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

Germany vs. Curaçao: O/U 0.5

YES · live
98.7¢
NO · live
1.4¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-total-0pt5 · fresh · feed 12s old
24h sparkline · 60 pts
realized vol (ann.)
10.57%
max drawdown
0.25%
sharpe
ulcer index
0.16%
RMS drawdown
pain index
0.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.25%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
982
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-ger-kor-2026-06-14-total-0pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING11.8s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
98.7¢
NO · live
1.4¢
YES price · live 24h
n=25 · μ=0.9855 · σ=0.0016 · range [0.9825, 0.9885] · R²=0.596 RISING +0.15%σ LOW 0.16%LAST 0.98650.98850.98700.98550.98400.9825μ = 0.9855max 0.9885min 0.9825dataMA(5)OLS R²=0.60μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 98.65¢
YES / NO split · live
YES 98.7%NO 1.4%YES98.7%98.65¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.103 / 1.00 bits (10%) · informative — one side favoured
YES
98.7%98.7¢1.01× +0.00pp
NO
1.4%1.4¢74.07× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=175 · μ=7.3 · σ=8.3 · CV=1.14BURSTYcumulative energy ↗ · 50% by h=1406131925μ = 72550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 175bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
11.8s
YES mid
98.65¢ (98.65%)
NO mid
1.35¢ (1.35%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$43.2k
liquidity $
$19.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9855 · σ=0.0016 · range [0.9825, 0.9885] · R²=0.596 RISING +0.15%σ LOW 0.16%LAST 0.98650.98850.98700.98550.98400.9825μ = 0.9855max 0.9885min 0.9825dataMA(5)OLS R²=0.60μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 98.65¢
NO price · CLOB mid
n=25 · μ=0.0145 · σ=0.0016 · range [0.0115, 0.0175] · R²=0.596 FALLING -10.00%σ HIGH 10.71%LAST 0.01350.01750.01600.01450.01300.0115μ = 0.0145max 0.0175min 0.0115dataMA(5)OLS R²=0.60μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 1.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0010 · skew=0.25 (symmetric) · kurt=0.18 (mesokurtic)1085302-0.18ppbin -0.18pp · n=2 · 20.0% peakbin -0.18pp · n=2 · 20.0% peak1-0.13ppbin -0.13pp · n=1 · 10.0% peakbin -0.13pp · n=1 · 10.0% peak1-0.09ppbin -0.09pp · n=1 · 10.0% peakbin -0.09pp · n=1 · 10.0% peak3-0.04ppbin -0.04pp · n=3 · 30.0% peakbin -0.04pp · n=3 · 30.0% peak100.00ppbin 0.00pp · n=10 · 100.0% peakbin 0.00pp · n=10 · 100.0% peak20.05ppbin 0.05pp · n=2 · 20.0% peakbin 0.05pp · n=2 · 20.0% peak20.09ppbin 0.09pp · n=2 · 20.0% peakbin 0.09pp · n=2 · 20.0% peak0.14pp20.18ppbin 0.18pp · n=2 · 20.0% peakbin 0.18pp · n=2 · 20.0% peak10.23ppbin 0.23pp · n=1 · 10.0% peakbin 0.23pp · n=1 · 10.0% 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=0.25 · kurt=0.18 · near 15 / mid 9 / far 0 · OLS slope=0.98 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERLOWER 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 MEAN98.55¢95% CI: [98.49¢, 98.61¢]
σ STD DEV0.16ppσ² = 0.024 · CV = 0.16%
med MEDIAN98.50¢Q₁ 98.45¢ · Q₃ 98.70¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 98.25¢Q₁ 98.45¢med 98.50¢Q₃ 98.70¢max 98.85¢μ
SKEWNESS · G₁0.020approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.979mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRconsistent with normalratio = 0.84
range ↔ σconcentrated (range < 4σ)range / σ = 3.87
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-0.152within white-noise band
ρ(2) AUTOCORR-0.341lag-2 not significant
H · HURST EXPONENT0.721strongly persistent
OLS TREND · t-STAT+5.824significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.721STRONGLY 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=1-0.152k=2-0.341k=3+0.078k=4-0.201k=5+0.3240+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 · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.59high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.82)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 ID2326757
SLUGfifwc-ger-kor-2026-06-14-total-0pt5
CATEGORYGermany vs. Curaçao - More Markets
TWO-SIDED PRICING
PRIMARY · YES98.65¢implied prob 98.65% · decimal odds 1.01×
COUNTER · NO1.35¢implied prob 1.35% · decimal odds 74.07×
98.65¢
1.35¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME43.17k USD 24h
LIQUIDITY19.69k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (99¢)|primary − counter| = 0.973 · entropy 0.103 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 98.7%NO 1.4%YES98.7%H = 0.103 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.01×(99¢)NO74.07×(1¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.103 bits (10% 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
04hrs
12min
YES$1.00(P = 98.7%)
NO$0.00(P = 1.3%)
current: $0.9865 · expected return per side: $0.01 on YES hit · $0.99 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1hRESOLVESP projection · σ=0.16% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.760 pp/day
