POLYMARKET · PREDICTION MARKET · SPORTS

LoL: RED Canids vs LOS - Game 2 Winner

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · lol-red-los-2026-06-14-game2 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
69
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-lol-red-los-2026-06-14-game2/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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=21 · μ=0.4463 · σ=0.2212 · range [0.0005, 0.5550] · R²=0.486 FALLING -99.91%σ EXTREME 49.57%LAST 0.00050.55500.41640.27770.13910.0005μ = 0.4463max 0.5550min 0.0005dataMA(4)OLS R²=0.49μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%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
0.1%0.1¢2000.00× +0.00pp
NO
100.0%100.0¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=5,595 · μ=279.8 · σ=1148.3 · CV=4.10BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,2882,5753,8635,150μ = 2805,15050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 5595bp moved · peak 5150bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$115.5k
liquidity $
$54.6k
history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.4463 · σ=0.2212 · range [0.0005, 0.5550] · R²=0.486 FALLING -99.91%σ EXTREME 49.57%LAST 0.00050.55500.41640.27770.13910.0005μ = 0.4463max 0.5550min 0.0005dataMA(4)OLS R²=0.49μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=21 · μ=0.5511 · σ=0.2225 · range [0.4200, 0.9995] · R²=0.466 RISING +122.11%σ EXTREME 40.38%LAST 0.99950.99950.85460.70970.56490.4200μ = 0.5511max 0.9995min 0.4200dataMA(4)OLS R²=0.47μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=-0.0444 · σ=0.1020 · skew=-4.13 (left-skewed) · kurt=15.05 (leptokurtic (fat tails))191410501-48.90ppbin -48.90pp · n=1 · 5.3% peakbin -48.90pp · n=1 · 5.3% peak-43.70pp-38.50pp-33.30pp-28.10pp-22.90pp-17.70pp-12.50pp-7.30pp19-2.10ppbin -2.10pp · n=19 · 100.0% peakbin -2.10pp · n=19 · 100.0% 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=-4.11 · kurt=14.92 · near 4 / mid 9 / far 7 · OLS slope=0.51 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.39σΔ=-1.67σsample ↓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=21STRONGLY LEFT-SKEWED (G₁=-1.46)
μ MEAN44.63¢95% CI: [35.16¢, 54.09¢]
σ STD DEV22.12ppσ² = 489.379 · CV = 49.57%
med MEDIAN55.50¢Q₁ 52.50¢ · Q₃ 55.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 52.50¢med 55.50¢Q₃ 55.50¢max 55.50¢μ
SKEWNESS · G₁-1.459left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.152mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRdiverges from normalratio = 9.95
range ↔ σconcentrated (range < 4σ)range / σ = 2.51
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=20
ρ(1) AUTOCORR-0.044within white-noise band
ρ(2) AUTOCORR-0.005lag-2 not significant
H · HURST EXPONENT0.611persistent
OLS TREND · t-STAT-4.236significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.611PERSISTENT
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=1-0.044k=2-0.005k=3-0.069k=4-0.016k=5-0.0180+1−1+0.450.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=20from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.27moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.24)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 ID2537488
SLUGlol-red-los-2026-06-14-game2
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME115.46k USD 24h
LIQUIDITY54.58k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
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=20 bars · best 0.50% · worst -51.50% · typical |Δ| 2.80%BEARISH SESSION -54.95%BEST+0.50%1hWORST-51.50%17hTYPICAL |Δ|2.80%mean absoluteCUMULATIVE-54.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.38% · Σ -3.00%US · 16-24 UTCμ -10.49% · Σ -52.45%CUMULATIVE Δ PATH · final -54.95%+0.50%-54.95%0.50% · 1h0.50% · 1h0.50%1h★ BEST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·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-3.00% · 15h-3.00% · 15h-3.00%15h-0.50% · 16h-0.50% · 16h-0.50%16h-51.50% · 17h-51.50% · 17h-51.50%17h▼ WORST-0.45% · 18h-0.45% · 18h-0.45%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20hTIME PATTERNAsia-led (+0.50%)RUNSup max 1 · down max 4BREADTH5% up · 20% down · 75% flat
1 up bars · 4 down · best 0.50% · worst -51.50% · typical |Δ| 2.797%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsSEVERE DRAWDOWN -53.17%FINAL-53.17%MAX DD-53.40%RECOVERYONGOING · 6 barsMAX RUN-UP+0.50%UNDERWATER6/21 (29%)STREAK▬ 0EQUITY CURVE · end 0.4683 · peak 1.0050 · range [0.4683, 1.0050]1.00500.4683break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -53.40% · severe0%-53.40%▼ TROUGH -53.40%TOP DRAWDOWN PERIODS · 1 total#1 -53.40%bar 16-21 · 6 bars · ONGOINGDD SEVERITYsevere (max -53.40%)RECOVERYongoing · 6 barsTIME UNDER WATER29% of session · 6/21 bars
