POLYMARKET · PREDICTION MARKET · GRASS COURT CHAMPIONSHIPS: ARYNA SABALENKA VS JESSICA PEGULA

Grass Court Championships: Aryna Sabalenka vs Jessica Pegula

YES · live
22.5¢
NO · live
77.5¢

▸ Advanced metrics · M2M bundle

polymarket · wta-sabalen-pegula-2026-06-20 · fresh · feed 15s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1479.66%
max drawdown
66.14%
sharpe
—
ulcer index
19.22%
RMS drawdown
pain index
10.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
53.22%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
14.4 bps
implied (price-only)
bars used
1001
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wta-sabalen-pegula-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING14.8s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
22.5¢
NO · live
77.5¢
YES price · live 24h
n=14 · μ=0.5871 · σ=0.1292 · range [0.2250, 0.6550] · R²=0.460▼ FALLING -65.38%σ EXTREME 22.00%LAST 0.22500.65500.54750.44000.33250.2250μ = 0.5871max 0.6550min 0.2250dataMA(2)OLS R²=0.46μ lineμ ± σ bandmaxminlive endpoint
14 ticks · last 22.50¢
YES / NO split · live
YES 22.5%NO 77.5%NO77.5%77.50¢ · odds 1/1.29
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.769 / 1.00 bits (77%) · moderate uncertainty
YES
22.5%22.5¢4.44×▬ +0.00pp
NO
77.5%77.5¢1.29×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=13 · Σ=4,550 · μ=350.0 · σ=732.3 · CV=2.09BURSTY · concentratedcumulative energy ↗ · 50% by h=1206251,2501,8752,500μ = 3502,50050%h1h3h5h7h9h11h13#1 peak#2-3> μactivequietμ linecum energy
Σ 4550bp moved · peak 2500bp · n=13 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14.8s
▲YES mid
22.50¢ (22.50%)
▼NO mid
77.50¢ (77.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$620.9k
≋liquidity $
$23.1k
◳history points
14 ticks (live)

