POLYMARKET · PREDICTION MARKET · SPORTS

Game Handicap: LY (-1.5) vs Team Liquid (+1.5)

YES · live
37.5¢
NO · live
62.5¢

▸ Advanced metrics · M2M bundle

polymarket · lol-ly-tl2-2026-06-14-game-handicap-away-1pt5 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
271.62%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
12.0 bps
implied (price-only)
bars used
96
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-ly-tl2-2026-06-14-game-handicap-away-1pt5/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
37.5¢
NO · live
62.5¢
YES price · live 24h
n=21 · μ=0.3610 · σ=0.0174 · range [0.3350, 0.3850] · R²=0.431▼ FALLING -3.95%σ NORMAL 4.81%LAST 0.36500.38500.37250.36000.34750.3350μ = 0.3610max 0.3850min 0.3350dataMA(4)OLS R²=0.43μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 36.50¢
YES / NO split · live
YES 37.5%NO 62.5%NO62.5%62.50¢ · odds 1/1.60
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.954 / 1.00 bits (95%) · max uncertainty (~50/50)
YES
37.5%37.5¢2.67×▬ +0.00pp
NO
62.5%62.5¢1.60×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=950 · μ=47.5 · σ=61.7 · CV=1.30BURSTY · concentratedcumulative energy ↗ · 50% by h=10050100150200μ = 4720050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 950bp moved · peak 200bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
37.50¢ (37.50%)
▼NO mid
62.50¢ (62.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$33.9k
≋liquidity $
$5.6k
◳history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.3610 · σ=0.0174 · range [0.3350, 0.3850] · R²=0.431▼ FALLING -3.95%σ NORMAL 4.81%LAST 0.36500.38500.37250.36000.34750.3350μ = 0.3610max 0.3850min 0.3350dataMA(4)OLS R²=0.43μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 36.50¢
NO price · CLOB mid
n=21 · μ=0.6390 · σ=0.0174 · range [0.6150, 0.6650] · R²=0.431▲ RISING +2.42%σ NORMAL 2.72%LAST 0.63500.66500.65250.64000.62750.6150μ = 0.6390max 0.6650min 0.6150dataMA(4)OLS R²=0.43μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 63.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=-0.0011 · σ=0.0069 · skew=-0.80 (left-skewed) · kurt=0.73 (mesokurtic)1186301-1.85ppbin -1.85pp · n=1 · 9.1% peakbin -1.85pp · n=1 · 9.1% peak1-1.55ppbin -1.55pp · n=1 · 9.1% peakbin -1.55pp · n=1 · 9.1% peak-1.25pp1-0.95ppbin -0.95pp · n=1 · 9.1% peakbin -0.95pp · n=1 · 9.1% peak-0.65pp2-0.35ppbin -0.35pp · n=2 · 18.2% peakbin -0.35pp · n=2 · 18.2% peak11-0.05ppbin -0.05pp · n=11 · 100.0% peakbin -0.05pp · n=11 · 100.0% peak0.25pp0.55pp40.85ppbin 0.85pp · n=4 · 36.4% peakbin 0.85pp · n=4 · 36.4% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=20
Q-Q plot · standardised Δp vs N(0,1)
n=20 · skew=-0.68 · kurt=0.54 · near 9 / mid 11 / far 0 · OLS slope=0.95 intercept=0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=21PLATYKURTIC · THIN TAILS (G₂=-1.56)
μ MEAN36.10¢95% CI: [35.35¢, 36.84¢]
σ STD DEV1.74ppσ² = 3.015 · CV = 4.81%
med MEDIAN35.50¢Q₁ 34.50¢ · Q₃ 37.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.00pp · IQR 3.00pp (1.349σ→2.34pp)
min 33.50¢Q₁ 34.50¢med 35.50¢Q₃ 37.50¢max 38.50¢μ
SKEWNESS · G₁0.025approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.561platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRdiverges from normalratio = 0.78
range ↔ σconcentrated (range < 4σ)range / σ = 2.88
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.349within white-noise band
ρ(2) AUTOCORR+0.244lag-2 not significant
H · HURST EXPONENT0.836strongly persistent
OLS TREND · t-STAT-3.795significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.836
H = 0.836STRONGLY 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+0.349k=2+0.244k=3-0.186k=4-0.107k=5-0.3290+1−1+0.45−0.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.79)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.79)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 ID2537279
SLUGlol-ly-tl2-2026-06-14-game-handicap-away-1pt5
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (63¢)
PRIMARY · YES37.50¢implied prob 37.50% · decimal odds 2.67×
COUNTER · NO62.50¢implied prob 62.50% · decimal odds 1.60×
37.50¢
62.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME33.90k USD 24h
LIQUIDITY5.56k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (63¢)|primary − counter| = 0.250 · entropy 0.954 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 37.5%NO 62.5%YES p̂37.5%H = 0.954 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.67×(38¢)NO1.60×(63¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.954 bits (95% 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 · VERY HIGHresolves 2026-06-15 02:00 UTC
0days
05hrs
42min
5.7 hours·θ = 8.507 pp/day
YES →$1.00(P = 37.5%)
NO →$0.00(P = 62.5%)
current: $0.3750 · expected return per side: $0.63 on YES hit · $0.38 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.9hRESOLVESP projection · σ=1.74% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.507 pp/day
