POLYMARKET · PREDICTION MARKET · NETHERLANDS VS. JAPAN - MORE MARKETS

Netherlands vs. Japan: Both Teams to Score in First Half

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-btts-first-half · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
800.52%
max drawdown
99.76%
sharpe
ulcer index
73.46%
RMS drawdown
pain index
60.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
99.76%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
149.6 bps
implied (price-only)
bars used
338
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-btts-first-half/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH7ms--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.1750 · σ=0.0534 · range [0.0005, 0.2150] · R²=0.127 FALLING -99.73%σ EXTREME 30.53%LAST 0.00050.21500.16140.10770.05410.0005μ = 0.1750max 0.2150min 0.0005dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00× +0.00pp
NO
100.0%100.0¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,845 · μ=118.5 · σ=391.8 · CV=3.31BURSTY · concentratedcumulative energy ↗ · 50% by h=2304869731,4591,945μ = 1191,94550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2845bp moved · peak 1945bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
7ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$58.5k
liquidity $
$88.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1750 · σ=0.0534 · range [0.0005, 0.2150] · R²=0.127 FALLING -99.73%σ EXTREME 30.53%LAST 0.00050.21500.16140.10770.05410.0005μ = 0.1750max 0.2150min 0.0005dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.8250 · σ=0.0534 · range [0.7850, 0.9995] · R²=0.127 RISING +22.64%σ HIGH 6.48%LAST 0.99950.99950.94590.89220.83860.7850μ = 0.8250max 0.9995min 0.7850dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0087 · σ=0.0368 · skew=-4.50 (left-skewed) · kurt=18.51 (leptokurtic (fat tails))221711601-18.43ppbin -18.43pp · n=1 · 4.5% peakbin -18.43pp · n=1 · 4.5% peak-16.38pp-14.34pp-12.29pp-10.25pp-8.20pp-6.16pp-4.11pp1-2.07ppbin -2.07pp · n=1 · 4.5% peakbin -2.07pp · n=1 · 4.5% peak22-0.02ppbin -0.02pp · n=22 · 100.0% peakbin -0.02pp · n=22 · 100.0% 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=-4.42 · kurt=18.06 · near 7 / mid 12 / far 5 · OLS slope=0.57 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.70σΔ=-1.59σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=6.13)
μ MEAN17.50¢95% CI: [15.41¢, 19.60¢]
σ STD DEV5.34ppσ² = 28.563 · CV = 30.53%
med MEDIAN18.50¢Q₁ 18.00¢ · Q₃ 19.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 18.00¢med 18.50¢Q₃ 19.50¢max 21.50¢μ
SKEWNESS · G₁-2.734left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.129leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 4.81
range ↔ σwide tails (range > 4σ)range / σ = 4.01
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-0.037within white-noise band
ρ(2) AUTOCORR+0.046lag-2 not significant
H · HURST EXPONENT0.676persistent
OLS TREND · t-STAT-1.826fails 5% test
HURST EXPONENT [0, 1]
H = 0.676PERSISTENT
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=1-0.037k=2+0.046k=3-0.031k=4-0.032k=5-0.0010+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 0.39high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.83)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 ID2480939
SLUGfifwc-nld-jpn-2026-06-14-btts-first-half
CATEGORYNetherlands vs. Japan - More Markets
TWO-SIDED PRICING
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME58.47k USD 24h
LIQUIDITY88.70k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -19.45% · typical |Δ| 1.19%BEARISH SESSION -18.45%BEST+1.00%12hWORST-19.45%23hTYPICAL |Δ|1.19%mean absoluteCUMULATIVE-18.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.50% · Σ +4.00%US · 16-24 UTCμ -2.68% · Σ -21.45%CUMULATIVE Δ PATH · final -18.45%+3.00%-18.45%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·6h-1.00% · 7h-1.00% · 7h-1.00%7h0.00% · 8h0.00% · 8h·8h0.50% · 9h0.50% · 9h0.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h1.00% · 12h1.00% · 12h1.00%12h★ BEST0.50% · 13h0.50% · 13h0.50%13h1.00% · 14h1.00% · 14h1.00%14h1.00% · 15h1.00% · 15h1.00%15h-1.50% · 16h-1.50% · 16h-1.50%16h-0.50% · 17h-0.50% · 17h-0.50%17h0.00% · 18h0.00% · 18h·18h0.50% · 19h0.50% · 19h0.50%19h0.50% · 20h0.50% · 20h0.50%20h-1.00% · 21h-1.00% · 21h-1.00%21h0.00% · 22h0.00% · 22h·22h-19.45% · 23h-19.45% · 23h-19.45%23h▼ WORST0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+4.00%)RUNSup max 4 · down max 2BREADTH29% up · 21% down · 50% flat
7 up bars · 5 down · best 1.00% · worst -19.45% · typical |Δ| 1.185%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -18.68%FINAL-18.68%MAX DD-21.06%RECOVERYONGOING · 9 barsMAX RUN-UP+3.02%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 0.8132 · peak 1.0302 · range [0.8132, 1.0302]1.03020.8132break-even = 1★ PEAK 1.0302UNDERWATER DRAWDOWN · max -21.06% · severe0%-21.06%▼ TROUGH -21.06%TOP DRAWDOWN PERIODS · 2 total#1 -21.06%bar 17-25 · 9 bars · ONGOING#2 -1.00%bar 8-12 · 5 bars · recoveredDD SEVERITYsevere (max -21.06%)RECOVERYongoing · 9 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.8132 (-18.68%) · max DD -21.06% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −9 (42% positive) · μ=6.44 · σ=46.15MIXED EDGELAST -38.12 (-0.97σ vs μ)111.0655.530.00-55.53-111.06μ = 6.440.000.00-38.21-38.21-38.21-38.21-15.87-15.87-15.87-15.87-15.87-15.8711.7411.7476.4276.42104.64104.64111.06111.0631.7331.7322.5722.578.048.048.048.040.000.00-38.21-38.21-13.34-13.34-38.12-38.12-38.12-38.12v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.119 · range [-38.21, 111.06] · μ 6.443 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=130.4307 · σ=217.9910 · range [0.0000, 744.9494] · R²=0.362 FLATσ EXTREME 167.13%LAST 744.9494744.9494558.7121372.4747186.23740.0000μ = 130.4307max 744.9494min 0.0000dataMA(3)OLS R²=0.36μ lineμ ± σ bandmaxmin
latest 744.95% · range [0.00%, 744.95%] · μ 130.43% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −13 (26% positive) · μ=-0.029 · σ=0.130MEAN-REVERSIONLAST -0.238 (-1.61σ vs μ)0.2380.1190.000-0.119-0.238μ = -0.0290.0000.000-0.033-0.033-0.233-0.233-0.075-0.075-0.040-0.040-0.040-0.040-0.022-0.022-0.133-0.133-0.000-0.0000.1670.167-0.161-0.1610.1740.1740.1580.1580.0690.069-0.125-0.1250.1670.167-0.150-0.150-0.034-0.034-0.238-0.238v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.238 · |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
607.8860
p-VALUE (log scale)
< 0.0001
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
0.1576
p-VALUE (log scale)
0.9988
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
-0.3576
p-VALUE (log scale)
0.9111
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
-1.1451
p-VALUE (log scale)
0.2522
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2559
p-VALUE (log scale)
0.2591
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
-0.8298
p-VALUE (log scale)
0.4066
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.747 ≈ 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=1.63e-3 · top T=6.00h (10.4%) · top-3 cover 30.5%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.0e-31.5e-31.0e-35.1e-40.0e+0μ noise floorperiod 24.0 · power 2.00e-3 · 10.2% energyperiod 24.0 · power 2.00e-3 · 10.2% energyperiod 12.0 · power 1.23e-3 · 6.3% energyperiod 12.0 · power 1.23e-3 · 6.3% energyperiod 8.0 · power 1.92e-3 · 9.9% energyperiod 8.0 · power 1.92e-3 · 9.9% energyperiod 6.0 · power 2.02e-3 · 10.4% energyperiod 6.0 · power 2.02e-3 · 10.4% energyperiod 4.8 · power 1.11e-3 · 5.7% energyperiod 4.8 · power 1.11e-3 · 5.7% energyperiod 4.0 · power 1.42e-3 · 7.3% energyperiod 4.0 · power 1.42e-3 · 7.3% energyperiod 3.4 · power 1.54e-3 · 7.9% energyperiod 3.4 · power 1.54e-3 · 7.9% energyperiod 3.0 · power 1.45e-3 · 7.4% energyperiod 3.0 · power 1.45e-3 · 7.4% energyperiod 2.7 · power 1.48e-3 · 7.6% energyperiod 2.7 · power 1.48e-3 · 7.6% energyperiod 2.4 · power 1.92e-3 · 9.8% energyperiod 2.4 · power 1.92e-3 · 9.8% energyperiod 2.2 · power 1.67e-3 · 8.6% energyperiod 2.2 · power 1.67e-3 · 8.6% energyperiod 2.0 · power 1.74e-3 · 8.9% energyperiod 2.0 · power 1.74e-3 · 8.9% energy50% by T=3.4h#1 dominantT=6.00h#2T=24.00h#3T=8.00hT=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 10.4% of total energy · Σ|X̂|²/n = 1.950e-2

