POLYMARKET · PREDICTION MARKET · SPORTS

Will Alex Pereira win by KO or TKO?

YES · live
44.0¢
NO · live
56.0¢

▸ Advanced metrics · M2M bundle

polymarket · ufc-cir-ale30-2026-06-14-pereira-win-by-ko-tko · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
97.05%
max drawdown
7.37%
sharpe
—
ulcer index
4.60%
RMS drawdown
pain index
3.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.40%
cond. drawdown
gain/pain
0.36
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.36
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ufc-cir-ale30-2026-06-14-pereira-win-by-ko-tko/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.8s⏱--:--:-- 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
44.0¢
NO · live
56.0¢
YES price · live 24h
n=25 · μ=0.4508 · σ=0.0168 · range [0.3900, 0.4750] · R²=0.020▲ RISING +12.82%σ NORMAL 3.72%LAST 0.44000.47500.45370.43250.41130.3900μ = 0.4508max 0.4750min 0.3900dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 44.00¢
YES / NO split · live
YES 44.0%NO 56.0%NO56.0%56.00¢ · odds 1/1.79
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.990 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
44.0%44.0¢2.27×▬ +0.00pp
NO
56.0%56.0¢1.79×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,300 · μ=95.8 · σ=130.1 · CV=1.36BURSTY · concentratedcumulative energy ↗ · 50% by h=80150300450600μ = 9660050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2300bp moved · peak 600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.8s
▲YES mid
44.00¢ (44.00%)
▼NO mid
56.00¢ (56.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.3k
≋liquidity $
$12.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4508 · σ=0.0168 · range [0.3900, 0.4750] · R²=0.020▲ RISING +12.82%σ NORMAL 3.72%LAST 0.44000.47500.45370.43250.41130.3900μ = 0.4508max 0.4750min 0.3900dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 44.00¢
NO price · CLOB mid
n=25 · μ=0.5492 · σ=0.0168 · range [0.5250, 0.6100] · R²=0.020▼ FALLING -8.20%σ NORMAL 3.05%LAST 0.56000.61000.58870.56750.54630.5250μ = 0.5492max 0.6100min 0.5250dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 56.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0016 · σ=0.0153 · skew=1.77 (right-skewed) · kurt=4.08 (leptokurtic (fat tails))1186301-2.07ppbin -2.07pp · n=1 · 9.1% peakbin -2.07pp · n=1 · 9.1% peak4-1.22ppbin -1.22pp · n=4 · 36.4% peakbin -1.22pp · n=4 · 36.4% peak11-0.37ppbin -0.37pp · n=11 · 100.0% peakbin -0.37pp · n=11 · 100.0% peak10.48ppbin 0.48pp · n=1 · 9.1% peakbin 0.48pp · n=1 · 9.1% peak51.33ppbin 1.33pp · n=5 · 45.5% peakbin 1.33pp · n=5 · 45.5% peak12.18ppbin 2.18pp · n=1 · 9.1% peakbin 2.18pp · n=1 · 9.1% peak3.03pp3.88pp4.73pp15.58ppbin 5.58pp · n=1 · 9.1% peakbin 5.58pp · n=1 · 9.1% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=1.84 · kurt=5.22 · near 15 / mid 8 / far 1 · OLS slope=0.92 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.63σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=4.35)
μ MEAN45.08¢95% CI: [44.42¢, 45.74¢]
σ STD DEV1.68ppσ² = 2.806 · CV = 3.72%
med MEDIAN45.00¢Q₁ 44.00¢ · Q₃ 46.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 8.50pp · IQR 2.50pp (1.349σ→2.26pp)
min 39.00¢Q₁ 44.00¢med 45.00¢Q₃ 46.50¢max 47.50¢μ
SKEWNESS · G₁-1.653left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.354leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRconsistent with normalratio = 0.90
range ↔ σwide tails (range > 4σ)range / σ = 5.07
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR+0.115within white-noise band
ρ(2) AUTOCORR-0.006lag-2 not significant
H · HURST EXPONENT1.070strongly persistent
OLS TREND · t-STAT+0.688fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.070
H = 1.070STRONGLY 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+0.115k=2-0.006k=3-0.093k=4-0.220k=5+0.0100+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.69)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.69)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 ID2356505
SLUGufc-cir-ale30-2026-06-14-pereira-win-by-ko-tko
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (56¢)
PRIMARY · YES44.00¢implied prob 44.00% · decimal odds 2.27×
COUNTER · NO56.00¢implied prob 56.00% · decimal odds 1.79×
44.00¢
56.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.28k USD 24h
LIQUIDITY12.93k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (56¢)|primary − counter| = 0.120 · entropy 0.990 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 44.0%NO 56.0%YES p̂44.0%H = 0.990 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.27×(44¢)NO1.79×(56¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.990 bits (99% 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 03:59 UTC
0days
16hrs
50min
16.8 hours·θ = 8.206 pp/day
YES →$1.00(P = 44.0%)
NO →$0.00(P = 56.0%)
current: $0.4400 · expected return per side: $0.56 on YES hit · $0.44 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.4hRESOLVESP projection · σ=1.68% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.206 pp/day
now16.85h left
8.206 pp/day×1.00
