POLYMARKET · PREDICTION MARKET · SPORTS

ICC T20 World Cup, Women: Australia vs Netherlands

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · crint-aus2-nld4-2026-06-20 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
85.06%
max drawdown
0.50%
sharpe
—
ulcer index
0.17%
RMS drawdown
pain index
0.09%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.48%
cond. drawdown
gain/pain
2.30
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.30
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
925
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-crint-aus2-nld4-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5.1s⏱--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.9766 · σ=0.0106 · range [0.9605, 0.9995] · R²=0.126▲ RISING +1.89%σ NORMAL 1.08%LAST 0.99950.99950.98980.98000.97030.9605μ = 0.9766max 0.9995min 0.9605dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
100.0%100.0¢1.00×▬ +0.00pp
NO
0.1%0.1¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=755 · μ=31.5 · σ=41.8 · CV=1.33BURSTY · concentratedcumulative energy ↗ · 50% by h=1603978116155μ = 3115550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 755bp moved · peak 155bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5.1s
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$89.3k
≋liquidity $
$85.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9766 · σ=0.0106 · range [0.9605, 0.9995] · R²=0.126▲ RISING +1.89%σ NORMAL 1.08%LAST 0.99950.99950.98980.98000.97030.9605μ = 0.9766max 0.9995min 0.9605dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.0234 · σ=0.0106 · range [0.0005, 0.0395] · R²=0.126▼ FALLING -97.37%σ EXTREME 45.10%LAST 0.00050.03950.02970.02000.01030.0005μ = 0.0234max 0.0395min 0.0005dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0050 · skew=0.71 (right-skewed) · kurt=1.13 (leptokurtic (fat tails))1296302-0.87ppbin -0.87pp · n=2 · 16.7% peakbin -0.87pp · n=2 · 16.7% peak-0.62pp1-0.36ppbin -0.36pp · n=1 · 8.3% peakbin -0.36pp · n=1 · 8.3% peak12-0.11ppbin -0.11pp · n=12 · 100.0% peakbin -0.11pp · n=12 · 100.0% peak30.15ppbin 0.15pp · n=3 · 25.0% peakbin 0.15pp · n=3 · 25.0% peak30.40ppbin 0.40pp · n=3 · 25.0% peakbin 0.40pp · n=3 · 25.0% peak0.66pp20.91ppbin 0.91pp · n=2 · 16.7% peakbin 0.91pp · n=2 · 16.7% peak1.17pp11.42ppbin 1.42pp · n=1 · 8.3% peakbin 1.42pp · n=1 · 8.3% 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=0.51 · kurt=1.85 · near 11 / mid 13 / far 0 · OLS slope=0.95 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=25RIGHT-SKEWED (G₁=0.89)
μ MEAN97.66¢95% CI: [97.24¢, 98.07¢]
σ STD DEV1.06ppσ² = 1.118 · CV = 1.08%
med MEDIAN97.45¢Q₁ 97.15¢ · Q₃ 98.05¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.90pp · IQR 0.90pp (1.349σ→1.43pp)
min 96.05¢Q₁ 97.15¢med 97.45¢Q₃ 98.05¢max 99.95¢μ
SKEWNESS · G₁0.893right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.140mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 1.58
range ↔ σconcentrated (range < 4σ)range / σ = 3.69
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.241within white-noise band
ρ(2) AUTOCORR-0.059lag-2 not significant
H · HURST EXPONENT0.993strongly persistent
OLS TREND · t-STAT+1.820fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.993
H = 0.993STRONGLY 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+0.241k=2-0.059k=3+0.185k=4-0.028k=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]MARGINAL @ 10% (|t|=1.82)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.82)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 ID2583170
SLUGcrint-aus2-nld4-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME89.29k USD 24h
LIQUIDITY85.46k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.999 · entropy 0.006 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 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% of max) · informative — one side strongly favoured
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 05:30 UTC
6days
17hrs
21min
6.72 days·θ = 5.179 pp/day
YES →$1.00(P = 100.0%)
NO →$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.4dRESOLVESP projection · σ=1.06% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.179 pp/day
now6.72d left
5.179 pp/day×1.00
−25%5.04d left
5.981 pp/day×1.15
−50%3.36d left
7.325 pp/day×1.41
−75%1.68d left
10.359 pp/day×2.00
−90%16.14h left
