POLYMARKET · PREDICTION MARKET · NETHERLANDS VS. JAPAN - TOTAL CORNERS

Netherlands vs. Japan: O/U 8.5 Total Corners

YES · live
32.0¢
NO · live
68.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-corners-total-8pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
1338.75%
max drawdown
44.35%
sharpe
ulcer index
18.85%
RMS drawdown
pain index
13.60%
mean drawdown
mod. VaR 95%
0.68%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
44.35%
cond. drawdown
gain/pain
0.14
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.14
upside/downside
roll spread
37.0 bps
implied (price-only)
bars used
280
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-corners-total-8pt5/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
32.0¢
NO · live
68.0¢
YES price · live 24h
n=25 · μ=0.5664 · σ=0.0497 · range [0.3350, 0.5950] · R²=0.182 FALLING -41.74%σ HIGH 8.77%LAST 0.33500.59500.53000.46500.40000.3350μ = 0.5664max 0.5950min 0.3350dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 33.50¢
YES / NO split · live
YES 32.0%NO 68.0%NO68.0%68.00¢ · odds 1/1.47
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.904 / 1.00 bits (90%) · high uncertainty
YES
32.0%32.0¢3.13× +0.00pp
NO
68.0%68.0¢1.47× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,400 · μ=141.7 · σ=402.1 · CV=2.84BURSTY · concentratedcumulative energy ↗ · 50% by h=2405001,0001,5002,000μ = 1422,00050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3400bp moved · peak 2000bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
32.00¢ (32.00%)
NO mid
68.00¢ (68.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$35.0k
liquidity $
$238.2
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5664 · σ=0.0497 · range [0.3350, 0.5950] · R²=0.182 FALLING -41.74%σ HIGH 8.77%LAST 0.33500.59500.53000.46500.40000.3350μ = 0.5664max 0.5950min 0.3350dataMA(5)OLS R²=0.18μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 33.50¢
NO price · CLOB mid
n=25 · μ=0.4350 · σ=0.0565 · range [0.4050, 0.7000] · R²=0.174 RISING +64.71%σ HIGH 12.98%LAST 0.70000.70000.62620.55250.47880.4050μ = 0.4350max 0.7000min 0.4050dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 70.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0110 · σ=0.0379 · skew=-4.35 (left-skewed) · kurt=17.60 (leptokurtic (fat tails))201510501-18.95ppbin -18.95pp · n=1 · 5.0% peakbin -18.95pp · n=1 · 5.0% peak-16.85pp-14.75pp-12.65pp-10.55pp-8.45pp-6.35pp-4.25pp3-2.15ppbin -2.15pp · n=3 · 15.0% peakbin -2.15pp · n=3 · 15.0% peak20-0.05ppbin -0.05pp · n=20 · 100.0% peakbin -0.05pp · n=20 · 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=-4.24 · kurt=16.96 · near 6 / mid 13 / far 5 · OLS slope=0.62 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.64σΔ=-1.54σsample ↓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=15.88)
μ MEAN56.64¢95% CI: [54.69¢, 58.59¢]
σ STD DEV4.97ppσ² = 24.657 · CV = 8.77%
med MEDIAN57.50¢Q₁ 57.00¢ · Q₃ 58.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 33.50¢Q₁ 57.00¢med 57.50¢Q₃ 58.50¢max 59.50¢μ
SKEWNESS · G₁-4.027left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂15.885leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.17
σ × 1.349 ↔ IQRdiverges from normalratio = 4.47
range ↔ σwide tails (range > 4σ)range / σ = 5.24
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+0.145within white-noise band
ρ(2) AUTOCORR+0.058lag-2 not significant
H · HURST EXPONENT0.600persistent
OLS TREND · t-STAT-2.265significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.600PERSISTENT
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+0.145k=2+0.058k=3-0.056k=4-0.014k=5-0.0200+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 0.34moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.26)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 ID2497493
SLUGfifwc-nld-jpn-2026-06-14-corners-total-8pt5
CATEGORYNetherlands vs. Japan - Total Corners
TWO-SIDED PRICING
PRIMARY · YES32.00¢implied prob 32.00% · decimal odds 3.13×
COUNTER · NO68.00¢implied prob 68.00% · decimal odds 1.47×
32.00¢
68.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME35.01k USD 24h
