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

Spread: Netherlands (-2.5)

YES · live
5.0¢
NO · live
95.0¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-spread-home-2pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
584.17%
max drawdown
68.24%
sharpe
—
ulcer index
37.69%
RMS drawdown
pain index
25.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
68.24%
cond. drawdown
gain/pain
0.65
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.65
upside/downside
roll spread
28.4 bps
implied (price-only)
bars used
388
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-spread-home-2pt5/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
5.0¢
NO · live
95.0¢
YES price · live 24h
n=25 · μ=0.0893 · σ=0.0203 · range [0.0215, 0.1050] · R²=0.519▼ FALLING -79.52%σ EXTREME 22.74%LAST 0.02150.10500.08410.06330.04240.0215μ = 0.0893max 0.1050min 0.0215dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.15¢
YES / NO split · live
YES 5.0%NO 95.0%NO95.0%95.05¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.284 / 1.00 bits (28%) · informative — one side favoured
YES
5.0%5.0¢20.20×▬ +0.00pp
NO
95.0%95.0¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,135 · μ=47.3 · σ=130.1 · CV=2.75BURSTY · concentratedcumulative energy ↗ · 50% by h=230159318476635μ = 4763550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1135bp moved · peak 635bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
4.95¢ (4.95%)
▼NO mid
95.05¢ (95.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$152.7k
≋liquidity $
$21.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0893 · σ=0.0203 · range [0.0215, 0.1050] · R²=0.519▼ FALLING -79.52%σ EXTREME 22.74%LAST 0.02150.10500.08410.06330.04240.0215μ = 0.0893max 0.1050min 0.0215dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.15¢
NO price · CLOB mid
n=25 · μ=0.9107 · σ=0.0203 · range [0.8950, 0.9785] · R²=0.519▲ RISING +9.33%σ NORMAL 2.23%LAST 0.97850.97850.95760.93670.91590.8950μ = 0.9107max 0.9785min 0.8950dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0044 · σ=0.0122 · skew=-3.86 (left-skewed) · kurt=14.90 (leptokurtic (fat tails))16128401-5.98ppbin -5.98pp · n=1 · 6.3% peakbin -5.98pp · n=1 · 6.3% peak-5.25pp-4.51pp-3.78pp-3.04pp-2.31pp-1.57pp5-0.84ppbin -0.84pp · n=5 · 31.3% peakbin -0.84pp · n=5 · 31.3% peak16-0.10ppbin -0.10pp · n=16 · 100.0% peakbin -0.10pp · n=16 · 100.0% peak20.63ppbin 0.63pp · n=2 · 12.5% peakbin 0.63pp · n=2 · 12.5% 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=-3.92 · kurt=15.22 · near 5 / mid 16 / far 3 · OLS slope=0.66 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.53σsample ↓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=4.68)
μ MEAN8.93¢95% CI: [8.14¢, 9.73¢]
σ STD DEV2.03ppσ² = 4.126 · CV = 22.74%
med MEDIAN9.50¢Q₁ 8.50¢ · Q₃ 10.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 8.35pp · IQR 1.50pp (1.349σ→2.74pp)
min 2.15¢Q₁ 8.50¢med 9.50¢Q₃ 10.00¢max 10.50¢μ
SKEWNESS · G₁-2.297left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.679leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRdiverges from normalratio = 1.83
range ↔ σwide tails (range > 4σ)range / σ = 4.11
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-0.077within white-noise band
ρ(2) AUTOCORR-0.026lag-2 not significant
H · HURST EXPONENT0.686persistent
OLS TREND · t-STAT-4.984significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.686
H = 0.686PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.077k=2-0.026k=3-0.032k=4-0.018k=5-0.0310+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=4.98)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.45high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.98)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 ID2326743
SLUGfifwc-nld-jpn-2026-06-14-spread-home-2pt5
CATEGORYNetherlands vs. Japan - More Markets
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES4.95¢implied prob 4.95% · decimal odds 20.20×
COUNTER · NO95.05¢implied prob 95.05% · decimal odds 1.05×
4.95¢
95.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME152.69k USD 24h
