POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: BETBOOM TEAM VS VITALITY (BO3) - IEM COLOGNE MAJOR STAGE 3

Counter-Strike: BetBoom Team vs Vitality (BO3) - IEM Cologne Major Stage 3

YES · live
11.5¢
NO · live
88.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-bb3-vit-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
296.82%
max drawdown
30.95%
sharpe
—
ulcer index
6.18%
RMS drawdown
pain index
4.89%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.76%
cond. drawdown
gain/pain
0.58
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.58
upside/downside
roll spread
2.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-bb3-vit-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH14ms⏱--:--:-- 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
11.5¢
NO · live
88.5¢
YES price · live 24h
n=18 · μ=0.1847 · σ=0.0302 · range [0.1150, 0.2250] · R²=0.277▼ FALLING -20.69%σ EXTREME 16.36%LAST 0.11500.22500.19750.17000.14250.1150μ = 0.1847max 0.2250min 0.1150dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxminlive endpoint
18 ticks · last 11.50¢
YES / NO split · live
YES 11.5%NO 88.5%NO88.5%88.50¢ · odds 1/1.13
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.515 / 1.00 bits (51%) · moderate uncertainty
YES
11.5%11.5¢8.70×▬ +0.00pp
NO
88.5%88.5¢1.13×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=17 · Σ=2,400 · μ=141.2 · σ=261.7 · CV=1.85BURSTY · concentratedcumulative energy ↗ · 50% by h=60200400600800μ = 14180050%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 2400bp moved · peak 800bp · n=17 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14ms
▲YES mid
11.50¢ (11.50%)
▼NO mid
88.50¢ (88.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$460.6k
≋liquidity $
$66.3k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.1847 · σ=0.0302 · range [0.1150, 0.2250] · R²=0.277▼ FALLING -20.69%σ EXTREME 16.36%LAST 0.11500.22500.19750.17000.14250.1150μ = 0.1847max 0.2250min 0.1150dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 11.50¢
NO price · CLOB mid
n=18 · μ=0.8153 · σ=0.0302 · range [0.7750, 0.8850] · R²=0.277▲ RISING +3.51%σ NORMAL 3.71%LAST 0.88500.88500.85750.83000.80250.7750μ = 0.8153max 0.8850min 0.7750dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 88.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=-0.0052 · σ=0.0265 · skew=0.58 (right-skewed) · kurt=3.76 (leptokurtic (fat tails))1296301-7.20ppbin -7.20pp · n=1 · 8.3% peakbin -7.20pp · n=1 · 8.3% peak-5.60pp-4.00pp1-2.40ppbin -2.40pp · n=1 · 8.3% peakbin -2.40pp · n=1 · 8.3% peak12-0.80ppbin -0.80pp · n=12 · 100.0% peakbin -0.80pp · n=12 · 100.0% peak10.80ppbin 0.80pp · n=1 · 8.3% peakbin 0.80pp · n=1 · 8.3% peak12.40ppbin 2.40pp · n=1 · 8.3% peakbin 2.40pp · n=1 · 8.3% peak4.00pp5.60pp17.20ppbin 7.20pp · n=1 · 8.3% peakbin 7.20pp · n=1 · 8.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=17
Q-Q plot · standardised Δp vs N(0,1)
n=17 · skew=0.13 · kurt=3.91 · near 4 / mid 13 / far 0 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=18LEFT-SKEWED (G₁=-0.82)
μ MEAN18.47¢95% CI: [17.08¢, 19.87¢]
σ STD DEV3.02ppσ² = 9.132 · CV = 16.36%
med MEDIAN18.50¢Q₁ 18.50¢ · Q₃ 19.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.00pp · IQR 1.00pp (1.349σ→4.08pp)
min 11.50¢Q₁ 18.50¢med 18.50¢Q₃ 19.50¢max 22.50¢μ
SKEWNESS · G₁-0.821left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.127mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRdiverges from normalratio = 4.08
range ↔ σconcentrated (range < 4σ)range / σ = 3.64
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.063within white-noise band
ρ(2) AUTOCORR-0.024lag-2 not significant
H · HURST EXPONENT0.803strongly persistent
OLS TREND · t-STAT-2.474significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.803
H = 0.803STRONGLY 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=1-0.063k=2-0.024k=3-0.152k=4-0.030k=5+0.0260+1−1+0.49−0.49+ momentum (ρ > +0.49)− reversal (ρ < −0.49)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.67very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.47)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 ID2537007
SLUGcs2-bb3-vit-2026-06-14
CATEGORYCounter-Strike: …ajor Stage 3
TWO-SIDED PRICINGFAVOURS NO (89¢)
PRIMARY · YES11.50¢implied prob 11.50% · decimal odds 8.70×
COUNTER · NO88.50¢implied prob 88.50% · decimal odds 1.13×
11.50¢
88.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME460.55k USD 24h
LIQUIDITY66.26k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (89¢)|primary − counter| = 0.770 · entropy 0.515 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 11.5%NO 88.5%YES p̂11.5%H = 0.515 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES8.70×(12¢)NO1.13×(89¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.515 bits (51% 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 · VERY HIGHresolves 2026-06-14 21:15 UTC
