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

Germany vs. Curaçao: O/U 6.5

YES · live
16.5¢
NO · live
83.5¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-ger-kor-2026-06-14-total-6pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
126.20%
max drawdown
6.06%
sharpe
ulcer index
2.04%
RMS drawdown
pain index
0.69%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
6.06%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
5.7 bps
implied (price-only)
bars used
441
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-6pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH39ms--:--:-- 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
16.5¢
NO · live
83.5¢
YES price · live 24h
n=25 · μ=0.1600 · σ=0.0065 · range [0.1450, 0.1650] · R²=0.536 FALLING -6.06%σ NORMAL 4.03%LAST 0.15500.16500.16000.15500.15000.1450μ = 0.1600max 0.1650min 0.1450dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 15.50¢
YES / NO split · live
YES 16.5%NO 83.5%NO83.5%83.50¢ · odds 1/1.20
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.646 / 1.00 bits (65%) · moderate uncertainty
YES
16.5%16.5¢6.06× +0.00pp
NO
83.5%83.5¢1.20× +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=38.8 · CV=1.86BURSTY · concentratedcumulative energy ↗ · 50% by h=220255075100μ = 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
39ms
YES mid
16.50¢ (16.50%)
NO mid
83.50¢ (83.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$72.1k
liquidity $
$17.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1600 · σ=0.0065 · range [0.1450, 0.1650] · R²=0.536 FALLING -6.06%σ NORMAL 4.03%LAST 0.15500.16500.16000.15500.15000.1450μ = 0.1600max 0.1650min 0.1450dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 15.50¢
NO price · CLOB mid
n=25 · μ=0.8402 · σ=0.0067 · range [0.8350, 0.8550] · R²=0.574 RISING +1.80%σ LOW 0.80%LAST 0.85000.85500.85000.84500.84000.8350μ = 0.8402max 0.8550min 0.8350dataMA(5)OLS R²=0.57μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 85.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0040 · skew=-0.40 (symmetric) · kurt=1.45 (leptokurtic (fat tails))18149502-0.90ppbin -0.90pp · n=2 · 11.1% peakbin -0.90pp · n=2 · 11.1% peak-0.70pp2-0.50ppbin -0.50pp · n=2 · 11.1% peakbin -0.50pp · n=2 · 11.1% peak-0.30pp-0.10pp180.10ppbin 0.10pp · n=18 · 100.0% peakbin 0.10pp · n=18 · 100.0% peak0.30pp0.50pp0.70pp20.90ppbin 0.90pp · n=2 · 11.1% peakbin 0.90pp · n=2 · 11.1% 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=0.16 · kurt=1.99 · near 9 / mid 14 / far 1 · OLS slope=0.85 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSUPPER 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=-0.89)
μ MEAN16.00¢95% CI: [15.75¢, 16.25¢]
σ STD DEV0.65ppσ² = 0.417 · CV = 4.03%
med MEDIAN16.50¢Q₁ 15.50¢ · Q₃ 16.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 14.50¢Q₁ 15.50¢med 16.50¢Q₃ 16.50¢max 16.50¢μ
SKEWNESS · G₁-0.892left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.350mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.77
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.10
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+0.056within white-noise band
ρ(2) AUTOCORR-0.459lag-2 dependence detected
H · HURST EXPONENT0.851strongly persistent
OLS TREND · t-STAT-5.158significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.851STRONGLY 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+0.056k=2-0.459k=3-0.244k=4+0.204k=5-0.0110+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 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.16)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 ID2497501
SLUGfifwc-ger-kor-2026-06-14-total-6pt5
CATEGORYGermany vs. Curaçao - More Markets
TWO-SIDED PRICING
PRIMARY · YES16.50¢implied prob 16.50% · decimal odds 6.06×
COUNTER · NO83.50¢implied prob 83.50% · decimal odds 1.20×
16.50¢
83.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME72.08k USD 24h
LIQUIDITY17.82k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (84¢)|primary − counter| = 0.670 · entropy 0.646 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 16.5%NO 83.5%YES16.5%H = 0.646 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES6.06×(17¢)NO1.20×(84¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.646 bits (65% 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 · CRITICALresolves 2026-06-14 17:00 UTC
0days
00hrs
09min
YES$1.00(P = 16.5%)
NO$0.00(P = 83.5%)
current: $0.1650 · expected return per side: $0.83 on YES hit · $0.17 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.1hRESOLVESP projection · σ=0.65% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.162 pp/day
