POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: FOKUS vs CYBERSHOKE Esports (BO3) - Stake Ranked Episode 3: Closed Qualifier Playoffs

YES · live
82.0¢
NO · live
18.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-fokus-cs1-2026-06-20 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1525.80%
max drawdown
37.14%
sharpe
—
ulcer index
13.60%
RMS drawdown
pain index
8.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
36.96%
cond. drawdown
gain/pain
1.40
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.40
upside/downside
roll spread
8.9 bps
implied (price-only)
bars used
927
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-fokus-cs1-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.6s⏱--:--:-- 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
82.0¢
NO · live
18.0¢
YES price · live 24h
n=18 · μ=0.5892 · σ=0.0922 · range [0.5300, 0.8600] · R²=0.224▲ RISING +52.21%σ EXTREME 15.64%LAST 0.86000.86000.77750.69500.61250.5300μ = 0.5892max 0.8600min 0.5300dataMA(3)OLS R²=0.22μ lineμ ± σ bandmaxminlive endpoint
18 ticks · last 86.00¢
YES / NO split · live
YES 82.0%NO 18.0%YES82.0%82.00¢ · odds 1/1.22
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.680 / 1.00 bits (68%) · moderate uncertainty
YES
82.0%82.0¢1.22×▬ +0.00pp
NO
18.0%18.0¢5.56×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=17 · Σ=9,350 · μ=550.0 · σ=1061.0 · CV=1.93BURSTY · concentratedcumulative energy ↗ · 50% by h=1607621,5252,2873,050μ = 5503,05050%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 9350bp moved · peak 3050bp · n=17 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.6s
▲YES mid
82.00¢ (82.00%)
▼NO mid
18.00¢ (18.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$141.2k
≋liquidity $
$17.7k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.5892 · σ=0.0922 · range [0.5300, 0.8600] · R²=0.224▲ RISING +52.21%σ EXTREME 15.64%LAST 0.86000.86000.77750.69500.61250.5300μ = 0.5892max 0.8600min 0.5300dataMA(3)OLS R²=0.22μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 86.00¢
NO price · CLOB mid
n=18 · μ=0.4158 · σ=0.0779 · range [0.1800, 0.4700] · R²=0.204▼ FALLING -47.13%σ EXTREME 18.74%LAST 0.23000.47000.39750.32500.25250.1800μ = 0.4158max 0.4700min 0.1800dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 23.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=0.0116 · σ=0.1122 · skew=0.89 (right-skewed) · kurt=2.07 (leptokurtic (fat tails))1296301-23.65ppbin -23.65pp · n=1 · 8.3% peakbin -23.65pp · n=1 · 8.3% peak-17.95pp-12.25pp1-6.55ppbin -6.55pp · n=1 · 8.3% peakbin -6.55pp · n=1 · 8.3% peak12-0.85ppbin -0.85pp · n=12 · 100.0% peakbin -0.85pp · n=12 · 100.0% peak14.85ppbin 4.85pp · n=1 · 8.3% peakbin 4.85pp · n=1 · 8.3% peak10.55pp16.25pp21.95pp227.65ppbin 27.65pp · n=2 · 16.7% peakbin 27.65pp · n=2 · 16.7% 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=0.55 · kurt=2.44 · near 4 / mid 13 / far 0 · OLS slope=0.85 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=18LEPTOKURTIC · FAT TAILS (G₂=3.35)
μ MEAN58.92¢95% CI: [54.66¢, 63.17¢]
σ STD DEV9.22ppσ² = 84.919 · CV = 15.64%
med MEDIAN55.50¢Q₁ 55.50¢ · Q₃ 57.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 33.00pp · IQR 1.75pp (1.349σ→12.43pp)
min 53.00¢Q₁ 55.50¢med 55.50¢Q₃ 57.25¢max 86.00¢μ
SKEWNESS · G₁2.235right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.355leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRdiverges from normalratio = 7.10
range ↔ σconcentrated (range < 4σ)range / σ = 3.58
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) -0.64 + ADF rejected
ρ(1) AUTOCORR-0.639negative · reversal
ρ(2) AUTOCORR+0.287lag-2 not significant
H · HURST EXPONENT0.767strongly persistent
OLS TREND · t-STAT+2.152significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.767
H = 0.767STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.639k=2+0.287k=3+0.033k=4-0.019k=5-0.0070+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|=2.15)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.64 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.15)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 ID2609101
