POLYMARKET · PREDICTION MARKET · SPORTS

Game Handicap: GAL (-1.5) vs Eintracht Spandau (+1.5)

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · lol-gal-es1-2026-06-14-game-handicap-away-1pt5 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-lol-gal-es1-2026-06-14-game-handicap-away-1pt5/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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=20 · μ=0.6229 · σ=0.1774 · range [0.4200, 0.9995] · R²=0.503▲ RISING +129.77%σ EXTREME 28.48%LAST 0.99950.99950.85460.70970.56490.4200μ = 0.6229max 0.9995min 0.4200dataMA(4)OLS R²=0.50μ lineμ ± σ bandmaxminlive endpoint
20 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=19 · Σ=10,845 · μ=570.8 · σ=1152.7 · CV=2.02BURSTY · concentratedcumulative energy ↗ · 50% by h=1601,2242,4483,6714,895μ = 5714,89550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 10845bp moved · peak 4895bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12ms
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$32.8k
≋liquidity $
$62.1k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.6229 · σ=0.1774 · range [0.4200, 0.9995] · R²=0.503▲ RISING +129.77%σ EXTREME 28.48%LAST 0.99950.99950.85460.70970.56490.4200μ = 0.6229max 0.9995min 0.4200dataMA(4)OLS R²=0.50μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=19 · μ=0.3969 · σ=0.1579 · range [0.0005, 0.5800] · R²=0.421▼ FALLING -99.91%σ EXTREME 39.78%LAST 0.00050.58000.43510.29020.14540.0005μ = 0.3969max 0.5800min 0.0005dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
19 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=0.0385 · σ=0.1123 · skew=2.28 (right-skewed) · kurt=7.65 (leptokurtic (fat tails))13107301-17.50ppbin -17.50pp · n=1 · 7.7% peakbin -17.50pp · n=1 · 7.7% peak-10.51pp3-3.51ppbin -3.51pp · n=3 · 23.1% peakbin -3.51pp · n=3 · 23.1% peak133.48ppbin 3.48pp · n=13 · 100.0% peakbin 3.48pp · n=13 · 100.0% peak110.48ppbin 10.48pp · n=1 · 7.7% peakbin 10.48pp · n=1 · 7.7% peak17.47pp24.47pp31.46pp38.46pp145.45ppbin 45.45pp · n=1 · 7.7% peakbin 45.45pp · n=1 · 7.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=2.39 · kurt=8.29 · near 6 / mid 12 / far 1 · OLS slope=0.78 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.82σsample ↓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=20STRONGLY RIGHT-SKEWED (G₁=1.21)
μ MEAN62.29¢95% CI: [54.52¢, 70.07¢]
σ STD DEV17.74ppσ² = 314.705 · CV = 28.48%
med MEDIAN56.50¢Q₁ 52.50¢ · Q₃ 65.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 57.95pp · IQR 12.75pp (1.349σ→23.93pp)
min 42.00¢Q₁ 52.50¢med 56.50¢Q₃ 65.25¢max 99.95¢μ
SKEWNESS · G₁1.206right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.262mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRdiverges from normalratio = 1.88
range ↔ σconcentrated (range < 4σ)range / σ = 3.27
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: INDETERMINATE · weak signal at n=19
ρ(1) AUTOCORR+0.066within white-noise band
ρ(2) AUTOCORR-0.420lag-2 not significant
H · HURST EXPONENT0.853strongly persistent
OLS TREND · t-STAT+4.265significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.853
H = 0.853STRONGLY PERSISTENT
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+0.066k=2-0.420k=3-0.075k=4+0.011k=5+0.0050+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=4.27)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=19from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.77very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.27)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 ID2537455
SLUGlol-gal-es1-2026-06-14-game-handicap-away-1pt5
CATEGORYSports
TWO-SIDED PRICINGFAVOURS YES (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME32.83k USD 24h
LIQUIDITY62.08k 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 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 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-14 21:00 UTC
0days
01hrs
49min
1.8 hours·θ = 86.908 pp/day
YES →$1.00(P = 100.0%)
NO →$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.9hRESOLVESP projection · σ=17.74% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 86.908 pp/day
now1.83h left
86.908 pp/day×1.00
−25%1.37h left
100.352 pp/day×1.15
−50%0.91h left
122.906 pp/day×1.41
−75%0.46h left
173.815 pp/day×2.00
−90%0.18h left
274.826 pp/day×3.16
θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=19 bars · best 48.95% · worst -21.00% · typical |Δ| 5.71%MILD BULLISH +56.45%BEST+48.95%17hWORST-21.00%15hTYPICAL |Δ|5.71%mean absoluteCUMULATIVE+56.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.71% · Σ +12.00%EUROPE · 08-16 UTCμ -1.69% · Σ -13.50%US · 16-24 UTCμ +14.49% · Σ +57.95%CUMULATIVE Δ PATH · final +56.45%+56.45%-1.50%2.50% · 1h2.50% · 1h2.50%1h4.50% · 2h4.50% · 2h4.50%2h2.50% · 3h2.50% · 3h2.50%3h0.50% · 4h0.50% · 4h0.50%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h2.00% · 7h2.00% · 7h2.00%7h2.00% · 8h2.00% · 8h2.00%8h5.00% · 9h5.00% · 9h5.00%9h2.50% · 10h2.50% · 10h2.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h3.00% · 12h3.00% · 12h3.00%12h-0.50% · 13h-0.50% · 13h-0.50%13h-3.00% · 14h-3.00% · 14h-3.00%14h-21.00% · 15h-21.00% · 15h-21.00%15h▼ WORST9.00% · 16h9.00% · 16h9.00%16h48.95% · 17h48.95% · 17h48.95%17h★ BEST0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19hTIME PATTERNUS-led (+57.95%)RUNSup max 4 · down max 3BREADTH58% up · 21% down · 21% flat
11 up bars · 4 down · best 48.95% · worst -21.00% · typical |Δ| 5.708%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsPROFITABLE +55.17%FINAL+55.17%MAX DD-23.75%RECOVERYFULLY RECOVEREDMAX RUN-UP+55.17%UNDERWATER5/20 (25%)STREAK▬ 0EQUITY CURVE · end 1.5517 · peak 1.5517 · range [0.9557, 1.5517]1.55170.9557break-even = 1★ PEAK 1.5517UNDERWATER DRAWDOWN · max -23.75% · severe0%-23.75%▼ TROUGH -23.75%TOP DRAWDOWN PERIODS · 2 total#1 -23.75%bar 14-17 · 4 bars · recovered#2 -1.50%bar 12-12 · 1 bars · recoveredDD SEVERITYsevere (max -23.75%)RECOVERYfully recoveredTIME UNDER WATER25% of session · 5/20 bars
final equity 1.5517 (55.17%) · max DD -23.75% · time-under-water 5/20 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +13 / −3 (81% positive) · μ=57.77 · σ=60.23PROFITABLE STRATEGYLAST 58.04 (+0.00σ vs μ)187.3793.680.00-93.68-187.37μ = 57.77143.29143.2985.3385.3358.9858.9861.8061.8081.0681.06102.15102.15187.37187.3769.9269.9277.3377.3337.0137.01-18.36-18.36-47.00-47.00-28.94-28.9426.7826.7829.5029.5058.0458.04v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 58.037 · range [-47.00, 187.37] · μ 57.767 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=738.2694 · σ=967.6627 · range [88.5861, 2775.9214] · R²=0.627▲ RISING +1330.71%σ EXTREME 131.07%LAST 2186.69882775.92142104.08761432.2537760.419988.5861μ = 738.2694max 2775.9214min 88.5861dataMA(3)OLS R²=0.63μ lineμ ± σ bandmaxmin
latest 2186.70% · range [88.59%, 2775.92%] · μ 738.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +6 / −10 (38% positive) · μ=-0.110 · σ=0.274CLOSE TO MARTINGALELAST -0.292 (-0.67σ vs μ)0.8050.4030.000-0.403-0.805μ = -0.1100.0000.0000.2650.2650.0740.074-0.145-0.1450.2500.250-0.005-0.005-0.306-0.306-0.012-0.012-0.138-0.138-0.805-0.805-0.179-0.1790.0450.045-0.493-0.4930.1300.130-0.143-0.143-0.292-0.292v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.292 · |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
123.7534
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
4.3775
p-VALUE (log scale)
0.4979
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
-1.0243
p-VALUE (log scale)
0.7429
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
-1.3071
p-VALUE (log scale)
0.1912
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
0.5126
p-VALUE (log scale)
0.0388
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.5528
p-VALUE (log scale)
0.5804
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.127 ≈ 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=9 bins · noise floor μ=1.58e-2 · top T=3.80h (21.5%) · top-3 cover 55.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.1e-22.3e-21.5e-27.6e-30.0e+0μ noise floorperiod 19.0 · power 6.67e-3 · 4.7% energyperiod 19.0 · power 6.67e-3 · 4.7% energyperiod 9.5 · power 1.67e-2 · 11.7% energyperiod 9.5 · power 1.67e-2 · 11.7% energyperiod 6.3 · power 1.81e-2 · 12.7% energyperiod 6.3 · power 1.81e-2 · 12.7% energyperiod 4.8 · power 3.05e-2 · 21.5% energyperiod 4.8 · power 3.05e-2 · 21.5% energyperiod 3.8 · power 3.05e-2 · 21.5% energyperiod 3.8 · power 3.05e-2 · 21.5% energyperiod 3.2 · power 1.65e-2 · 11.6% energyperiod 3.2 · power 1.65e-2 · 11.6% energyperiod 2.7 · power 1.19e-2 · 8.4% energyperiod 2.7 · power 1.19e-2 · 8.4% energyperiod 2.4 · power 8.98e-3 · 6.3% energyperiod 2.4 · power 8.98e-3 · 6.3% energyperiod 2.1 · power 2.34e-3 · 1.6% energyperiod 2.1 · power 2.34e-3 · 1.6% energy50% by T=4.8h#1 dominantT=3.80h#2T=4.75h#3T=6.33hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 3.80h (freq 0.263) · concentrates 21.5% of total energy · Σ|X̂|²/n = 1.422e-1