final equity 0.4683 (-53.17%) · max DD -53.40% · time-under-water 6/21 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +1 / −6 (6% positive) · μ=-14.39 · σ=26.86UNPROFITABLE STRATEGYLAST -42.82 (-1.06σ vs μ)50.2525.120.00-25.12-50.25μ = -14.3941.8641.860.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00-41.86-41.86-50.25-50.25-45.41-45.41-45.89-45.89-45.89-45.89-42.82-42.82v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -42.824 · range [-50.25, 41.86] · μ -14.391 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=548.1798 · σ=941.4921 · range [0.0000, 2145.8051] · R²=0.590 RISING +10153.05%σ EXTREME 171.75%LAST 2145.80512145.80511609.35381072.9025536.45130.0000μ = 548.1798max 2145.8051min 0.0000dataMA(3)OLS R²=0.59μ lineμ ± σ bandmaxmin
latest 2145.81% · range [0.00%, 2145.81%] · μ 548.18% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +0 / −7 (0% positive) · μ=-0.079 · σ=0.124MEAN-REVERSIONLAST -0.288 (-1.68σ vs μ)0.3330.1670.000-0.167-0.333μ = -0.079-0.050-0.0500.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.050-0.050-0.160-0.160-0.064-0.064-0.333-0.333-0.320-0.320-0.288-0.288v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.288 · |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 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
393.6139
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
0.1834
p-VALUE (log scale)
0.9984
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
-0.2598
p-VALUE (log scale)
0.9243
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (1+/4-)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4845
p-VALUE (log scale)
0.0452
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
0.0239
p-VALUE (log scale)
0.9810
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.005 ≈ 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=1.33e-2 · top T=20.00h (11.3%) · top-3 cover 32.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.5e-21.1e-27.5e-33.7e-30.0e+0μ noise floorperiod 20.0 · power 1.50e-2 · 11.3% energyperiod 20.0 · power 1.50e-2 · 11.3% energyperiod 10.0 · power 1.44e-2 · 10.9% energyperiod 10.0 · power 1.44e-2 · 10.9% energyperiod 6.7 · power 1.33e-2 · 10.0% energyperiod 6.7 · power 1.33e-2 · 10.0% energyperiod 5.0 · power 1.21e-2 · 9.1% energyperiod 5.0 · power 1.21e-2 · 9.1% energyperiod 4.0 · power 1.15e-2 · 8.7% energyperiod 4.0 · power 1.15e-2 · 8.7% energyperiod 3.3 · power 1.18e-2 · 8.9% energyperiod 3.3 · power 1.18e-2 · 8.9% energyperiod 2.9 · power 1.27e-2 · 9.6% energyperiod 2.9 · power 1.27e-2 · 9.6% energyperiod 2.5 · power 1.36e-2 · 10.3% energyperiod 2.5 · power 1.36e-2 · 10.3% energyperiod 2.2 · power 1.40e-2 · 10.6% energyperiod 2.2 · power 1.40e-2 · 10.6% energyperiod 2.0 · power 1.41e-2 · 10.6% energyperiod 2.0 · power 1.41e-2 · 10.6% energy50% by T=4.0h#1 dominantT=20.00h#2T=10.00h#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 11.3% of total energy · Σ|X̂|²/n = 1.326e-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 11.496pp · expected |Δp| over horizon 28.16ppterminal variance p(1−p) = 0.0005 · n = 21disabled · n < 25
μ per bar
-2.748pp
average Δp · drift
σ per bar
11.496pp
one-bar volatility · logit-free
Per-day movedaily
56.32pp
σ × √24
Per-horizon move0d
28.16pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 21.66pp · ES₉₅ 26.45pp · method parametric · drift-correcteddrift -2.748pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.29disabled · n < 30
VaR 95%
21.66pp
1.645·σ (parametric) of Δp
ES 95%
26.45pp
mean of the tail
Max drawdown
99.9pp
peak 55.5¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
14103286901200726165408151424376730422912175872891994069382976218052812994339
NO token ID
8444398979570637602894368422283271607877845900707924454428770761720339813326
Snapshot fetched
2026-06-14 20:08:40 UTC
Snapshot age
2ms
History points
21 CLOB mids
Page rendered
2026-06-14 20:08:40 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f90ca939d73aaccbbb49d8b420c8f8ea9fc7652853a022737bec9918b6cad20f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
ask-heavy
Imbalance (top-5)
-1.000
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-red-los-2026-06-14-game2/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

upstream candles · 21 bars
Realized vol (annualised)
σ per bar = 1.133773
Mean return (annualised)
μ per bar = -0.350153
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
99.91%
peak 0.56 → trough 0.00 over 17 bars

/api/asset/pm-lol-red-los-2026-06-14-game2/risk · same metrics, JSON