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

Exact Score: Germany 1 - 2 Curaçao?

YES · live
0.9¢
NO · live
99.2¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-exact-score-1-2 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
23.19%
max drawdown
31.82%
sharpe
ulcer index
15.88%
RMS drawdown
pain index
10.68%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
31.82%
cond. drawdown
gain/pain
1.62
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.62
upside/downside
roll spread
9.5 bps
implied (price-only)
bars used
1028
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-1-2/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
0.9¢
NO · live
99.2¢
YES price · live 24h
n=25 · μ=0.0081 · σ=0.0026 · range [0.0020, 0.0110] · R²=0.088 FALLING -22.73%σ EXTREME 32.48%LAST 0.00850.01100.00870.00650.00430.0020μ = 0.0081max 0.0110min 0.0020dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.85¢
YES / NO split · live
YES 0.9%NO 99.2%NO99.2%99.15¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.071 / 1.00 bits (7%) · informative — one side favoured
YES
0.9%0.9¢117.65× +0.00pp
NO
99.2%99.2¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=435 · μ=18.1 · σ=20.4 · CV=1.13BURSTY · concentratedcumulative energy ↗ · 50% by h=16020406080μ = 188050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 435bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
12ms
YES mid
0.85¢ (0.85%)
NO mid
99.15¢ (99.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$55.1k
liquidity $
$64.6k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0081 · σ=0.0026 · range [0.0020, 0.0110] · R²=0.088 FALLING -22.73%σ EXTREME 32.48%LAST 0.00850.01100.00870.00650.00430.0020μ = 0.0081max 0.0110min 0.0020dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.85¢
NO price · CLOB mid
n=25 · μ=0.9919 · σ=0.0026 · range [0.9890, 0.9980] · R²=0.088 RISING +0.25%σ LOW 0.27%LAST 0.99150.99800.99580.99350.99120.9890μ = 0.9919max 0.9980min 0.9890dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0026 · skew=-0.77 (left-skewed) · kurt=0.71 (mesokurtic)975201-0.74ppbin -0.74pp · n=1 · 11.1% peakbin -0.74pp · n=1 · 11.1% peak-0.62pp1-0.50ppbin -0.50pp · n=1 · 11.1% peakbin -0.50pp · n=1 · 11.1% peak1-0.38ppbin -0.38pp · n=1 · 11.1% peakbin -0.38pp · n=1 · 11.1% peak1-0.26ppbin -0.26pp · n=1 · 11.1% peakbin -0.26pp · n=1 · 11.1% peak3-0.14ppbin -0.14pp · n=3 · 33.3% peakbin -0.14pp · n=3 · 33.3% peak9-0.02ppbin -0.02pp · n=9 · 100.0% peakbin -0.02pp · n=9 · 100.0% peak20.10ppbin 0.10pp · n=2 · 22.2% peakbin 0.10pp · n=2 · 22.2% peak20.22ppbin 0.22pp · n=2 · 22.2% peakbin 0.22pp · n=2 · 22.2% peak40.34ppbin 0.34pp · n=4 · 44.4% peakbin 0.34pp · n=4 · 44.4% 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=-0.84 · kurt=1.21 · near 18 / mid 6 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25LEFT-SKEWED (G₁=-0.80)
μ MEAN0.81¢95% CI: [0.71¢, 0.92¢]
σ STD DEV0.26ppσ² = 0.070 · CV = 32.48%
med MEDIAN0.85¢Q₁ 0.75¢ · Q₃ 1.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.20¢Q₁ 0.75¢med 0.85¢Q₃ 1.00¢max 1.10¢μ
SKEWNESS · G₁-0.803left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.281mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 1.43
range ↔ σconcentrated (range < 4σ)range / σ = 3.40
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) -0.27 + ADF rejected
ρ(1) AUTOCORR-0.272within white-noise band
ρ(2) AUTOCORR-0.093lag-2 not significant
H · HURST EXPONENT0.834strongly persistent
OLS TREND · t-STAT-1.489fails 5% test
HURST EXPONENT [0, 1]
H = 0.834STRONGLY 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=1-0.272k=2-0.093k=3-0.253k=4+0.277k=5+0.0640+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) -0.27 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.94very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.49)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 ID2322400
SLUGfifwc-ger-kor-2026-06-14-exact-score-1-2
CATEGORYGermany vs. Curaçao - Exact Score
TWO-SIDED PRICING
PRIMARY · YES0.85¢implied prob 0.85% · decimal odds 117.65×
COUNTER · NO99.15¢implied prob 99.15% · decimal odds 1.01×
0.85¢
99.15¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME55.14k USD 24h
LIQUIDITY64.60k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.983 · entropy 0.071 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 0.9%NO 99.2%YES0.9%H = 0.071 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES117.65×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.071 bits (7% 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
28min
YES$1.00(P = 0.9%)
NO$0.00(P = 99.2%)
current: $0.0085 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.7hRESOLVESP projection · σ=0.26% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.295 pp/day
now1.48h left
1.295 pp/day×1.00
−25%1.11h left
1.496 pp/day×1.15
−50%0.74h left