SLUGcs2-fokus-cs1-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (82¢)
PRIMARY · YES82.00¢implied prob 82.00% · decimal odds 1.22×
COUNTER · NO18.00¢implied prob 18.00% · decimal odds 5.56×
82.00¢
18.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME141.21k USD 24h
LIQUIDITY17.74k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (82¢)|primary − counter| = 0.640 · entropy 0.680 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 82.0%NO 18.0%YES p̂82.0%H = 0.680 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.22×(82¢)NO5.56×(18¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.680 bits (68% 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 2026-06-20 15:00 UTC
0days
03hrs
24min
3.4 hours·θ = 45.145 pp/day
YES →$1.00(P = 82.0%)
NO →$0.00(P = 18.0%)
current: $0.8200 · expected return per side: $0.18 on YES hit · $0.82 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.7hRESOLVESP projection · σ=9.22% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 45.145 pp/day
now3.40h left
45.145 pp/day×1.00
−25%2.55h left
52.129 pp/day×1.15
−50%1.70h left
63.844 pp/day×1.41
−75%0.85h left
90.290 pp/day×2.00
−90%0.34h left
142.761 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 30.50% · worst -26.50% · typical |Δ| 5.50%MILD BULLISH +29.50%BEST+30.50%17hWORST-26.50%16hTYPICAL |Δ|5.50%mean absoluteCUMULATIVE+29.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +3.31% · Σ +26.50%US · 16-24 UTCμ +2.00% · Σ +4.00%CUMULATIVE Δ PATH · final +29.50%+29.50%-3.50%1.00% · 1h1.00% · 1h1.00%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-4.50% · 4h-4.50% · 4h-4.50%4h2.50% · 5h2.50% · 5h2.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·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·12h-1.00% · 13h-1.00% · 13h-1.00%13h2.00% · 14h2.00% · 14h2.00%14h25.50% · 15h25.50% · 15h25.50%15h-26.50% · 16h-26.50% · 16h-26.50%16h▼ WORST30.50% · 17h30.50% · 17h30.50%17h★ BESTTIME PATTERNEurope-led (+26.50%)RUNSup max 2 · down max 1BREADTH29% up · 18% down · 53% flat
5 up bars · 3 down · best 30.50% · worst -26.50% · typical |Δ| 5.500%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsPROFITABLE +20.18%FINAL+20.18%MAX DD-26.50%RECOVERYONGOING · 2 barsMAX RUN-UP+25.29%UNDERWATER13/18 (72%)STREAK↗ 1EQUITY CURVE · end 1.2018 · peak 1.2529 · range [0.9209, 1.2529]1.25290.9209break-even = 1★ PEAK 1.2529UNDERWATER DRAWDOWN · max -26.50% · severe0%-26.50%▼ TROUGH -26.50%TOP DRAWDOWN PERIODS · 2 total#1 -26.50%bar 17-18 · 2 bars · ONGOING#2 -4.50%bar 5-15 · 11 bars · recoveredDD SEVERITYsevere (max -26.50%)RECOVERYongoing · 2 barsTIME UNDER WATER72% of session · 13/18 bars
final equity 1.2018 (20.18%) · max DD -26.50% · time-under-water 13/18 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +4 / −5 (29% positive) · μ=1.04 · σ=27.45UNPROFITABLE STRATEGYLAST 28.27 (+0.99σ vs μ)49.0424.520.00-24.52-49.04μ = 1.04-33.26-33.26-16.05-16.05-16.05-16.05-16.05-16.0546.8046.800.000.000.000.000.000.000.000.00-46.80-46.8018.6018.6049.0449.040.000.0028.2728.27v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 28.274 · range [-46.80, 49.04] · μ 1.035 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=496.0689 · σ=793.1732 · range [0.0000, 2439.8704] · R²=0.397▲ RISING +958.74%σ EXTREME 159.89%LAST 2439.87042439.87041829.90281219.9352609.96760.0000μ = 496.0689max 2439.8704min 0.0000dataMA(2)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 2439.87% · range [0.00%, 2439.87%] · μ 496.07% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +0 / −10 (0% positive) · μ=-0.230 · σ=0.257MEAN-REVERSIONLAST -0.729 (-1.94σ vs μ)0.7290.3650.000-0.365-0.729μ = -0.230-0.042-0.042-0.539-0.539-0.490-0.490-0.402-0.402-0.083-0.0830.0000.0000.0000.0000.0000.0000.0000.000-0.083-0.083-0.382-0.382-0.003-0.003-0.462-0.462-0.729-0.729v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.729 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀**