LIQUIDITY21.81k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.901 · entropy 0.284 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 5.0%NO 95.0%YES p̂5.0%H = 0.284 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES20.20×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.284 bits (28% 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 -6.35% · typical |Δ| 0.47%BEARISH SESSION -8.35%BEST+1.00%22hWORST-6.35%23hTYPICAL |Δ|0.47%mean absoluteCUMULATIVE-8.35%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -0.19% · Σ -1.50%US · 16-24 UTCμ -0.67% · Σ -5.35%CUMULATIVE Δ PATH · final -8.35%+0.00%-8.35%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h0.50% · 5h0.50% · 5h0.50%5h-0.50% · 6h-0.50% · 6h-0.50%6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-1.00% · 15h-1.00% · 15h-1.00%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h★ BEST-6.35% · 23h-6.35% · 23h-6.35%23h▼ WORST-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNAsia-led (+-0.50%)RUNSup max 1 · down max 2BREADTH8% up · 25% down · 67% flat
2 up bars · 6 down · best 1.00% · worst -6.35% · typical |Δ| 0.473%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.22%FINAL-8.22%MAX DD-8.22%RECOVERYONGOING · 21 barsMAX RUN-UP+0.00%UNDERWATER21/25 (84%)STREAK↘ 2EQUITY CURVE · end 0.9178 · peak 1.0000 · range [0.9178, 1.0000]1.00000.9178break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -8.22% · significant0%-8.22%▼ TROUGH -8.22%TOP DRAWDOWN PERIODS · 1 total#1 -8.22%bar 5-25 · 21 bars · ONGOINGDD SEVERITYsignificant (max -8.22%)RECOVERYongoing · 21 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9178 (-8.22%) · max DD -8.22% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −16 (5% positive) · μ=-28.13 · σ=21.47UNPROFITABLE STRATEGYLAST -37.12 (-0.42σ vs μ)60.4230.210.00-30.21-60.42μ = -28.13-20.72-20.72-20.72-20.72-38.21-38.21-38.21-38.21-20.72-20.72-60.42-60.42-38.21-38.21-38.21-38.210.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.210.000.0038.2138.21-30.87-30.87-37.12-37.12v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -37.121 · range [-60.42, 38.21] · μ -28.129 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=53.4083 · σ=70.8655 · range [0.0000, 253.0598] · R²=0.258▲ RISING +608.96%σ EXTREME 132.69%LAST 249.7496253.0598189.7948126.529963.26490.0000μ = 53.4083max 253.0598min 0.0000dataMA(3)OLS R²=0.26μ lineμ ± σ bandmaxmin
latest 249.75% · range [0.00%, 253.06%] · μ 53.41% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −17 (0% positive) · μ=-0.286 · σ=0.271MEAN-REVERSIONLAST -0.190 (+0.35σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.286-0.716-0.716-0.775-0.775-0.733-0.733-0.733-0.733-0.480-0.480-0.333-0.333-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.171-0.171-0.190-0.190v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.190 · |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
440.1438
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
0.2519
p-VALUE (log scale)
0.9973
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
0.2007
p-VALUE (log scale)
0.9726
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
1.0801
p-VALUE (log scale)
0.2801
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7012
p-VALUE (log scale)
0.0134
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
-1.4826
p-VALUE (log scale)
0.1382
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.549 ≈ 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=1.78e-4 · top T=4.00h (13.3%) · top-3 cover 35.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.8e-42.1e-41.4e-47.1e-50.0e+0μ noise floorperiod 24.0 · power 1.27e-4 · 6.0% energyperiod 24.0 · power 1.27e-4 · 6.0% energyperiod 12.0 · power 1.33e-4 · 6.2% energyperiod 12.0 · power 1.33e-4 · 6.2% energyperiod 8.0 · power 2.57e-4 · 12.1% energyperiod 8.0 · power 2.57e-4 · 12.1% energyperiod 6.0 · power 1.22e-4 · 5.7% energyperiod 6.0 · power 1.22e-4 · 5.7% energyperiod 4.8 · power 1.81e-4 · 8.5% energyperiod 4.8 · power 1.81e-4 · 8.5% energyperiod 4.0 · power 2.83e-4 · 13.3% energyperiod 4.0 · power 2.83e-4 · 13.3% energyperiod 3.4 · power 1.35e-4 · 6.3% energyperiod 3.4 · power 1.35e-4 · 6.3% energyperiod 3.0 · power 1.47e-4 · 6.9% energyperiod 3.0 · power 1.47e-4 · 6.9% energyperiod 2.7 · power 2.05e-4 · 9.6% energyperiod 2.7 · power 2.05e-4 · 9.6% energyperiod 2.4 · power 2.18e-4 · 10.2% energyperiod 2.4 · power 2.18e-4 · 10.2% energyperiod 2.2 · power 2.03e-4 · 9.5% energyperiod 2.2 · power 2.03e-4 · 9.5% energyperiod 2.0 · power 1.19e-4 · 5.6% energyperiod 2.0 · power 1.19e-4 · 5.6% energy50% by T=4.0h#1 dominantT=4.00h#2T=8.00h#3T=2.40hT=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 ≈ 4.00h (freq 0.250) · concentrates 13.3% of total energy · Σ|X̂|²/n = 2.130e-3

