POLYMARKET · PREDICTION MARKET · GERMANY VS. CURAÇAO - MORE MARKETS

Germany vs. Curaçao: Both Teams to Score

YES · live
30.5¢
NO · live
69.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-btts · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
61.66%
max drawdown
6.15%
sharpe
ulcer index
4.99%
RMS drawdown
pain index
4.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
6.15%
cond. drawdown
gain/pain
0.33
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.33
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
1844
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-kor-2026-06-14-btts/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH12ms--:--:-- 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
30.5¢
NO · live
69.5¢
YES price · live 24h
n=25 · μ=0.3202 · σ=0.0108 · range [0.3050, 0.3350] · R²=0.760 FALLING -8.96%σ NORMAL 3.39%LAST 0.30500.33500.32750.32000.31250.3050μ = 0.3202max 0.3350min 0.3050dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 30.50¢
YES / NO split · live
YES 30.5%NO 69.5%NO69.5%69.50¢ · odds 1/1.44
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.887 / 1.00 bits (89%) · high uncertainty
YES
30.5%30.5¢3.28× +0.00pp
NO
69.5%69.5¢1.44× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=500 · μ=20.8 · σ=41.5 · CV=1.99BURSTY · concentratedcumulative energy ↗ · 50% by h=140255075100μ = 2110050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 500bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
12ms
YES mid
30.50¢ (30.50%)
NO mid
69.50¢ (69.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$94.0k
liquidity $
$122.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3202 · σ=0.0108 · range [0.3050, 0.3350] · R²=0.760 FALLING -8.96%σ NORMAL 3.39%LAST 0.30500.33500.32750.32000.31250.3050μ = 0.3202max 0.3350min 0.3050dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 30.50¢
NO price · CLOB mid
n=25 · μ=0.6798 · σ=0.0108 · range [0.6650, 0.6950] · R²=0.760 RISING +4.51%σ NORMAL 1.60%LAST 0.69500.69500.68750.68000.67250.6650μ = 0.6798max 0.6950min 0.6650dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 69.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0003 · σ=0.0042 · skew=-0.99 (left-skewed) · kurt=1.08 (leptokurtic (fat tails))191410504-0.90ppbin -0.90pp · n=4 · 21.1% peakbin -0.90pp · n=4 · 21.1% peak-0.70pp-0.50pp-0.30pp-0.10pp190.10ppbin 0.10pp · n=19 · 100.0% peakbin 0.10pp · n=19 · 100.0% peak0.30pp0.50pp0.70pp10.90ppbin 0.90pp · n=1 · 5.3% peakbin 0.90pp · 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=-0.60 · kurt=1.43 · near 6 / mid 15 / far 3 · OLS slope=0.79 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSTHIN UPPER TAILFAT LOWER TAIL-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=25PLATYKURTIC · THIN TAILS (G₂=-1.34)
μ MEAN32.02¢95% CI: [31.59¢, 32.45¢]
σ STD DEV1.08ppσ² = 1.177 · CV = 3.39%
med MEDIAN32.50¢Q₁ 30.50¢ · Q₃ 32.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 30.50¢Q₁ 30.50¢med 32.50¢Q₃ 32.50¢max 33.50¢μ
SKEWNESS · G₁-0.331approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.343platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 2.77
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) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.301within white-noise band
ρ(2) AUTOCORR+0.345lag-2 not significant
H · HURST EXPONENT0.855strongly persistent
OLS TREND · t-STAT-8.527significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.855STRONGLY PERSISTENT
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=1-0.301k=2+0.345k=3-0.280k=4+0.149k=5-0.2870+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)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 · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.53)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 ID2326763
SLUGfifwc-ger-kor-2026-06-14-btts
CATEGORYGermany vs. Curaçao - More Markets
TWO-SIDED PRICING
PRIMARY · YES30.50¢implied prob 30.50% · decimal odds 3.28×
COUNTER · NO69.50¢implied prob 69.50% · decimal odds 1.44×
30.50¢
69.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME93.96k USD 24h
LIQUIDITY122.66k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (70¢)|primary − counter| = 0.390 · entropy 0.887 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 30.5%NO 69.5%YES30.5%H = 0.887 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES3.28×(31¢)NO1.44×(70¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.887 bits (89% of max) · high 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 17:00 UTC
0days
03hrs
14min
YES$1.00(P = 30.5%)
NO$0.00(P = 69.5%)
