POLYMARKET · PREDICTION MARKET · CANADA VS. QATAR - MORE MARKETS

Spread: Canada (-3.5)

YES · live
13.5¢
NO · live
86.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-can-qat-2026-06-18-spread-home-3pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
135.08%
max drawdown
12.90%
sharpe
—
ulcer index
2.78%
RMS drawdown
pain index
0.78%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.80%
cond. drawdown
gain/pain
1.25
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.25
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
650
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-can-qat-2026-06-18-spread-home-3pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
13.5¢
NO · live
86.5¢
YES price · live 24h
n=25 · μ=0.1274 · σ=0.0065 · range [0.1200, 0.1500] · R²=0.096▲ RISING +12.50%σ HIGH 5.08%LAST 0.13500.15000.14250.13500.12750.1200μ = 0.1274max 0.1500min 0.1200dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 13.50¢
YES / NO split · live
YES 13.5%NO 86.5%NO86.5%86.50¢ · odds 1/1.16
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.571 / 1.00 bits (57%) · moderate uncertainty
YES
13.5%13.5¢7.41×▬ +0.00pp
NO
86.5%86.5¢1.16×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=650 · μ=27.1 · σ=65.9 · CV=2.43BURSTY · concentratedcumulative energy ↗ · 50% by h=6062125187250μ = 2725050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 650bp moved · peak 250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
13.50¢ (13.50%)
▼NO mid
86.50¢ (86.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$86.5k
≋liquidity $
$43.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1274 · σ=0.0065 · range [0.1200, 0.1500] · R²=0.096▲ RISING +12.50%σ HIGH 5.08%LAST 0.13500.15000.14250.13500.12750.1200μ = 0.1274max 0.1500min 0.1200dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 13.50¢
NO price · CLOB mid
n=25 · μ=0.8726 · σ=0.0065 · range [0.8500, 0.8800] · R²=0.096▼ FALLING -1.70%σ LOW 0.74%LAST 0.86500.88000.87250.86500.85750.8500μ = 0.8726max 0.8800min 0.8500dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 86.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0008 · σ=0.0063 · skew=0.79 (right-skewed) · kurt=6.59 (leptokurtic (fat tails))191410501-1.77ppbin -1.77pp · n=1 · 5.3% peakbin -1.77pp · n=1 · 5.3% peak-1.32pp-0.87pp1-0.42ppbin -0.42pp · n=1 · 5.3% peakbin -0.42pp · n=1 · 5.3% peak190.03ppbin 0.03pp · n=19 · 100.0% peakbin 0.03pp · n=19 · 100.0% peak10.48ppbin 0.48pp · n=1 · 5.3% peakbin 0.48pp · n=1 · 5.3% peak10.93ppbin 0.93pp · n=1 · 5.3% peakbin 0.93pp · n=1 · 5.3% peak1.37pp1.83pp12.27ppbin 2.27pp · n=1 · 5.3% peakbin 2.27pp · 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=0.79 · kurt=6.59 · near 7 / mid 14 / far 3 · OLS slope=0.76 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=25LEPTOKURTIC · FAT TAILS (G₂=3.46)
μ MEAN12.74¢95% CI: [12.49¢, 12.99¢]
σ STD DEV0.65ppσ² = 0.419 · CV = 5.08%
med MEDIAN12.50¢Q₁ 12.50¢ · Q₃ 13.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.00pp · IQR 0.50pp (1.349σ→0.87pp)
min 12.00¢Q₁ 12.50¢med 12.50¢Q₃ 13.00¢max 15.00¢μ
SKEWNESS · G₁1.756right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.461leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRdiverges from normalratio = 1.75
range ↔ σwide tails (range > 4σ)range / σ = 4.63
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) -0.44 + ADF rejected
ρ(1) AUTOCORR-0.437negative · reversal
ρ(2) AUTOCORR+0.184lag-2 not significant
H · HURST EXPONENT0.973strongly persistent
OLS TREND · t-STAT+1.566fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.973
H = 0.973STRONGLY 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 ★-0.437k=2+0.184k=3-0.199k=4-0.001k=5-0.0100+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|=1.57)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.44 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.57)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 ID2520453
SLUGfifwc-can-qat-2026-06-18-spread-home-3pt5
CATEGORYCanada vs. Qatar - More Markets
TWO-SIDED PRICINGFAVOURS NO (87¢)
PRIMARY · YES13.50¢implied prob 13.50% · decimal odds 7.41×
COUNTER · NO86.50¢implied prob 86.50% · decimal odds 1.16×
13.50¢
86.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME86.49k USD 24h
LIQUIDITY43.82k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (87¢)|primary − counter| = 0.730 · entropy 0.571 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 13.5%NO 86.5%YES p̂13.5%H = 0.571 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES7.41×(14¢)NO1.16×(87¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.571 bits (57% 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 · LOWresolves 2026-06-18 22:00 UTC
