POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Spirit vs Team Falcons - Map 1 Winner

YES · live
52.5¢
NO · live
47.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-ts7-fal2-2026-06-20-game1 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
61.14%
max drawdown
1.90%
sharpe
—
ulcer index
0.82%
RMS drawdown
pain index
0.35%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.90%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
939
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-ts7-fal2-2026-06-20-game1/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.6s⏱--:--:-- 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
52.5¢
NO · live
47.5¢
YES price · live 24h
n=12 · μ=0.5225 · σ=0.0045 · range [0.5150, 0.5250] · R²=0.280▲ RISING +1.94%σ LOW 0.87%LAST 0.52500.52500.52250.52000.51750.5150μ = 0.5225max 0.5250min 0.5150dataMA(2)OLS R²=0.28μ lineμ ± σ bandmaxminlive endpoint
12 ticks · last 52.50¢
YES / NO split · live
YES 52.5%NO 47.5%YES52.5%52.50¢ · odds 1/1.90
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.998 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
52.5%52.5¢1.90×▬ +0.00pp
NO
47.5%47.5¢2.11×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=11 · Σ=300 · μ=27.3 · σ=46.7 · CV=1.71BURSTYcumulative energy ↗ · 50% by h=60255075100μ = 2710050%h1h2h3h4h5h6h7h8h9h10h11#1 peak#2-3> μactivequietμ linecum energy
Σ 300bp moved · peak 100bp · n=11 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.6s
▲YES mid
52.50¢ (52.50%)
▼NO mid
47.50¢ (47.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.0k
≋liquidity $
$65.2k
◳history points
12 ticks (live)