now0.16h left
3.162 pp/day×1.00
−25%0.12h left
3.651 pp/day×1.15
−50%0.08h left
4.472 pp/day×1.41
−75%0.04h left
6.325 pp/day×2.00
−90%0.02h left
10.000 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 -1.00%BEST+1.00%22hWORST-1.00%20hTYPICAL |Δ|0.21%mean absoluteCUMULATIVE-1.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final -1.00%+0.00%-2.00%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·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·12h-0.50% · 13h-0.50% · 13h-0.50%13h-0.50% · 14h-0.50% · 14h-0.50%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·19h-1.00% · 20h-1.00% · 20h-1.00%20h▼ WORST0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h★ BEST1.00% · 23h1.00% · 23h1.00%23h-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNUS-led (+1.00%)RUNSup max 2 · down max 2BREADTH8% up · 17% down · 75% flat
2 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 · SHALLOW DD (-1.02%)FINAL-1.02%MAX DD-1.99%RECOVERYONGOING · 12 barsMAX RUN-UP+0.00%UNDERWATER12/25 (48%)STREAK↘ 1EQUITY CURVE · end 0.9898 · peak 1.0000 · range [0.9801, 1.0000]1.00000.9801break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -1.99% · moderate0%-1.99%▼ TROUGH -1.99%TOP DRAWDOWN PERIODS · 1 total#1 -1.99%bar 14-25 · 12 bars · ONGOINGDD SEVERITYmoderate (max -1.99%)RECOVERYongoing · 12 barsTIME UNDER WATER48% of session · 12/25 bars
final equity 0.9898 (-1.02%) · max DD -1.99% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −9 (5% positive) · μ=-22.85 · σ=28.48UNPROFITABLE STRATEGYLAST 0.00 (+0.80σ vs μ)60.4230.210.00-30.21-60.42μ = -22.850.000.000.000.000.000.000.000.000.000.000.000.000.000.00-38.21-38.21-60.42-60.42-60.42-60.42-60.42-60.42-60.42-60.42-60.42-60.42-38.21-38.21-38.21-38.21-38.21-38.210.000.0020.7220.720.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-60.42, 20.72] · μ -22.852 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=23.6223 · σ=25.2143 · range [0.0000, 83.7138] · R²=0.819 FLATσ EXTREME 106.74%LAST 83.713883.713862.785341.856920.92840.0000μ = 23.6223max 83.7138min 0.0000dataMA(3)OLS R²=0.82μ lineμ ± σ bandmaxmin
latest 83.71% · range [0.00%, 83.71%] · μ 23.62% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −4 (32% positive) · μ=0.071 · σ=0.169MEAN-REVERSIONLAST 0.000 (-0.42σ vs μ)0.4170.2080.000-0.208-0.417μ = 0.0710.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.0330.4170.4170.1670.1670.1670.1670.1670.1670.4170.417-0.033-0.033-0.033-0.033-0.233-0.2330.0000.0000.3430.3430.0000.000v > 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 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
7.7984
p-VALUE (log scale)
0.0203
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
9.1272
p-VALUE (log scale)
0.1030
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
-1.6861
p-VALUE (log scale)
0.4447
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
-0.7071
p-VALUE (log scale)
0.4795
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (3 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6660
p-VALUE (log scale)
0.0166
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
-0.7787
p-VALUE (log scale)
0.4361
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.763 ≈ 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=1.93e-5 · top T=6.00h (22.1%) · top-3 cover 56.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.1e-53.8e-52.6e-51.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.48e-6 · 3.2% energyperiod 24.0 · power 7.48e-6 · 3.2% energyperiod 12.0 · power 5.97e-6 · 2.6% energyperiod 12.0 · power 5.97e-6 · 2.6% energyperiod 8.0 · power 7.72e-6 · 3.3% energyperiod 8.0 · power 7.72e-6 · 3.3% energyperiod 6.0 · power 5.10e-5 · 22.1% energyperiod 6.0 · power 5.10e-5 · 22.1% energyperiod 4.8 · power 3.49e-5 · 15.1% energyperiod 4.8 · power 3.49e-5 · 15.1% energyperiod 4.0 · power 3.54e-5 · 15.3% energyperiod 4.0 · power 3.54e-5 · 15.3% energyperiod 3.4 · power 4.40e-5 · 19.0% energyperiod 3.4 · power 4.40e-5 · 19.0% energyperiod 3.0 · power 7.29e-6 · 3.2% energyperiod 3.0 · power 7.29e-6 · 3.2% energyperiod 2.7 · power 4.78e-6 · 2.1% energyperiod 2.7 · power 4.78e-6 · 2.1% energyperiod 2.4 · power 2.36e-6 · 1.0% energyperiod 2.4 · power 2.36e-6 · 1.0% energyperiod 2.2 · power 1.37e-5 · 5.9% energyperiod 2.2 · power 1.37e-5 · 5.9% energyperiod 2.0 · power 1.67e-5 · 7.2% energyperiod 2.0 · power 1.67e-5 · 7.2% energy50% by T=4.0h#1 dominantT=6.00h#2T=3.43h#3T=4.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 22.1% of total energy · Σ|X̂|²/n = 2.313e-4