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

YES price · CLOB mid
n=14 · μ=0.5871 · σ=0.1292 · range [0.2250, 0.6550] · R²=0.460▼ FALLING -65.38%σ EXTREME 22.00%LAST 0.22500.65500.54750.44000.33250.2250μ = 0.5871max 0.6550min 0.2250dataMA(2)OLS R²=0.46μ lineμ ± σ bandmaxmin
14 YES observations from clob.polymarket.com · last 22.50¢
NO price · CLOB mid
n=14 · μ=0.4125 · σ=0.1281 · range [0.3450, 0.7700] · R²=0.461▲ RISING +120.00%σ EXTREME 31.06%LAST 0.77000.77000.66380.55750.45120.3450μ = 0.4125max 0.7700min 0.3450dataMA(2)OLS R²=0.46μ lineμ ± σ bandmaxmin
14 NO observations from clob.polymarket.com · last 77.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=13 · 10 bins · μ=-0.0330 · σ=0.0683 · skew=-2.23 (left-skewed) · kurt=3.51 (leptokurtic (fat tails))1085301-23.70ppbin -23.70pp · n=1 · 10.0% peakbin -23.70pp · n=1 · 10.0% peak-21.10pp-18.50pp-15.90pp1-13.30ppbin -13.30pp · n=1 · 10.0% peakbin -13.30pp · n=1 · 10.0% peak-10.70pp-8.10pp-5.50pp1-2.90ppbin -2.90pp · n=1 · 10.0% peakbin -2.90pp · n=1 · 10.0% peak10-0.30ppbin -0.30pp · n=10 · 100.0% peakbin -0.30pp · n=10 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=13
Q-Q plot · standardised Δp vs N(0,1)
n=13 · skew=-2.29 · kurt=3.88 · near 4 / mid 6 / far 3 · OLS slope=0.77 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILFAT LOWER TAIL-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=14LEPTOKURTIC · FAT TAILS (G₂=2.18)
μ MEAN58.71¢95% CI: [51.95¢, 65.48¢]
σ STD DEV12.92ppσ² = 166.912 · CV = 22.00%
med MEDIAN63.50¢Q₁ 61.75¢ · Q₃ 64.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 43.00pp · IQR 2.75pp (1.349σ→17.43pp)
min 22.50¢Q₁ 61.75¢med 63.50¢Q₃ 64.50¢max 65.50¢μ
SKEWNESS · G₁-1.928left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.181leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRdiverges from normalratio = 6.34
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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+0.366within white-noise band
ρ(2) AUTOCORR+0.036lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-3.197significant @ 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+0.366k=2+0.036k=3-0.022k=4-0.101k=5-0.0670+1−1+0.55−0.55+ momentum (ρ > +0.55)− reversal (ρ < −0.55)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.20)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.37high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.20)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 ID2610750
SLUGwta-sabalen-pegula-2026-06-20
CATEGORYGrass Court Cham…ssica Pegula
TWO-SIDED PRICINGFAVOURS NO (78¢)
PRIMARY · YES22.50¢implied prob 22.50% · decimal odds 4.44×
COUNTER · NO77.50¢implied prob 77.50% · decimal odds 1.29×
22.50¢
77.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME620.94k USD 24h
LIQUIDITY23.07k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (78¢)|primary − counter| = 0.550 · entropy 0.769 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 22.5%NO 77.5%YES p̂22.5%H = 0.769 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.44×(23¢)NO1.29×(78¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.769 bits (77% 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 2026-06-27 09:30 UTC
6days
21hrs
32min
6.90 days·θ = 63.292 pp/day
YES →$1.00(P = 22.5%)
NO →$0.00(P = 77.5%)
current: $0.2250 · expected return per side: $0.78 on YES hit · $0.23 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4dRESOLVESP projection · σ=12.92% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 63.292 pp/day
now6.90d left
63.292 pp/day×1.00
−25%5.17d left
73.083 pp/day×1.15
−50%3.45d left
89.509 pp/day×1.41
−75%1.72d left
126.584 pp/day×2.00
−90%16.55h left
200.147 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=13 bars · best 1.00% · worst -25.00% · typical |Δ| 3.50%BEARISH SESSION -42.50%BEST+1.00%8hWORST-25.00%12hTYPICAL |Δ|3.50%mean absoluteCUMULATIVE-42.50%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ -6.67% · Σ -40.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final -42.50%+0.50%-42.50%0.50% · 1h0.50% · 1h0.50%1h-0.50% · 2h-0.50% · 2h-0.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-1.00% · 6h-1.00% · 6h-1.00%6h-1.00% · 7h-1.00% · 7h-1.00%7h1.00% · 8h1.00% · 8h1.00%8h★ BEST0.00% · 9h0.00% · 9h·9h-2.00% · 10h-2.00% · 10h-2.00%10h-1.00% · 11h-1.00% · 11h-1.00%11h-25.00% · 12h-25.00% · 12h-25.00%12h▼ WORST-13.00% · 13h-13.00% · 13h-13.00%13hTIME PATTERNUS-led (+0.00%)RUNSup max 1 · down max 4BREADTH15% up · 62% down · 23% flat
2 up bars · 8 down · best 1.00% · worst -25.00% · typical |Δ| 3.500%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=14 barsSEVERE DRAWDOWN -37.65%FINAL-37.65%MAX DD-37.96%RECOVERYONGOING · 12 barsMAX RUN-UP+0.50%UNDERWATER12/14 (86%)STREAK↘ 4EQUITY CURVE · end 0.6235 · peak 1.0050 · range [0.6235, 1.0050]1.00500.6235break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -37.96% · severe0%-37.96%▼ TROUGH -37.96%TOP DRAWDOWN PERIODS · 1 total#1 -37.96%bar 3-14 · 12 bars · ONGOINGDD SEVERITYsevere (max -37.96%)RECOVERYongoing · 12 barsTIME UNDER WATER86% of session · 12/14 bars
final equity 0.6235 (-37.65%) · max DD -37.96% · time-under-water 12/14 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=10 · +0 / −10 (0% positive) · μ=-52.11 · σ=25.90UNPROFITABLE STRATEGYLAST -85.38 (-1.28σ vs μ)85.3842.690.00-42.69-85.38μ = -52.11-24.44-24.44-81.06-81.06-73.32-73.32-81.06-81.06-24.44-24.44-24.44-24.44-36.25-36.25-36.25-36.25-54.47-54.47-85.38-85.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -85.381 · range [-85.38, -24.44] · μ -52.110 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=10 · μ=276.8924 · σ=429.4002 · range [27.0185, 1125.7353] · R²=0.549▲ RISING +2247.15%σ EXTREME 155.08%LAST 1051.64161125.7353851.0561576.3769301.697727.0185μ = 276.8924max 1125.7353min 27.0185dataMA(2)OLS R²=0.55μ lineμ ± σ bandmaxmin
latest 1051.64% · range [27.02%, 1125.74%] · μ 276.89% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=10 · +3 / −7 (30% positive) · μ=-0.029 · σ=0.183MEAN-REVERSIONLAST -0.052 (-0.13σ vs μ)0.2500.1250.000-0.125-0.250μ = -0.029-0.205-0.2050.2500.250-0.205-0.2050.2500.250-0.205-0.205-0.023-0.023-0.150-0.1500.1500.150-0.099-0.099-0.052-0.052v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.052 · |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
38.0656
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
2.4344
p-VALUE (log scale)
0.6597
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
1.9037
p-VALUE (log scale)
0.9990
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
-0.2261
p-VALUE (log scale)
0.8211
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
0.4033
p-VALUE (log scale)
0.0757
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=5.53e-3 · top T=13.00h (31.8%) · top-3 cover 74.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.1e-27.9e-35.3e-32.6e-30.0e+0μ noise floorperiod 13.0 · power 1.06e-2 · 31.8% energyperiod 13.0 · power 1.06e-2 · 31.8% energyperiod 6.5 · power 9.05e-3 · 27.3% energyperiod 6.5 · power 9.05e-3 · 27.3% energyperiod 4.3 · power 5.17e-3 · 15.6% energyperiod 4.3 · power 5.17e-3 · 15.6% energyperiod 3.3 · power 4.52e-3 · 13.6% energyperiod 3.3 · power 4.52e-3 · 13.6% energyperiod 2.6 · power 2.74e-3 · 8.3% energyperiod 2.6 · power 2.74e-3 · 8.3% energyperiod 2.2 · power 1.16e-3 · 3.5% energyperiod 2.2 · power 1.16e-3 · 3.5% energy50% by T=6.5h#1 dominantT=13.00h#2T=6.50h#3T=4.33hT=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 ≈ 13.00h (freq 0.077) · concentrates 31.8% of total energy · Σ|X̂|²/n = 3.319e-2

