POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: 1WIN vs Virtus.pro (BO3) - CCT Europe Series #4 Playoffs

YES · live
72.5¢
NO · live
27.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-1win-vp-2026-06-20 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1369.09%
max drawdown
14.43%
sharpe
—
ulcer index
4.34%
RMS drawdown
pain index
2.09%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
14.43%
cond. drawdown
gain/pain
2.28
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.28
upside/downside
roll spread
18.8 bps
implied (price-only)
bars used
304
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-1win-vp-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.2s⏱--:--:-- 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
72.5¢
NO · live
27.5¢
YES price · live 24h
n=15 · μ=0.4897 · σ=0.0578 · range [0.4450, 0.6650] · R²=0.449▲ RISING +24.73%σ HIGH 11.81%LAST 0.58000.66500.61000.55500.50000.4450μ = 0.4897max 0.6650min 0.4450dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxminlive endpoint
15 ticks · last 58.00¢
YES / NO split · live
YES 72.5%NO 27.5%YES72.5%72.50¢ · odds 1/1.38
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.849 / 1.00 bits (85%) · high uncertainty
YES
72.5%72.5¢1.38×▬ +0.00pp
NO
27.5%27.5¢3.64×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=14 · Σ=3,550 · μ=253.6 · σ=468.8 · CV=1.85BURSTY · concentratedcumulative energy ↗ · 50% by h=1304258501,2751,700μ = 2541,70050%h1h3h5h7h9h11h13#1 peak#2-3> μactivequietμ linecum energy
Σ 3550bp moved · peak 1700bp · n=14 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.2s
▲YES mid
72.50¢ (72.50%)
▼NO mid
27.50¢ (27.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$59.6k
≋liquidity $
$18.3k
◳history points
15 ticks (live)