current: $0.3050 · expected return per side: $0.70 on YES hit · $0.30 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6hRESOLVESP projection · σ=1.08% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.314 pp/day
now3.24h left
5.314 pp/day×1.00
−25%2.43h left
6.136 pp/day×1.15
−50%1.62h left
7.515 pp/day×1.41
−75%0.81h left
10.628 pp/day×2.00
−90%0.32h left
16.805 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 1.00% · worst -1.00% · typical |Δ| 0.21%BEARISH SESSION -3.00%BEST+1.00%13hWORST-1.00%3hTYPICAL |Δ|0.21%mean absoluteCUMULATIVE-3.00%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 -0.25% · Σ -2.00%CUMULATIVE Δ PATH · final -3.00%+0.00%-3.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%3h▼ WORST0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h1.00% · 13h1.00% · 13h1.00%13h★ BEST-1.00% · 14h-1.00% · 14h-1.00%14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h0.00% · 17h0.00% · 17h·17h-1.00% · 18h-1.00% · 18h-1.00%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.00%)RUNSup max 1 · down max 1BREADTH4% up · 17% down · 79% flat
1 up bars · 4 down · best 1.00% · worst -1.00% · typical |Δ| 0.208%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.98%)FINAL-2.98%MAX DD-2.98%RECOVERYONGOING · 22 barsMAX RUN-UP+0.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9702 · peak 1.0000 · range [0.9702, 1.0000]1.00000.9702break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.98% · moderate0%-2.98%▼ TROUGH -2.98%TOP DRAWDOWN PERIODS · 1 total#1 -2.98%bar 4-25 · 22 bars · ONGOINGDD SEVERITYmoderate (max -2.98%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9702 (-2.98%) · max DD -2.98% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −11 (5% positive) · μ=-23.09 · σ=29.39UNPROFITABLE STRATEGYLAST 0.00 (+0.79σ vs μ)85.4442.720.00-42.72-85.44μ = -23.09-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.000.000.000.000.0038.2138.210.000.000.000.00-20.72-20.72-20.72-20.72-38.21-38.21-85.44-85.44-60.42-60.42-60.42-60.42-38.21-38.21-38.21-38.210.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-85.44, 38.21] · μ -23.093 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=37.5215 · σ=25.9129 · range [0.0000, 76.4199] · R²=0.071 FALLING -100.00%σ EXTREME 69.06%LAST 0.000076.419957.314938.209919.10500.0000μ = 37.5215max 76.4199min 0.0000dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 76.42%] · μ 37.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −14 (0% positive) · μ=-0.256 · σ=0.254MEAN-REVERSIONLAST 0.000 (+1.01σ vs μ)0.8330.4170.000-0.417-0.833μ = -0.256-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.500-0.500-0.500-0.500-0.363-0.363-0.422-0.422-0.533-0.533-0.833-0.833-0.583-0.583-0.333-0.333-0.233-0.233-0.033-0.0330.0000.000v > 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
2 of 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
5.9802
p-VALUE (log scale)
0.0503
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
11.5548
p-VALUE (log scale)
0.0410
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-0.9866
p-VALUE (log scale)
0.7568
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 (1+/4-)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7567
p-VALUE (log scale)
0.0091
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.3503
p-VALUE (log scale)
0.7261
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.893 ≈ 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=2.08e-5 · top T=2.18h (33.9%) · top-3 cover 63.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)8.5e-56.4e-54.2e-52.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.56e-6 · 3.4% energyperiod 24.0 · power 8.56e-6 · 3.4% energyperiod 12.0 · power 3.53e-5 · 14.1% energyperiod 12.0 · power 3.53e-5 · 14.1% energyperiod 8.0 · power 1.25e-5 · 5.0% energyperiod 8.0 · power 1.25e-5 · 5.0% energyperiod 6.0 · power 1.25e-5 · 5.0% energyperiod 6.0 · power 1.25e-5 · 5.0% energyperiod 4.8 · power 6.15e-7 · 0.2% energyperiod 4.8 · power 6.15e-7 · 0.2% energyperiod 4.0 · power 2.08e-5 · 8.3% energyperiod 4.0 · power 2.08e-5 · 8.3% energyperiod 3.4 · power 6.08e-6 · 2.4% energyperiod 3.4 · power 6.08e-6 · 2.4% energyperiod 3.0 · power 1.25e-5 · 5.0% energyperiod 3.0 · power 1.25e-5 · 5.0% energyperiod 2.7 · power 1.25e-5 · 5.0% energyperiod 2.7 · power 1.25e-5 · 5.0% energyperiod 2.4 · power 6.40e-6 · 2.6% energyperiod 2.4 · power 6.40e-6 · 2.6% energyperiod 2.2 · power 8.47e-5 · 33.9% energyperiod 2.2 · power 8.47e-5 · 33.9% energyperiod 2.0 · power 3.75e-5 · 15.0% energyperiod 2.0 · power 3.75e-5 · 15.0% energy50% by T=2.4h#1 dominantT=2.18h#2T=2.00h#3T=12.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 33.9% of total energy · Σ|X̂|²/n = 2.500e-4