now5.71h left
8.507 pp/day×1.00
−25%4.28h left
9.823 pp/day×1.15
−50%2.85h left
12.031 pp/day×1.41
−75%1.43h left
17.014 pp/day×2.00
−90%0.57h left
26.902 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=20 bars · best 1.00% · worst -2.00% · typical |Δ| 0.47%BEARISH SESSION -1.50%BEST+1.00%5hWORST-2.00%8hTYPICAL |Δ|0.47%mean absoluteCUMULATIVE-1.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.50% · Σ -4.00%US · 16-24 UTCμ +0.40% · Σ +2.00%CUMULATIVE Δ PATH · final -1.50%+0.50%-4.50%0.00% · 1h0.00% · 1h·1h-0.50% · 2h-0.50% · 2h-0.50%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h★ BEST0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-2.00% · 8h-2.00% · 8h-2.00%8h▼ WORST-1.00% · 9h-1.00% · 9h-1.00%9h-1.50% · 10h-1.50% · 10h-1.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h1.00% · 13h1.00% · 13h1.00%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h1.00% · 20h1.00% · 20h1.00%20hTIME PATTERNUS-led (+2.00%)RUNSup max 1 · down max 4BREADTH20% up · 25% down · 55% flat
4 up bars · 5 down · best 1.00% · worst -2.00% · typical |Δ| 0.475%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsLOSS WITH MODERATE DD (-1.55%)FINAL-1.55%MAX DD-4.91%RECOVERYONGOING · 13 barsMAX RUN-UP+0.50%UNDERWATER16/21 (76%)STREAK↗ 1EQUITY CURVE · end 0.9845 · peak 1.0050 · range [0.9556, 1.0050]1.00500.9556break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -4.91% · moderate0%-4.91%▼ TROUGH -4.91%TOP DRAWDOWN PERIODS · 2 total#1 -4.91%bar 9-21 · 13 bars · ONGOING#2 -0.50%bar 3-5 · 3 bars · recoveredDD SEVERITYmoderate (max -4.91%)RECOVERYongoing · 13 barsTIME UNDER WATER76% of session · 16/21 bars
final equity 0.9845 (-1.55%) · max DD -4.91% · time-under-water 16/21 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +9 / −7 (56% positive) · μ=-5.31 · σ=61.64MIXED EDGELAST 68.35 (+1.20σ vs μ)118.3959.190.00-59.19-118.39μ = -5.3117.0917.0917.0917.0941.8641.86-17.09-17.09-32.84-32.84-94.18-94.18-118.39-118.39-118.39-118.39-38.93-38.93-20.61-20.6117.0917.0941.8641.8668.3568.3541.8641.8641.8641.8668.3568.35v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 68.352 · range [-118.39, 68.35] · μ -5.314 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=64.9824 · σ=22.7633 · range [41.8569, 106.7146] · R²=0.125▬ FLATσ EXTREME 35.03%LAST 51.2640106.714690.500274.285758.071341.8569μ = 64.9824max 106.7146min 41.8569dataMA(3)OLS R²=0.13μ lineμ ± σ bandmaxmin
latest 51.26% · range [41.86%, 106.71%] · μ 64.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +6 / −10 (38% positive) · μ=-0.095 · σ=0.252CLOSE TO MARTINGALELAST -0.467 (-1.47σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.0950.0330.033-0.092-0.092-0.300-0.3000.0330.0330.2000.200-0.003-0.003-0.500-0.5000.1000.1000.3490.3490.2450.245-0.092-0.092-0.300-0.300-0.133-0.133-0.300-0.300-0.300-0.300-0.467-0.467v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.467 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.7589
p-VALUE (log scale)
0.2517
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.6561
p-VALUE (log scale)
0.1224
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
-1.2793
p-VALUE (log scale)
0.6367
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
-1.0442
p-VALUE (log scale)
0.2964
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4640
p-VALUE (log scale)
0.0498
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
1.6444
p-VALUE (log scale)
0.1001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.368 ≈ 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=10 bins · noise floor μ=6.32e-5 · top T=20.00h (24.9%) · top-3 cover 62.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-41.2e-47.9e-53.9e-50.0e+0μ noise floor2× noise (significance)period 20.0 · power 1.57e-4 · 24.9% energyperiod 20.0 · power 1.57e-4 · 24.9% energyperiod 10.0 · power 9.90e-5 · 15.7% energyperiod 10.0 · power 9.90e-5 · 15.7% energyperiod 6.7 · power 1.39e-4 · 22.0% energyperiod 6.7 · power 1.39e-4 · 22.0% energyperiod 5.0 · power 1.02e-5 · 1.6% energyperiod 5.0 · power 1.02e-5 · 1.6% energyperiod 4.0 · power 3.62e-5 · 5.7% energyperiod 4.0 · power 3.62e-5 · 5.7% energyperiod 3.3 · power 3.47e-5 · 5.5% energyperiod 3.3 · power 3.47e-5 · 5.5% energyperiod 2.9 · power 7.30e-6 · 1.2% energyperiod 2.9 · power 7.30e-6 · 1.2% energyperiod 2.5 · power 1.86e-5 · 2.9% energyperiod 2.5 · power 1.86e-5 · 2.9% energyperiod 2.2 · power 2.86e-5 · 4.5% energyperiod 2.2 · power 2.86e-5 · 4.5% energyperiod 2.0 · power 1.01e-4 · 16.0% energyperiod 2.0 · power 1.01e-4 · 16.0% energy50% by T=6.7h#1 dominantT=20.00h#2T=6.67h#3T=2.00hT=2hT=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 ≈ 20.00h (freq 0.050) · concentrates 24.9% of total energy · Σ|X̂|²/n = 6.325e-4