0days
05hrs
10min
5.2 hours·θ = 14.804 pp/day
YES →$1.00(P = 11.5%)
NO →$0.00(P = 88.5%)
current: $0.1150 · expected return per side: $0.89 on YES hit · $0.11 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.6hRESOLVESP projection · σ=3.02% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 14.804 pp/day
now5.17h left
14.804 pp/day×1.00
−25%3.88h left
17.094 pp/day×1.15
−50%2.58h left
20.936 pp/day×1.41
−75%1.29h left
29.608 pp/day×2.00
−90%0.52h left
46.814 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=17 bars · best 8.00% · worst -8.00% · typical |Δ| 1.41%BEARISH SESSION -3.00%BEST+8.00%1hWORST-8.00%16hTYPICAL |Δ|1.41%mean absoluteCUMULATIVE-3.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.57% · Σ +4.00%EUROPE · 08-16 UTCμ +0.25% · Σ +2.00%US · 16-24 UTCμ -4.50% · Σ -9.00%CUMULATIVE Δ PATH · final -3.00%+8.00%-3.00%8.00% · 1h8.00% · 1h8.00%1h★ BEST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-3.00% · 4h-3.00% · 4h-3.00%4h-0.50% · 5h-0.50% · 5h-0.50%5h0.50% · 6h0.50% · 6h0.50%6h-1.00% · 7h-1.00% · 7h-1.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h2.00% · 15h2.00% · 15h2.00%15h-8.00% · 16h-8.00% · 16h-8.00%16h▼ WORST-1.00% · 17h-1.00% · 17h-1.00%17hTIME PATTERNAsia-led (+4.00%)RUNSup max 1 · down max 2BREADTH18% up · 29% down · 53% flat
3 up bars · 5 down · best 8.00% · worst -8.00% · typical |Δ| 1.412%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsSEVERE DRAWDOWN -3.65%FINAL-3.65%MAX DD-10.79%RECOVERYONGOING · 14 barsMAX RUN-UP+8.00%UNDERWATER14/18 (78%)STREAK↘ 2EQUITY CURVE · end 0.9635 · peak 1.0800 · range [0.9635, 1.0800]1.08000.9635break-even = 1★ PEAK 1.0800UNDERWATER DRAWDOWN · max -10.79% · significant0%-10.79%▼ TROUGH -10.79%TOP DRAWDOWN PERIODS · 1 total#1 -10.79%bar 5-18 · 14 bars · ONGOINGDD SEVERITYsignificant (max -10.79%)RECOVERYongoing · 14 barsTIME UNDER WATER78% of session · 14/18 bars
final equity 0.9635 (-3.65%) · max DD -10.79% · time-under-water 14/18 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +2 / −8 (14% positive) · μ=-18.94 · σ=32.09UNPROFITABLE STRATEGYLAST -37.66 (-0.58σ vs μ)63.5931.790.00-31.79-63.59μ = -18.9424.8024.80-57.02-57.02-45.15-45.15-63.59-63.59-36.25-36.25-18.60-18.60-46.80-46.800.000.000.000.000.000.000.000.0046.8046.80-31.66-31.66-37.66-37.66v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -37.659 · range [-63.59, 46.80] · μ -18.937 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=138.6431 · σ=161.7402 · range [0.0000, 441.4861] · R²=0.002▼ FALLING -7.79%σ EXTREME 116.66%LAST 407.0749441.4861331.1146220.7431110.37150.0000μ = 138.6431max 441.4861min 0.0000dataMA(2)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 407.07% · range [0.00%, 441.49%] · μ 138.64% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +0 / −10 (0% positive) · μ=-0.195 · σ=0.234MEAN-REVERSIONLAST -0.380 (-0.79σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.195-0.023-0.023-0.306-0.306-0.267-0.267-0.038-0.038-0.750-0.750-0.539-0.539-0.083-0.0830.0000.0000.0000.0000.0000.0000.0000.000-0.083-0.083-0.258-0.258-0.380-0.380v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.380 · |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
23.9970
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
0.6705
p-VALUE (log scale)
0.9823
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
-1.9202
p-VALUE (log scale)
0.3332
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
1.0299
p-VALUE (log scale)
0.3031
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
0.3909
p-VALUE (log scale)
0.0811
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.0941
p-VALUE (log scale)
0.2739
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.735 ≈ 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=8 bins · noise floor μ=8.94e-4 · top T=4.25h (27.3%) · top-3 cover 62.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.0e-31.5e-39.8e-44.9e-40.0e+0μ noise floor2× noise (significance)period 17.0 · power 8.75e-6 · 0.1% energyperiod 17.0 · power 8.75e-6 · 0.1% energyperiod 8.5 · power 4.90e-4 · 6.9% energyperiod 8.5 · power 4.90e-4 · 6.9% energyperiod 5.7 · power 1.36e-3 · 19.0% energyperiod 5.7 · power 1.36e-3 · 19.0% energyperiod 4.3 · power 1.95e-3 · 27.3% energyperiod 4.3 · power 1.95e-3 · 27.3% energyperiod 3.4 · power 1.08e-3 · 15.1% energyperiod 3.4 · power 1.08e-3 · 15.1% energyperiod 2.8 · power 1.15e-3 · 16.0% energyperiod 2.8 · power 1.15e-3 · 16.0% energyperiod 2.4 · power 1.02e-3 · 14.3% energyperiod 2.4 · power 1.02e-3 · 14.3% energyperiod 2.1 · power 9.01e-5 · 1.3% energyperiod 2.1 · power 9.01e-5 · 1.3% energy50% by T=4.3h#1 dominantT=4.25h#2T=5.67h#3T=2.83hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 4.25h (freq 0.235) · concentrates 27.3% of total energy · Σ|X̂|²/n = 7.149e-3