▸ Depth section using sovereign-store price series (1844 bars · effective 1752908 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 0.047pp · expected |Δp| over horizon 0.11ppterminal variance p(1−p) = 0.2120 · n = 1844n = 1844
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.047pp
one-bar volatility · logit-free
Per-day movedaily
0.23pp
σ × √24
Per-horizon move0d
0.11pp
σ × √6
Terminal variancebinary
0.2120
p(1−p) at resolution
Current pricep
30.5¢
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 -0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00n = 1844
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.10pp
mean of the tail
Max drawdown
6.2pp
peak 32.5¢ → trough 30.5¢
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
30.5%
= price
Decimal oddsEU
3.279
total return per $1
AmericanUS
+228
$100 wins $228
FractionalUK
2.28 / 1
profit per $1 risked
Profit per $100stake
+$227.87
clean dollar framing
-1000-5000+500+1000020406080100you · 30.5%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)
0.887 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.887 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.71 bit
self-information
Surprise · NO−log₂(1−p)
0.52 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
26603944203057450121985861580623269501794419536537942900443504086768035530008
NO token ID
66726359506484333347340010816868708676336051240345872042178215162006584460228
Snapshot fetched
2026-06-14 13:45:26 UTC
Snapshot age
12ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:45:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
76be01bc49b83a652dfea93005bfa2849d8782f856d4d54a5c4f56a6261da12b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Germany vs. Curaçao - 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
0.305000
(best bid + best ask) / 2
Spread
327.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.078
ask-heavy
Imbalance (top-5)
-0.779
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-fifwc-ger-kor-2026-06-14-btts/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.310000163.93bp0.3100001FILLED
BUY$10.00K0.318521443.31bp0.3200002FILLED
BUY$100.00K0.3389571113.35bp0.99000036PARTIAL
SELL$1.00K0.292064424.12bp0.2900002FILLED
SELL$10.00K0.1980473506.65bp0.02000027FILLED
SELL$100.00K0.0773007465.58bp0.01000028PARTIAL

Risk metrics

sovereign store · 1,844 barsperiods/year ≈ 1.75M
Realized vol (annualised)
194.34%
σ per bar = 0.001468
Mean return (annualised)
-6040.87%
μ per bar = -0.000034
Sharpe (rf=0)
-31.08
annualised; risk-free assumed zero
Max drawdown
6.15%
peak 0.33 → trough 0.30 over 728 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-btts/risk · same metrics, JSON