▸ Depth section using sovereign-store price series (338 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 0.605pp · expected |Δp| over horizon 1.48ppterminal variance p(1−p) = 0.0005 · n = 338n = 338
μ per bar
-0.061pp
average Δp · drift
σ per bar
0.605pp
one-bar volatility · logit-free
Per-day movedaily
2.96pp
σ × √24
Per-horizon move0d
1.48pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 1.06pp · ES₉₅ 1.31pp · method parametric · drift-correcteddrift -0.061pp/bar · quantised: yes · median step 4.00pp · unique ratio 0.02n = 338
VaR 95%
1.06pp
1.645·σ (parametric) of Δp
ES 95%
1.31pp
mean of the tail
Max drawdown
99.8pp
peak 20.5¢ → trough 0.1¢
Median step
4.00pp
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
9810972310086389947566150399162798496604508107829912566699548601128562383842
NO token ID
104116908763962815644526842301201062841048212011674313826126659759077205621530
Snapshot fetched
2026-06-14 21:38:19 UTC
Snapshot age
7ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:38:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2afa8a6ec01d2812c994a9e0597c4a8eafb84a8aed6993d2a969b00509f1bd9e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Netherlands vs. Japan - 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
(best bid + best ask) / 2
Spread
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-nld-jpn-2026-06-14-btts-first-half/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 338 barsperiods/year ≈ 1.75M
Realized vol (annualised)
26548.14%
σ per bar = 0.200513
Mean return (annualised)
-3129482.17%
μ per bar = -0.017852
Sharpe (rf=0)
-117.88
annualised; risk-free assumed zero
Max drawdown
99.76%
peak 0.20 → trough 0.00 over 217 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-btts-first-half/risk · same metrics, JSON