POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Gentle Mates vs ex-RUBY (BO3) - CCT Europe Series #4 Playoffs

YES · live
62.0¢
NO · live
38.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-m8-ruby1-2026-06-20 · fresh · feed 15s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
313.33%
max drawdown
9.30%
sharpe
—
ulcer index
2.65%
RMS drawdown
pain index
2.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.75%
cond. drawdown
gain/pain
0.76
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.76
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
934
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-m8-ruby1-2026-06-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING15.3s⏱--:--:-- 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
62.0¢
NO · live
38.0¢
YES price · live 24h
n=20 · μ=0.6417 · σ=0.0421 · range [0.5800, 0.7050] · R²=0.343▼ FALLING -10.79%σ HIGH 6.56%LAST 0.62000.70500.67370.64250.61120.5800μ = 0.6417max 0.7050min 0.5800dataMA(4)OLS R²=0.34μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 62.00¢
YES / NO split · live
YES 62.0%NO 38.0%YES62.0%62.00¢ · odds 1/1.61
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.958 / 1.00 bits (96%) · max uncertainty (~50/50)
YES
62.0%62.0¢1.61×▬ +0.00pp
NO
38.0%38.0¢2.63×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=4,950 · μ=260.5 · σ=336.1 · CV=1.29BURSTY · concentratedcumulative energy ↗ · 50% by h=703136259381,250μ = 2611,25050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 4950bp moved · peak 1250bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
15.3s
▲YES mid
62.00¢ (62.00%)
▼NO mid
38.00¢ (38.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$116.1k
≋liquidity $
$60.4k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.6417 · σ=0.0421 · range [0.5800, 0.7050] · R²=0.343▼ FALLING -10.79%σ HIGH 6.56%LAST 0.62000.70500.67370.64250.61120.5800μ = 0.6417max 0.7050min 0.5800dataMA(4)OLS R²=0.34μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 62.00¢
NO price · CLOB mid
n=20 · μ=0.3583 · σ=0.0421 · range [0.2950, 0.4200] · R²=0.343▲ RISING +24.59%σ HIGH 11.75%LAST 0.38000.42000.38870.35750.32620.2950μ = 0.3583max 0.4200min 0.2950dataMA(4)OLS R²=0.34μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 38.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0073 · σ=0.0385 · skew=-0.77 (left-skewed) · kurt=1.83 (leptokurtic (fat tails))864201-11.45ppbin -11.45pp · n=1 · 12.5% peakbin -11.45pp · n=1 · 12.5% peak-9.35pp1-7.25ppbin -7.25pp · n=1 · 12.5% peakbin -7.25pp · n=1 · 12.5% peak-5.15pp2-3.05ppbin -3.05pp · n=2 · 25.0% peakbin -3.05pp · n=2 · 25.0% peak8-0.95ppbin -0.95pp · n=8 · 100.0% peakbin -0.95pp · n=8 · 100.0% peak41.15ppbin 1.15pp · n=4 · 50.0% peakbin 1.15pp · n=4 · 50.0% peak23.25ppbin 3.25pp · n=2 · 25.0% peakbin 3.25pp · n=2 · 25.0% peak5.35pp17.45ppbin 7.45pp · n=1 · 12.5% peakbin 7.45pp · n=1 · 12.5% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=-0.90 · kurt=2.31 · near 10 / mid 9 / far 0 · OLS slope=0.96 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=20PLATYKURTIC · THIN TAILS (G₂=-1.30)
μ MEAN64.18¢95% CI: [62.33¢, 66.02¢]
σ STD DEV4.21ppσ² = 17.718 · CV = 6.56%
med MEDIAN63.50¢Q₁ 61.25¢ · Q₃ 67.13¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 12.50pp · IQR 5.87pp (1.349σ→5.68pp)
min 58.00¢Q₁ 61.25¢med 63.50¢Q₃ 67.13¢max 70.50¢μ
SKEWNESS · G₁0.081approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.304platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.16
σ × 1.349 ↔ IQRconsistent with normalratio = 0.97
range ↔ σconcentrated (range < 4σ)range / σ = 2.97
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) -0.46 + ADF rejected
ρ(1) AUTOCORR-0.460negative · reversal
ρ(2) AUTOCORR-0.135lag-2 not significant
H · HURST EXPONENT1.014strongly persistent
OLS TREND · t-STAT-3.068significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.014
H = 1.014STRONGLY 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 ★-0.460k=2-0.135k=3+0.362k=4-0.275k=5+0.0290+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.07)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.46 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.07)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 ID2608151
SLUGcs2-m8-ruby1-2026-06-20
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (62¢)
PRIMARY · YES62.00¢implied prob 62.00% · decimal odds 1.61×
COUNTER · NO38.00¢implied prob 38.00% · decimal odds 2.63×
62.00¢
38.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME116.14k USD 24h
LIQUIDITY60.39k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (62¢)|primary − counter| = 0.240 · entropy 0.958 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 62.0%NO 38.0%YES p̂62.0%H = 0.958 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.61×(62¢)NO2.63×(38¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.958 bits (96% of max) · maximum uncertainty (~50/50)
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 · HIGHresolves 2026-06-20 20:00 UTC
0days
08hrs
24min
