POLYMARKET · PREDICTION MARKET · COUNTER-STRIKE: URSA VS GENONE (BO3) - CCT EUROPE SERIES #4 GROUP STAGE

Counter-Strike: Ursa vs GenOne (BO3) - CCT Europe Series #4 Group Stage

YES · live
84.5¢
NO · live
15.5¢

▸ Advanced metrics · M2M bundle

polymarket · cs2-ursa-g1-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
7829.80%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
514.1 bps
implied (price-only)
bars used
66
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-cs2-ursa-g1-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
84.5¢
NO · live
15.5¢
YES price · live 24h
n=25 · μ=0.4858 · σ=0.1215 · range [0.2050, 0.9250] · R²=0.081▲ RISING +75.29%σ EXTREME 25.01%LAST 0.74500.92500.74500.56500.38500.2050μ = 0.4858max 0.9250min 0.2050dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 74.50¢
YES / NO split · live
YES 84.5%NO 15.5%YES84.5%84.50¢ · odds 1/1.18
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.622 / 1.00 bits (62%) · moderate uncertainty
YES
84.5%84.5¢1.18×▬ +0.00pp
NO
15.5%15.5¢6.45×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=12,600 · μ=525.0 · σ=1159.8 · CV=2.21BURSTY · concentratedcumulative energy ↗ · 50% by h=2301,1382,2753,4134,550μ = 5254,55050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 12600bp moved · peak 4550bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
84.50¢ (84.50%)
▼NO mid
15.50¢ (15.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$158.6k
≋liquidity $
$25.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4858 · σ=0.1215 · range [0.2050, 0.9250] · R²=0.081▲ RISING +75.29%σ EXTREME 25.01%LAST 0.74500.92500.74500.56500.38500.2050μ = 0.4858max 0.9250min 0.2050dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 74.50¢
NO price · CLOB mid
n=25 · μ=0.5142 · σ=0.1215 · range [0.0750, 0.7950] · R²=0.081▼ FALLING -55.65%σ EXTREME 23.63%LAST 0.25500.79500.61500.43500.25500.0750μ = 0.5142max 0.7950min 0.0750dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 25.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0114 · σ=0.1204 · skew=1.53 (right-skewed) · kurt=4.57 (leptokurtic (fat tails))191410502-21.48ppbin -21.48pp · n=2 · 10.5% peakbin -21.48pp · n=2 · 10.5% peak-14.42pp-7.37pp19-0.32ppbin -0.32pp · n=19 · 100.0% peakbin -0.32pp · n=19 · 100.0% peak16.73ppbin 6.73pp · n=1 · 5.3% peakbin 6.73pp · n=1 · 5.3% peak13.78pp20.83pp127.88ppbin 27.88pp · n=1 · 5.3% peakbin 27.88pp · n=1 · 5.3% peak34.93pp141.98ppbin 41.98pp · n=1 · 5.3% peakbin 41.98pp · n=1 · 5.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=1.66 · kurt=5.40 · near 8 / mid 14 / far 2 · OLS slope=0.79 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.51σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=5.81)
μ MEAN48.58¢95% CI: [43.82¢, 53.34¢]
σ STD DEV12.15ppσ² = 147.597 · CV = 25.01%
med MEDIAN47.50¢Q₁ 45.50¢ · Q₃ 48.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 72.00pp · IQR 3.00pp (1.349σ→16.39pp)
min 20.50¢Q₁ 45.50¢med 47.50¢Q₃ 48.50¢max 92.50¢μ
SKEWNESS · G₁1.769right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂5.808leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRdiverges from normalratio = 5.46
range ↔ σwide tails (range > 4σ)range / σ = 5.93
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-0.092within white-noise band
ρ(2) AUTOCORR-0.436lag-2 dependence detected
H · HURST EXPONENT0.705strongly persistent
OLS TREND · t-STAT+1.424fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.705
H = 0.705STRONGLY 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=2
k=1-0.092k=2 ★-0.436k=3+0.129k=4-0.001k=5-0.0010+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.42)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.50high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.42)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 ID2525613
SLUGcs2-ursa-g1-2026-06-14
CATEGORYCounter-Strike: … Group Stage
TWO-SIDED PRICINGFAVOURS YES (85¢)
PRIMARY · YES84.50¢implied prob 84.50% · decimal odds 1.18×
COUNTER · NO15.50¢implied prob 15.50% · decimal odds 6.45×
84.50¢
15.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME158.59k USD 24h
LIQUIDITY25.43k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (85¢)|primary − counter| = 0.690 · entropy 0.622 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 84.5%NO 15.5%YES p̂84.5%H = 0.622 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.18×(85¢)NO6.45×(16¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.622 bits (62% 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 2026-06-14 23:15 UTC
0days
03hrs
07min
3.1 hours·θ = 59.518 pp/day
YES →$1.00(P = 84.5%)
NO →$0.00(P = 15.5%)
current: $0.8450 · expected return per side: $0.16 on YES hit · $0.84 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6hRESOLVESP projection · σ=12.15% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 59.518 pp/day
now3.12h left
59.518 pp/day×1.00
−25%2.34h left
68.725 pp/day×1.15
−50%1.56h left
84.171 pp/day×1.41
−75%0.78h left
