POLYMARKET · PREDICTION MARKET · GRASS COURT CHAMPIONSHIPS: LINDA NOSKOVA VS ALEXANDRA EALA

Grass Court Championships: Linda Noskova vs Alexandra Eala

YES · live
59.5¢
NO · live
40.5¢

▸ Advanced metrics · M2M bundle

polymarket · wta-noskova-eala-2026-06-20 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
52.69%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
0.5 bps
implied (price-only)
bars used
632
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wta-noskova-eala-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH272ms⏱--:--:-- 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
59.5¢
NO · live
40.5¢
YES price · live 24h
n=13 · μ=0.5800 · σ=0.0129 · range [0.5650, 0.6050] · R²=0.532▲ RISING +4.39%σ NORMAL 2.23%LAST 0.59500.60500.59500.58500.57500.5650μ = 0.5800max 0.6050min 0.5650dataMA(2)OLS R²=0.53μ lineμ ± σ bandmaxminlive endpoint
13 ticks · last 59.50¢
YES / NO split · live
YES 59.5%NO 40.5%YES59.5%59.50¢ · odds 1/1.68
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.974 / 1.00 bits (97%) · max uncertainty (~50/50)
YES
59.5%59.5¢1.68×▬ +0.00pp
NO
40.5%40.5¢2.47×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=12 · Σ=650 · μ=54.2 · σ=65.6 · CV=1.21BURSTYcumulative energy ↗ · 50% by h=9050100150200μ = 5420050%h1h3h5h7h9h11#1 peak#2-3> μactivequietμ linecum energy
Σ 650bp moved · peak 200bp · n=12 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
272ms
▲YES mid
59.50¢ (59.50%)
▼NO mid
40.50¢ (40.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$41.4k
≋liquidity $
$105.9k
◳history points
13 ticks (live)

