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

Netherlands vs. Japan: Japan O/U 0.5

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · fifwc-nld-jpn-2026-06-14-team-total-away-0pt5 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
3805.90%
max drawdown
33.83%
sharpe
ulcer index
19.26%
RMS drawdown
pain index
13.10%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
33.83%
cond. drawdown
gain/pain
2.49
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.49
upside/downside
roll spread
27.4 bps
implied (price-only)
bars used
395
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-nld-jpn-2026-06-14-team-total-away-0pt5/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH92ms--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.6740 · σ=0.0803 · range [0.4550, 0.9995] · R²=0.010 RISING +49.18%σ HIGH 11.91%LAST 0.99950.99950.86340.72730.59110.4550μ = 0.6740max 0.9995min 0.4550dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%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
100.0%100.0¢1.00× +0.00pp
NO
0.1%0.1¢2000.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,195 · μ=341.5 · σ=1170.5 · CV=3.43BURSTY · concentratedcumulative energy ↗ · 50% by h=2401,3612,7234,0845,445μ = 3415,44550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8195bp moved · peak 5445bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
92ms
YES mid
99.95¢ (99.95%)
NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$279.7k
liquidity $
$107.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6740 · σ=0.0803 · range [0.4550, 0.9995] · R²=0.010 RISING +49.18%σ HIGH 11.91%LAST 0.99950.99950.86340.72730.59110.4550μ = 0.6740max 0.9995min 0.4550dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.3260 · σ=0.0803 · range [0.0005, 0.5450] · R²=0.010 FALLING -99.85%σ EXTREME 24.63%LAST 0.00050.54500.40890.27270.13660.0005μ = 0.3260max 0.5450min 0.0005dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0093 · σ=0.1118 · skew=3.95 (right-skewed) · kurt=16.13 (leptokurtic (fat tails))221711601-17.70ppbin -17.70pp · n=1 · 4.5% peakbin -17.70pp · n=1 · 4.5% peak-10.11pp22-2.51ppbin -2.51pp · n=22 · 100.0% peakbin -2.51pp · n=22 · 100.0% peak5.08pp12.68pp20.27pp27.87pp35.46pp43.06pp150.65ppbin 50.65pp · n=1 · 4.5% peakbin 50.65pp · n=1 · 4.5% 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=3.42 · kurt=14.19 · near 7 / mid 11 / far 6 · OLS slope=0.60 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.57σΔ=+2.43σsample ↓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=10.02)
μ MEAN67.40¢95% CI: [64.25¢, 70.55¢]
σ STD DEV8.03ppσ² = 64.468 · CV = 11.91%
med MEDIAN67.00¢Q₁ 66.50¢ · Q₃ 67.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 45.50¢Q₁ 66.50¢med 67.00¢Q₃ 67.00¢max 99.95¢μ
SKEWNESS · G₁1.854right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂10.019leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRdiverges from normalratio = 21.66
range ↔ σextreme outliers (range > 6σ)range / σ = 6.78
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 · ρ(1) -0.33 + ADF rejected
ρ(1) AUTOCORR-0.335within white-noise band
ρ(2) AUTOCORR-0.016lag-2 not significant
H · HURST EXPONENT1.143strongly persistent
OLS TREND · t-STAT+0.491fails 5% test
HURST EXPONENT [0, 1]
H = 1.143STRONGLY 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=1-0.335k=2-0.016k=3+0.015k=4+0.000k=5-0.0130+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 · ρ(1) -0.33 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.49)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 ID2482193
SLUGfifwc-nld-jpn-2026-06-14-team-total-away-0pt5
CATEGORYNetherlands vs. Japan - More Markets
TWO-SIDED PRICING
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME279.71k USD 24h
LIQUIDITY107.42k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (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 100.0%NO 0.1%YES100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
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 54.45% · worst -21.50% · typical |Δ| 3.41%MILD BULLISH +32.95%BEST+54.45%24hWORST-21.50%23hTYPICAL |Δ|3.41%mean absoluteCUMULATIVE+32.95%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -2.69% · Σ -21.50%CUMULATIVE Δ PATH · final +32.95%+32.95%-21.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.50% · 5h0.50% · 5h0.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-1.00% · 9h-1.00% · 9h-1.00%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h-0.50% · 14h-0.50% · 14h-0.50%14h0.50% · 15h0.50% · 15h0.50%15h0.00% · 16h0.00% · 16h·16h-0.50% · 17h-0.50% · 17h-0.50%17h0.50% · 18h0.50% · 18h0.50%18h-0.50% · 19h-0.50% · 19h-0.50%19h0.00% · 20h0.00% · 20h·20h1.00% · 21h1.00% · 21h1.00%21h-0.50% · 22h-0.50% · 22h-0.50%22h-21.50% · 23h-21.50% · 23h-21.50%23h▼ WORST54.45% · 24h54.45% · 24h54.45%24h★ BESTTIME PATTERNAsia-led (+0.50%)RUNSup max 1 · down max 2BREADTH25% up · 25% down · 50% flat
6 up bars · 6 down · best 54.45% · worst -21.50% · typical |Δ| 3.415%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +21.22%FINAL+21.22%MAX DD-21.91%RECOVERYFULLY RECOVEREDMAX RUN-UP+21.22%UNDERWATER15/25 (60%)STREAK↗ 1EQUITY CURVE · end 1.2122 · peak 1.2122 · range [0.7848, 1.2122]1.21220.7848break-even = 1★ PEAK 1.2122UNDERWATER DRAWDOWN · max -21.91% · severe0%-21.91%▼ TROUGH -21.91%TOP DRAWDOWN PERIODS · 1 total#1 -21.91%bar 10-24 · 15 bars · recoveredDD SEVERITYsevere (max -21.91%)RECOVERYfully recoveredTIME UNDER WATER60% of session · 15/25 bars
final equity 1.2122 (21.22%) · max DD -21.91% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −8 (42% positive) · μ=-0.09 · σ=26.13MIXED EDGELAST 20.17 (+0.78σ vs μ)38.2119.100.00-19.10-38.21μ = -0.0938.2138.2138.2138.2138.2138.21-15.87-15.87-15.87-15.87-38.21-38.21-38.21-38.21-15.87-15.87-30.21-30.2120.7220.7220.7220.720.000.0015.8715.87-15.87-15.870.000.0013.3413.340.000.00-37.07-37.0720.1720.17v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 20.168 · range [-38.21, 38.21] · μ -0.090 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=204.8769 · σ=558.0650 · range [19.1050, 2385.3299] · R²=0.247 RISING +12385.39%σ EXTREME 272.39%LAST 2385.32992385.32991793.77371202.2174610.661219.1050μ = 204.8769max 2385.3299min 19.1050dataMA(3)OLS R²=0.25μ lineμ ± σ bandmaxmin
latest 2385.33% · range [19.10%, 2385.33%] · μ 204.88% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.327 · σ=0.238MEAN-REVERSIONLAST -0.331 (-0.02σ vs μ)0.7750.3870.000-0.387-0.775μ = -0.327-0.233-0.233-0.233-0.233-0.233-0.2330.0290.029-0.075-0.075-0.233-0.233-0.233-0.233-0.075-0.075-0.146-0.146-0.716-0.716-0.775-0.775-0.500-0.500-0.592-0.592-0.592-0.592-0.500-0.500-0.272-0.272-0.500-0.500-0.006-0.006-0.331-0.331v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.331 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
375.8072
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
3.0612
p-VALUE (log scale)
0.6932
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-11.9870
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.4221
p-VALUE (log scale)
0.0154
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1227
p-VALUE (log scale)
0.4917
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.7573
p-VALUE (log scale)
0.0058
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.161 → mean-reverting
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=1.51e-2 · top T=2.00h (12.9%) · top-3 cover 37.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.3e-21.8e-21.2e-25.9e-30.0e+0μ noise floorperiod 24.0 · power 5.04e-3 · 2.8% energyperiod 24.0 · power 5.04e-3 · 2.8% energyperiod 12.0 · power 5.88e-3 · 3.3% energyperiod 12.0 · power 5.88e-3 · 3.3% energyperiod 8.0 · power 6.61e-3 · 3.7% energyperiod 8.0 · power 6.61e-3 · 3.7% energyperiod 6.0 · power 9.58e-3 · 5.3% energyperiod 6.0 · power 9.58e-3 · 5.3% energyperiod 4.8 · power 1.18e-2 · 6.5% energyperiod 4.8 · power 1.18e-2 · 6.5% energyperiod 4.0 · power 1.46e-2 · 8.1% energyperiod 4.0 · power 1.46e-2 · 8.1% energyperiod 3.4 · power 1.75e-2 · 9.6% energyperiod 3.4 · power 1.75e-2 · 9.6% energyperiod 3.0 · power 2.00e-2 · 11.0% energyperiod 3.0 · power 2.00e-2 · 11.0% energyperiod 2.7 · power 2.17e-2 · 12.0% energyperiod 2.7 · power 2.17e-2 · 12.0% energyperiod 2.4 · power 2.17e-2 · 12.0% energyperiod 2.4 · power 2.17e-2 · 12.0% energyperiod 2.2 · power 2.32e-2 · 12.8% energyperiod 2.2 · power 2.32e-2 · 12.8% energyperiod 2.0 · power 2.34e-2 · 12.9% energyperiod 2.0 · power 2.34e-2 · 12.9% energy50% by T=3.0h#1 dominantT=2.00h#2T=2.18h#3T=2.67hT=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 ≈ 2.00h (freq 0.500) · concentrates 12.9% of total energy · Σ|X̂|²/n = 1.810e-1

