POLYMARKET · PREDICTION MARKET · GERMANY VS. CURAÇAO - EXACT SCORE

Exact Score: Germany 1 - 1 Curaçao?

YES · live
1.8¢
NO · live
98.3¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-exact-score-1-1 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
55.15%
max drawdown
48.39%
sharpe
ulcer index
34.94%
RMS drawdown
pain index
32.77%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
48.39%
cond. drawdown
gain/pain
0.63
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.63
upside/downside
roll spread
8.6 bps
implied (price-only)
bars used
1503
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-kor-2026-06-14-exact-score-1-1/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4ms--:--:-- 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
1.8¢
NO · live
98.3¢
YES price · live 24h
n=25 · μ=0.0204 · σ=0.0072 · range [0.0070, 0.0320] · R²=0.076 RISING +54.17%σ EXTREME 35.32%LAST 0.01850.03200.02580.01950.01320.0070μ = 0.0204max 0.0320min 0.0070dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.85¢
YES / NO split · live
YES 1.8%NO 98.3%NO98.3%98.25¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.127 / 1.00 bits (13%) · informative — one side favoured
YES
1.8%1.8¢57.14× +0.00pp
NO
98.3%98.3¢1.02× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=925 · μ=38.5 · σ=48.4 · CV=1.26BURSTY · concentratedcumulative energy ↗ · 50% by h=904385128170μ = 3917050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 925bp moved · peak 170bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
1.75¢ (1.75%)
NO mid
98.25¢ (98.25%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$68.5k
liquidity $
$110.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0204 · σ=0.0072 · range [0.0070, 0.0320] · R²=0.076 RISING +54.17%σ EXTREME 35.32%LAST 0.01850.03200.02580.01950.01320.0070μ = 0.0204max 0.0320min 0.0070dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.85¢
NO price · CLOB mid
n=25 · μ=0.9796 · σ=0.0072 · range [0.9680, 0.9930] · R²=0.076 FALLING -0.66%σ LOW 0.73%LAST 0.98150.99300.98680.98050.97420.9680μ = 0.9796max 0.9930min 0.9680dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0057 · skew=-0.27 (symmetric) · kurt=1.70 (leptokurtic (fat tails))1186301-1.54ppbin -1.54pp · n=1 · 9.1% peakbin -1.54pp · n=1 · 9.1% peak-1.22pp1-0.90ppbin -0.90pp · n=1 · 9.1% peakbin -0.90pp · n=1 · 9.1% peak-0.58pp5-0.26ppbin -0.26pp · n=5 · 45.5% peakbin -0.26pp · n=5 · 45.5% peak110.06ppbin 0.06pp · n=11 · 100.0% peakbin 0.06pp · n=11 · 100.0% peak30.38ppbin 0.38pp · n=3 · 27.3% peakbin 0.38pp · n=3 · 27.3% peak0.70pp21.02ppbin 1.02pp · n=2 · 18.2% peakbin 1.02pp · n=2 · 18.2% peak11.34ppbin 1.34pp · n=1 · 9.1% peakbin 1.34pp · n=1 · 9.1% 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=-0.11 · kurt=2.03 · near 11 / mid 13 / far 0 · OLS slope=0.96 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN2.04¢95% CI: [1.75¢, 2.32¢]
σ STD DEV0.72ppσ² = 0.517 · CV = 35.32%
med MEDIAN2.20¢Q₁ 1.60¢ · Q₃ 2.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.70¢Q₁ 1.60¢med 2.20¢Q₃ 2.50¢max 3.20¢μ
SKEWNESS · G₁-0.244approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.829mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRconsistent with normalratio = 1.08
range ↔ σconcentrated (range < 4σ)range / σ = 3.48
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.108within white-noise band
ρ(2) AUTOCORR-0.106lag-2 not significant
H · HURST EXPONENT0.784strongly persistent
OLS TREND · t-STAT+1.379fails 5% test
HURST EXPONENT [0, 1]
H = 0.784STRONGLY 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=1-0.108k=2-0.106k=3-0.125k=4-0.221k=5+0.0750+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 CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.67very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.38)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 ID2322395
SLUGfifwc-ger-kor-2026-06-14-exact-score-1-1
CATEGORYGermany vs. Curaçao - Exact Score
TWO-SIDED PRICING
PRIMARY · YES1.75¢implied prob 1.75% · decimal odds 57.14×
COUNTER · NO98.25¢implied prob 98.25% · decimal odds 1.02×
1.75¢
98.25¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME68.45k USD 24h
LIQUIDITY110.37k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.965 · entropy 0.127 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 1.8%NO 98.3%YES1.8%H = 0.127 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES57.14×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.127 bits (13% of max) · informative — one side strongly favoured
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
01hrs
35min
YES$1.00(P = 1.8%)
NO$0.00(P = 98.3%)
current: $0.0175 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.8hRESOLVESP projection · σ=0.72% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.522 pp/day
now1.59h left
3.522 pp/day×1.00
−25%1.19h left
4.067 pp/day×1.15
−50%0.79h left
4.981 pp/day×1.41
−75%0.40h left
7.045 pp/day×2.00
−90%0.16h left
