POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Team Nemesis vs TDK (BO3) - CCT Europe Series #4 Playoffs

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-nem-tdk-2026-06-20 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2099.70%
max drawdown
99.93%
sharpe
—
ulcer index
49.22%
RMS drawdown
pain index
31.64%
mean drawdown
mod. VaR 95%
0.60%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
99.93%
cond. drawdown
gain/pain
0.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.60
upside/downside
roll spread
27.7 bps
implied (price-only)
bars used
880
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-nem-tdk-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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=20 · μ=0.4875 · σ=0.1769 · range [0.0005, 0.7250] · R²=0.147▼ FALLING -99.92%σ EXTREME 36.27%LAST 0.00050.72500.54390.36270.18160.0005μ = 0.4875max 0.7250min 0.0005dataMA(4)OLS R²=0.15μ lineμ ± σ bandmaxminlive endpoint
20 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=19 · Σ=12,295 · μ=647.1 · σ=1224.9 · CV=1.89BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,2242,4483,6714,895μ = 6474,89550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 12295bp moved · peak 4895bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.2s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$160.9k
≋liquidity $
$309.9k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.4875 · σ=0.1769 · range [0.0005, 0.7250] · R²=0.147▼ FALLING -99.92%σ EXTREME 36.27%LAST 0.00050.72500.54390.36270.18160.0005μ = 0.4875max 0.7250min 0.0005dataMA(4)OLS R²=0.15μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=20 · μ=0.5125 · σ=0.1769 · range [0.2750, 0.9995] · R²=0.147▲ RISING +177.64%σ EXTREME 34.51%LAST 0.99950.99950.81840.63730.45610.2750μ = 0.5125max 0.9995min 0.2750dataMA(4)OLS R²=0.15μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0366 · σ=0.1235 · skew=-2.25 (left-skewed) · kurt=4.86 (leptokurtic (fat tails))14117401-45.70ppbin -45.70pp · n=1 · 7.1% peakbin -45.70pp · n=1 · 7.1% peak-39.21pp-32.71pp1-26.22ppbin -26.22pp · n=1 · 7.1% peakbin -26.22pp · n=1 · 7.1% peak-19.72pp1-13.23ppbin -13.23pp · n=1 · 7.1% peakbin -13.23pp · n=1 · 7.1% peak-6.73pp14-0.24ppbin -0.24pp · n=14 · 100.0% peakbin -0.24pp · n=14 · 100.0% peak16.26ppbin 6.26pp · n=1 · 7.1% peakbin 6.26pp · n=1 · 7.1% peak112.75ppbin 12.75pp · n=1 · 7.1% peakbin 12.75pp · n=1 · 7.1% 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=-2.22 · kurt=5.21 · near 7 / mid 11 / far 1 · OLS slope=0.83 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.53σsample ↓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=20LEPTOKURTIC · FAT TAILS (G₂=2.95)
μ MEAN48.75¢95% CI: [41.00¢, 56.51¢]
σ STD DEV17.69ppσ² = 312.790 · CV = 36.27%
med MEDIAN53.75¢Q₁ 48.88¢ · Q₃ 55.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 72.45pp · IQR 6.63pp (1.349σ→23.86pp)
min 0.05¢Q₁ 48.88¢med 53.75¢Q₃ 55.50¢max 72.50¢μ
SKEWNESS · G₁-1.915left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.949leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRdiverges from normalratio = 3.60
range ↔ σwide tails (range > 4σ)range / σ = 4.10
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.209within white-noise band
ρ(2) AUTOCORR-0.265lag-2 not significant
H · HURST EXPONENT0.909strongly persistent
OLS TREND · t-STAT-1.761fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.909
H = 0.909STRONGLY 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+0.209k=2-0.265k=3-0.026k=4+0.001k=5-0.0190+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]MARGINAL @ 10% (|t|=1.76)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.76)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 ID2608135