8.4 hours·θ = 20.621 pp/day
YES →$1.00(P = 62.0%)
NO →$0.00(P = 38.0%)
current: $0.6200 · expected return per side: $0.38 on YES hit · $0.62 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.2hRESOLVESP projection · σ=4.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 20.621 pp/day
now8.41h left
20.621 pp/day×1.00
−25%6.31h left
23.811 pp/day×1.15
−50%4.21h left
29.163 pp/day×1.41
−75%2.10h left
41.242 pp/day×2.00
−90%0.84h left
65.209 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=19 bars · best 8.50% · worst -12.50% · typical |Δ| 2.61%BEARISH SESSION -7.50%BEST+8.50%7hWORST-12.50%6hTYPICAL |Δ|2.61%mean absoluteCUMULATIVE-7.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ -0.38% · Σ -3.00%US · 16-24 UTCμ -0.38% · Σ -1.50%CUMULATIVE Δ PATH · final -7.50%+1.00%-11.50%1.00% · 1h1.00% · 1h1.00%1h0.00% · 2h0.00% · 2h·2h-3.50% · 3h-3.50% · 3h-3.50%3h0.50% · 4h0.50% · 4h0.50%4h3.00% · 5h3.00% · 5h3.00%5h-12.50% · 6h-12.50% · 6h-12.50%6h▼ WORST8.50% · 7h8.50% · 7h8.50%7h★ BEST-1.00% · 8h-1.00% · 8h-1.00%8h-7.00% · 9h-7.00% · 9h-7.00%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h2.00% · 12h2.00% · 12h2.00%12h4.00% · 13h4.00% · 13h4.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-2.00% · 17h-2.00% · 17h-2.00%17h2.00% · 18h2.00% · 18h2.00%18h-1.50% · 19h-1.50% · 19h-1.50%19hTIME PATTERNUS-led (+-1.50%)RUNSup max 2 · down max 2BREADTH37% up · 37% down · 26% flat
7 up bars · 7 down · best 8.50% · worst -12.50% · typical |Δ| 2.605%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsSEVERE DRAWDOWN -8.81%FINAL-8.81%MAX DD-12.69%RECOVERYONGOING · 17 barsMAX RUN-UP+1.00%UNDERWATER17/20 (85%)STREAK↘ 1EQUITY CURVE · end 0.9119 · peak 1.0100 · range [0.8819, 1.0100]1.01000.8819break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -12.69% · significant0%-12.69%▼ TROUGH -12.69%TOP DRAWDOWN PERIODS · 1 total#1 -12.69%bar 4-20 · 17 bars · ONGOINGDD SEVERITYsignificant (max -12.69%)RECOVERYongoing · 17 barsTIME UNDER WATER85% of session · 17/20 bars
final equity 0.9119 (-8.81%) · max DD -12.69% · time-under-water 17/20 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +5 / −9 (31% positive) · μ=-4.34 · σ=40.62UNPROFITABLE STRATEGYLAST -19.53 (-0.37σ vs μ)73.3236.660.00-36.66-73.32μ = -4.34-22.93-22.930.000.00-43.02-43.02-1.31-1.31-5.26-5.26-31.23-31.231.831.83-55.60-55.60-29.64-29.6473.3273.3252.7652.7652.7652.7631.6631.66-73.32-73.320.000.00-19.53-19.53v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -19.532 · range [-73.32, 73.32] · μ -4.344 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=379.9790 · σ=271.2115 · range [89.6103, 841.4868] · R²=0.323▼ FALLING -11.97%σ EXTREME 71.38%LAST 168.1889841.4868653.5177465.5485277.579489.6103μ = 379.9790max 841.4868min 89.6103dataMA(3)OLS R²=0.32μ lineμ ± σ bandmaxmin
latest 168.19% · range [89.61%, 841.49%] · μ 379.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +1 / −15 (6% positive) · μ=-0.279 · σ=0.265MEAN-REVERSIONLAST -0.737 (-1.73σ vs μ)0.7370.3690.000-0.369-0.737μ = -0.279-0.300-0.300-0.012-0.012-0.264-0.264-0.604-0.604-0.651-0.651-0.389-0.389-0.004-0.004-0.324-0.324-0.033-0.0330.2500.250-0.343-0.343-0.089-0.089-0.258-0.258-0.205-0.205-0.500-0.500-0.737-0.737v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.737 · |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
12.5207
p-VALUE (log scale)
0.0019
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
10.4136
p-VALUE (log scale)
0.0636
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
-2.6167
p-VALUE (log scale)
0.0920
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
1.1127
p-VALUE (log scale)
0.2658
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
0.4539
p-VALUE (log scale)
0.0539
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
-1.8881
p-VALUE (log scale)
0.0590
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.567 ≈ 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=9 bins · noise floor μ=1.83e-3 · top T=2.71h (42.7%) · top-3 cover 72.4%STRONG CYCLE @ T≈2.7cumulative energy ↗ (1 bin above 2× noise)7.0e-35.3e-33.5e-31.8e-30.0e+0μ noise floor2× noise (significance)period 19.0 · power 4.95e-4 · 3.0% energyperiod 19.0 · power 4.95e-4 · 3.0% energyperiod 9.5 · power 2.65e-4 · 1.6% energyperiod 9.5 · power 2.65e-4 · 1.6% energyperiod 6.3 · power 6.48e-4 · 3.9% energyperiod 6.3 · power 6.48e-4 · 3.9% energyperiod 4.8 · power 6.88e-4 · 4.2% energyperiod 4.8 · power 6.88e-4 · 4.2% energyperiod 3.8 · power 1.42e-3 · 8.6% energyperiod 3.8 · power 1.42e-3 · 8.6% energyperiod 3.2 · power 3.01e-3 · 18.3% energyperiod 3.2 · power 3.01e-3 · 18.3% energyperiod 2.7 · power 7.02e-3 · 42.7% energyperiod 2.7 · power 7.02e-3 · 42.7% energyperiod 2.4 · power 1.04e-3 · 6.3% energyperiod 2.4 · power 1.04e-3 · 6.3% energyperiod 2.1 · power 1.88e-3 · 11.4% energyperiod 2.1 · power 1.88e-3 · 11.4% energy50% by T=2.7h#1 dominantT=2.71h#2T=3.17h#3T=2.11hT=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 ≈ 2.71h (freq 0.368) · concentrates 42.7% of total energy · Σ|X̂|²/n = 1.646e-2