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

YES price · CLOB mid
n=12 · μ=0.5225 · σ=0.0045 · range [0.5150, 0.5250] · R²=0.280▲ RISING +1.94%σ LOW 0.87%LAST 0.52500.52500.52250.52000.51750.5150μ = 0.5225max 0.5250min 0.5150dataMA(2)OLS R²=0.28μ lineμ ± σ bandmaxmin
12 YES observations from clob.polymarket.com · last 52.50¢
NO price · CLOB mid
n=12 · μ=0.4775 · σ=0.0045 · range [0.4750, 0.4850] · R²=0.280▼ FALLING -2.06%σ LOW 0.95%LAST 0.47500.48500.48250.48000.47750.4750μ = 0.4775max 0.4850min 0.4750dataMA(2)OLS R²=0.28μ lineμ ± σ bandmaxmin
12 NO observations from clob.polymarket.com · last 47.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=11 · 10 bins · μ=0.0015 · σ=0.0045 · skew=-0.34 (symmetric) · kurt=1.04 (leptokurtic (fat tails))864201-0.90ppbin -0.90pp · n=1 · 12.5% peakbin -0.90pp · n=1 · 12.5% peak-0.70pp-0.50pp-0.30pp-0.10pp80.10ppbin 0.10pp · n=8 · 100.0% peakbin 0.10pp · n=8 · 100.0% peak0.30pp0.50pp0.70pp20.90ppbin 0.90pp · n=2 · 25.0% peakbin 0.90pp · n=2 · 25.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=11
Q-Q plot · standardised Δp vs N(0,1)
n=11 · skew=0.13 · kurt=0.62 · near 4 / mid 7 / far 0 · OLS slope=0.89 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=12STRONGLY LEFT-SKEWED (G₁=-1.01)
μ MEAN52.25¢95% CI: [51.99¢, 52.51¢]
σ STD DEV0.45ppσ² = 0.205 · CV = 0.87%
med MEDIAN52.50¢Q₁ 52.25¢ · Q₃ 52.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.00pp · IQR 0.25pp (1.349σ→0.61pp)
min 51.50¢Q₁ 52.25¢med 52.50¢Q₃ 52.50¢max 52.50¢μ
SKEWNESS · G₁-1.013left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.039platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.55
σ × 1.349 ↔ IQRdiverges from normalratio = 2.44
range ↔ σconcentrated (range < 4σ)range / σ = 2.21
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) -0.38 + ADF rejected
ρ(1) AUTOCORR-0.378within white-noise band
ρ(2) AUTOCORR-0.006lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+1.974significant @ 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=1-0.378k=2-0.006k=3-0.009k=4-0.355k=5+0.3610+1−1+0.60−0.60+ momentum (ρ > +0.60)− reversal (ρ < −0.60)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=1.97)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.38 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.38high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=1.97)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 ID2613040
SLUGcs2-ts7-fal2-2026-06-20-game1
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (53¢)
PRIMARY · YES52.50¢implied prob 52.50% · decimal odds 1.90×
COUNTER · NO47.50¢implied prob 47.50% · decimal odds 2.11×
52.50¢
47.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.04k USD 24h
LIQUIDITY65.17k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (53¢)|primary − counter| = 0.050 · entropy 0.998 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 52.5%NO 47.5%YES p̂52.5%H = 0.998 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.90×(53¢)NO2.11×(48¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.998 bits (100% 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 23:00 UTC
0days
11hrs
23min
11.4 hours·θ = 2.216 pp/day
YES →$1.00(P = 52.5%)
NO →$0.00(P = 47.5%)
current: $0.5250 · expected return per side: $0.47 on YES hit · $0.53 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.7hRESOLVESP projection · σ=0.45% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.216 pp/day
now11.39h left
2.216 pp/day×1.00
−25%8.54h left
2.558 pp/day×1.15
−50%5.70h left
3.133 pp/day×1.41
−75%2.85h left
4.431 pp/day×2.00
−90%1.14h left
7.006 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=11 bars · best 1.00% · worst -1.00% · typical |Δ| 0.27%MILD BULLISH +1.00%BEST+1.00%2hWORST-1.00%6hTYPICAL |Δ|0.27%mean absoluteCUMULATIVE+1.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +1.00%+1.00%0.00%0.00% · 1h0.00% · 1h·1h1.00% · 2h1.00% · 2h1.00%2h★ BEST0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-1.00% · 6h-1.00% · 6h-1.00%6h▼ WORST1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11hTIME PATTERNAsia-led (+1.00%)RUNSup max 1 · down max 1BREADTH18% up · 9% down · 73% flat
2 up bars · 1 down · best 1.00% · worst -1.00% · typical |Δ| 0.273%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=12 barsPROFITABLE +0.99%FINAL+0.99%MAX DD-1.00%RECOVERYONGOING · 6 barsMAX RUN-UP+1.00%UNDERWATER6/12 (50%)STREAK▬ 0EQUITY CURVE · end 1.0099 · peak 1.0100 · range [0.9999, 1.0100]1.01000.9999break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -1.00% · shallow0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 1 total#1 -1.00%bar 7-12 · 6 bars · ONGOINGDD SEVERITYshallow (max -1.00%)RECOVERYongoing · 6 barsTIME UNDER WATER50% of session · 6/12 bars
final equity 1.0099 (0.99%) · max DD -1.00% · time-under-water 6/12 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=8 · +3 / −1 (38% positive) · μ=11.70 · σ=33.09MIXED EDGELAST 0.00 (-0.35σ vs μ)46.8023.400.00-23.40-46.80μ = 11.7046.8046.8046.8046.80-46.80-46.800.000.000.000.000.000.0046.8046.800.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-46.80, 46.80] · μ 11.699 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=8 · μ=52.0562 · σ=25.6382 · range [0.0000, 76.4199] · R²=0.074▼ FALLING -100.00%σ EXTREME 49.25%LAST 0.000076.419957.314938.209919.10500.0000μ = 52.0562max 76.4199min 0.0000dataMA(2)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 76.42%] · μ 52.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=8 · +0 / −7 (0% positive) · μ=-0.271 · σ=0.226MEAN-REVERSIONLAST 0.000 (+1.20σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.271-0.417-0.417-0.083-0.083-0.083-0.083-0.500-0.500-0.500-0.500-0.500-0.500-0.083-0.0830.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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
ALL TESTS PASS · data behaves as nominal0 reject·5 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.6328
p-VALUE (log scale)
0.4420
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.0433
p-VALUE (log scale)
0.5672
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
-2.8254
p-VALUE (log scale)
0.0560
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
—
p-VALUE (log scale)
—
no decision possibleinsufficient sign variety (2+/1-)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3105
p-VALUE (log scale)
0.1638
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=5 bins · noise floor μ=2.91e-5 · top T=2.75h (44.1%) · top-3 cover 93.7%STRONG CYCLE @ T≈2.8cumulative energy ↗ (1 bin above 2× noise)6.4e-54.8e-53.2e-51.6e-50.0e+0μ noise floor2× noise (significance)period 11.0 · power 6.44e-6 · 4.4% energyperiod 11.0 · power 6.44e-6 · 4.4% energyperiod 5.5 · power 3.76e-5 · 25.9% energyperiod 5.5 · power 3.76e-5 · 25.9% energyperiod 3.7 · power 2.66e-6 · 1.8% energyperiod 3.7 · power 2.66e-6 · 1.8% energyperiod 2.8 · power 6.42e-5 · 44.1% energyperiod 2.8 · power 6.42e-5 · 44.1% energyperiod 2.2 · power 3.46e-5 · 23.8% energyperiod 2.2 · power 3.46e-5 · 23.8% energy50% by T=2.8h#1 dominantT=2.75h#2T=5.50h#3T=2.20hT=3hT=4hT=6hT=8h← 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 ≈ 2.75h (freq 0.364) · concentrates 44.1% of total energy · Σ|X̂|²/n = 1.455e-4