SLUGcs2-nem-tdk-2026-06-20
CATEGORYSports
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 · LIQUIDITYDEEP
24H VOLUME160.86k USD 24h
LIQUIDITY309.91k 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 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 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 · VERY HIGHresolves 2026-06-20 14:00 UTC
0days
02hrs
24min
2.4 hours·θ = 86.643 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+1.2hRESOLVESP projection · σ=17.69% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 86.643 pp/day
now2.40h left
86.643 pp/day×1.00
−25%1.80h left
100.046 pp/day×1.15
−50%1.20h left
122.531 pp/day×1.41
−75%0.60h left
173.285 pp/day×2.00
−90%0.24h left
273.988 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 16.00% · worst -48.95% · typical |Δ| 6.47%MILD BEARISH -63.95%BEST+16.00%16hWORST-48.95%18hTYPICAL |Δ|6.47%mean absoluteCUMULATIVE-63.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.43% · Σ -10.00%EUROPE · 08-16 UTCμ +0.31% · Σ +2.50%US · 16-24 UTCμ -14.11% · Σ -56.45%CUMULATIVE Δ PATH · final -63.95%+8.50%-63.95%-15.50% · 1h-15.50% · 1h-15.50%1h-3.00% · 2h-3.00% · 2h-3.00%2h0.00% · 3h0.00% · 3h·3h5.00% · 4h5.00% · 4h5.00%4h2.00% · 5h2.00% · 5h2.00%5h1.50% · 6h1.50% · 6h1.50%6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h0.50% · 9h0.50% · 9h0.50%9h-0.50% · 10h-0.50% · 10h-0.50%10h2.00% · 11h2.00% · 11h2.00%11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h-1.50% · 14h-1.50% · 14h-1.50%14h2.00% · 15h2.00% · 15h2.00%15h16.00% · 16h16.00% · 16h16.00%16h★ BEST-23.50% · 17h-23.50% · 17h-23.50%17h-48.95% · 18h-48.95% · 18h-48.95%18h▼ WORST0.00% · 19h0.00% · 19h·19hTIME PATTERNEurope-led (+2.50%)RUNSup max 3 · down max 2BREADTH42% up · 37% down · 21% flat
8 up bars · 7 down · best 16.00% · worst -48.95% · typical |Δ| 6.471%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsSEVERE DRAWDOWN -58.64%FINAL-58.64%MAX DD-60.95%RECOVERYONGOING · 3 barsMAX RUN-UP+5.91%UNDERWATER18/20 (90%)STREAK▬ 0EQUITY CURVE · end 0.4136 · peak 1.0591 · range [0.4136, 1.0591]1.05910.4136break-even = 1★ PEAK 1.0591UNDERWATER DRAWDOWN · max -60.95% · severe0%-60.95%▼ TROUGH -60.95%TOP DRAWDOWN PERIODS · 2 total#1 -60.95%bar 18-20 · 3 bars · ONGOING#2 -18.04%bar 2-16 · 15 bars · recoveredDD SEVERITYsevere (max -60.95%)RECOVERYongoing · 3 barsTIME UNDER WATER90% of session · 18/20 bars
final equity 0.4136 (-58.64%) · max DD -60.95% · time-under-water 18/20 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +11 / −5 (69% positive) · μ=22.17 · σ=44.64PROFITABLE STRATEGYLAST -46.62 (-1.54σ vs μ)94.8647.430.00-47.43-94.86μ = 22.17-36.18-36.1827.8027.8094.8694.8694.8694.8658.9858.9841.1041.10-24.44-24.4429.7129.7143.3343.3343.3343.3316.2116.2116.2116.2149.9549.95-10.02-10.02-44.43-44.43-46.62-46.62v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -46.625 · range [-46.62, 94.86] · μ 22.166 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=622.2023 · σ=889.6642 · range [44.8051, 2684.0424] · R²=0.382▲ RISING +224.47%σ EXTREME 142.99%LAST 2651.50702684.04242024.23311364.4238704.614444.8051μ = 622.2023max 2684.0424min 44.8051dataMA(3)OLS R²=0.38μ lineμ ± σ bandmaxmin