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

YES price · CLOB mid
n=13 · μ=0.5800 · σ=0.0129 · range [0.5650, 0.6050] · R²=0.532▲ RISING +4.39%σ NORMAL 2.23%LAST 0.59500.60500.59500.58500.57500.5650μ = 0.5800max 0.6050min 0.5650dataMA(2)OLS R²=0.53μ lineμ ± σ bandmaxmin
13 YES observations from clob.polymarket.com · last 59.50¢
NO price · CLOB mid
n=13 · μ=0.4200 · σ=0.0129 · range [0.3950, 0.4350] · R²=0.532▼ FALLING -5.81%σ NORMAL 3.07%LAST 0.40500.43500.42500.41500.40500.3950μ = 0.4200max 0.4350min 0.3950dataMA(2)OLS R²=0.53μ lineμ ± σ bandmaxmin
13 NO observations from clob.polymarket.com · last 40.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=12 · 10 bins · μ=0.0025 · σ=0.0073 · skew=0.46 (symmetric) · kurt=-0.03 (mesokurtic)653202-0.85ppbin -0.85pp · n=2 · 33.3% peakbin -0.85pp · n=2 · 33.3% peak-0.55pp-0.25pp60.05ppbin 0.05pp · n=6 · 100.0% peakbin 0.05pp · n=6 · 100.0% peak0.35pp10.65ppbin 0.65pp · n=1 · 16.7% peakbin 0.65pp · n=1 · 16.7% peak20.95ppbin 0.95pp · n=2 · 33.3% peakbin 0.95pp · n=2 · 33.3% peak1.25pp1.55pp11.85ppbin 1.85pp · n=1 · 16.7% peakbin 1.85pp · n=1 · 16.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=12
Q-Q plot · standardised Δp vs N(0,1)
n=12 · skew=0.51 · kurt=0.09 · near 7 / mid 5 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALMILDLY 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=13RIGHT-SKEWED (G₁=0.62)
μ MEAN58.00¢95% CI: [57.30¢, 58.70¢]
σ STD DEV1.29ppσ² = 1.667 · CV = 2.23%
med MEDIAN57.50¢Q₁ 57.50¢ · Q₃ 59.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.00pp · IQR 2.00pp (1.349σ→1.74pp)
min 56.50¢Q₁ 57.50¢med 57.50¢Q₃ 59.50¢max 60.50¢μ
SKEWNESS · G₁0.617right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.179platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.39
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.10
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.070within white-noise band
ρ(2) AUTOCORR-0.221lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+3.535significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-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+0.070k=2-0.221k=3+0.059k=4-0.475k=5-0.1840+1−1+0.58−0.58+ momentum (ρ > +0.58)− reversal (ρ < −0.58)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.54)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.07low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.54)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 ID2610918
SLUGwta-noskova-eala-2026-06-20
CATEGORYGrass Court Cham…exandra Eala
TWO-SIDED PRICINGFAVOURS YES (60¢)
PRIMARY · YES59.50¢implied prob 59.50% · decimal odds 1.68×
COUNTER · NO40.50¢implied prob 40.50% · decimal odds 2.47×
59.50¢
40.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME41.38k USD 24h
LIQUIDITY105.94k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (60¢)|primary − counter| = 0.190 · entropy 0.974 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 59.5%NO 40.5%YES p̂59.5%H = 0.974 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.68×(60¢)NO2.47×(41¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.974 bits (97% 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 2026-06-27 12:00 UTC
7days
01hrs
05min
7.05 days·θ = 6.325 pp/day
YES →$1.00(P = 59.5%)
NO →$0.00(P = 40.5%)
current: $0.5950 · expected return per side: $0.41 on YES hit · $0.59 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.5dRESOLVESP projection · σ=1.29% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.325 pp/day
now7.05d left
6.325 pp/day×1.00
−25%5.28d left
7.303 pp/day×1.15
−50%3.52d left
8.944 pp/day×1.41
−75%1.76d left
12.649 pp/day×2.00
−90%16.91h left
20.000 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=12 bars · best 2.00% · worst -1.00% · typical |Δ| 0.54%MILD BULLISH +2.50%BEST+2.00%9hWORST-1.00%5hTYPICAL |Δ|0.54%mean absoluteCUMULATIVE+2.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ +0.40% · Σ +2.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +2.50%+3.50%-0.50%0.50% · 1h0.50% · 1h0.50%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-1.00% · 5h-1.00% · 5h-1.00%5h▼ WORST0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h2.00% · 9h2.00% · 9h2.00%9h★ BEST1.00% · 10h1.00% · 10h1.00%10h-1.00% · 11h-1.00% · 11h-1.00%11h0.00% · 12h0.00% · 12h·12hTIME PATTERNEurope-led (+2.00%)RUNSup max 2 · down max 1BREADTH33% up · 17% down · 50% flat
4 up bars · 2 down · best 2.00% · worst -1.00% · typical |Δ| 0.542%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=13 barsSTRONG PROFIT +2.49% · SHALLOW DDFINAL+2.49%MAX DD-1.00%RECOVERYONGOING · 2 barsMAX RUN-UP+3.52%UNDERWATER6/13 (46%)STREAK▬ 0EQUITY CURVE · end 1.0249 · peak 1.0352 · range [0.9949, 1.0352]1.03520.9949break-even = 1★ PEAK 1.0352UNDERWATER DRAWDOWN · max -1.00% · moderate0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 2 total#1 -1.00%bar 12-13 · 2 bars · ONGOING#2 -1.00%bar 6-9 · 4 bars · recoveredDD SEVERITYmoderate (max -1.00%)RECOVERYongoing · 2 barsTIME UNDER WATER46% of session · 6/13 bars
final equity 1.0249 (2.49%) · max DD -1.00% · time-under-water 6/13 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=9 · +5 / −2 (56% positive) · μ=23.74 · σ=53.20MIXED EDGELAST 36.25 (+0.24σ vs μ)114.6357.310.00-57.31-114.63μ = 23.7446.8046.80-46.80-46.80-46.80-46.800.000.000.000.0073.3273.32114.63114.6336.2536.2536.2536.25v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 36.249 · range [-46.80, 114.63] · μ 23.739 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=9 · μ=75.2805 · σ=32.9263 · range [23.3987, 120.8305] · R²=0.900▲ RISING +416.40%σ EXTREME 43.74%LAST 120.8305120.830596.472572.114647.756723.3987μ = 75.2805max 120.8305min 23.3987dataMA(2)OLS R²=0.90μ lineμ ± σ bandmaxmin
latest 120.83% · range [23.40%, 120.83%] · μ 75.28% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=9 · +1 / −6 (11% positive) · μ=-0.173 · σ=0.234MEAN-REVERSIONLAST 0.150 (+1.38σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.173-0.083-0.083-0.083-0.083-0.417-0.4170.0000.0000.0000.000-0.477-0.477-0.500-0.500-0.150-0.1500.1500.150v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.150 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.0773
p-VALUE (log scale)
0.5835
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
5.7067
p-VALUE (log scale)
0.2209
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
-0.8995
p-VALUE (log scale)
0.7891
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
0.3536
p-VALUE (log scale)
0.7237
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3670
p-VALUE (log scale)
0.0914
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=6 bins · noise floor μ=6.46e-5 · top T=3.00h (39.2%) · top-3 cover 86.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-41.1e-47.6e-53.8e-50.0e+0μ noise floor2× noise (significance)period 12.0 · power 8.10e-5 · 20.9% energyperiod 12.0 · power 8.10e-5 · 20.9% energyperiod 6.0 · power 1.02e-4 · 26.3% energyperiod 6.0 · power 1.02e-4 · 26.3% energyperiod 4.0 · power 2.71e-5 · 7.0% energyperiod 4.0 · power 2.71e-5 · 7.0% energyperiod 3.0 · power 1.52e-4 · 39.2% energyperiod 3.0 · power 1.52e-4 · 39.2% energyperiod 2.4 · power 2.32e-5 · 6.0% energyperiod 2.4 · power 2.32e-5 · 6.0% energyperiod 2.0 · power 2.08e-6 · 0.5% energyperiod 2.0 · power 2.08e-6 · 0.5% energy50% by T=4.0h#1 dominantT=3.00h#2T=6.00h#3T=12.00hT=2hT=3hT=4hT=6hT=8hT=12h← 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 ≈ 3.00h (freq 0.333) · concentrates 39.2% of total energy · Σ|X̂|²/n = 3.875e-4