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

YES price · CLOB mid
n=15 · μ=0.4897 · σ=0.0578 · range [0.4450, 0.6650] · R²=0.449▲ RISING +24.73%σ HIGH 11.81%LAST 0.58000.66500.61000.55500.50000.4450μ = 0.4897max 0.6650min 0.4450dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
15 YES observations from clob.polymarket.com · last 58.00¢
NO price · CLOB mid
n=15 · μ=0.5103 · σ=0.0578 · range [0.3350, 0.5550] · R²=0.449▼ FALLING -21.50%σ HIGH 11.33%LAST 0.42000.55500.50000.44500.39000.3350μ = 0.5103max 0.5550min 0.3350dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
15 NO observations from clob.polymarket.com · last 42.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=14 · 10 bins · μ=0.0079 · σ=0.0481 · skew=1.78 (right-skewed) · kurt=4.25 (leptokurtic (fat tails))754201-7.23ppbin -7.23pp · n=1 · 14.3% peakbin -7.23pp · n=1 · 14.3% peak-4.68pp3-2.13ppbin -2.13pp · n=3 · 42.9% peakbin -2.13pp · n=3 · 42.9% peak70.42ppbin 0.42pp · n=7 · 100.0% peakbin 0.42pp · n=7 · 100.0% peak22.97ppbin 2.97pp · n=2 · 28.6% peakbin 2.97pp · n=2 · 28.6% peak5.52pp8.08pp10.63pp13.18pp115.73ppbin 15.73pp · n=1 · 14.3% peakbin 15.73pp · n=1 · 14.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=14
Q-Q plot · standardised Δp vs N(0,1)
n=14 · skew=1.82 · kurt=4.94 · near 4 / mid 8 / far 2 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY 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=15LEPTOKURTIC · FAT TAILS (G₂=3.09)
μ MEAN48.97¢95% CI: [46.04¢, 51.89¢]
σ STD DEV5.78ppσ² = 33.445 · CV = 11.81%
med MEDIAN47.50¢Q₁ 46.50¢ · Q₃ 48.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 22.00pp · IQR 1.50pp (1.349σ→7.80pp)
min 44.50¢Q₁ 46.50¢med 47.50¢Q₃ 48.00¢max 66.50¢μ
SKEWNESS · G₁2.018right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.092leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.25
σ × 1.349 ↔ IQRdiverges from normalratio = 5.20
range ↔ σconcentrated (range < 4σ)range / σ = 3.80
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) -0.34 + ADF rejected
ρ(1) AUTOCORR-0.342within white-noise band
ρ(2) AUTOCORR-0.071lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+3.252significant @ 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=1-0.342k=2-0.071k=3-0.061k=4+0.057k=5-0.0410+1−1+0.53−0.53+ momentum (ρ > +0.53)− reversal (ρ < −0.53)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.25)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.34 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.34moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.25)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 ID2611509
SLUGcs2-1win-vp-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (73¢)
PRIMARY · YES72.50¢implied prob 72.50% · decimal odds 1.38×
COUNTER · NO27.50¢implied prob 27.50% · decimal odds 3.64×
72.50¢
27.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME59.62k USD 24h
LIQUIDITY18.29k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (73¢)|primary − counter| = 0.450 · entropy 0.849 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 72.5%NO 27.5%YES p̂72.5%H = 0.849 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.38×(73¢)NO3.64×(28¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.849 bits (85% of max) · high 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 · VERY HIGHresolves 2026-06-20 17:00 UTC
0days
04hrs
10min
4.2 hours·θ = 28.332 pp/day
YES →$1.00(P = 72.5%)
NO →$0.00(P = 27.5%)
current: $0.7250 · expected return per side: $0.28 on YES hit · $0.72 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1hRESOLVESP projection · σ=5.78% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 28.332 pp/day
now4.17h left
28.332 pp/day×1.00
−25%3.13h left
32.715 pp/day×1.15
−50%2.09h left
40.067 pp/day×1.41
−75%1.04h left
56.663 pp/day×2.00
−90%0.42h left
89.593 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=14 bars · best 17.00% · worst -8.50% · typical |Δ| 2.54%MILD BULLISH +11.50%BEST+17.00%13hWORST-8.50%14hTYPICAL |Δ|2.54%mean absoluteCUMULATIVE+11.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ +1.50% · Σ +10.50%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +11.50%+20.00%-2.00%0.50% · 1h0.50% · 1h0.50%1h-1.50% · 2h-1.50% · 2h-1.50%2h-1.00% · 3h-1.00% · 3h-1.00%3h0.00% · 4h0.00% · 4h·4h2.00% · 5h2.00% · 5h2.00%5h1.00% · 6h1.00% · 6h1.00%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h1.00% · 9h1.00% · 9h1.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h0.00% · 11h0.00% · 11h·11h2.00% · 12h2.00% · 12h2.00%12h17.00% · 13h17.00% · 13h17.00%13h★ BEST-8.50% · 14h-8.50% · 14h-8.50%14h▼ WORSTTIME PATTERNEurope-led (+10.50%)RUNSup max 2 · down max 2BREADTH43% up · 29% down · 29% flat
6 up bars · 4 down · best 17.00% · worst -8.50% · typical |Δ| 2.536%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=15 barsPROFITABLE +10.24%FINAL+10.24%MAX DD-8.50%RECOVERYONGOING · 1 barsMAX RUN-UP+20.48%UNDERWATER7/15 (47%)STREAK↘ 1EQUITY CURVE · end 1.1024 · peak 1.2048 · range [0.9800, 1.2048]1.20480.9800break-even = 1★ PEAK 1.2048UNDERWATER DRAWDOWN · max -8.50% · significant0%-8.50%▼ TROUGH -8.50%TOP DRAWDOWN PERIODS · 3 total#1 -8.50%bar 15-15 · 1 bars · ONGOING#2 -2.48%bar 3-6 · 4 bars · recovered#3 -1.00%bar 11-12 · 2 bars · recoveredDD SEVERITYsignificant (max -8.50%)RECOVERYongoing · 1 barsTIME UNDER WATER47% of session · 7/15 bars
final equity 1.1024 (10.24%) · max DD -8.50% · time-under-water 7/15 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=11 · +7 / −2 (64% positive) · μ=28.59 · σ=40.84MIXED EDGELAST 23.16 (-0.13σ vs μ)81.0640.530.00-40.53-81.06μ = 28.59-51.26-51.26-7.56-7.5636.2536.2573.3273.3273.3273.3281.0681.060.000.000.000.0036.2536.2549.9849.9823.1623.16v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 23.157 · range [-51.26, 81.06] · μ 28.592 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=11 · μ=239.9739 · σ=325.9897 · range [54.0370, 992.9992] · R²=0.428▲ RISING +1062.22%σ EXTREME 135.84%LAST 992.9992992.9992758.2587523.5181288.777654.0370μ = 239.9739max 992.9992min 54.0370dataMA(2)OLS R²=0.43μ lineμ ± σ bandmaxmin
latest 993.00% · range [54.04%, 993.00%] · μ 239.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=11 · +4 / −7 (36% positive) · μ=-0.171 · σ=0.284CLOSE TO MARTINGALELAST -0.495 (-1.14σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.171-0.300-0.3000.1890.1890.1500.150-0.295-0.2950.2500.250-0.250-0.250-0.500-0.500-0.500-0.500-0.150-0.1500.0220.022-0.495-0.495v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.495 · |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
46.0459
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
2.2650
p-VALUE (log scale)
0.6904
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
-1.4322
p-VALUE (log scale)
0.5656
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
0.1405
p-VALUE (log scale)
0.8883
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4242
p-VALUE (log scale)
0.0667
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=7 bins · noise floor μ=3.00e-3 · top T=2.00h (25.7%) · top-3 cover 60.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.4e-34.1e-32.7e-31.4e-30.0e+0μ noise floorperiod 14.0 · power 7.03e-4 · 3.3% energyperiod 14.0 · power 7.03e-4 · 3.3% energyperiod 7.0 · power 2.68e-3 · 12.7% energyperiod 7.0 · power 2.68e-3 · 12.7% energyperiod 4.7 · power 1.92e-3 · 9.1% energyperiod 4.7 · power 1.92e-3 · 9.1% energyperiod 3.5 · power 3.38e-3 · 16.1% energyperiod 3.5 · power 3.38e-3 · 16.1% energyperiod 2.8 · power 3.04e-3 · 14.5% energyperiod 2.8 · power 3.04e-3 · 14.5% energyperiod 2.3 · power 3.89e-3 · 18.5% energyperiod 2.3 · power 3.89e-3 · 18.5% energyperiod 2.0 · power 5.40e-3 · 25.7% energyperiod 2.0 · power 5.40e-3 · 25.7% energy50% by T=2.8h#1 dominantT=2.00h#2T=2.33h#3T=3.50hT=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 ≈ 2.00h (freq 0.500) · concentrates 25.7% of total energy · Σ|X̂|²/n = 2.102e-2