4days
05hrs
02min
4.21 days·θ = 3.172 pp/day
YES →$1.00(P = 13.5%)
NO →$0.00(P = 86.5%)
current: $0.1350 · expected return per side: $0.86 on YES hit · $0.14 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1dRESOLVESP projection · σ=0.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.172 pp/day
now4.21d left
3.172 pp/day×1.00
−25%3.16d left
3.662 pp/day×1.15
−50%2.11d left
4.486 pp/day×1.41
−75%1.05d left
6.344 pp/day×2.00
−90%10.10h left
10.030 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 2.50% · worst -2.00% · typical |Δ| 0.27%MILD BULLISH +1.50%BEST+2.50%5hWORST-2.00%6hTYPICAL |Δ|0.27%mean absoluteCUMULATIVE+1.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final +1.50%+3.00%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h2.50% · 5h2.50% · 5h2.50%5h★ BEST-2.00% · 6h-2.00% · 6h-2.00%6h▼ WORST0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·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·20h1.00% · 21h1.00% · 21h1.00%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.00%)RUNSup max 1 · down max 1BREADTH13% up · 8% down · 79% flat
3 up bars · 2 down · best 2.50% · worst -2.00% · typical |Δ| 0.271%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.45%FINAL+1.45%MAX DD-2.49%RECOVERYONGOING · 19 barsMAX RUN-UP+3.01%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0145 · peak 1.0301 · range [1.0000, 1.0301]1.03011.0000break-even = 1★ PEAK 1.0301UNDERWATER DRAWDOWN · max -2.49% · moderate0%-2.49%▼ TROUGH -2.49%TOP DRAWDOWN PERIODS · 1 total#1 -2.49%bar 7-25 · 19 bars · ONGOINGDD SEVERITYmoderate (max -2.49%)RECOVERYongoing · 19 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0145 (1.45%) · max DD -2.49% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −3 (37% positive) · μ=2.88 · σ=24.98MIXED EDGELAST 38.21 (+1.41σ vs μ)48.6824.340.00-24.34-48.68μ = 2.8810.8510.8510.8510.855.335.330.000.000.000.00-48.68-48.68-38.21-38.21-38.21-38.210.000.000.000.000.000.000.000.000.000.000.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-48.68, 38.21] · μ 2.882 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=49.6505 · σ=56.3292 · range [0.0000, 136.9708] · R²=0.488▼ FALLING -71.60%σ EXTREME 113.45%LAST 38.2099136.9708102.728168.485434.24270.0000μ = 49.6505max 136.9708min 0.0000dataMA(3)OLS R²=0.49μ lineμ ± σ bandmaxmin
latest 38.21% · range [0.00%, 136.97%] · μ 49.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −12 (0% positive) · μ=-0.188 · σ=0.207MEAN-REVERSIONLAST -0.233 (-0.22σ vs μ)0.5350.2670.000-0.267-0.535μ = -0.188-0.535-0.535-0.503-0.503-0.471-0.471-0.476-0.476-0.476-0.476-0.119-0.119-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
75.1764
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
7.3371
p-VALUE (log scale)
0.1955
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
-3.1178
p-VALUE (log scale)
0.0252
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
-0.4364
p-VALUE (log scale)
0.6625
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (3 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1789
p-VALUE (log scale)
0.3937
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
-1.3482
p-VALUE (log scale)
0.1776
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.590 ≈ 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=5.59e-5 · top T=2.00h (26.2%) · top-3 cover 54.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-41.3e-48.8e-54.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.65e-5 · 2.5% energyperiod 24.0 · power 1.65e-5 · 2.5% energyperiod 12.0 · power 5.86e-6 · 0.9% energyperiod 12.0 · power 5.86e-6 · 0.9% energyperiod 8.0 · power 4.62e-5 · 6.9% energyperiod 8.0 · power 4.62e-5 · 6.9% energyperiod 6.0 · power 4.48e-5 · 6.7% energyperiod 6.0 · power 4.48e-5 · 6.7% energyperiod 4.8 · power 1.21e-5 · 1.8% energyperiod 4.8 · power 1.21e-5 · 1.8% energyperiod 4.0 · power 4.69e-5 · 7.0% energyperiod 4.0 · power 4.69e-5 · 7.0% energyperiod 3.4 · power 3.25e-5 · 4.9% energyperiod 3.4 · power 3.25e-5 · 4.9% energyperiod 3.0 · power 2.19e-5 · 3.3% energyperiod 3.0 · power 2.19e-5 · 3.3% energyperiod 2.7 · power 9.34e-5 · 13.9% energyperiod 2.7 · power 9.34e-5 · 13.9% energyperiod 2.4 · power 8.16e-5 · 12.2% energyperiod 2.4 · power 8.16e-5 · 12.2% energyperiod 2.2 · power 9.30e-5 · 13.9% energyperiod 2.2 · power 9.30e-5 · 13.9% energyperiod 2.0 · power 1.76e-4 · 26.2% energyperiod 2.0 · power 1.76e-4 · 26.2% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.67h#3T=2.18hT=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 ≈ 2.00h (freq 0.500) · concentrates 26.2% of total energy · Σ|X̂|²/n = 6.708e-4