latest 2651.51% · range [44.81%, 2684.04%] · μ 622.20% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +6 / −10 (38% positive) · μ=-0.215 · σ=0.342CLOSE TO MARTINGALELAST -0.186 (+0.09σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.2150.1090.1090.1180.118-0.485-0.4850.0790.0790.3090.309-0.093-0.093-0.750-0.750-0.392-0.392-0.643-0.643-0.643-0.643-0.150-0.150-0.570-0.5700.0420.042-0.397-0.3970.2100.210-0.186-0.186v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.186 · |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
60.7143
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
2.6479
p-VALUE (log scale)
0.7564
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
-0.6381
p-VALUE (log scale)
0.8539
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
0.2872
p-VALUE (log scale)
0.7740
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2425
p-VALUE (log scale)
0.2826
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
1.1071
p-VALUE (log scale)
0.2682
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.254 ≈ 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=1.82e-2 · top T=9.50h (18.6%) · top-3 cover 49.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.1e-22.3e-21.5e-27.6e-30.0e+0μ noise floorperiod 19.0 · power 2.99e-2 · 18.2% energyperiod 19.0 · power 2.99e-2 · 18.2% energyperiod 9.5 · power 3.05e-2 · 18.6% energyperiod 9.5 · power 3.05e-2 · 18.6% energyperiod 6.3 · power 1.67e-2 · 10.2% energyperiod 6.3 · power 1.67e-2 · 10.2% energyperiod 4.8 · power 1.61e-2 · 9.8% energyperiod 4.8 · power 1.61e-2 · 9.8% energyperiod 3.8 · power 2.13e-2 · 13.0% energyperiod 3.8 · power 2.13e-2 · 13.0% energyperiod 3.2 · power 2.01e-2 · 12.2% energyperiod 3.2 · power 2.01e-2 · 12.2% energyperiod 2.7 · power 1.54e-2 · 9.4% energyperiod 2.7 · power 1.54e-2 · 9.4% energyperiod 2.4 · power 8.89e-3 · 5.4% energyperiod 2.4 · power 8.89e-3 · 5.4% energyperiod 2.1 · power 5.24e-3 · 3.2% energyperiod 2.1 · power 5.24e-3 · 3.2% energy50% by T=4.8h#1 dominantT=9.50h#2T=19.00h#3T=3.80hT=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 ≈ 9.50h (freq 0.105) · concentrates 18.6% of total energy · Σ|X̂|²/n = 1.640e-1

▸ Depth section using sovereign-store price series (880 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 1.587pp · expected |Δp| over horizon 3.89ppterminal variance p(1−p) = 0.0005 · n = 880✓ n = 880
μ per bar
-0.062pp
average Δp · drift
σ per bar
1.587pp
one-bar volatility · logit-free
Per-day movedaily
7.77pp
σ × √24
Per-horizon move0d
3.89pp
σ × √6
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 2.67pp · ES₉₅ 3.33pp · method parametric · drift-correcteddrift -0.062pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.03✓ n = 880
VaR 95%
2.67pp
1.645·σ (parametric) of Δp
ES 95%
3.33pp
mean of the tail
Max drawdown
99.9pp
peak 74.0¢ → trough 0.1¢
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
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
7681374015692107274761307203410835548731209704391664439656937228443971795073
NO token ID
26284313119083701016672455141286170199180548217129125090976001078893329177909
Snapshot fetched
2026-06-20 11:35:50 UTC
Snapshot age
4.2s
History points
20 CLOB mids
Page rendered
2026-06-20 11:35:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
85e8e741c434e72325fbc1de2c2255d77bfd013f14f2f8ef3fbe098acb274729 · 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
—
(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-cs2-nem-tdk-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 · 880 barsperiods/year ≈ 1.75M
Realized vol (annualised)
25830.41%
σ per bar = 0.195114
Mean return (annualised)
-1394502.55%
μ per bar = -0.007957
Sharpe (rf=0)
-53.99
annualised; risk-free assumed zero
Max drawdown
99.93%
peak 0.74 → trough 0.00 over 333 bars

/api/asset/pm-cs2-nem-tdk-2026-06-20/risk · same metrics, JSON