16.379 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 1.55% · worst -1.00% · typical |Δ| 0.31%MILD BULLISH +1.85%BEST+1.55%21hWORST-1.00%14hTYPICAL |Δ|0.31%mean absoluteCUMULATIVE+1.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.09% · Σ -0.65%EUROPE · 08-16 UTCμ -0.18% · Σ -1.40%US · 16-24 UTCμ +0.49% · Σ +3.90%CUMULATIVE Δ PATH · final +1.85%+1.85%-2.05%-0.05% · 1h-0.05% · 1h-0.05%1h0.05% · 2h0.05% · 2h0.05%2h-0.95% · 3h-0.95% · 3h-0.95%3h0.00% · 4h0.00% · 4h·4h0.35% · 5h0.35% · 5h0.35%5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h-0.10% · 8h-0.10% · 8h-0.10%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.30% · 12h0.30% · 12h0.30%12h-0.45% · 13h-0.45% · 13h-0.45%13h-1.00% · 14h-1.00% · 14h-1.00%14h▼ WORST-0.10% · 15h-0.10% · 15h-0.10%15h0.45% · 16h0.45% · 16h0.45%16h0.00% · 17h0.00% · 17h·17h0.85% · 18h0.85% · 18h0.85%18h0.25% · 19h0.25% · 19h0.25%19h-0.10% · 20h-0.10% · 20h-0.10%20h1.55% · 21h1.55% · 21h1.55%21h★ BEST0.80% · 22h0.80% · 22h0.80%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+3.90%)RUNSup max 3 · down max 3BREADTH38% up · 38% down · 25% flat
9 up bars · 9 down · best 1.55% · worst -1.00% · typical |Δ| 0.315%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.83%FINAL+1.83%MAX DD-2.04%RECOVERYFULLY RECOVEREDMAX RUN-UP+1.83%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0183 · peak 1.0183 · range [0.9796, 1.0183]1.01830.9796break-even = 1★ PEAK 1.0183UNDERWATER DRAWDOWN · max -2.04% · moderate0%-2.04%▼ TROUGH -2.04%TOP DRAWDOWN PERIODS · 1 total#1 -2.04%bar 2-21 · 20 bars · recoveredDD SEVERITYmoderate (max -2.04%)RECOVERYfully recoveredTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0183 (1.83%) · max DD -2.04% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=6.33 · σ=47.35MIXED EDGELAST 64.15 (+1.22σ vs μ)88.1544.070.00-44.07-88.15μ = 6.33-23.11-23.11-21.25-21.25-26.93-26.9314.3114.3114.3114.31-76.42-76.4216.6516.65-19.43-19.43-40.75-40.75-42.71-42.71-23.60-23.60-23.60-23.60-5.98-5.9811.2011.2056.1356.1375.9275.9283.3183.3188.1588.1564.1564.15v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 64.154 · range [-76.42, 88.15] · μ 6.334 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=40.2798 · σ=18.0915 · range [3.8210, 61.0463] · R²=0.424▲ RISING +44.12%σ EXTREME 44.91%LAST 59.169961.046346.740032.433618.12733.8210μ = 40.2798max 61.0463min 3.8210dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
latest 59.17% · range [3.82%, 61.05%] · μ 40.28% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.065 · σ=0.201CLOSE TO MARTINGALELAST -0.033 (+0.16σ vs μ)0.4140.2070.000-0.207-0.414μ = -0.065-0.144-0.144-0.144-0.1440.0050.005-0.136-0.136-0.061-0.061-0.133-0.1330.0820.082-0.414-0.4140.2320.2320.1270.1270.1330.1330.1470.1470.2240.2240.0880.088-0.365-0.365-0.378-0.378-0.235-0.235-0.223-0.223-0.033-0.033v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.033 · |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
7.9320
p-VALUE (log scale)
0.0189
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
2.7987
p-VALUE (log scale)
0.7335
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
-0.1988
p-VALUE (log scale)
0.9326
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
0.0000
p-VALUE (log scale)
1.0000
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
0.2690
p-VALUE (log scale)
0.2363
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
1.3162
p-VALUE (log scale)
0.1881
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.401 ≈ 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=2.61e-5 · top T=12.00h (22.0%) · top-3 cover 53.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.9e-55.2e-53.4e-51.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.19e-5 · 16.6% energyperiod 24.0 · power 5.19e-5 · 16.6% energyperiod 12.0 · power 6.89e-5 · 22.0% energyperiod 12.0 · power 6.89e-5 · 22.0% energyperiod 8.0 · power 1.66e-6 · 0.5% energyperiod 8.0 · power 1.66e-6 · 0.5% energyperiod 6.0 · power 3.21e-5 · 10.2% energyperiod 6.0 · power 3.21e-5 · 10.2% energyperiod 4.8 · power 2.73e-5 · 8.7% energyperiod 4.8 · power 2.73e-5 · 8.7% energyperiod 4.0 · power 1.76e-5 · 5.6% energyperiod 4.0 · power 1.76e-5 · 5.6% energyperiod 3.4 · power 4.68e-5 · 14.9% energyperiod 3.4 · power 4.68e-5 · 14.9% energyperiod 3.0 · power 1.72e-5 · 5.5% energyperiod 3.0 · power 1.72e-5 · 5.5% energyperiod 2.7 · power 3.37e-5 · 10.7% energyperiod 2.7 · power 3.37e-5 · 10.7% energyperiod 2.4 · power 1.43e-5 · 4.6% energyperiod 2.4 · power 1.43e-5 · 4.6% energyperiod 2.2 · power 6.80e-7 · 0.2% energyperiod 2.2 · power 6.80e-7 · 0.2% energyperiod 2.0 · power 1.26e-6 · 0.4% energyperiod 2.0 · power 1.26e-6 · 0.4% energy50% by T=4.8h#1 dominantT=12.00h#2T=24.00h#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 ≈ 12.00h (freq 0.083) · concentrates 22.0% of total energy · Σ|X̂|²/n = 3.134e-4