LIQUIDITY238 USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (68¢)|primary − counter| = 0.360 · entropy 0.904 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 32.0%NO 68.0%YES32.0%H = 0.904 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES3.13×(32¢)NO1.47×(68¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.904 bits (90% of max) · high 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -20.00% · typical |Δ| 1.42%BEARISH SESSION -24.00%BEST+1.00%1hWORST-20.00%24hTYPICAL |Δ|1.42%mean absoluteCUMULATIVE-24.00%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ -0.56% · Σ -4.50%CUMULATIVE Δ PATH · final -24.00%+2.00%-24.00%1.00% · 1h1.00% · 1h1.00%1h★ BEST-1.00% · 2h-1.00% · 2h-1.00%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.50% · 6h0.50% · 6h0.50%6h-0.50% · 7h-0.50% · 7h-0.50%7h0.00% · 8h0.00% · 8h·8h1.00% · 9h1.00% · 9h1.00%9h1.00% · 10h1.00% · 10h1.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h-0.50% · 14h-0.50% · 14h-0.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h-1.50% · 16h-1.50% · 16h-1.50%16h0.00% · 17h0.00% · 17h·17h0.50% · 18h0.50% · 18h0.50%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h1.00% · 21h1.00% · 21h1.00%21h-1.50% · 22h-1.50% · 22h-1.50%22h-3.00% · 23h-3.00% · 23h-3.00%23h-20.00% · 24h-20.00% · 24h-20.00%24h▼ WORSTTIME PATTERNEurope-led (+0.50%)RUNSup max 2 · down max 3BREADTH25% up · 38% down · 38% flat
6 up bars · 9 down · best 1.00% · worst -20.00% · typical |Δ| 1.417%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -23.21%FINAL-23.21%MAX DD-24.72%RECOVERYONGOING · 14 barsMAX RUN-UP+2.00%UNDERWATER22/25 (88%)STREAK↘ 3EQUITY CURVE · end 0.7679 · peak 1.0200 · range [0.7679, 1.0200]1.02000.7679break-even = 1★ PEAK 1.0200UNDERWATER DRAWDOWN · max -24.72% · severe0%-24.72%▼ TROUGH -24.72%TOP DRAWDOWN PERIODS · 2 total#1 -24.72%bar 12-25 · 14 bars · ONGOING#2 -1.00%bar 3-10 · 8 bars · recoveredDD SEVERITYsevere (max -24.72%)RECOVERYongoing · 14 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.7679 (-23.21%) · max DD -24.72% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −9 (37% positive) · μ=-9.85 · σ=38.57MIXED EDGELAST -45.81 (-0.93σ vs μ)85.4442.720.00-42.72-85.44μ = -9.8511.7411.74-30.21-30.210.000.0030.2130.2151.5251.5233.9533.9522.8322.8338.2138.2122.8322.83-13.34-13.34-85.44-85.44-66.72-66.72-45.67-45.67-45.67-45.67-33.95-33.950.000.000.000.00-31.55-31.55-45.81-45.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -45.808 · range [-85.44, 51.52] · μ -9.845 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=99.5966 · σ=158.6878 · range [29.5973, 749.0027] · R²=0.215 RISING +1104.16%σ EXTREME 159.33%LAST 749.0027749.0027569.1513389.3000209.448629.5973μ = 99.5966max 749.0027min 29.5973dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxmin
latest 749.00% · range [29.60%, 749.00%] · μ 99.60% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −8 (53% positive) · μ=-0.040 · σ=0.226CLOSE TO MARTINGALELAST 0.106 (+0.65σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.040-0.418-0.418-0.146-0.146-0.500-0.500-0.208-0.2080.1670.167-0.079-0.0790.0950.0950.0330.0330.1670.167-0.199-0.1990.1670.167-0.126-0.1260.0240.0240.1670.1670.1840.1840.0000.000-0.429-0.4290.2270.2270.1060.106v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.106 · |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
540.2541
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
0.7739
p-VALUE (log scale)
0.9765
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
4.5195
p-VALUE (log scale)
0.9990
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
-0.1120
p-VALUE (log scale)
0.9108
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4030
p-VALUE (log scale)
0.0759
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
-1.4864
p-VALUE (log scale)
0.1372
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.548 ≈ 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=1.73e-3 · top T=8.00h (11.4%) · top-3 cover 32.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.4e-31.8e-31.2e-35.9e-40.0e+0μ noise floorperiod 24.0 · power 2.21e-3 · 10.7% energyperiod 24.0 · power 2.21e-3 · 10.7% energyperiod 12.0 · power 2.22e-3 · 10.7% energyperiod 12.0 · power 2.22e-3 · 10.7% energyperiod 8.0 · power 2.37e-3 · 11.4% energyperiod 8.0 · power 2.37e-3 · 11.4% energyperiod 6.0 · power 1.77e-3 · 8.6% energyperiod 6.0 · power 1.77e-3 · 8.6% energyperiod 4.8 · power 1.22e-3 · 5.9% energyperiod 4.8 · power 1.22e-3 · 5.9% energyperiod 4.0 · power 1.99e-3 · 9.6% energyperiod 4.0 · power 1.99e-3 · 9.6% energyperiod 3.4 · power 1.16e-3 · 5.6% energyperiod 3.4 · power 1.16e-3 · 5.6% energyperiod 3.0 · power 8.84e-4 · 4.3% energyperiod 3.0 · power 8.84e-4 · 4.3% energyperiod 2.7 · power 1.63e-3 · 7.9% energyperiod 2.7 · power 1.63e-3 · 7.9% energyperiod 2.4 · power 1.61e-3 · 7.8% energyperiod 2.4 · power 1.61e-3 · 7.8% energyperiod 2.2 · power 1.83e-3 · 8.8% energyperiod 2.2 · power 1.83e-3 · 8.8% energyperiod 2.0 · power 1.84e-3 · 8.9% energyperiod 2.0 · power 1.84e-3 · 8.9% energy50% by T=4.0h#1 dominantT=8.00h#2T=12.00h#3T=24.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 11.4% of total energy · Σ|X̂|²/n = 2.072e-2