−25%12.64h left
9.476 pp/day×1.15
−50%8.42h left
11.605 pp/day×1.41
−75%4.21h left
16.412 pp/day×2.00
−90%1.68h left
25.950 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=24 bars · best 6.00% · worst -2.50% · typical |Δ| 0.96%MILD BULLISH +5.00%BEST+6.00%1hWORST-2.50%15hTYPICAL |Δ|0.96%mean absoluteCUMULATIVE+5.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.86% · Σ +6.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final +5.00%+8.50%0.00%6.00% · 1h6.00% · 1h6.00%1h★ BEST0.50% · 2h0.50% · 2h0.50%2h1.00% · 3h1.00% · 3h1.00%3h0.00% · 4h0.00% · 4h·4h-1.00% · 5h-1.00% · 5h-1.00%5h1.00% · 6h1.00% · 6h1.00%6h-1.50% · 7h-1.50% · 7h-1.50%7h-1.00% · 8h-1.00% · 8h-1.00%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h2.50% · 12h2.50% · 12h2.50%12h1.00% · 13h1.00% · 13h1.00%13h-0.50% · 14h-0.50% · 14h-0.50%14h-2.50% · 15h-2.50% · 15h-2.50%15h▼ WORST0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h1.00% · 19h1.00% · 19h1.00%19h0.00% · 20h0.00% · 20h·20h-1.50% · 21h-1.50% · 21h-1.50%21h-0.50% · 22h-0.50% · 22h-0.50%22h-0.50% · 23h-0.50% · 23h-0.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+6.00%)RUNSup max 3 · down max 3BREADTH33% up · 33% down · 33% flat
8 up bars · 8 down · best 6.00% · worst -2.50% · typical |Δ| 0.958%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +4.81%FINAL+4.81%MAX DD-3.49%RECOVERYONGOING · 11 barsMAX RUN-UP+8.61%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0481 · peak 1.0861 · range [1.0000, 1.0861]1.08611.0000break-even = 1★ PEAK 1.0861UNDERWATER DRAWDOWN · max -3.49% · moderate0%-3.49%▼ TROUGH -3.49%TOP DRAWDOWN PERIODS · 2 total#1 -3.49%bar 15-25 · 11 bars · ONGOING#2 -2.49%bar 6-13 · 8 bars · recoveredDD SEVERITYmoderate (max -3.49%)RECOVERYongoing · 11 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0481 (4.81%) · max DD -3.49% · time-under-water 19/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −9 (37% positive) · μ=-3.45 · σ=25.81MIXED EDGELAST -28.48 (-0.97σ vs μ)47.8623.930.00-23.93-47.86μ = -3.4547.8647.860.000.00-21.59-21.59-42.51-42.51-42.51-42.51-26.58-26.580.000.0032.4832.4842.7242.724.714.714.714.7113.8013.80-12.08-12.08-12.08-12.08-6.09-6.098.508.500.000.00-28.48-28.48-28.48-28.48v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -28.480 · range [-42.51, 47.86] · μ -3.453 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=115.0065 · σ=38.1296 · range [76.8960, 228.7816] · R²=0.094▼ FALLING -66.39%σ EXTREME 33.15%LAST 76.8960228.7816190.8102152.8388114.867476.8960μ = 115.0065max 228.7816min 76.8960dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxmin
latest 76.90% · range [76.90%, 228.78%] · μ 115.01% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +12 / −7 (63% positive) · μ=-0.004 · σ=0.236CLOSE TO MARTINGALELAST 0.093 (+0.41σ vs μ)0.5260.2630.000-0.263-0.526μ = -0.0040.0100.010-0.364-0.364-0.245-0.245-0.526-0.526-0.427-0.427-0.177-0.1770.1580.1580.1780.178-0.000-0.0000.2180.2180.2340.2340.2570.2570.0470.0470.1170.1170.0190.019-0.041-0.0410.1670.1670.2040.2040.0930.093v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.093 · |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
61.5318
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
2.1274
p-VALUE (log scale)
0.8327
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-5.7012
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.5175
p-VALUE (log scale)
0.6048
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1123
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.6832
p-VALUE (log scale)
0.4945
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.792 ≈ 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=12 bins · noise floor μ=2.50e-4 · top T=6.00h (19.0%) · top-3 cover 54.3%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)5.7e-44.3e-42.8e-41.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.72e-5 · 2.9% energyperiod 24.0 · power 8.72e-5 · 2.9% energyperiod 12.0 · power 3.71e-4 · 12.4% energyperiod 12.0 · power 3.71e-4 · 12.4% energyperiod 8.0 · power 5.32e-4 · 17.7% energyperiod 8.0 · power 5.32e-4 · 17.7% energyperiod 6.0 · power 5.70e-4 · 19.0% energyperiod 6.0 · power 5.70e-4 · 19.0% energyperiod 4.8 · power 6.36e-5 · 2.1% energyperiod 4.8 · power 6.36e-5 · 2.1% energyperiod 4.0 · power 2.71e-4 · 9.0% energyperiod 4.0 · power 2.71e-4 · 9.0% energyperiod 3.4 · power 4.64e-5 · 1.5% energyperiod 3.4 · power 4.64e-5 · 1.5% energyperiod 3.0 · power 1.89e-4 · 6.3% energyperiod 3.0 · power 1.89e-4 · 6.3% energyperiod 2.7 · power 5.26e-4 · 17.5% energyperiod 2.7 · power 5.26e-4 · 17.5% energyperiod 2.4 · power 1.08e-4 · 3.6% energyperiod 2.4 · power 1.08e-4 · 3.6% energyperiod 2.2 · power 2.32e-4 · 7.7% energyperiod 2.2 · power 2.32e-4 · 7.7% energyperiod 2.0 · power 4.17e-6 · 0.1% energyperiod 2.0 · power 4.17e-6 · 0.1% energy50% by T=6.0h#1 dominantT=6.00h#2T=8.00h#3T=2.67hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← 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 ≈ 6.00h (freq 0.167) · concentrates 19.0% of total energy · Σ|X̂|²/n = 3.000e-3