§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 0.783pp · expected |Δp| over horizon 1.92ppterminal variance p(1−p) = 0.2318 · n = 21⊘ disabled · n < 25
μ per bar
-0.075pp
average Δp · drift
σ per bar
0.783pp
one-bar volatility · logit-free
Per-day movedaily
3.83pp
σ × √24
Per-horizon move0d
1.92pp
σ × √6
Terminal variancebinary
0.2318
p(1−p) at resolution
Current pricep
36.5¢
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 1.36pp · ES₉₅ 1.69pp · method parametric · drift-correcteddrift -0.075pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.38⊘ disabled · n < 30
VaR 95%
1.36pp
1.645·σ (parametric) of Δp
ES 95%
1.69pp
mean of the tail
Max drawdown
13.0pp
peak 38.5¢ → trough 33.5¢
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
37.5%
= price
Decimal oddsEU
2.667
total return per $1
AmericanUS
+167
$100 wins $167
FractionalUK
1.67 / 1
profit per $1 risked
Profit per $100stake
+$166.67
clean dollar framing
-1000-5000+500+1000020406080100you · 37.5%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)
0.954 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.954 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.42 bit
self-information
Surprise · NO−log₂(1−p)
0.68 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
47434222135570777650262024650402660752654958936082066656176424828610667123701
NO token ID
58414788067514462767569231110596666493792106562223186521722330937764536470741
Snapshot fetched
2026-06-14 20:17:24 UTC
Snapshot age
2ms
History points
21 CLOB mids
Page rendered
2026-06-14 20:17:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d1b06da95c48350d27e4bea2f557bc21c02d28b338a544094dcb3f8aff244f69 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.365000
(best bid + best ask) / 2
Spread
274.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.666
ask-heavy
Imbalance (top-5)
-0.442
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-game-handicap-away-1pt5/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.4058651119.59bp0.4300007FILLED
BUY$10.00K0.6611708114.24bp0.94000022FILLED
BUY$100.00K0.93454715604.02bp0.99000026FILLED
SELL$1.00K0.2637142774.95bp0.24000010FILLED
SELL$10.00K0.0799377809.95bp0.01000017PARTIAL
SELL$100.00K0.0799377809.95bp0.01000017PARTIAL

Risk metrics

▸ upstream candles · 21 bars
Realized vol (annualised)
—
σ per bar = 0.021693
Mean return (annualised)
—
μ per bar = -0.002014
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
12.99%
peak 0.39 → trough 0.34 over 6 bars

/api/asset/pm-lol-ly-tl2-2026-06-14-game-handicap-away-1pt5/risk · same metrics, JSON