POLYMARKET · PREDICTION MARKET · SPORTS

Counter-Strike: Spirit vs Team Falcons - Map 2 Winner

YES · live
59.5¢
NO · live
40.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-ts7-fal2-2026-06-20-game2 · fresh · feed 13s old
24h sparkline · 60 pts
realized vol (ann.)
56.08%
max drawdown
1.65%
sharpe
ulcer index
1.53%
RMS drawdown
pain index
1.41%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.65%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
558
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-ts7-fal2-2026-06-20-game2/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING13.4s--:--:-- 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
59.5¢
NO · live
40.5¢
YES price · live 24h
n=12 · μ=0.5946 · σ=0.0081 · range [0.5750, 0.6050] · R²=0.305 RISING +3.48%σ NORMAL 1.36%LAST 0.59500.60500.59750.59000.58250.5750μ = 0.5946max 0.6050min 0.5750dataMA(2)OLS R²=0.30μ lineμ ± σ bandmaxminlive endpoint
12 ticks · last 59.50¢
YES / NO split · live
YES 59.5%NO 40.5%YES59.5%59.50¢ · odds 1/1.68
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.974 / 1.00 bits (97%) · max uncertainty (~50/50)
YES
59.5%59.5¢1.68× +0.00pp
NO
40.5%40.5¢2.47× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=11 · Σ=500 · μ=45.5 · σ=56.8 · CV=1.25BURSTYcumulative energy ↗ · 50% by h=203875113150μ = 4515050%h1h2h3h4h5h6h7h8h9h10h11#1 peak#2-3> μactivequietμ linecum energy
Σ 500bp moved · peak 150bp · n=11 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
13.4s
YES mid
59.50¢ (59.50%)
NO mid
40.50¢ (40.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$18.8k
liquidity $
$29.2k
history points
12 ticks (live)