▸ Depth section using sovereign-store price series (395 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 2.875pp · expected |Δp| over horizon 7.04ppterminal variance p(1−p) = 0.0005 · n = 395n = 395
μ per bar
+0.085pp
average Δp · drift
σ per bar
2.875pp
one-bar volatility · logit-free
Per-day movedaily
14.09pp
σ × √24
Per-horizon move0d
7.04pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 4.65pp · ES₉₅ 5.84pp · method parametric · drift-correcteddrift +0.085pp/bar · quantised: yes · median step 3.50pp · unique ratio 0.02n = 395
VaR 95%
4.65pp
1.645·σ (parametric) of Δp
ES 95%
5.84pp
mean of the tail
Max drawdown
33.8pp
peak 66.5¢ → trough 44.0¢
Median step
3.50pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
7662061078129254191722063940832467232993249243774959434702069350939711076371
NO token ID
99538486585664351120821778587320841919470045125038902851416543510957119848159
Snapshot fetched
2026-06-14 21:47:39 UTC
Snapshot age
92ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:47:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
670621507042cec4d6e89f0f896e38434ca5e34bc157348c552ac736a8cd863b · 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
bid-heavy
Imbalance (top-5)
+1.000
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-team-total-away-0pt5/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 · 395 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5675.82%
σ per bar = 0.042867
Mean return (annualised)
181302.90%
μ per bar = 0.001034
Sharpe (rf=0)
31.94
annualised; risk-free assumed zero
Max drawdown
33.83%
peak 0.67 → trough 0.44 over 293 bars

/api/asset/pm-fifwc-nld-jpn-2026-06-14-team-total-away-0pt5/risk · same metrics, JSON