now4.21h left
0.760 pp/day×1.00
−25%3.16h left
0.877 pp/day×1.15
−50%2.10h left
1.075 pp/day×1.41
−75%1.05h left
1.520 pp/day×2.00
−90%0.42h left
2.403 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 0.25% · worst -0.20% · typical |Δ| 0.07%MILD BULLISH +0.15%BEST+0.25%14hWORST-0.20%2hTYPICAL |Δ|0.07%mean absoluteCUMULATIVE+0.15%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ +0.04% · Σ +0.30%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final +0.15%+0.35%-0.25%0.00% · 1h0.00% · 1h·1h-0.20% · 2h-0.20% · 2h-0.20%2h▼ WORST-0.05% · 3h-0.05% · 3h-0.05%3h0.20% · 4h0.20% · 4h0.20%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.10% · 8h-0.10% · 8h-0.10%8h0.05% · 9h0.05% · 9h0.05%9h0.10% · 10h0.10% · 10h0.10%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.25% · 14h0.25% · 14h0.25%14h★ BEST0.00% · 15h0.00% · 15h·15h-0.05% · 16h-0.05% · 16h-0.05%16h0.00% · 17h0.00% · 17h·17h-0.15% · 18h-0.15% · 18h-0.15%18h0.20% · 19h0.20% · 19h0.20%19h0.10% · 20h0.10% · 20h0.10%20h-0.20% · 21h-0.20% · 21h-0.20%21h0.05% · 22h0.05% · 22h0.05%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.30%)RUNSup max 2 · down max 2BREADTH29% up · 29% down · 42% flat
7 up bars · 7 down · best 0.25% · worst -0.20% · typical |Δ| 0.073%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.15%FINAL+0.15%MAX DD-0.25%RECOVERYONGOING · 12 barsMAX RUN-UP+0.35%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0015 · peak 1.0035 · range [0.9975, 1.0035]1.00350.9975break-even = 1★ PEAK 1.0035UNDERWATER DRAWDOWN · max -0.25% · shallow0%-0.25%▼ TROUGH -0.25%TOP DRAWDOWN PERIODS · 3 total#1 -0.25%bar 3-14 · 12 bars · recovered#2 -0.20%bar 22-25 · 4 bars · ONGOING#3 -0.20%bar 17-20 · 4 bars · recoveredDD SEVERITYshallow (max -0.25%)RECOVERYongoing · 23 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0015 (0.15%) · max DD -0.25% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −4 (74% positive) · μ=14.79 · σ=19.38PROFITABLE STRATEGYLAST 11.42 (-0.17σ vs μ)63.4631.730.00-31.73-63.46μ = 14.79-6.09-6.09-6.09-6.097.647.6423.7023.7011.7411.7411.7411.7411.7411.7411.7411.7463.4663.4653.4953.4928.8828.8828.8828.885.915.9125.4825.4812.8812.88-10.36-10.360.000.00-5.10-5.1011.4211.42v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 11.417 · range [-10.36, 63.46] · μ 14.793 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=10.5283 · σ=2.8694 · range [6.2201, 14.3224] · R²=0.352 RISING +6.63%σ EXTREME 27.25%LAST 12.787514.322412.296810.27128.24576.2201μ = 10.5283max 14.3224min 6.2201dataMA(3)OLS R²=0.35μ lineμ ± σ bandmaxmin
latest 12.79% · range [6.22%, 14.32%] · μ 10.53% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.135 · σ=0.123MEAN-REVERSIONLAST -0.119 (+0.13σ vs μ)0.3530.1760.000-0.176-0.353μ = -0.135-0.006-0.0060.0140.014-0.225-0.225-0.064-0.0640.0160.016-0.022-0.022-0.022-0.022-0.060-0.060-0.126-0.126-0.345-0.345-0.162-0.162-0.133-0.133-0.020-0.020-0.200-0.200-0.140-0.140-0.245-0.245-0.348-0.348-0.353-0.353-0.119-0.119v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.119 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.5533
p-VALUE (log scale)
0.7583
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.8114
p-VALUE (log scale)
0.1157
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
-1.7321
p-VALUE (log scale)
0.4228
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
0.5563
p-VALUE (log scale)
0.5780
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7234
p-VALUE (log scale)
0.0114
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
-1.4537
p-VALUE (log scale)
0.1460
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.558 ≈ 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=1.20e-6 · top T=4.80h (33.4%) · top-3 cover 77.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.8e-63.6e-62.4e-61.2e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.32e-7 · 5.1% energyperiod 24.0 · power 7.32e-7 · 5.1% energyperiod 12.0 · power 2.66e-8 · 0.2% energyperiod 12.0 · power 2.66e-8 · 0.2% energyperiod 8.0 · power 9.40e-7 · 6.5% energyperiod 8.0 · power 9.40e-7 · 6.5% energyperiod 6.0 · power 1.04e-8 · 0.1% energyperiod 6.0 · power 1.04e-8 · 0.1% energyperiod 4.8 · power 4.83e-6 · 33.4% energyperiod 4.8 · power 4.83e-6 · 33.4% energyperiod 4.0 · power 3.02e-7 · 2.1% energyperiod 4.0 · power 3.02e-7 · 2.1% energyperiod 3.4 · power 3.05e-7 · 2.1% energyperiod 3.4 · power 3.05e-7 · 2.1% energyperiod 3.0 · power 2.28e-6 · 15.8% energyperiod 3.0 · power 2.28e-6 · 15.8% energyperiod 2.7 · power 4.12e-6 · 28.5% energyperiod 2.7 · power 4.12e-6 · 28.5% energyperiod 2.4 · power 6.40e-7 · 4.4% energyperiod 2.4 · power 6.40e-7 · 4.4% energyperiod 2.2 · power 4.30e-9 · 0.0% energyperiod 2.2 · power 4.30e-9 · 0.0% energyperiod 2.0 · power 2.60e-7 · 1.8% energyperiod 2.0 · power 2.60e-7 · 1.8% energy50% by T=3.0h#1 dominantT=4.80h#2T=2.67h#3T=3.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 33.4% of total energy · Σ|X̂|²/n = 1.446e-5