▸ Depth section using sovereign-store price series (939 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 0.5 d · σ/bar 0.046pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.2494 · n = 939✓ n = 939
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.046pp
one-bar volatility · logit-free
Per-day movedaily
0.23pp
σ × √24
Per-horizon move0d
0.16pp
σ × √11.392133888888889
Terminal variancebinary
0.2494
p(1−p) at resolution
Current pricep
52.5¢
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 0.08pp · ES₉₅ 0.10pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 939
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.10pp
mean of the tail
Max drawdown
1.9pp
peak 52.5¢ → trough 51.5¢
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
52.5%
= price
Decimal oddsEU
1.905
total return per $1
AmericanUS
-111
risk $111 to win $100
FractionalUK
0.90 / 1
profit per $1 risked
Profit per $100stake
+$90.48
clean dollar framing
-1000-5000+500+1000020406080100you · 52.5%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)
0.998 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.998 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.93 bit
self-information
Surprise · NO−log₂(1−p)
1.07 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
113453311492985111528687534825485594955788776748493335197365263038387844892704
NO token ID
79869716135138880180389286772150897526049604860256000188775568438128185521062
Snapshot fetched
2026-06-20 11:36:26 UTC
Snapshot age
1.6s
History points
12 CLOB mids
Page rendered
2026-06-20 11:36:28 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
315c46a44df2cc0b394aa4a867aa07fa0d72b4e977ebd20296ea3bb6ccbfe370 · 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$63,676HL PERPHYPE-USD perpetual$70.82HL PERPETH-USD perpetual$1,726.4

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
0.525000
(best bid + best ask) / 2
Spread
190.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.149
bid-heavy
Imbalance (top-5)
+0.632
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-ts7-fal2-2026-06-20-game1/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.53000095.24bp0.5300001FILLED
BUY$10.00K0.552081515.83bp0.5800006FILLED
BUY$100.00K0.8242765700.49bp0.98000034FILLED
SELL$1.00K0.52000095.24bp0.5200001FILLED
SELL$10.00K0.505009380.78bp0.5000003FILLED
SELL$100.00K0.1146847815.54bp0.01000040PARTIAL

Risk metrics

▸ sovereign store · 939 barsperiods/year ≈ 1.75M
Realized vol (annualised)
117.62%
σ per bar = 0.000888
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
1.90%
peak 0.53 → trough 0.52 over 38 bars

/api/asset/pm-cs2-ts7-fal2-2026-06-20-game1/risk · same metrics, JSON