▸ Depth section using sovereign-store price series (304 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 0.3 d · σ/bar 1.034pp · expected |Δp| over horizon 2.53ppterminal variance p(1−p) = 0.2290 · n = 304✓ n = 304
μ per bar
+0.053pp
average Δp · drift
σ per bar
1.034pp
one-bar volatility · logit-free
Per-day movedaily
5.07pp
σ × √24
Per-horizon move0d
2.53pp
σ × √6
Terminal variancebinary
0.2290
p(1−p) at resolution
Current pricep
64.5¢
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 1.65pp · ES₉₅ 2.08pp · method parametric · drift-correcteddrift +0.053pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.04✓ n = 304
VaR 95%
1.65pp
1.645·σ (parametric) of Δp
ES 95%
2.08pp
mean of the tail
Max drawdown
14.4pp
peak 48.5¢ → trough 41.5¢
Median step
1.50pp
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
72.5%
= price
Decimal oddsEU
1.379
total return per $1
AmericanUS
-264
risk $264 to win $100
FractionalUK
0.38 / 1
profit per $1 risked
Profit per $100stake
+$37.93
clean dollar framing
-1000-5000+500+1000020406080100you · 72.5%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)
0.849 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.849 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.46 bit
self-information
Surprise · NO−log₂(1−p)
1.86 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
32289715006455532556882842172794067096187607138690546283570486683184793692223
NO token ID
17835852612328350205259747683244814351051995849726486180163673477973294649980
Snapshot fetched
2026-06-20 12:49:26 UTC
Snapshot age
4.2s
History points
15 CLOB mids
Page rendered
2026-06-20 12:49:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
01e13d4680dd2433bb90e9367f7adac89381483858ecece84d6f636d6b59693e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.580000
(best bid + best ask) / 2
Spread
344.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.190
bid-heavy
Imbalance (top-5)
-0.079
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-cs2-1win-vp-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.609369506.36bp0.6200004FILLED
BUY$10.00K0.8092663952.85bp0.93000024FILLED
BUY$100.00K0.9535586440.65bp0.98000027FILLED
SELL$1.00K0.531221841.01bp0.4900007FILLED
SELL$10.00K0.0747698710.87bp0.02000039FILLED
SELL$100.00K0.0352569392.14bp0.01000040PARTIAL

Risk metrics

▸ sovereign store · 304 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2700.27%
σ per bar = 0.020395
Mean return (annualised)
164936.15%
μ per bar = 0.000941
Sharpe (rf=0)
61.08
annualised; risk-free assumed zero
Max drawdown
14.43%
peak 0.48 → trough 0.41 over 134 bars

/api/asset/pm-cs2-1win-vp-2026-06-20/risk · same metrics, JSON