▸ Depth section using sovereign-store price series (982 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 0.008pp · expected |Δp| over horizon 0.02ppterminal variance p(1−p) = 0.0133 · n = 982n = 982
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.008pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move0d
0.02pp
σ × √6
Terminal variancebinary
0.0133
p(1−p) at resolution
Current pricep
98.7¢
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 0.01pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 982
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
0.3pp
peak 98.9¢ → trough 98.6¢
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
98.7%
= price
Decimal oddsEU
1.014
total return per $1
AmericanUS
-7307
risk $7307 to win $100
FractionalUK
0.01 / 1
profit per $1 risked
Profit per $100stake
+$1.37
clean dollar framing
-1000-5000+500+1000020406080100you · 98.7%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)
0.103 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.103 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.02 bit
self-information
Surprise · NO−log₂(1−p)
6.21 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
56318360785046767564074501305235697033001718445177800553458460043680085375341
NO token ID
104825783093177746295789267950407135574293140164092047887795604242967603050236
Snapshot fetched
2026-06-14 12:47:18 UTC
Snapshot age
11.8s
History points
25 CLOB mids
Page rendered
2026-06-14 12:47:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b1143ff31533761bfe7732f36af097e81e7e3f72d4dec6d461fd00757c58fe20 · 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
$170
bid $67 · ask $104
Depth within 50bp
$21.34K
bid $2.42K · ask $18.92K
Mid price
0.986500
(best bid + best ask) / 2
Spread
10.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.733
bid-heavy
Imbalance (top-5)
-0.740
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-total-0pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.98878723.18bp0.9890003FILLED
BUY$10.00K0.98956931.11bp0.9900004FILLED
BUY$100.00K0.99273963.24bp0.9990009PARTIAL
SELL$1.00K0.98506714.53bp0.9850002FILLED
SELL$10.00K0.972562141.28bp0.93000014FILLED
SELL$100.00K0.0460199533.51bp0.00100063PARTIAL

Risk metrics

sovereign store · 982 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10.71%
σ per bar = 0.000081
Mean return (annualised)
-90.55%
μ per bar = -0.000001
Sharpe (rf=0)
-8.46
annualised; risk-free assumed zero
Max drawdown
0.25%
peak 0.99 → trough 0.99 over 749 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-total-0pt5/risk · same metrics, JSON