POLYMARKET · PREDICTION MARKET · NETHERLANDS VS. JAPAN - HALFTIME RESULT

Japan leading at halftime?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-halftime-result-away · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
822.27%
max drawdown
99.76%
sharpe
ulcer index
65.80%
RMS drawdown
pain index
49.46%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
99.76%
cond. drawdown
gain/pain
0.02
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.02
upside/downside
roll spread
99.4 bps
implied (price-only)
bars used
391
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-halftime-result-away/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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.2008 · σ=0.0605 · range [0.0005, 0.2250] · R²=0.195 FALLING -99.77%σ EXTREME 30.13%LAST 0.00050.22500.16890.11280.05660.0005μ = 0.2008max 0.2250min 0.0005dataMA(5)OLS R²=0.19μ 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=413.6 · CV=3.49BURSTY · concentratedcumulative energy ↗ · 50% by h=2305111,0221,5342,045μ = 1192,04550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2845bp moved · peak 2045bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
12ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$150.8k
liquidity $
$200.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2008 · σ=0.0605 · range [0.0005, 0.2250] · R²=0.195 FALLING -99.77%σ EXTREME 30.13%LAST 0.00050.22500.16890.11280.05660.0005μ = 0.2008max 0.2250min 0.0005dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.7992 · σ=0.0605 · range [0.7750, 0.9995] · R²=0.195 RISING +27.32%σ HIGH 7.57%LAST 0.99950.99950.94340.88730.83110.7750μ = 0.7992max 0.9995min 0.7750dataMA(5)OLS R²=0.19μ 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=-0.0097 · σ=0.0386 · skew=-4.50 (left-skewed) · kurt=18.51 (leptokurtic (fat tails))221711601-19.38ppbin -19.38pp · n=1 · 4.5% peakbin -19.38pp · n=1 · 4.5% peak-17.23pp-15.09pp-12.94pp-10.80pp-8.65pp-6.51pp-4.36pp1-2.22ppbin -2.22pp · n=1 · 4.5% peakbin -2.22pp · n=1 · 4.5% peak22-0.07ppbin -0.07pp · n=22 · 100.0% peakbin -0.07pp · 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=-4.43 · kurt=18.09 · near 6 / mid 12 / far 6 · OLS slope=0.56 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.71σΔ=-1.58σsample ↓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=6.62)
μ MEAN20.08¢95% CI: [17.71¢, 22.46¢]
σ STD DEV6.05ppσ² = 36.618 · CV = 30.13%
med MEDIAN21.50¢Q₁ 21.50¢ · Q₃ 22.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 21.50¢med 21.50¢Q₃ 22.50¢max 22.50¢μ
SKEWNESS · G₁-2.875left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.621leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 8.16
range ↔ σconcentrated (range < 4σ)range / σ = 3.71
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.045within white-noise band
ρ(2) AUTOCORR-0.002lag-2 not significant
H · HURST EXPONENT1.404strongly persistent
OLS TREND · t-STAT-2.359significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.404STRONGLY 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+0.045k=2-0.002k=3-0.013k=4-0.050k=5+0.0380+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 CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.36)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 ID2322423
SLUGfifwc-nld-jpn-2026-06-14-halftime-result-away
CATEGORYNetherlands vs. Japan - Halftime Result
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 VOLUME150.83k USD 24h
LIQUIDITY200.36k 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 DEPTHDEEP100k+ 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 -20.45% · typical |Δ| 1.19%BEARISH SESSION -21.45%BEST+1.00%17hWORST-20.45%23hTYPICAL |Δ|1.19%mean absoluteCUMULATIVE-21.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ -2.81% · Σ -22.45%CUMULATIVE Δ PATH · final -21.45%+1.00%-21.45%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·6h0.00% · 7h0.00% · 7h·7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h-0.50% · 10h-0.50% · 10h-0.50%10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h0.50% · 13h0.50% · 13h0.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h1.00% · 17h1.00% · 17h1.00%17h★ BEST-1.00% · 18h-1.00% · 18h-1.00%18h1.00% · 19h1.00% · 19h1.00%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-2.00% · 22h-2.00% · 22h-2.00%22h-20.45% · 23h-20.45% · 23h-20.45%23h▼ WORST0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+1.00%)RUNSup max 2 · down max 2BREADTH21% up · 21% down · 58% flat
5 up bars · 5 down · best 1.00% · worst -20.45% · typical |Δ| 1.185%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -21.28%FINAL-21.28%MAX DD-22.06%RECOVERYONGOING · 9 barsMAX RUN-UP+1.00%UNDERWATER12/25 (48%)STREAK▬ 0EQUITY CURVE · end 0.7872 · peak 1.0100 · range [0.7872, 1.0100]1.01000.7872break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -22.06% · severe0%-22.06%▼ TROUGH -22.06%TOP DRAWDOWN PERIODS · 2 total#1 -22.06%bar 17-25 · 9 bars · ONGOING#2 -0.50%bar 11-13 · 3 bars · recoveredDD SEVERITYsevere (max -22.06%)RECOVERYongoing · 9 barsTIME UNDER WATER48% of session · 12/25 bars
final equity 0.7872 (-21.28%) · max DD -22.06% · time-under-water 12/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −4 (37% positive) · μ=4.94 · σ=22.87MIXED EDGELAST -40.19 (-1.97σ vs μ)42.4621.230.00-21.23-42.46μ = 4.940.000.000.000.0038.2138.2138.2138.210.000.000.000.0020.7220.7238.2138.2120.7220.7220.7220.720.000.0022.8322.83-9.74-9.740.000.000.000.000.000.00-13.34-13.34-42.46-42.46-40.19-40.19v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -40.193 · range [-42.46, 38.21] · μ 4.942 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=123.3279 · σ=231.7982 · range [0.0000, 779.1668] · R²=0.402 FLATσ EXTREME 187.95%LAST 779.1668779.1668584.3751389.5834194.79170.0000μ = 123.3279max 779.1668min 0.0000dataMA(3)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 779.17% · range [0.00%, 779.17%] · μ 123.33% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −10 (26% positive) · μ=-0.152 · σ=0.344MEAN-REVERSIONLAST -0.150 (+0.00σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.1520.0000.0000.0000.000-0.033-0.033-0.233-0.2330.0000.0000.0000.000-0.010-0.0100.2670.2670.2840.2840.2250.2250.1670.167-0.298-0.298-0.626-0.626-0.750-0.750-0.750-0.750-0.750-0.750-0.297-0.2970.0650.065-0.150-0.150v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.150 · |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
609.9562
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
0.1857
p-VALUE (log scale)
0.9984
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
0.0431
p-VALUE (log scale)
0.9594
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
1.3416
p-VALUE (log scale)
0.1797
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
0.3368
p-VALUE (log scale)
0.1178
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
-0.5476
p-VALUE (log scale)
0.5839
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.833 ≈ 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=1.74e-3 · top T=6.00h (10.6%) · top-3 cover 31.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.2e-31.7e-31.1e-35.5e-40.0e+0μ noise floorperiod 24.0 · power 2.14e-3 · 10.3% energyperiod 24.0 · power 2.14e-3 · 10.3% energyperiod 12.0 · power 1.96e-3 · 9.4% energyperiod 12.0 · power 1.96e-3 · 9.4% energyperiod 8.0 · power 2.11e-3 · 10.1% energyperiod 8.0 · power 2.11e-3 · 10.1% energyperiod 6.0 · power 2.21e-3 · 10.6% energyperiod 6.0 · power 2.21e-3 · 10.6% energyperiod 4.8 · power 1.62e-3 · 7.8% energyperiod 4.8 · power 1.62e-3 · 7.8% energyperiod 4.0 · power 1.88e-3 · 9.0% energyperiod 4.0 · power 1.88e-3 · 9.0% energyperiod 3.4 · power 1.57e-3 · 7.5% energyperiod 3.4 · power 1.57e-3 · 7.5% energyperiod 3.0 · power 1.31e-3 · 6.3% energyperiod 3.0 · power 1.31e-3 · 6.3% energyperiod 2.7 · power 1.74e-3 · 8.3% energyperiod 2.7 · power 1.74e-3 · 8.3% energyperiod 2.4 · power 1.97e-3 · 9.5% energyperiod 2.4 · power 1.97e-3 · 9.5% energyperiod 2.2 · power 1.46e-3 · 7.0% energyperiod 2.2 · power 1.46e-3 · 7.0% energyperiod 2.0 · power 8.70e-4 · 4.2% energyperiod 2.0 · power 8.70e-4 · 4.2% energy50% by T=4.0h#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 10.6% of total energy · Σ|X̂|²/n = 2.084e-2