119.035 pp/day×2.00
−90%0.31h left
188.211 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=24 bars · best 45.50% · worst -25.00% · typical |Δ| 5.25%MILD BULLISH +32.00%BEST+45.50%23hWORST-25.00%21hTYPICAL |Δ|5.25%mean absoluteCUMULATIVE+32.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.86% · Σ +6.00%EUROPE · 08-16 UTCμ -0.37% · Σ -3.00%US · 16-24 UTCμ +5.88% · Σ +47.00%CUMULATIVE Δ PATH · final +32.00%+50.00%-22.00%1.00% · 1h1.00% · 1h1.00%1h0.00% · 2h0.00% · 2h·2h5.00% · 3h5.00% · 3h5.00%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-0.50% · 9h-0.50% · 9h-0.50%9h-1.00% · 10h-1.00% · 10h-1.00%10h0.50% · 11h0.50% · 11h0.50%11h0.50% · 12h0.50% · 12h0.50%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-2.50% · 15h-2.50% · 15h-2.50%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-25.00% · 21h-25.00% · 21h-25.00%21h▼ WORST26.50% · 22h26.50% · 22h26.50%22h45.50% · 23h45.50% · 23h45.50%23h★ BEST-18.00% · 24h-18.00% · 24h-18.00%24hTIME PATTERNUS-led (+47.00%)RUNSup max 2 · down max 2BREADTH25% up · 21% down · 54% flat
6 up bars · 5 down · best 45.50% · worst -25.00% · typical |Δ| 5.250%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +16.45%FINAL+16.45%MAX DD-27.25%RECOVERYONGOING · 14 barsMAX RUN-UP+42.01%UNDERWATER15/25 (60%)STREAK↘ 1EQUITY CURVE · end 1.1645 · peak 1.4201 · range [0.7716, 1.4201]1.42010.7716break-even = 1★ PEAK 1.4201UNDERWATER DRAWDOWN · max -27.25% · severe0%-27.25%▼ TROUGH -27.25%TOP DRAWDOWN PERIODS · 2 total#1 -27.25%bar 10-23 · 14 bars · recovered#2 -18.00%bar 25-25 · 1 bars · ONGOINGDD SEVERITYsevere (max -27.25%)RECOVERYongoing · 16 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 1.1645 (16.45%) · max DD -27.25% · time-under-water 15/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-12.06 · σ=31.44UNPROFITABLE STRATEGYLAST 16.90 (+0.92σ vs μ)55.9327.970.00-27.97-55.93μ = -12.0646.8046.8038.2138.2138.2138.21-38.21-38.21-55.93-55.93-30.21-30.21-13.34-13.34-13.34-13.34-13.34-13.34-33.67-33.67-20.72-20.72-28.88-28.88-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.211.441.4429.7929.7916.9016.90v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 16.903 · range [-55.93, 46.80] · μ -12.061 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=459.4937 · σ=781.3552 · range [19.1050, 2504.8944] · R²=0.456▲ RISING +1238.16%σ EXTREME 170.05%LAST 2504.89442504.89441883.44711261.9997640.552319.1050μ = 459.4937max 2504.8944min 19.1050dataMA(3)OLS R²=0.46μ lineμ ± σ bandmaxmin
latest 2504.89% · range [19.10%, 2504.89%] · μ 459.49% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.070 · σ=0.197MEAN-REVERSIONLAST -0.147 (-0.39σ vs μ)0.4950.2470.000-0.247-0.495μ = -0.070-0.300-0.300-0.233-0.233-0.033-0.033-0.033-0.0330.3570.357-0.208-0.2080.0930.0930.1180.1180.1420.142-0.001-0.001-0.049-0.049-0.162-0.162-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.495-0.4950.1550.155-0.147-0.147v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.147 · |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
61.8882
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
6.1184
p-VALUE (log scale)
0.2943
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
-2.4952
p-VALUE (log scale)
0.1220
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
-0.2916
p-VALUE (log scale)
0.7706
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1860
p-VALUE (log scale)
0.3813
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.4970
p-VALUE (log scale)
0.1344
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.544 ≈ 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=12 bins · noise floor μ=1.55e-2 · top T=4.00h (16.1%) · top-3 cover 46.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.0e-22.2e-21.5e-27.5e-30.0e+0μ noise floorperiod 24.0 · power 5.96e-3 · 3.2% energyperiod 24.0 · power 5.96e-3 · 3.2% energyperiod 12.0 · power 6.53e-3 · 3.5% energyperiod 12.0 · power 6.53e-3 · 3.5% energyperiod 8.0 · power 8.22e-3 · 4.4% energyperiod 8.0 · power 8.22e-3 · 4.4% energyperiod 6.0 · power 1.66e-2 · 8.9% energyperiod 6.0 · power 1.66e-2 · 8.9% energyperiod 4.8 · power 2.73e-2 · 14.7% energyperiod 4.8 · power 2.73e-2 · 14.7% energyperiod 4.0 · power 2.99e-2 · 16.1% energyperiod 4.0 · power 2.99e-2 · 16.1% energyperiod 3.4 · power 2.93e-2 · 15.7% energyperiod 3.4 · power 2.93e-2 · 15.7% energyperiod 3.0 · power 2.57e-2 · 13.8% energyperiod 3.0 · power 2.57e-2 · 13.8% energyperiod 2.7 · power 1.81e-2 · 9.7% energyperiod 2.7 · power 1.81e-2 · 9.7% energyperiod 2.4 · power 1.18e-2 · 6.3% energyperiod 2.4 · power 1.18e-2 · 6.3% energyperiod 2.2 · power 5.66e-3 · 3.0% energyperiod 2.2 · power 5.66e-3 · 3.0% energyperiod 2.0 · power 1.07e-3 · 0.6% energyperiod 2.0 · power 1.07e-3 · 0.6% energy50% by T=4.0h#1 dominantT=4.00h#2T=3.43h#3T=4.80hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← 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 ≈ 4.00h (freq 0.250) · concentrates 16.1% of total energy · Σ|X̂|²/n = 1.862e-1