▸ Depth section using sovereign-store price series (1001 bars · effective 1752616 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 1.118pp · expected |Δp| over horizon 14.39ppterminal variance p(1−p) = 0.1744 · n = 1001✓ n = 1001
μ per bar
-0.041pp
average Δp · drift
σ per bar
1.118pp
one-bar volatility · logit-free
Per-day movedaily
5.48pp
σ × √24
Per-horizon move7d
14.39pp
σ × √165.53838638888888
Terminal variancebinary
0.1744
p(1−p) at resolution
Current pricep
22.5¢
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 1.88pp · ES₉₅ 2.35pp · method parametric · drift-correcteddrift -0.041pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 1001
VaR 95%
1.88pp
1.645·σ (parametric) of Δp
ES 95%
2.35pp
mean of the tail
Max drawdown
66.1pp
peak 63.5¢ → trough 21.5¢
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
22.5%
= price
Decimal oddsEU
4.444
total return per $1
AmericanUS
+344
$100 wins $344
FractionalUK
3.44 / 1
profit per $1 risked
Profit per $100stake
+$344.44
clean dollar framing
-1000-5000+500+1000020406080100you · 22.5%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)
0.769 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.769 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.15 bit
self-information
Surprise · NO−log₂(1−p)
0.37 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
102318178000813506299561380926074660910436447175540161023710229411409945912135
NO token ID
53729773540735873721249390766946977446466567283498681206811352358575567461327
Snapshot fetched
2026-06-20 11:57:26 UTC
Snapshot age
14.8s
History points
14 CLOB mids
Page rendered
2026-06-20 11:57:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2e72a1138c2dc1569474d55deb0df724fbd86d3d453c9d18222cf6bd3766a766 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,680HL PERPHYPE-USD perpetual$71.09HL PERPETH-USD perpetual$1,727.3

Also see: /arb opportunities · RSS feed · more in Grass Court Championships: Aryna Sabalenka vs Jessica Pegula

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
0.230000
(best bid + best ask) / 2
Spread
869.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.881
ask-heavy
Imbalance (top-5)
+0.585
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-wta-sabalen-pegula-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.2540131044.03bp0.2700004FILLED
BUY$10.00K0.51462512375.01bp0.80000034FILLED
BUY$100.00K0.85539927191.28bp0.98000041FILLED
SELL$1.00K0.207430981.31bp0.2000003FILLED
SELL$10.00K0.1460773648.82bp0.01000017PARTIAL
SELL$100.00K0.1460773648.82bp0.01000017PARTIAL

Risk metrics

▸ sovereign store · 1,001 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3679.98%
σ per bar = 0.027797
Mean return (annualised)
-181838.20%
μ per bar = -0.001038
Sharpe (rf=0)
-49.41
annualised; risk-free assumed zero
Max drawdown
66.14%
peak 0.64 → trough 0.21 over 976 bars

/api/asset/pm-wta-sabalen-pegula-2026-06-20/risk · same metrics, JSON