▸ Depth section using sovereign-store price series (2481 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 0.206pp · expected |Δp| over horizon 0.50ppterminal variance p(1−p) = 0.1240 · n = 2481✓ n = 2481
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.206pp
one-bar volatility · logit-free
Per-day movedaily
1.01pp
σ × √24
Per-horizon move0d
0.50pp
σ × √6
Terminal variancebinary
0.1240
p(1−p) at resolution
Current pricep
14.5¢
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 0.34pp · ES₉₅ 0.43pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2481
VaR 95%
0.34pp
1.645·σ (parametric) of Δp
ES 95%
0.43pp
mean of the tail
Max drawdown
32.6pp
peak 21.5¢ → trough 14.5¢
Median step
0.50pp
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
11.5%
= price
Decimal oddsEU
8.696
total return per $1
AmericanUS
+770
$100 wins $770
FractionalUK
7.70 / 1
profit per $1 risked
Profit per $100stake
+$769.57
clean dollar framing
-1000-5000+500+1000020406080100you · 11.5%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)
0.515 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.515 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.12 bit
self-information
Surprise · NO−log₂(1−p)
0.18 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
23684458091006021218773634215851137935344761860952048288310818838789520389580
NO token ID
99480856477966418321626798549768173273702992835583889257915928955307968172257
Snapshot fetched
2026-06-14 16:04:48 UTC
Snapshot age
14ms
History points
18 CLOB mids
Page rendered
2026-06-14 16:04:48 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
23a13056f18cd0980eade294b86992c196878e7a661d7d93f399993206a938f0 · 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 Counter-Strike: BetBoom Team vs Vitality (BO3) - IEM Cologne Major Stage 3

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
0.115000
(best bid + best ask) / 2
Spread
869.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.505
ask-heavy
Imbalance (top-5)
+0.603
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-cs2-bb3-vit-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1362001843.51bp0.1400003FILLED
BUY$10.00K0.2164978825.87bp0.35000024FILLED
BUY$100.00K0.67234548464.80bp0.98000051FILLED
SELL$1.00K0.110000434.78bp0.1100001FILLED
SELL$10.00K0.0742423544.18bp0.01000011PARTIAL
SELL$100.00K0.0742423544.18bp0.01000011PARTIAL

Risk metrics

▸ sovereign store · 2,481 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1541.74%
σ per bar = 0.011645
Mean return (annualised)
-27841.85%
μ per bar = -0.000159
Sharpe (rf=0)
-18.06
annualised; risk-free assumed zero
Max drawdown
32.56%
peak 0.21 → trough 0.14 over 2474 bars

/api/asset/pm-cs2-bb3-vit-2026-06-14/risk · same metrics, JSON