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
11.2992
p-VALUE (log scale)
0.0035
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
10.0468
p-VALUE (log scale)
0.0731
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

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

STATISTIC
-2.9638
p-VALUE (log scale)
0.0400
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.8537
p-VALUE (log scale)
0.0638
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3894
p-VALUE (log scale)
0.0817
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

REJECT H₀***

H₀: Δp is a random walk · VR = 1

STATISTIC
-3.3854
p-VALUE (log scale)
0.0007
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.179 → mean-reverting
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=1.42e-2 · top T=2.43h (32.9%) · top-3 cover 81.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.7e-22.8e-21.9e-29.3e-30.0e+0μ noise floor2× noise (significance)period 17.0 · power 4.36e-3 · 3.8% energyperiod 17.0 · power 4.36e-3 · 3.8% energyperiod 8.5 · power 2.16e-3 · 1.9% energyperiod 8.5 · power 2.16e-3 · 1.9% energyperiod 5.7 · power 3.91e-4 · 0.3% energyperiod 5.7 · power 3.91e-4 · 0.3% energyperiod 4.3 · power 4.67e-3 · 4.1% energyperiod 4.3 · power 4.67e-3 · 4.1% energyperiod 3.4 · power 9.64e-3 · 8.5% energyperiod 3.4 · power 9.64e-3 · 8.5% energyperiod 2.8 · power 2.24e-2 · 19.7% energyperiod 2.8 · power 2.24e-2 · 19.7% energyperiod 2.4 · power 3.73e-2 · 32.9% energyperiod 2.4 · power 3.73e-2 · 32.9% energyperiod 2.1 · power 3.24e-2 · 28.6% energyperiod 2.1 · power 3.24e-2 · 28.6% energy50% by T=2.4h#1 dominantT=2.43h#2T=2.13h#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 ≈ 2.43h (freq 0.412) · concentrates 32.9% of total energy · Σ|X̂|²/n = 1.132e-1

▸ Depth section using sovereign-store price series (927 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 0.3 d · σ/bar 1.153pp · expected |Δp| over horizon 2.82ppterminal variance p(1−p) = 0.1476 · n = 927✓ n = 927
μ per bar
+0.028pp
average Δp · drift
σ per bar
1.153pp
one-bar volatility · logit-free
Per-day movedaily
5.65pp
σ × √24
Per-horizon move0d
2.82pp
σ × √6
Terminal variancebinary
0.1476
p(1−p) at resolution
Current pricep
82.0¢
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 1.87pp · ES₉₅ 2.35pp · method parametric · drift-correcteddrift +0.028pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.03✓ n = 927
VaR 95%
1.87pp
1.645·σ (parametric) of Δp
ES 95%
2.35pp
mean of the tail
Max drawdown
37.1pp
peak 87.5¢ → trough 55.0¢
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
82.0%
= price
Decimal oddsEU
1.220
total return per $1
AmericanUS
-456
risk $456 to win $100
FractionalUK
0.22 / 1
profit per $1 risked
Profit per $100stake
+$21.95
clean dollar framing
-1000-5000+500+1000020406080100you · 82.0%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)
0.680 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.680 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.29 bit
self-information
Surprise · NO−log₂(1−p)
2.47 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
31519123950374288430033995751752433123121398184898763324781139100250362813795
NO token ID
14974997300986574612078505859224218826833207489814170947749047740919479126427
Snapshot fetched
2026-06-20 11:35:50 UTC
Snapshot age
3.6s
History points
18 CLOB mids
Page rendered
2026-06-20 11:35:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
426b69f3da19494873142f001fedb901c0d35f7591bacd428266f94a4afdf22a · 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?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,671HL PERPHYPE-USD perpetual$70.76HL PERPETH-USD perpetual$1,726.2

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
0.790000
(best bid + best ask) / 2
Spread
253.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.955
bid-heavy
Imbalance (top-5)
+0.275
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-fokus-cs1-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.820547386.67bp0.8300004FILLED
BUY$10.00K0.9220301671.27bp0.99000019PARTIAL
BUY$100.00K0.9220301671.27bp0.99000019PARTIAL
SELL$1.00K0.780000126.58bp0.7800001FILLED
SELL$10.00K0.3039236152.88bp0.10000039FILLED
SELL$100.00K0.0479449393.11bp0.01000045PARTIAL

Risk metrics

▸ sovereign store · 927 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2171.96%
σ per bar = 0.016406
Mean return (annualised)
70498.04%
μ per bar = 0.000402
Sharpe (rf=0)
32.46
annualised; risk-free assumed zero
Max drawdown
37.14%
peak 0.88 → trough 0.55 over 100 bars

/api/asset/pm-cs2-fokus-cs1-2026-06-20/risk · same metrics, JSON