POLYMARKET · PREDICTION MARKET · SPORTS

LoL: LYON vs Team Liquid (BO5) - LCS Playoffs

YES · live
52.0¢
NO · live
48.0¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ly-tl2-2026-06-14 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
79.90%
max drawdown
3.74%
sharpe
—
ulcer index
1.88%
RMS drawdown
pain index
1.22%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.74%
cond. drawdown
gain/pain
0.25
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.25
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
481
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ly-tl2-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.9s⏱--:--:-- 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
52.0¢
NO · live
48.0¢
YES price · live 24h
n=13 · μ=0.5462 · σ=0.0239 · range [0.5000, 0.5700] · R²=0.093▲ RISING +3.00%σ NORMAL 4.38%LAST 0.51500.57000.55250.53500.51750.5000μ = 0.5462max 0.5700min 0.5000dataMA(2)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
13 ticks · last 51.50¢
YES / NO split · live
YES 52.0%NO 48.0%YES52.0%52.00¢ · odds 1/1.92
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.999 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
52.0%52.0¢1.92×▬ +0.00pp
NO
48.0%48.0¢2.08×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=12 · Σ=1,450 · μ=120.8 · σ=202.8 · CV=1.68BURSTY · concentratedcumulative energy ↗ · 50% by h=20175350525700μ = 12170050%h1h3h5h7h9h11#1 peak#2-3> μactivequietμ linecum energy
Σ 1450bp moved · peak 700bp · n=12 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.9s
▲YES mid
52.00¢ (52.00%)
▼NO mid
48.00¢ (48.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$60.8k
≋liquidity $
$82.9k
◳history points
13 ticks (live)

