POLYMARKET · PREDICTION MARKET · KWIBUKA T20 TOURNAMENT, WOMEN: BRAZIL VS NIGERIA

Kwibuka T20 Tournament, Women: Brazil vs Nigeria

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · crint-bra2-nga-2026-06-20 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2254.25%
max drawdown
99.93%
sharpe
—
ulcer index
89.01%
RMS drawdown
pain index
84.38%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.93%
cond. drawdown
gain/pain
0.17
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.17
upside/downside
roll spread
273.4 bps
implied (price-only)
bars used
451
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-crint-bra2-nga-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.6s⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=9 · μ=0.3296 · σ=0.2638 · range [0.0005, 0.5900] · R²=0.740▼ FALLING -99.91%σ EXTREME 80.04%LAST 0.00050.59000.44260.29520.14790.0005μ = 0.3296max 0.5900min 0.0005dataMA(2)OLS R²=0.74μ lineμ ± σ bandmaxminlive endpoint
9 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%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
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=8 · Σ=11,395 · μ=1424.4 · σ=1875.8 · CV=1.32BURSTYcumulative energy ↗ · 50% by h=501,3612,7234,0845,445μ = 14245,44550%h1h2h3h4h5h6h7h8#1 peak#2-3> μactivequietμ linecum energy
Σ 11395bp moved · peak 5445bp · n=8 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.6s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.6k
≋liquidity $
$17.5k
◳history points
9 ticks (live)

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

YES price · CLOB mid
n=9 · μ=0.3296 · σ=0.2638 · range [0.0005, 0.5900] · R²=0.740▼ FALLING -99.91%σ EXTREME 80.04%LAST 0.00050.59000.44260.29520.14790.0005μ = 0.3296max 0.5900min 0.0005dataMA(2)OLS R²=0.74μ lineμ ± σ bandmaxmin
9 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=9 · μ=0.6704 · σ=0.2638 · range [0.4100, 0.9995] · R²=0.740▲ RISING +122.11%σ EXTREME 39.35%LAST 0.99950.99950.85210.70470.55740.4100μ = 0.6704max 0.9995min 0.4100dataMA(2)OLS R²=0.74μ lineμ ± σ bandmaxmin
9 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=8 · 10 bins · μ=-0.0748 · σ=0.1956 · skew=-0.90 (left-skewed) · kurt=0.55 (mesokurtic)322101-50.45ppbin -50.45pp · n=1 · 33.3% peakbin -50.45pp · n=1 · 33.3% peak-42.46pp-34.46pp-26.47pp1-18.47ppbin -18.47pp · n=1 · 33.3% peakbin -18.47pp · n=1 · 33.3% peak1-10.48ppbin -10.48pp · n=1 · 33.3% peakbin -10.48pp · n=1 · 33.3% peak3-2.48ppbin -2.48pp · n=3 · 100.0% peakbin -2.48pp · n=3 · 100.0% peak15.51ppbin 5.51pp · n=1 · 33.3% peakbin 5.51pp · n=1 · 33.3% peak13.51pp121.50ppbin 21.50pp · n=1 · 33.3% peakbin 21.50pp · n=1 · 33.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=8
Q-Q plot · standardised Δp vs N(0,1)
n=8 · skew=-0.92 · kurt=0.64 · near 4 / mid 4 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALFAT 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=9PLATYKURTIC · THIN TAILS (G₂=-1.90)
μ MEAN32.96¢95% CI: [15.73¢, 50.20¢]
σ STD DEV26.38ppσ² = 695.980 · CV = 80.04%
med MEDIAN41.50¢Q₁ 0.05¢ · Q₃ 55.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 58.95pp · IQR 54.95pp (1.349σ→35.59pp)
min 0.05¢Q₁ 0.05¢med 41.50¢Q₃ 55.00¢max 59.00¢μ
SKEWNESS · G₁-0.322approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.899platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.32
σ × 1.349 ↔ IQRdiverges from normalratio = 0.65
range ↔ σconcentrated (range < 4σ)range / σ = 2.23
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) -0.53 + ADF rejected
ρ(1) AUTOCORR-0.527within white-noise band
ρ(2) AUTOCORR-0.088lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-4.458significant @ 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=1-0.527k=2-0.088k=3+0.245k=4-0.056k=5-0.1240+1−1+0.71−0.71+ momentum (ρ > +0.71)− reversal (ρ < −0.71)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=4.46)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.53 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.53high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.46)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 ID2614996
SLUGcrint-bra2-nga-2026-06-20
CATEGORYKwibuka T20 Tournament, Women: Brazil vs Nigeria
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.60k USD 24h
LIQUIDITY17.48k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
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 03:30 UTC
6days
15hrs
21min
6.64 days·θ = 129.242 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.3dRESOLVESP projection · σ=26.38% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 129.242 pp/day
now6.64d left
129.242 pp/day×1.00
−25%4.98d left
149.236 pp/day×1.15
−50%3.32d left
182.776 pp/day×1.41
−75%1.66d left
258.484 pp/day×2.00
−90%15.94h left
408.700 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=8 bars · best 25.50% · worst -54.45% · typical |Δ| 14.24%BEARISH SESSION -54.95%BEST+25.50%5hWORST-54.45%6hTYPICAL |Δ|14.24%mean absoluteCUMULATIVE-54.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -7.85% · Σ -54.95%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final -54.95%+4.00%-54.95%2.50% · 1h2.50% · 1h2.50%1h1.50% · 2h1.50% · 2h1.50%2h-17.50% · 3h-17.50% · 3h-17.50%3h-12.50% · 4h-12.50% · 4h-12.50%4h25.50% · 5h25.50% · 5h25.50%5h★ BEST-54.45% · 6h-54.45% · 6h-54.45%6h▼ WORST0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8hTIME PATTERNUS-led (+0.00%)RUNSup max 2 · down max 2BREADTH38% up · 38% down · 25% flat
3 up bars · 3 down · best 25.50% · worst -54.45% · typical |Δ| 14.244%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=9 barsSEVERE DRAWDOWN -57.07%FINAL-57.07%MAX DD-58.73%RECOVERYONGOING · 6 barsMAX RUN-UP+4.04%UNDERWATER6/9 (67%)STREAK▬ 0EQUITY CURVE · end 0.4293 · peak 1.0404 · range [0.4293, 1.0404]1.04040.4293break-even = 1★ PEAK 1.0404UNDERWATER DRAWDOWN · max -58.73% · severe0%-58.73%▼ TROUGH -58.73%TOP DRAWDOWN PERIODS · 1 total#1 -58.73%bar 4-9 · 6 bars · ONGOINGDD SEVERITYsevere (max -58.73%)RECOVERYongoing · 6 barsTIME UNDER WATER67% of session · 6/9 bars
final equity 0.4293 (-57.07%) · max DD -58.73% · time-under-water 6/9 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=5 · +0 / −5 (0% positive) · μ=-31.12 · σ=21.64UNPROFITABLE STRATEGYLAST -20.11 (+0.51σ vs μ)60.6330.320.00-30.32-60.63μ = -31.12-60.63-60.63-3.64-3.64-42.18-42.18-29.06-29.06-20.11-20.11v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -20.105 · range [-60.63, -3.64] · μ -31.124 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=5 · μ=2415.9642 · σ=1002.2986 · range [939.0634, 3153.4328] · R²=0.823▲ RISING +235.81%σ EXTREME 41.49%LAST 3153.43283153.43282599.84042046.24811492.6557939.0634μ = 2415.9642max 3153.4328min 939.0634dataMA(2)OLS R²=0.82μ lineμ ± σ bandmaxmin
latest 3153.43% · range [939.06%, 3153.43%] · μ 2415.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=5 · +1 / −4 (20% positive) · μ=-0.322 · σ=0.331MEAN-REVERSIONLAST -0.539 (-0.65σ vs μ)0.6330.3160.000-0.316-0.633μ = -0.3220.1660.166-0.134-0.134-0.472-0.472-0.633-0.633-0.539-0.539v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.539 · |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·5 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
4.2411
p-VALUE (log scale)
0.1200
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
3.2725
p-VALUE (log scale)
0.1926
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