11.139 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 1.50% · worst -1.70% · typical |Δ| 0.39%MILD BULLISH +0.65%BEST+1.50%5hWORST-1.70%9hTYPICAL |Δ|0.39%mean absoluteCUMULATIVE+0.65%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ -0.09% · Σ -0.75%US · 16-24 UTCμ -0.03% · Σ -0.25%CUMULATIVE Δ PATH · final +0.65%+2.00%-0.50%-0.10% · 1h-0.10% · 1h-0.10%1h-0.10% · 2h-0.10% · 2h-0.10%2h-0.30% · 3h-0.30% · 3h-0.30%3h0.00% · 4h0.00% · 4h·4h1.50% · 5h1.50% · 5h1.50%5h★ BEST0.95% · 6h0.95% · 6h0.95%6h0.05% · 7h0.05% · 7h0.05%7h0.00% · 8h0.00% · 8h·8h-1.70% · 9h-1.70% · 9h-1.70%9h▼ WORST1.15% · 10h1.15% · 10h1.15%10h-0.15% · 11h-0.15% · 11h-0.15%11h-0.25% · 12h-0.25% · 12h-0.25%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.35% · 14h0.35% · 14h0.35%14h-0.10% · 15h-0.10% · 15h-0.10%15h0.05% · 16h0.05% · 16h0.05%16h0.00% · 17h0.00% · 17h·17h-0.90% · 18h-0.90% · 18h-0.90%18h0.20% · 19h0.20% · 19h0.20%19h0.25% · 20h0.25% · 20h0.25%20h-0.30% · 21h-0.30% · 21h-0.30%21h0.35% · 22h0.35% · 22h0.35%22h0.10% · 23h0.10% · 23h0.10%23h-0.35% · 24h-0.35% · 24h-0.35%24hTIME PATTERNAsia-led (+2.00%)RUNSup max 3 · down max 3BREADTH42% up · 46% down · 13% flat
10 up bars · 11 down · best 1.50% · worst -1.70% · typical |Δ| 0.385%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.61%FINAL+0.61%MAX DD-1.70%RECOVERYONGOING · 16 barsMAX RUN-UP+2.00%UNDERWATER20/25 (80%)STREAK↘ 1EQUITY CURVE · end 1.0061 · peak 1.0200 · range [0.9950, 1.0200]1.02000.9950break-even = 1★ PEAK 1.0200UNDERWATER DRAWDOWN · max -1.70% · moderate0%-1.70%▼ TROUGH -1.70%TOP DRAWDOWN PERIODS · 2 total#1 -1.70%bar 10-25 · 16 bars · ONGOING#2 -0.50%bar 2-5 · 4 bars · recoveredDD SEVERITYmoderate (max -1.70%)RECOVERYongoing · 16 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0061 (0.61%) · max DD -1.70% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=3.19 · σ=24.43MIXED EDGELAST 13.19 (+0.41σ vs μ)49.1424.570.00-24.57-49.14μ = 3.1941.9541.9546.1446.1449.1449.1411.4511.4526.2126.214.624.62-15.38-15.38-17.16-17.16-10.87-10.8728.0928.09-11.19-11.190.000.00-24.21-24.21-14.25-14.25-18.56-18.56-25.41-25.41-13.31-13.31-9.89-9.8913.1913.19v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 13.190 · range [-25.41, 49.14] · μ 3.188 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=59.2704 · σ=27.9838 · range [18.7190, 108.6164] · R²=0.478 FALLING -59.22%σ EXTREME 47.21%LAST 27.6725108.616486.142163.667741.193318.7190μ = 59.2704max 108.6164min 18.7190dataMA(3)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 27.67% · range [18.72%, 108.62%] · μ 59.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.167 · σ=0.267MEAN-REVERSIONLAST -0.340 (-0.65σ vs μ)0.5480.2740.000-0.274-0.548μ = -0.1670.3810.3810.2490.2490.1730.1730.1890.189-0.054-0.054-0.401-0.401-0.532-0.532-0.548-0.548-0.467-0.467-0.132-0.132-0.043-0.043-0.225-0.225-0.042-0.042-0.300-0.300-0.222-0.222-0.294-0.294-0.332-0.332-0.225-0.225-0.340-0.340v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.340 · |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
8.0072
p-VALUE (log scale)
0.0182
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
2.8121
p-VALUE (log scale)
0.7314
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
-2.4161
p-VALUE (log scale)
0.1453
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
0.6840
p-VALUE (log scale)
0.4940
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2121
p-VALUE (log scale)
0.3356
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
-0.5072
p-VALUE (log scale)
0.6120
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.846 ≈ 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=3.82e-5 · top T=3.00h (20.6%) · top-3 cover 52.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.4e-57.1e-54.7e-52.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.50e-5 · 3.3% energyperiod 24.0 · power 1.50e-5 · 3.3% energyperiod 12.0 · power 1.44e-5 · 3.1% energyperiod 12.0 · power 1.44e-5 · 3.1% energyperiod 8.0 · power 7.98e-5 · 17.4% energyperiod 8.0 · power 7.98e-5 · 17.4% energyperiod 6.0 · power 2.87e-5 · 6.3% energyperiod 6.0 · power 2.87e-5 · 6.3% energyperiod 4.8 · power 6.51e-5 · 14.2% energyperiod 4.8 · power 6.51e-5 · 14.2% energyperiod 4.0 · power 1.92e-5 · 4.2% energyperiod 4.0 · power 1.92e-5 · 4.2% energyperiod 3.4 · power 5.32e-6 · 1.2% energyperiod 3.4 · power 5.32e-6 · 1.2% energyperiod 3.0 · power 9.43e-5 · 20.6% energyperiod 3.0 · power 9.43e-5 · 20.6% energyperiod 2.7 · power 1.30e-5 · 2.8% energyperiod 2.7 · power 1.30e-5 · 2.8% energyperiod 2.4 · power 6.20e-5 · 13.5% energyperiod 2.4 · power 6.20e-5 · 13.5% energyperiod 2.2 · power 3.87e-5 · 8.5% energyperiod 2.2 · power 3.87e-5 · 8.5% energyperiod 2.0 · power 2.30e-5 · 5.0% energyperiod 2.0 · power 2.30e-5 · 5.0% energy50% by T=3.0h#1 dominantT=3.00h#2T=8.00h#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 ≈ 3.00h (freq 0.333) · concentrates 20.6% of total energy · Σ|X̂|²/n = 4.585e-4