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

YES price · CLOB mid
n=13 · μ=0.5462 · σ=0.0239 · range [0.5000, 0.5700] · R²=0.093▲ RISING +3.00%σ NORMAL 4.38%LAST 0.51500.57000.55250.53500.51750.5000μ = 0.5462max 0.5700min 0.5000dataMA(2)OLS R²=0.09μ lineμ ± σ bandmaxmin
13 YES observations from clob.polymarket.com · last 51.50¢
NO price · CLOB mid
n=13 · μ=0.4538 · σ=0.0239 · range [0.4300, 0.5000] · R²=0.093▼ FALLING -3.00%σ HIGH 5.27%LAST 0.48500.50000.48250.46500.44750.4300μ = 0.4538max 0.5000min 0.4300dataMA(2)OLS R²=0.09μ lineμ ± σ bandmaxmin
13 NO observations from clob.polymarket.com · last 48.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=12 · 10 bins · μ=-0.0017 · σ=0.0213 · skew=2.39 (right-skewed) · kurt=5.08 (leptokurtic (fat tails))754201-2.50ppbin -2.50pp · n=1 · 14.3% peakbin -2.50pp · n=1 · 14.3% peak2-1.50ppbin -1.50pp · n=2 · 28.6% peakbin -1.50pp · n=2 · 28.6% peak7-0.50ppbin -0.50pp · n=7 · 100.0% peakbin -0.50pp · n=7 · 100.0% peak10.50ppbin 0.50pp · n=1 · 14.3% peakbin 0.50pp · n=1 · 14.3% peak1.50pp2.50pp3.50pp4.50pp5.50pp16.50ppbin 6.50pp · n=1 · 14.3% peakbin 6.50pp · n=1 · 14.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=12
Q-Q plot · standardised Δp vs N(0,1)
n=12 · skew=2.02 · kurt=4.17 · near 4 / mid 7 / far 1 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=13LEFT-SKEWED (G₁=-0.61)
μ MEAN54.62¢95% CI: [53.32¢, 55.91¢]
σ STD DEV2.39ppσ² = 5.715 · CV = 4.38%
med MEDIAN55.50¢Q₁ 52.50¢ · Q₃ 56.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.00pp · IQR 4.00pp (1.349σ→3.22pp)
min 50.00¢Q₁ 52.50¢med 55.50¢Q₃ 56.50¢max 57.00¢μ
SKEWNESS · G₁-0.613left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.321platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRconsistent with normalratio = 0.81
range ↔ σconcentrated (range < 4σ)range / σ = 2.93
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-0.098within white-noise band
ρ(2) AUTOCORR+0.013lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-1.060fails 5% test
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-WALK
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=1-0.098k=2+0.013k=3+0.139k=4-0.001k=5-0.0490+1−1+0.58−0.58+ momentum (ρ > +0.58)− reversal (ρ < −0.58)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.06)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.10low · ~ unpredictable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.06)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 ID2537272
SLUGlol-ly-tl2-2026-06-14
CATEGORYSports
TWO-SIDED PRICINGBALANCED · ~50/50
PRIMARY · YES52.00¢implied prob 52.00% · decimal odds 1.92×
COUNTER · NO48.00¢implied prob 48.00% · decimal odds 2.08×
52.00¢
48.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME60.76k USD 24h
LIQUIDITY82.88k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWBALANCED · ~50/50|primary − counter| = 0.040 · entropy 0.999 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 52.0%NO 48.0%YES p̂52.0%H = 0.999 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.92×(52¢)NO2.08×(48¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.999 bits (100% of max) · maximum uncertainty (~50/50)
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 · HIGHresolves 2026-06-15 02:00 UTC
0days
14hrs
53min
14.9 hours·θ = 11.711 pp/day
YES →$1.00(P = 52.0%)
NO →$0.00(P = 48.0%)
current: $0.5200 · expected return per side: $0.48 on YES hit · $0.52 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.4hRESOLVESP projection · σ=2.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 11.711 pp/day
now14.90h left
11.711 pp/day×1.00
−25%11.17h left
13.523 pp/day×1.15
−50%7.45h left
16.562 pp/day×1.41
−75%3.72h left
23.423 pp/day×2.00
−90%1.49h left
37.034 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=12 bars · best 7.00% · worst -3.00% · typical |Δ| 1.21%MILD BULLISH +1.50%BEST+7.00%1hWORST-3.00%9hTYPICAL |Δ|1.21%mean absoluteCUMULATIVE+1.50%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ +0.93% · Σ +6.50%EUROPE · 08-16 UTCμ -1.00% · Σ -5.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +1.50%+7.00%0.00%7.00% · 1h7.00% · 1h7.00%1h★ BEST-1.50% · 2h-1.50% · 2h-1.50%2h0.00% · 3h0.00% · 3h·3h1.00% · 4h1.00% · 4h1.00%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h-3.00% · 9h-3.00% · 9h-3.00%9h▼ WORST-1.00% · 10h-1.00% · 10h-1.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h-0.50% · 12h-0.50% · 12h-0.50%12hTIME PATTERNAsia-led (+6.50%)RUNSup max 1 · down max 4BREADTH17% up · 42% down · 42% flat
2 up bars · 5 down · best 7.00% · worst -3.00% · typical |Δ| 1.208%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=13 barsPROFITABLE +1.20%FINAL+1.20%MAX DD-5.42%RECOVERYONGOING · 11 barsMAX RUN-UP+7.00%UNDERWATER11/13 (85%)STREAK↘ 4EQUITY CURVE · end 1.0120 · peak 1.0700 · range [1.0000, 1.0700]1.07001.0000break-even = 1★ PEAK 1.0700UNDERWATER DRAWDOWN · max -5.42% · significant0%-5.42%▼ TROUGH -5.42%TOP DRAWDOWN PERIODS · 1 total#1 -5.42%bar 3-13 · 11 bars · ONGOINGDD SEVERITYsignificant (max -5.42%)RECOVERYongoing · 11 barsTIME UNDER WATER85% of session · 11/13 bars
final equity 1.0120 (1.20%) · max DD -5.42% · time-under-water 11/13 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=9 · +3 / −5 (33% positive) · μ=-18.70 · σ=56.65UNPROFITABLE STRATEGYLAST -98.29 (-1.41σ vs μ)98.2949.150.00-49.15-98.29μ = -18.7040.8040.80-11.35-11.3546.8046.8046.8046.800.000.00-46.80-46.80-66.18-66.18-80.07-80.07-98.29-98.29v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -98.294 · range [-98.29, 46.80] · μ -18.700 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=9 · μ=116.2440 · σ=99.1139 · range [0.0000, 348.8947] · R²=0.078▼ FALLING -68.07%σ EXTREME 85.26%LAST 111.4002348.8947261.6710174.447387.22370.0000μ = 116.2440max 348.8947min 0.0000dataMA(2)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 111.40% · range [0.00%, 348.89%] · μ 116.24% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=9 · +2 / −6 (22% positive) · μ=-0.148 · σ=0.187MEAN-REVERSIONLAST 0.074 (+1.19σ vs μ)0.4370.2180.000-0.218-0.437μ = -0.148-0.257-0.2570.0340.034-0.417-0.417-0.083-0.0830.0000.000-0.083-0.083-0.167-0.167-0.437-0.4370.0740.074v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.074 · |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
37.8825
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
0.5114
p-VALUE (log scale)
0.9692
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
-2.5201
p-VALUE (log scale)
0.1147
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
0.1519
p-VALUE (log scale)
0.8793
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2160
p-VALUE (log scale)
0.3288
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=6 bins · noise floor μ=5.42e-4 · top T=2.40h (26.1%) · top-3 cover 68.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)8.5e-46.4e-44.2e-42.1e-40.0e+0μ noise floorperiod 12.0 · power 5.25e-4 · 16.1% energyperiod 12.0 · power 5.25e-4 · 16.1% energyperiod 6.0 · power 5.77e-4 · 17.7% energyperiod 6.0 · power 5.77e-4 · 17.7% energyperiod 4.0 · power 2.44e-4 · 7.5% energyperiod 4.0 · power 2.44e-4 · 7.5% energyperiod 3.0 · power 8.06e-4 · 24.8% energyperiod 3.0 · power 8.06e-4 · 24.8% energyperiod 2.4 · power 8.50e-4 · 26.1% energyperiod 2.4 · power 8.50e-4 · 26.1% energyperiod 2.0 · power 2.52e-4 · 7.7% energyperiod 2.0 · power 2.52e-4 · 7.7% energy50% by T=3.0h#1 dominantT=2.40h#2T=3.00h#3T=6.00hT=2hT=3hT=4hT=6hT=8hT=12h← 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 ≈ 2.40h (freq 0.417) · concentrates 26.1% of total energy · Σ|X̂|²/n = 3.254e-3