▸ Depth section using sovereign-store price series (388 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 0.441pp · expected |Δp| over horizon 1.08ppterminal variance p(1−p) = 0.0470 · n = 388✓ n = 388
μ per bar
-0.009pp
average Δp · drift
σ per bar
0.441pp
one-bar volatility · logit-free
Per-day movedaily
2.16pp
σ × √24
Per-horizon move0d
1.08pp
σ × √6
Terminal variancebinary
0.0470
p(1−p) at resolution
Current pricep
5.0¢
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 0.74pp · ES₉₅ 0.92pp · method parametric · drift-correcteddrift -0.009pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 388
VaR 95%
0.74pp
1.645·σ (parametric) of Δp
ES 95%
0.92pp
mean of the tail
Max drawdown
68.2pp
peak 8.5¢ → trough 2.7¢
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
5.0%
= price
Decimal oddsEU
20.202
total return per $1
AmericanUS
+1920
$100 wins $1920
FractionalUK
19.20 / 1
profit per $1 risked
Profit per $100stake
+$1920.20
clean dollar framing
-1000-5000+500+1000020406080100you · 5.0%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)
0.284 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.284 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.34 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
104408665903518942467075028709683937597445431285954439881973925724305243758767
NO token ID
11892781941571938281543538588257524829142542532078332151385207633914937568251
Snapshot fetched
2026-06-14 21:45:39 UTC
Snapshot age
2ms
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
fecb7d76857c4374af2230cc0c457678df61ab1801905a8a8a35fae4bc5cfc51 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.8¢HL PREDNetherlands83.4¢POLYMARKETWill Netherlands win on 2026-06-14?84¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?75¢HL PERPBTC-USD perpetual$65,416HL PERPETH-USD perpetual$1,718.9HL PERPHYPE-USD perpetual$63.05

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
0.017000
(best bid + best ask) / 2
Spread
2352.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.999
ask-heavy
Imbalance (top-5)
-0.976
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-spread-home-2pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.04291915246.65bp0.31000013FILLED
BUY$10.00K0.270985149402.67bp0.93000030FILLED
BUY$100.00K0.759630436841.27bp0.95000031FILLED
SELL$1.00K0.0065646138.95bp0.0010005PARTIAL
SELL$10.00K0.0065646138.95bp0.0010005PARTIAL
SELL$100.00K0.0065646138.95bp0.0010005PARTIAL

Risk metrics

▸ sovereign store · 388 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10339.20%
σ per bar = 0.078088
Mean return (annualised)
-244926.37%
μ per bar = -0.001397
Sharpe (rf=0)
-23.69
annualised; risk-free assumed zero
Max drawdown
68.24%
peak 0.09 → trough 0.03 over 260 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-spread-home-2pt5/risk · same metrics, JSON