▸ Depth section using sovereign-store price series (280 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 1.011pp · expected |Δp| over horizon 2.48ppterminal variance p(1−p) = 0.2176 · n = 280n = 280
μ per bar
-0.091pp
average Δp · drift
σ per bar
1.011pp
one-bar volatility · logit-free
Per-day movedaily
4.96pp
σ × √24
Per-horizon move0d
2.48pp
σ × √6
Terminal variancebinary
0.2176
p(1−p) at resolution
Current pricep
32.0¢
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 1.76pp · ES₉₅ 2.18pp · method parametric · drift-correcteddrift -0.091pp/bar · quantised: yes · median step 4.00pp · unique ratio 0.02n = 280
VaR 95%
1.76pp
1.645·σ (parametric) of Δp
ES 95%
2.18pp
mean of the tail
Max drawdown
44.3pp
peak 57.5¢ → trough 32.0¢
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
32.0%
= price
Decimal oddsEU
3.125
total return per $1
AmericanUS
+213
$100 wins $213
FractionalUK
2.12 / 1
profit per $1 risked
Profit per $100stake
+$212.50
clean dollar framing
-1000-5000+500+1000020406080100you · 32.0%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)
0.904 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.904 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.64 bit
self-information
Surprise · NO−log₂(1−p)
0.56 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
31530059115902749075661324047708839710844760137411626833383256470693817819766
NO token ID
111717095080107439071061600982060342293050198138021064811138323512720493664221
Snapshot fetched
2026-06-14 21:45:39 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:45:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5662c3026d59f8dec2a2705fbbf94dff0abe9b30a80e32ab42a447f4c28eedd8 · 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 - Total Corners

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
0.325000
(best bid + best ask) / 2
Spread
2769.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.315
ask-heavy
Imbalance (top-5)
+0.587
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-nld-jpn-2026-06-14-corners-total-8pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.75288313165.65bp0.97000011FILLED
BUY$10.00K0.90853917955.03bp0.99000013PARTIAL
BUY$100.00K0.90853917955.03bp0.99000013PARTIAL
SELL$1.00K0.1995763859.21bp0.0100007PARTIAL
SELL$10.00K0.1995763859.21bp0.0100007PARTIAL
SELL$100.00K0.1995763859.21bp0.0100007PARTIAL

Risk metrics

sovereign store · 280 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3171.78%
σ per bar = 0.023956
Mean return (annualised)
-368224.74%
μ per bar = -0.002101
Sharpe (rf=0)
-116.09
annualised; risk-free assumed zero
Max drawdown
44.35%
peak 0.57 → trough 0.32 over 250 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-corners-total-8pt5/risk · same metrics, JSON