▸ Depth section using sovereign-store price series (650 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 4.2 d · σ/bar 0.102pp · expected |Δp| over horizon 1.03ppterminal variance p(1−p) = 0.1168 · n = 650✓ n = 650
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.102pp
one-bar volatility · logit-free
Per-day movedaily
0.50pp
σ × √24
Per-horizon move4d
1.03pp
σ × √101.04120611111111
Terminal variancebinary
0.1168
p(1−p) at resolution
Current pricep
13.5¢
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 0.17pp · ES₉₅ 0.21pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 650
VaR 95%
0.17pp
1.645·σ (parametric) of Δp
ES 95%
0.21pp
mean of the tail
Max drawdown
12.9pp
peak 15.5¢ → trough 13.5¢
Median step
0.50pp
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
13.5%
= price
Decimal oddsEU
7.407
total return per $1
AmericanUS
+641
$100 wins $641
FractionalUK
6.41 / 1
profit per $1 risked
Profit per $100stake
+$640.74
clean dollar framing
-1000-5000+500+1000020406080100you · 13.5%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)
0.571 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.571 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.89 bit
self-information
Surprise · NO−log₂(1−p)
0.21 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
12157058145916350619740191677787370100236487460367198691145114178975992795342
NO token ID
8588714703577620587224435177536417615949710277552783714220972858567813797295
Snapshot fetched
2026-06-14 16:57:31 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:57:31 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
eac9f2cf9b445de23090260edf6a97c6f9943f4be9e61b311432e48647ee92b2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?20¢HL PERPBTC-USD perpetual$63,946.5HL PERPETH-USD perpetual$1,661.15HL PERPHYPE-USD perpetual$60.02

Also see: /arb opportunities · RSS feed · more in Canada vs. Qatar - More Markets

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
0.135000
(best bid + best ask) / 2
Spread
740.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.447
ask-heavy
Imbalance (top-5)
+0.537
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-fifwc-can-qat-2026-06-18-spread-home-3pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1947994429.55bp0.5500009FILLED
BUY$10.00K0.55955931448.82bp0.73000014FILLED
BUY$100.00K0.74264545010.77bp0.88000021FILLED
SELL$1.00K0.1145671513.56bp0.0700005FILLED
SELL$10.00K0.0236398248.93bp0.01000011PARTIAL
SELL$100.00K0.0236398248.93bp0.01000011PARTIAL

Risk metrics

▸ sovereign store · 650 barsperiods/year ≈ 1.75M
Realized vol (annualised)
933.18%
σ per bar = 0.007048
Mean return (annualised)
10193.99%
μ per bar = 0.000058
Sharpe (rf=0)
10.92
annualised; risk-free assumed zero
Max drawdown
12.90%
peak 0.15 → trough 0.14 over 100 bars

/api/asset/pm-fifwc-can-qat-2026-06-18-spread-home-3pt5/risk · same metrics, JSON