§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 12.705pp · expected |Δp| over horizon 31.12ppterminal variance p(1−p) = 0.1900 · n = 25⚠ low confidence · n < 100
μ per bar
+1.333pp
average Δp · drift
σ per bar
12.705pp
one-bar volatility · logit-free
Per-day movedaily
62.24pp
σ × √24
Per-horizon move0d
31.12pp
σ × √6
Terminal variancebinary
0.1900
p(1−p) at resolution
Current pricep
74.5¢
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 19.57pp · ES₉₅ 24.87pp · method parametric · drift-correcteddrift +1.333pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.40⊘ disabled · n < 30
VaR 95%
19.57pp
1.645·σ (parametric) of Δp
ES 95%
24.87pp
mean of the tail
Max drawdown
57.7pp
peak 48.5¢ → trough 20.5¢
Median step
1.50pp
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
84.5%
= price
Decimal oddsEU
1.183
total return per $1
AmericanUS
-545
risk $545 to win $100
FractionalUK
0.18 / 1
profit per $1 risked
Profit per $100stake
+$18.34
clean dollar framing
-1000-5000+500+1000020406080100you · 84.5%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)
0.622 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.622 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.24 bit
self-information
Surprise · NO−log₂(1−p)
2.69 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
114173006035655459258979019017855093288234846456418263703916751855512450620040
NO token ID
57924889088860922101345000197425580089067461636001139980195612897218536512550
Snapshot fetched
2026-06-14 20:07:45 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 20:07:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e9a11a81e22852c483e74f318f18841a7ab543a26e930e0b150958fc5147899f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.9¢HL PREDUruguay65.4¢POLYMARKETWill Netherlands win on 2026-06-14?50¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,791HL PERPETH-USD perpetual$1,663.6HL PERPHYPE-USD perpetual$60.49

Also see: /arb opportunities · RSS feed · more in Counter-Strike: Ursa vs GenOne (BO3) - CCT Europe Series #4 Group Stage

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
0.725000
(best bid + best ask) / 2
Spread
137.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.854
bid-heavy
Imbalance (top-5)
+0.481
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-ursa-g1-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.743671257.54bp0.7500003FILLED
BUY$10.00K0.8941092332.53bp0.99000016FILLED
BUY$100.00K0.9367022920.03bp0.99000016PARTIAL
SELL$1.00K0.72000068.97bp0.7200001FILLED
SELL$10.00K0.5689232152.79bp0.21000025FILLED
SELL$100.00K0.0647049107.53bp0.01000033PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.282245
Mean return (annualised)
—
μ per bar = 0.023387
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
57.73%
peak 0.48 → trough 0.20 over 18 bars

/api/asset/pm-cs2-ursa-g1-2026-06-14/risk · same metrics, JSON