▸ Depth section using sovereign-store price series (441 bars · effective 1753103 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 0.095pp · expected |Δp| over horizon 0.23ppterminal variance p(1−p) = 0.1378 · n = 441n = 441
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.095pp
one-bar volatility · logit-free
Per-day movedaily
0.47pp
σ × √24
Per-horizon move0d
0.23pp
σ × √6
Terminal variancebinary
0.1378
p(1−p) at resolution
Current pricep
16.5¢
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 0.15pp · ES₉₅ 0.19pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01n = 441
VaR 95%
0.15pp
1.645·σ (parametric) of Δp
ES 95%
0.19pp
mean of the tail
Max drawdown
6.1pp
peak 16.5¢ → trough 15.5¢
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
16.5%
= price
Decimal oddsEU
6.061
total return per $1
AmericanUS
+506
$100 wins $506
FractionalUK
5.06 / 1
profit per $1 risked
Profit per $100stake
+$506.06
clean dollar framing
-1000-5000+500+1000020406080100you · 16.5%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)
0.646 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.646 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.60 bit
self-information
Surprise · NO−log₂(1−p)
0.26 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
49950794854100558110964459620335235405216746826541414931134154297297482559238
NO token ID
85979525300046787176635512531545773101155841383967976487469790053353655542194
Snapshot fetched
2026-06-14 16:50:10 UTC
Snapshot age
39ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:50:10 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b9618da7b7ab4932a0e755b2fe4ea9ade6bff40e1a2de7ac119a308018267694 · 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
0.150000
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.107
ask-heavy
Imbalance (top-5)
+0.268
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-total-6pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.160000666.67bp0.1600001FILLED
BUY$10.00K0.32355611570.39bp0.81000036FILLED
BUY$100.00K0.57145928097.24bp0.99000046PARTIAL
SELL$1.00K0.1244901700.65bp0.1000005FILLED
SELL$10.00K0.0709955267.02bp0.01000014PARTIAL
SELL$100.00K0.0709955267.02bp0.01000014PARTIAL

Risk metrics

sovereign store · 441 barsperiods/year ≈ 1.75M
Realized vol (annualised)
802.73%
σ per bar = 0.006063
Mean return (annualised)
51482.14%
μ per bar = 0.000294
Sharpe (rf=0)
64.13
annualised; risk-free assumed zero
Max drawdown
6.06%
peak 0.17 → trough 0.15 over 150 bars

/api/asset/pm-fifwc-ger-kor-2026-06-14-total-6pt5/risk · same metrics, JSON