35e-2 · 7.5% energyperiod 5.5 · power 1.28e-2 · 7.1% energyperiod 5.5 · power 1.28e-2 · 7.1% energyperiod 4.4 · power 2.09e-2 · 11.6% energyperiod 4.4 · power 2.09e-2 · 11.6% energyperiod 3.7 · power 2.27e-2 · 12.7% energyperiod 3.7 · power 2.27e-2 · 12.7% energyperiod 3.1 · power 2.25e-2 · 12.5% energyperiod 3.1 · power 2.25e-2 · 12.5% energyperiod 2.8 · power 2.59e-2 · 14.4% energyperiod 2.8 · power 2.59e-2 · 14.4% energyperiod 2.4 · power 1.67e-2 · 9.3% energyperiod 2.4 · power 1.67e-2 · 9.3% energyperiod 2.2 · power 1.96e-2 · 10.9% energyperiod 2.2 · power 1.96e-2 · 10.9% energyperiod 2.0 · power 1.95e-2 · 10.9% energyperiod 2.0 · power 1.95e-2 · 10.9% energy50% by T=3.1h#1 dominantT=2.75h#2T=3.67h#3T=3.14hT=2hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 2.75h (freq 0.364) · concentrates 14.4% of total energy · Σ|X̂|²/n = 1.796e-1

▸ Depth section using sovereign-store price series (130 bars · effective 1753297 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 6.5 d · σ/bar 3.123pp · expected |Δp| over horizon 39.08ppterminal variance p(1−p) = 0.2494 · n = 130✓ n = 130
μ per bar
+0.109pp
average Δp · drift
σ per bar
3.123pp
one-bar volatility · logit-free
Per-day movedaily
15.30pp
σ × √24
Per-horizon move7d
39.08pp
σ × √156.5481225
Terminal variancebinary
0.2494
p(1−p) at resolution
Current pricep
47.5¢
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 5.03pp · ES₉₅ 6.33pp · method parametric · drift-correcteddrift +0.109pp/bar · quantised: yes · median step 17.00pp · unique ratio 0.02⚠ low confidence · n < 200
VaR 95%
5.03pp
1.645·σ (parametric) of Δp
ES 95%
6.33pp
mean of the tail
Max drawdown
26.4pp
peak 64.5¢ → trough 47.5¢
Median step
17.00pp
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
47.5%
= price
Decimal oddsEU
2.105
total return per $1
AmericanUS
+111
$100 wins $111
FractionalUK
1.11 / 1
profit per $1 risked
Profit per $100stake
+$110.53
clean dollar framing
-1000-5000+500+1000020406080100you · 47.5%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)
0.998 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.998 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.07 bit
self-information
Surprise · NO−log₂(1−p)
0.93 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
59755594869641806660838964919965076545760226156426482248417900209052194091705
NO token ID
38765701622796489212320147750797197402769991129770885140158842271549874118126
Snapshot fetched
2026-06-14 20:27:06 UTC
Snapshot age
7ms
History points
23 CLOB mids
Page rendered
2026-06-14 20:27:06 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
541c1e60be688b065f03b5c4903eb5d9b10b93f0ced674dcff0de39529819245 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.0¢HL PREDUruguay65.4¢POLYMARKETWill Netherlands win on 2026-06-14?44¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,896.5HL PERPETH-USD perpetual$1,666.65HL PERPHYPE-USD perpetual$60.42

Also see: /arb opportunities · RSS feed · more in Modena: Katarzyna Kawa vs Lucia Bronzetti

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
0.625000
(best bid + best ask) / 2
Spread
160.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.106
bid-heavy
Imbalance (top-5)
-0.543
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-kawa-bronzet-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.669012704.20bp0.7200007FILLED
BUY$10.00K0.7273571637.72bp0.7400009FILLED
BUY$100.00K0.9187054699.28bp0.96000020FILLED
SELL$1.00K0.4996112006.23bp0.4900007FILLED
SELL$10.00K0.4087973459.24bp0.25000019FILLED
SELL$100.00K0.0699728880.45bp0.01000036PARTIAL

Risk metrics

▸ sovereign store · 130 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8454.51%
σ per bar = 0.063850
Mean return (annualised)
474592.15%
μ per bar = 0.002707
Sharpe (rf=0)
56.13
annualised; risk-free assumed zero
Max drawdown
26.36%
peak 0.65 → trough 0.47 over 50 bars

/api/asset/pm-wta-kawa-bronzet-2026-06-14/risk · same metrics, JSON