▸ Depth section using sovereign-store price series (632 bars · effective 1752713 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 7.0 d · σ/bar 0.040pp · expected |Δp| over horizon 0.52ppterminal variance p(1−p) = 0.2410 · n = 632✓ n = 632
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.040pp
one-bar volatility · logit-free
Per-day movedaily
0.20pp
σ × √24
Per-horizon move7d
0.52pp
σ × √169.09756027777777
Terminal variancebinary
0.2410
p(1−p) at resolution
Current pricep
59.5¢
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 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 632
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
0.0pp
peak 58.5¢ → trough 58.5¢
Median step
1.00pp
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
59.5%
= price
Decimal oddsEU
1.681
total return per $1
AmericanUS
-147
risk $147 to win $100
FractionalUK
0.68 / 1
profit per $1 risked
Profit per $100stake
+$68.07
clean dollar framing
-1000-5000+500+1000020406080100you · 59.5%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)
0.974 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.974 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.75 bit
self-information
Surprise · NO−log₂(1−p)
1.30 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
22280835274838539700996797584997118058995437323182307622243982590640209328026
NO token ID
46444346992976255630940952839406385594195550442844187197457074781446763599643
Snapshot fetched
2026-06-20 10:54:08 UTC
Snapshot age
272ms
History points
13 CLOB mids
Page rendered
2026-06-20 10:54:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d51687a9becb07368035e64b8bcd12ac10eff1d43d490e9ec2eda1f3f14d4b05 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Grass Court Championships: Linda Noskova vs Alexandra Eala

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
0.595000
(best bid + best ask) / 2
Spread
168.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.049
ask-heavy
Imbalance (top-5)
-0.689
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-noskova-eala-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.602502126.08bp0.6100002FILLED
BUY$10.00K0.609242239.36bp0.6100002FILLED
BUY$100.00K0.651621951.62bp0.89000013FILLED
SELL$1.00K0.59000084.03bp0.5900001FILLED
SELL$10.00K0.58968289.39bp0.5800002FILLED
SELL$100.00K0.0906458476.55bp0.01000030PARTIAL

Risk metrics

▸ sovereign store · 632 barsperiods/year ≈ 1.75M
Realized vol (annualised)
89.33%
σ per bar = 0.000675
Mean return (annualised)
4708.04%
μ per bar = 0.000027
Sharpe (rf=0)
52.70
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.58 → trough 0.58 over 0 bars

/api/asset/pm-wta-noskova-eala-2026-06-20/risk · same metrics, JSON