§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 12.568pp · expected |Δp| over horizon 30.78ppterminal variance p(1−p) = 0.0005 · n = 20⊘ disabled · n < 25
μ per bar
+2.971pp
average Δp · drift
σ per bar
12.568pp
one-bar volatility · logit-free
Per-day movedaily
61.57pp
σ × √24
Per-horizon move0d
30.78pp
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 17.70pp · ES₉₅ 22.95pp · method parametric · drift-correcteddrift +2.971pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.80⊘ disabled · n < 30
VaR 95%
17.70pp
1.645·σ (parametric) of Δp
ES 95%
22.95pp
mean of the tail
Max drawdown
36.8pp
peak 66.5¢ → trough 42.0¢
Median step
1.50pp
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
10406214203767281413548075406015490748553377784541827108636898576383453207376
NO token ID
73546464523201284350618422869988346573193674268867020401670749068902413170360
Snapshot fetched
2026-06-14 19:10:23 UTC
Snapshot age
12ms
History points
20 CLOB mids
Page rendered
2026-06-14 19:10:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ce404ff2a759eb07041a4f0a5afc0b5e443d0ee5e52a1708d0714928af8facc6 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in Sports

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-lol-gal-es1-2026-06-14-game-handicap-away-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ upstream candles · 20 bars
Realized vol (annualised)
—
σ per bar = 0.189830
Mean return (annualised)
—
μ per bar = 0.043785
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
36.84%
peak 0.67 → trough 0.42 over 3 bars

/api/asset/pm-lol-gal-es1-2026-06-14-game-handicap-away-1pt5/risk · same metrics, JSON