▸ Depth section using sovereign-store price series (925 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 6.7 d · σ/bar 0.064pp · expected |Δp| over horizon 0.82ppterminal variance p(1−p) = 0.0005 · n = 925✓ n = 925
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.064pp
one-bar volatility · logit-free
Per-day movedaily
0.31pp
σ × √24
Per-horizon move7d
0.82pp
σ × √161.35112750000002
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 925
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
0.5pp
peak 99.1¢ → trough 98.6¢
Median step
0.10pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
105170237807087786269370870296323605181254585914539243821138980233685208458178
NO token ID
88355263852060999690858191881666530548482015909394963464431618315175202264661
Snapshot fetched
2026-06-20 12:08:50 UTC
Snapshot age
5.1s
History points
25 CLOB mids
Page rendered
2026-06-20 12:08:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0e363f53565b0570e7583fb3bb042e2b2946d1e61b50e82e1e877667b229b096 · 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$63,748HL PERPHYPE-USD perpetual$71.35HL PERPETH-USD perpetual$1,729.3

Also see: /arb opportunities · RSS feed · more in Sports

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
+1.000
bid-heavy
Imbalance (top-5)
+1.000
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-crint-aus2-nld4-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 925 barsperiods/year ≈ 1.75M
Realized vol (annualised)
86.57%
σ per bar = 0.000654
Mean return (annualised)
4999.94%
μ per bar = 0.000029
Sharpe (rf=0)
57.76
annualised; risk-free assumed zero
Max drawdown
0.50%
peak 0.99 → trough 0.99 over 34 bars

/api/asset/pm-crint-aus2-nld4-2026-06-20/risk · same metrics, JSON