▸ Depth section using sovereign-store price series (391 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 0.621pp · expected |Δp| over horizon 1.52ppterminal variance p(1−p) = 0.0005 · n = 391n = 391
μ per bar
-0.052pp
average Δp · drift
σ per bar
0.621pp
one-bar volatility · logit-free
Per-day movedaily
3.04pp
σ × √24
Per-horizon move0d
1.52pp
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 1.07pp · ES₉₅ 1.33pp · method parametric · drift-correcteddrift -0.052pp/bar · quantised: yes · median step 3.00pp · unique ratio 0.02n = 391
VaR 95%
1.07pp
1.645·σ (parametric) of Δp
ES 95%
1.33pp
mean of the tail
Max drawdown
99.8pp
peak 21.0¢ → trough 0.1¢
Median step
3.00pp
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
108991302062486104158722315399087914186428466760528598369776949008139327588547
NO token ID
82733647709071319947196535528599045593196527414425314263430874287434251670413
Snapshot fetched
2026-06-14 21:45:22 UTC
Snapshot age
12ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:45:22 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4c7109e3bf7c6976d1fea7674c97aab694df1a23bd1238c54b2c8b3345a8bdcc · 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 - Halftime Result

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-halftime-result-away/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 · 391 barsperiods/year ≈ 1.75M
Realized vol (annualised)
23676.49%
σ per bar = 0.178819
Mean return (annualised)
-2704343.79%
μ per bar = -0.015426
Sharpe (rf=0)
-114.22
annualised; risk-free assumed zero
Max drawdown
99.76%
peak 0.21 → trough 0.00 over 284 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-halftime-result-away/risk · same metrics, JSON