1.832 pp/day×1.41
−75%0.37h left
2.590 pp/day×2.00
−90%0.15h left
4.096 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 0.40% · worst -0.80% · typical |Δ| 0.18%MILD BEARISH -0.25%BEST+0.40%15hWORST-0.80%18hTYPICAL |Δ|0.18%mean absoluteCUMULATIVE-0.25%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.05% · Σ -0.35%EUROPE · 08-16 UTCμ +0.03% · Σ +0.25%US · 16-24 UTCμ -0.03% · Σ -0.25%CUMULATIVE Δ PATH · final -0.25%+0.00%-0.90%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-0.35% · 6h-0.35% · 6h-0.35%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-0.45% · 9h-0.45% · 9h-0.45%9h0.00% · 10h0.00% · 10h·10h0.30% · 11h0.30% · 11h0.30%11h0.25% · 12h0.25% · 12h0.25%12h0.00% · 13h0.00% · 13h·13h-0.25% · 14h-0.25% · 14h-0.25%14h0.40% · 15h0.40% · 15h0.40%15h★ BEST-0.20% · 16h-0.20% · 16h-0.20%16h0.20% · 17h0.20% · 17h0.20%17h-0.80% · 18h-0.80% · 18h-0.80%18h▼ WORST0.40% · 19h0.40% · 19h0.40%19h0.35% · 20h0.35% · 20h0.35%20h0.05% · 21h0.05% · 21h0.05%21h-0.15% · 22h-0.15% · 22h-0.15%22h-0.10% · 23h-0.10% · 23h-0.10%23h0.10% · 24h0.10% · 24h0.10%24hTIME PATTERNEurope-led (+0.25%)RUNSup max 3 · down max 2BREADTH33% up · 29% down · 38% flat
8 up bars · 7 down · best 0.40% · worst -0.80% · typical |Δ| 0.181%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.26%)FINAL-0.26%MAX DD-0.90%RECOVERYONGOING · 19 barsMAX RUN-UP+0.00%UNDERWATER19/25 (76%)STREAK↗ 1EQUITY CURVE · end 0.9974 · peak 1.0000 · range [0.9910, 1.0000]1.00000.9910break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.90% · shallow0%-0.90%▼ TROUGH -0.90%TOP DRAWDOWN PERIODS · 1 total#1 -0.90%bar 7-25 · 19 bars · ONGOINGDD SEVERITYshallow (max -0.90%)RECOVERYongoing · 19 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9974 (-0.26%) · max DD -0.90% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=-7.64 · σ=31.31MIXED EDGELAST 44.72 (+1.67σ vs μ)59.7229.860.00-29.86-59.72μ = -7.64-38.21-38.21-38.21-38.21-38.21-38.21-59.72-59.72-59.72-59.72-28.54-28.545.875.875.875.87-8.13-8.1345.0845.0828.5428.5423.9923.99-24.28-24.28-8.34-8.3411.4211.420.000.001.761.76-8.96-8.9644.7244.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 44.716 · range [-59.72, 45.08] · μ -7.636 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=27.7449 · σ=10.7897 · range [13.3735, 44.7318] · R²=0.619 RISING +58.69%σ EXTREME 38.89%LAST 21.222944.731836.892229.052621.213013.3735μ = 27.7449max 44.7318min 13.3735dataMA(3)OLS R²=0.62μ lineμ ± σ bandmaxmin
latest 21.22% · range [13.37%, 44.73%] · μ 27.74% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.208 · σ=0.313MEAN-REVERSIONLAST 0.494 (+2.24σ vs μ)0.6580.3290.000-0.329-0.658μ = -0.208-0.033-0.033-0.233-0.233-0.233-0.233-0.295-0.295-0.570-0.570-0.119-0.1190.2190.2190.2070.2070.2130.213-0.251-0.251-0.389-0.389-0.654-0.654-0.431-0.431-0.658-0.658-0.385-0.385-0.361-0.361-0.334-0.334-0.137-0.1370.4940.494v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.494 · |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
6.4981
p-VALUE (log scale)
0.0388
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
6.6735
p-VALUE (log scale)
0.2451
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
-2.9675
p-VALUE (log scale)
0.0397
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
0.8257
p-VALUE (log scale)
0.4090
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2369
p-VALUE (log scale)
0.2923
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
-1.2238
p-VALUE (log scale)
0.2210
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.628 ≈ 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=7.86e-6 · top T=4.00h (24.9%) · top-3 cover 56.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.4e-51.8e-51.2e-55.9e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.47e-6 · 1.6% energyperiod 24.0 · power 1.47e-6 · 1.6% energyperiod 12.0 · power 3.22e-6 · 3.4% energyperiod 12.0 · power 3.22e-6 · 3.4% energyperiod 8.0 · power 5.95e-6 · 6.3% energyperiod 8.0 · power 5.95e-6 · 6.3% energyperiod 6.0 · power 9.48e-7 · 1.0% energyperiod 6.0 · power 9.48e-7 · 1.0% energyperiod 4.8 · power 1.13e-5 · 12.0% energyperiod 4.8 · power 1.13e-5 · 12.0% energyperiod 4.0 · power 2.35e-5 · 24.9% energyperiod 4.0 · power 2.35e-5 · 24.9% energyperiod 3.4 · power 3.35e-8 · 0.0% energyperiod 3.4 · power 3.35e-8 · 0.0% energyperiod 3.0 · power 5.45e-6 · 5.8% energyperiod 3.0 · power 5.45e-6 · 5.8% energyperiod 2.7 · power 2.36e-7 · 0.2% energyperiod 2.7 · power 2.36e-7 · 0.2% energyperiod 2.4 · power 1.59e-5 · 16.9% energyperiod 2.4 · power 1.59e-5 · 16.9% energyperiod 2.2 · power 1.20e-5 · 12.8% energyperiod 2.2 · power 1.20e-5 · 12.8% energyperiod 2.0 · power 1.43e-5 · 15.1% energyperiod 2.0 · power 1.43e-5 · 15.1% energy50% by T=3.0h#1 dominantT=4.00h#2T=2.40h#3T=2.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 24.9% of total energy · Σ|X̂|²/n = 9.438e-5