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

YES price · CLOB mid
n=12 · μ=0.5946 · σ=0.0081 · range [0.5750, 0.6050] · R²=0.305 RISING +3.48%σ NORMAL 1.36%LAST 0.59500.60500.59750.59000.58250.5750μ = 0.5946max 0.6050min 0.5750dataMA(2)OLS R²=0.30μ lineμ ± σ bandmaxmin
12 YES observations from clob.polymarket.com · last 59.50¢
NO price · CLOB mid
n=12 · μ=0.4054 · σ=0.0081 · range [0.3950, 0.4250] · R²=0.305 FALLING -4.71%σ NORMAL 2.00%LAST 0.40500.42500.41750.41000.40250.3950μ = 0.4054max 0.4250min 0.3950dataMA(2)OLS R²=0.30μ lineμ ± σ bandmaxmin
12 NO observations from clob.polymarket.com · last 40.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=11 · 10 bins · μ=0.0028 · σ=0.0064 · skew=0.21 (symmetric) · kurt=-0.64 (mesokurtic)653201-0.88ppbin -0.88pp · n=1 · 16.7% peakbin -0.88pp · n=1 · 16.7% peak-0.63pp1-0.38ppbin -0.38pp · n=1 · 16.7% peakbin -0.38pp · n=1 · 16.7% peak-0.13pp60.13ppbin 0.13pp · n=6 · 100.0% peakbin 0.13pp · n=6 · 100.0% peak0.38pp0.63pp0.88pp21.13ppbin 1.13pp · n=2 · 33.3% peakbin 1.13pp · n=2 · 33.3% peak11.38ppbin 1.38pp · n=1 · 16.7% peakbin 1.38pp · n=1 · 16.7% 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=0.39 · kurt=-0.46 · near 7 / mid 4 / far 0 · OLS slope=0.99 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=12LEFT-SKEWED (G₁=-0.93)
μ MEAN59.46¢95% CI: [59.00¢, 59.92¢]
σ STD DEV0.81ppσ² = 0.657 · CV = 1.36%
med MEDIAN59.50¢Q₁ 59.50¢ · Q₃ 59.62¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 57.50¢Q₁ 59.50¢med 59.50¢Q₃ 59.62¢max 60.50¢μ
SKEWNESS · G₁-0.934left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.471mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRdiverges from normalratio = 8.75
range ↔ σconcentrated (range < 4σ)range / σ = 3.70
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+0.104within white-noise band
ρ(2) AUTOCORR-0.287lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+2.094significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.104k=2-0.287k=3-0.055k=4-0.158k=5+0.2600+1−1+0.600.60+ momentum (ρ > +0.60)− reversal (ρ < −0.60)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.10low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.09)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 ID2613041
SLUGcs2-ts7-fal2-2026-06-20-game2
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES59.50¢implied prob 59.50% · decimal odds 1.68×
COUNTER · NO40.50¢implied prob 40.50% · decimal odds 2.47×
59.50¢
40.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME18.79k USD 24h
LIQUIDITY29.20k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (60¢)|primary − counter| = 0.190 · entropy 0.974 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 59.5%NO 40.5%YES59.5%H = 0.974 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.68×(60¢)NO2.47×(41¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.974 bits (97% 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
YES$1.00(P = 59.5%)
NO$0.00(P = 40.5%)
current: $0.5950 · expected return per side: $0.41 on YES hit · $0.59 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.7hRESOLVESP projection · σ=0.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.971 pp/day
now11.40h left
3.971 pp/day×1.00
−25%8.55h left
4.586 pp/day×1.15
−50%5.70h left
5.617 pp/day×1.41
−75%2.85h left
7.943 pp/day×2.00
−90%1.14h left
12.559 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 1.50% · worst -1.00% · typical |Δ| 0.45%MILD BULLISH +2.00%BEST+1.50%2hWORST-1.00%9hTYPICAL |Δ|0.45%mean absoluteCUMULATIVE+2.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ -0.25% · Σ -1.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +2.00%+3.00%0.00%1.00% · 1h1.00% · 1h1.00%1h1.50% · 2h1.50% · 2h1.50%2h★ BEST-0.50% · 3h-0.50% · 3h-0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h-1.00% · 9h-1.00% · 9h-1.00%9h▼ WORST0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11hTIME PATTERNAsia-led (+3.00%)RUNSup max 2 · down max 1BREADTH27% up · 18% down · 55% flat
3 up bars · 2 down · best 1.50% · worst -1.00% · typical |Δ| 0.455%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=12 barsPROFITABLE +1.99%FINAL+1.99%MAX DD-1.00%RECOVERYONGOING · 3 barsMAX RUN-UP+3.02%UNDERWATER7/12 (58%)STREAK▬ 0EQUITY CURVE · end 1.0199 · peak 1.0302 · range [1.0000, 1.0302]1.03021.0000break-even = 1★ PEAK 1.0302UNDERWATER DRAWDOWN · max -1.00% · moderate0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 2 total#1 -1.00%bar 10-12 · 3 bars · ONGOING#2 -0.50%bar 4-7 · 4 bars · recoveredDD SEVERITYmoderate (max -1.00%)RECOVERYongoing · 3 barsTIME UNDER WATER58% of session · 7/12 bars
final equity 1.0199 (1.99%) · max DD -1.00% · time-under-water 7/12 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=8 · +4 / −2 (50% positive) · μ=9.79 · σ=40.27MIXED EDGELAST -46.80 (-1.41σ vs μ)51.2625.630.00-25.63-51.26μ = 9.7951.2651.2627.0227.02-46.80-46.8046.8046.8046.8046.800.000.000.000.00-46.80-46.80v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -46.797 · range [-46.80, 51.26] · μ 9.785 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=8 · μ=60.3908 · σ=22.3323 · range [23.3987, 85.4400] · R²=0.031 FALLING -45.23%σ EXTREME 36.98%LAST 46.797485.440069.929754.419438.909023.3987μ = 60.3908max 85.4400min 23.3987dataMA(2)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 46.80% · range [23.40%, 85.44%] · μ 60.39% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=8 · +0 / −5 (0% positive) · μ=-0.163 · σ=0.186MEAN-REVERSIONLAST -0.417 (-1.36σ vs μ)0.4170.2080.000-0.208-0.417μ = -0.1630.0000.000-0.306-0.306-0.083-0.083-0.083-0.083-0.417-0.4170.0000.0000.0000.000-0.417-0.417v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.417 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.3880
p-VALUE (log scale)
0.8236
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
1.5194
p-VALUE (log scale)
0.6820
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
-3.5600
p-VALUE (log scale)
0.0068
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
0.6547
p-VALUE (log scale)
0.5127
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3319
p-VALUE (log scale)
0.1264
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=5.14e-5 · top T=5.50h (55.3%) · top-3 cover 98.7%STRONG CYCLE @ T≈5.5cumulative energy ↗ (1 bin above 2× noise)1.4e-41.1e-47.1e-53.6e-50.0e+0μ noise floor2× noise (significance)period 11.0 · power 2.42e-5 · 9.4% energyperiod 11.0 · power 2.42e-5 · 9.4% energyperiod 5.5 · power 1.42e-4 · 55.3% energyperiod 5.5 · power 1.42e-4 · 55.3% energyperiod 3.7 · power 3.64e-7 · 0.1% energyperiod 3.7 · power 3.64e-7 · 0.1% energyperiod 2.8 · power 8.72e-5 · 34.0% energyperiod 2.8 · power 8.72e-5 · 34.0% energyperiod 2.2 · power 3.01e-6 · 1.2% energyperiod 2.2 · power 3.01e-6 · 1.2% energy50% by T=5.5h#1 dominantT=5.50h#2T=2.75h#3T=11.00hT=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 ≈ 5.50h (freq 0.182) · concentrates 55.3% of total energy · Σ|X̂|²/n = 2.568e-4