N/An/a

H₀: p has a unit root (non-stationary)

STATISTIC
—
p-VALUE (log scale)
—
no decision possibleinsufficient data
±

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 (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
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=4 bins · noise floor μ=5.54e-2 · top T=2.67h (41.9%) · top-3 cover 95.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)9.3e-27.0e-24.6e-22.3e-20.0e+0μ noise floorperiod 8.0 · power 1.03e-2 · 4.6% energyperiod 8.0 · power 1.03e-2 · 4.6% energyperiod 4.0 · power 4.63e-2 · 20.9% energyperiod 4.0 · power 4.63e-2 · 20.9% energyperiod 2.7 · power 9.28e-2 · 41.9% energyperiod 2.7 · power 9.28e-2 · 41.9% energyperiod 2.0 · power 7.21e-2 · 32.6% energyperiod 2.0 · power 7.21e-2 · 32.6% energy50% by T=2.7h#1 dominantT=2.67h#2T=2.00h#3T=4.00hT=2hT=3hT=4hT=6hT=8h← 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 ≈ 2.67h (freq 0.375) · concentrates 41.9% of total energy · Σ|X̂|²/n = 2.215e-1

▸ Depth section using sovereign-store price series (451 bars · effective 1752908 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 6.6 d · σ/bar 1.703pp · expected |Δp| over horizon 21.50ppterminal variance p(1−p) = 0.0005 · n = 451✓ n = 451
μ per bar
-0.148pp
average Δp · drift
σ per bar
1.703pp
one-bar volatility · logit-free
Per-day movedaily
8.34pp
σ × √24
Per-horizon move7d
21.50pp
σ × √159.35264361111112
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 2.95pp · ES₉₅ 3.66pp · method parametric · drift-correcteddrift -0.148pp/bar · quantised: yes · median step 4.00pp · unique ratio 0.03✓ n = 451
VaR 95%
2.95pp
1.645·σ (parametric) of Δp
ES 95%
3.66pp
mean of the tail
Max drawdown
99.9pp
peak 69.5¢ → trough 0.1¢
Median step
4.00pp
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
66571569302039365681735371518002148602867188568458132104126817561723037937894
NO token ID
29367514504770046030263386479822071327841420826329419686845460602142944256350
Snapshot fetched
2026-06-20 12:08:32 UTC
Snapshot age
17.6s
History points
9 CLOB mids
Page rendered
2026-06-20 12:08:50 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4d119118532ac05479b796b5a8e7ad6ada1abb23bbabb1bb500ff7ea68dd192e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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Also see: /arb opportunities · RSS feed · more in Kwibuka T20 Tournament, Women: Brazil vs Nigeria

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
ask-heavy
Imbalance (top-5)
-1.000
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-crint-bra2-nga-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 · 451 barsperiods/year ≈ 1.75M
Realized vol (annualised)
26631.74%
σ per bar = 0.201150
Mean return (annualised)
-2801900.19%
μ per bar = -0.015984
Sharpe (rf=0)
-105.21
annualised; risk-free assumed zero
Max drawdown
99.93%
peak 0.69 → trough 0.00 over 164 bars

/api/asset/pm-crint-bra2-nga-2026-06-20/risk · same metrics, JSON