▸ Depth section using sovereign-store price series (1028 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 0.018pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0084 · n = 1028n = 1028
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.018pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6
Terminal variancebinary
0.0084
p(1−p) at resolution
Current pricep
0.9¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 1028
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
31.8pp
peak 1.1¢ → trough 0.8¢
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
0.9%
= price
Decimal oddsEU
117.647
total return per $1
AmericanUS
+11665
$100 wins $11665
FractionalUK
116.65 / 1
profit per $1 risked
Profit per $100stake
+$11664.71
clean dollar framing
-1000-5000+500+1000020406080100you · 0.9%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)
0.071 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.071 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.88 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
4151457492865357566391194476241886158708099840647232959852751935723808403973
NO token ID
71208297779144684476047803994776389464332606780718554772255684089476957517499
Snapshot fetched
2026-06-14 15:31:13 UTC
Snapshot age
12ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:31:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
80c87012b4fc76451be518d16f4853853f9de36ebc6db9fa6ac663f6b7662327 · 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
0.008500
(best bid + best ask) / 2
Spread
3529.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.695
ask-heavy
Imbalance (top-5)
-0.542
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-exact-score-1-2/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02259916586.85bp0.09300028FILLED
BUY$10.00K0.152935169924.11bp0.90000060FILLED
BUY$100.00K0.625248725586.45bp0.97000067FILLED
SELL$1.00K0.0013718386.89bp0.0010006PARTIAL
SELL$10.00K0.0013718386.89bp0.0010006PARTIAL
SELL$100.00K0.0013718386.89bp0.0010006PARTIAL

Risk metrics

sovereign store · 1,028 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3432.56%
σ per bar = 0.025925
Mean return (annualised)
108558.09%
μ per bar = 0.000619
Sharpe (rf=0)
31.63
annualised; risk-free assumed zero
Max drawdown
31.82%
peak 0.01 → trough 0.01 over 133 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-exact-score-1-2/risk · same metrics, JSON