▸ Depth section using sovereign-store price series (558 bars · effective 1753005 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 0.042pp · expected |Δp| over horizon 0.14ppterminal variance p(1−p) = 0.2410 · n = 558n = 558
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.042pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move0d
0.14pp
σ × √11.398876666666666
Terminal variancebinary
0.2410
p(1−p) at resolution
Current pricep
59.5¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00n = 558
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
1.7pp
peak 60.5¢ → trough 59.5¢
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
59.5%
= price
Decimal oddsEU
1.681
total return per $1
AmericanUS
-147
risk $147 to win $100
FractionalUK
0.68 / 1
profit per $1 risked
Profit per $100stake
+$68.07
clean dollar framing
-1000-5000+500+1000020406080100you · 59.5%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)
0.974 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.974 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.75 bit
self-information
Surprise · NO−log₂(1−p)
1.30 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
7369746496919519554377328727998048117398783266025797319255085729714758735999
NO token ID
515485704943765926489991958026059864795797991970140661614650895456923575496
Snapshot fetched
2026-06-20 11:35:50 UTC
Snapshot age
13.4s
History points
12 CLOB mids
Page rendered
2026-06-20 11:36:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1ea57fc9e58f1ccbdc4029ade9f1c911725068bc2ca944893291ac1ca4daf29d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.595000
(best bid + best ask) / 2
Spread
168.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.170
bid-heavy
Imbalance (top-5)
-0.311
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-ts7-fal2-2026-06-20-game2/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.60079497.38bp0.6100002FILLED
BUY$10.00K0.614153321.91bp0.6300004FILLED
BUY$100.00K0.8813154812.02bp0.98000029FILLED
SELL$1.00K0.59000084.03bp0.5900001FILLED
SELL$10.00K0.3736653719.92bp0.12000040FILLED
SELL$100.00K0.0511199140.85bp0.01000048PARTIAL

Risk metrics

sovereign store · 558 barsperiods/year ≈ 1.75M
Realized vol (annualised)
93.50%
σ per bar = 0.000706
Mean return (annualised)
-5245.50%
μ per bar = -0.000030
Sharpe (rf=0)
-56.10
annualised; risk-free assumed zero
Max drawdown
1.65%
peak 0.60 → trough 0.59 over 83 bars

/api/asset/pm-cs2-ts7-fal2-2026-06-20-game2/risk · same metrics, JSON