▸ Depth section using sovereign-store price series (934 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 0.4 d · σ/bar 0.237pp · expected |Δp| over horizon 0.69ppterminal variance p(1−p) = 0.2356 · n = 934✓ n = 934
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.237pp
one-bar volatility · logit-free
Per-day movedaily
1.16pp
σ × √24
Per-horizon move0d
0.69pp
σ × √8.413268055555555
Terminal variancebinary
0.2356
p(1−p) at resolution
Current pricep
62.0¢
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 0.39pp · ES₉₅ 0.49pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 934
VaR 95%
0.39pp
1.645·σ (parametric) of Δp
ES 95%
0.49pp
mean of the tail
Max drawdown
9.3pp
peak 64.5¢ → trough 58.5¢
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
62.0%
= price
Decimal oddsEU
1.613
total return per $1
AmericanUS
-163
risk $163 to win $100
FractionalUK
0.61 / 1
profit per $1 risked
Profit per $100stake
+$61.29
clean dollar framing
-1000-5000+500+1000020406080100you · 62.0%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)
0.958 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.958 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.69 bit
self-information
Surprise · NO−log₂(1−p)
1.40 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
95337970563146848605501839584944528402715579562319611847638364714608737929280
NO token ID
33246213730660096279283109201336321772028234904017854535311424844285009588399
Snapshot fetched
2026-06-20 11:34:56 UTC
Snapshot age
15.3s
History points
20 CLOB mids
Page rendered
2026-06-20 11:35:12 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
92386d5119e96c33a6f7afd9c7a956be9881786bbbfb4be238a70e006d5b6e68 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.620000
(best bid + best ask) / 2
Spread
322.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.031
bid-heavy
Imbalance (top-5)
-0.868
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-m8-ruby1-2026-06-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.630000161.29bp0.6300001FILLED
BUY$10.00K0.630000161.29bp0.6300001FILLED
BUY$100.00K0.7241711680.17bp0.97000031FILLED
SELL$1.00K0.603684263.16bp0.5900003FILLED
SELL$10.00K0.3356164586.85bp0.14000031FILLED
SELL$100.00K0.0532639140.92bp0.01000040PARTIAL

Risk metrics

▸ sovereign store · 934 barsperiods/year ≈ 1.75M
Realized vol (annualised)
514.38%
σ per bar = 0.003885
Mean return (annualised)
-7425.76%
μ per bar = -0.000042
Sharpe (rf=0)
-14.44
annualised; risk-free assumed zero
Max drawdown
9.30%
peak 0.65 → trough 0.58 over 593 bars

/api/asset/pm-cs2-m8-ruby1-2026-06-20/risk · same metrics, JSON