▸ Depth section using sovereign-store price series (481 bars · effective 1753200 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 0.6 d · σ/bar 0.060pp · expected |Δp| over horizon 0.23ppterminal variance p(1−p) = 0.2496 · n = 481✓ n = 481
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.060pp
one-bar volatility · logit-free
Per-day movedaily
0.30pp
σ × √24
Per-horizon move1d
0.23pp
σ × √14.89630111111111
Terminal variancebinary
0.2496
p(1−p) at resolution
Current pricep
52.0¢
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 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 481
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
3.7pp
peak 53.5¢ → trough 51.5¢
Median step
0.50pp
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
52.0%
= price
Decimal oddsEU
1.923
total return per $1
AmericanUS
-108
risk $108 to win $100
FractionalUK
0.92 / 1
profit per $1 risked
Profit per $100stake
+$92.31
clean dollar framing
-1000-5000+500+1000020406080100you · 52.0%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)
0.999 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.999 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.94 bit
self-information
Surprise · NO−log₂(1−p)
1.06 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
57353727543736530434448403451285666989700059599235782762910800664478248269257
NO token ID
63403527882742060213423404547867943091117243218862266925234446467927610896447
Snapshot fetched
2026-06-14 11:06:08 UTC
Snapshot age
4.9s
History points
13 CLOB mids
Page rendered
2026-06-14 11:06:13 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
136f31be1e8b7f00c7e12acf0bb73382fb82d84cff0c9e985285903496a20daa · 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
0.515000
(best bid + best ask) / 2
Spread
194.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.589
ask-heavy
Imbalance (top-5)
-0.556
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-lol-ly-tl2-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.527608244.81bp0.5300002FILLED
BUY$10.00K0.529760286.60bp0.5300002FILLED
BUY$100.00K0.5678671026.54bp0.99000035PARTIAL
SELL$1.00K0.51000097.09bp0.5100001FILLED
SELL$10.00K0.504433205.19bp0.4800004FILLED
SELL$100.00K0.4206101832.82bp0.01000032PARTIAL

Risk metrics

▸ sovereign store · 481 barsperiods/year ≈ 1.75M
Realized vol (annualised)
153.00%
σ per bar = 0.001155
Mean return (annualised)
-10386.96%
μ per bar = -0.000059
Sharpe (rf=0)
-67.89
annualised; risk-free assumed zero
Max drawdown
3.74%
peak 0.54 → trough 0.52 over 378 bars

/api/asset/pm-lol-ly-tl2-2026-06-14/risk · same metrics, JSON