POLYMARKET · PREDICTION MARKET · TAMPA BAY RAYS VS. LOS ANGELES ANGELS
Tampa Bay Rays vs. Los Angeles Angels
70.5¢
29.5¢
▸ Advanced metrics · M2M bundle
polymarket · mlb-tb-laa-2026-06-14 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1942.78%
max drawdown
16.19%
sharpe
—
ulcer index
7.82%
RMS drawdown
pain index
5.13%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.19%
cond. drawdown
gain/pain
1.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.95
upside/downside
roll spread
16.6 bps
implied (price-only)
bars used
385
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-mlb-tb-laa-2026-06-14/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
70.5¢
NO · live
29.5¢
25 ticks · last 64.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.875 / 1.00 bits (88%) · high uncertainty
YES70.5%70.5¢1.42×▬ +0.00pp
NO29.5%29.5¢3.39×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 2650bp moved · peak 1600bp · n=24 ticks
22ms
70.50¢ (70.50%)
29.50¢ (29.50%)
100.00%
0.000pp
$304.0k
$63.3k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 64.50¢
25 NO observations from clob.polymarket.com · last 35.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=6.71)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁2.782right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.707leptokurtic · fat tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.28 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.528RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
70.50¢
29.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.42×(71¢)NO3.39×(30¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.875 bits (88% of max) · high uncertainty
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
⏱ URGENCY · LOWresolves 2026-06-21 20:07 UTC
6days
22hrs
21min
YES →$1.00
NO →$0.00
current: $0.7050 · expected return per side: $0.30 on YES hit · $0.70 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 21.174 pp/day
now6.93d left21.174 pp/day×1.00
−25%5.20d left24.450 pp/day×1.15
−50%3.47d left29.945 pp/day×1.41
−75%1.73d left42.348 pp/day×2.00
−90%16.64h left66.958 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
5 up bars · 5 down · best 16.00% · worst -4.00% · typical |Δ| 1.104%
§10 · Equity curve & underwater drawdown
final equity 1.1301 (13.01%) · max DD -4.00% · time-under-water 14/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 28.980 · range [-85.44, 60.42] · μ 18.861 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 654.94% · range [25.63%, 654.94%] · μ 112.65% · σ̂ scaled to annualised (×√8760)
latest -0.422 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
470.5938
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
2.4563
p-VALUE (log scale)
0.7852
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.0526
p-VALUE (log scale)
0.7324
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.6708
p-VALUE (log scale)
0.5023
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5395
p-VALUE (log scale)
0.0328
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.6798
p-VALUE (log scale)
0.0930
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)
dominant period ≈ 2.00h (freq 0.500) · concentrates 16.9% of total energy · Σ|X̂|²/n = 1.476e-2
▸ Depth section using sovereign-store price series (385 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
Horizon 6.9 d · σ/bar 1.468pp · expected |Δp| over horizon 18.93ppterminal variance p(1−p) = 0.2080 · n = 385✓ n = 385
μ per bar
+0.047pp
average Δp · drift
σ per bar
1.468pp
one-bar volatility · logit-free
Per-day movedaily
7.19pp
σ × √24
Per-horizon move7d
18.93pp
σ × √166.36053833333332
Terminal variancebinary
0.2080
p(1−p) at resolution
Current pricep
70.5¢
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
VaR₉₅ 2.37pp · ES₉₅ 2.98pp · method parametric · drift-correcteddrift +0.047pp/bar · quantised: yes · median step 5.00pp · unique ratio 0.02✓ n = 385
VaR 95%
2.37pp
1.645·σ (parametric) of Δp
ES 95%
2.98pp
mean of the tail
Max drawdown
16.2pp
peak 52.5¢ → trough 44.0¢
Median step
5.00pp
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
Implied probabilityP
70.5%
= price
Decimal oddsEU
1.418
total return per $1
AmericanUS
-239
risk $239 to win $100
FractionalUK
0.42 / 1
profit per $1 risked
Profit per $100stake
+$41.84
clean dollar framing
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
Market entropyH(p)
0.875 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.875 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.50 bit
self-information
Surprise · NO−log₂(1−p)
1.76 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
62005236815751308507603743061672197191229589485831299622228925747196204629585- NO token ID
62094320675201249697705395918855187271747801743454773512929212273529265198122- Snapshot fetched
- 2026-06-14 21:45:22 UTC
- Snapshot age
- 22ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 21:45:22 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
1b4909044df305f0e485ee300338750d321c1114204a667aa2e52ec9b1e04fd3· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Tampa Bay Rays vs. Los Angeles Angels
Market depth
▸ live order book · Polymarket YESDepth 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
0.655000
(best bid + best ask) / 2
Spread
152.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.262
bid-heavy
Imbalance (top-5)
-0.070
ask-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-mlb-tb-laa-2026-06-14/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.669732 | 224.92bp | 0.670000 | 2 | FILLED |
| BUY | $10.00K | 0.670780 | 240.92bp | 0.680000 | 3 | FILLED |
| BUY | $100.00K | 0.838169 | 2796.47bp | 0.990000 | 19 | FILLED |
| SELL | $1.00K | 0.650000 | 76.34bp | 0.650000 | 1 | FILLED |
| SELL | $10.00K | 0.641884 | 200.25bp | 0.630000 | 3 | FILLED |
| SELL | $100.00K | 0.148587 | 7731.50bp | 0.010000 | 28 | PARTIAL |
Risk metrics
▸ sovereign store · 385 barsperiods/year ≈ 1.75MRealized vol (annualised)
3151.56%
σ per bar = 0.023802
Mean return (annualised)
134586.94%
μ per bar = 0.000768
Sharpe (rf=0)
42.70
annualised; risk-free assumed zero
Max drawdown
16.19%
peak 0.53 → trough 0.44 over 193 bars
/api/asset/pm-mlb-tb-laa-2026-06-14/risk · same metrics, JSON