▸ Depth section using sovereign-store price series (1503 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 0.3 d · σ/bar 0.042pp · expected |Δp| over horizon 0.10ppterminal variance p(1−p) = 0.0172 · n = 1503n = 1503
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.042pp
one-bar volatility · logit-free
Per-day movedaily
0.20pp
σ × √24
Per-horizon move0d
0.10pp
σ × √6
Terminal variancebinary
0.0172
p(1−p) at resolution
Current pricep
1.8¢
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 -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 1503
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
48.4pp
peak 3.1¢ → trough 1.6¢
Median step
0.05pp
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
1.8%
= price
Decimal oddsEU
57.143
total return per $1
AmericanUS
+5614
$100 wins $5614
FractionalUK
56.14 / 1
profit per $1 risked
Profit per $100stake
+$5614.29
clean dollar framing
-1000-5000+500+1000020406080100you · 1.8%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)
0.127 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.127 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.84 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
71437921488743045006679948005623210793413958698949589828031699828715747238698
NO token ID
57912477638974133109465228344730880103874876089958107380587796586725820978652
Snapshot fetched
2026-06-14 15:24:42 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:24:42 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4faa5efd1449065ef3a50b547034ec212b1cd43aca835a66a154c024086ba49a · 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 - Exact Score

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
0.018500
(best bid + best ask) / 2
Spread
1621.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.928
ask-heavy
Imbalance (top-5)
+0.536
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-ger-kor-2026-06-14-exact-score-1-1/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0251833612.41bp0.0270008FILLED
BUY$10.00K0.09377940691.27bp0.70000055FILLED
BUY$100.00K0.495856258030.37bp0.99400073FILLED
SELL$1.00K0.0116953678.20bp0.0010009PARTIAL
SELL$10.00K0.0116953678.20bp0.0010009PARTIAL
SELL$100.00K0.0116953678.20bp0.0010009PARTIAL

Risk metrics

sovereign store · 1,503 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2510.80%
σ per bar = 0.018964
Mean return (annualised)
-66733.98%
μ per bar = -0.000381
Sharpe (rf=0)
-26.58
annualised; risk-free assumed zero
Max drawdown
48.39%
peak 0.03 → trough 0.02 over 400 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-exact-score-1-1/risk · same metrics, JSON