▸ Depth section using sovereign-store price series (2809 bars · effective 1752810 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 0.7 d · σ/bar 0.075pp · expected |Δp| over horizon 0.31ppterminal variance p(1−p) = 0.2464 · n = 2809✓ n = 2809
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.075pp
one-bar volatility · logit-free
Per-day movedaily
0.37pp
σ × √24
Per-horizon move1d
0.31pp
σ × √16.849924166666668
Terminal variancebinary
0.2464
p(1−p) at resolution
Current pricep
44.0¢
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 0.12pp · ES₉₅ 0.16pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2809
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.16pp
mean of the tail
Max drawdown
7.4pp
peak 47.5¢ → trough 44.0¢
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
44.0%
= price
Decimal oddsEU
2.273
total return per $1
AmericanUS
+127
$100 wins $127
FractionalUK
1.27 / 1
profit per $1 risked
Profit per $100stake
+$127.27
clean dollar framing
-1000-5000+500+1000020406080100you · 44.0%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)
0.990 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.990 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.18 bit
self-information
Surprise · NO−log₂(1−p)
0.84 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
85259443014999684844981981967291849959987566139242249939252417730439247293938
NO token ID
33403145861302663940569237876715527053358245389220766934221671503063872604185
Snapshot fetched
2026-06-14 11:08:50 UTC
Snapshot age
9.8s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:00 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0349db5a106b41f1a2343945477d4d23a3b8cf83a2fc04124a018a0690f012a6 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,485HL PERPETH-USD perpetual$1,672.9HL PERPHYPE-USD perpetual$60.71

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
0.440000
(best bid + best ask) / 2
Spread
454.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.261
bid-heavy
Imbalance (top-5)
+0.215
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-ufc-cir-ale30-2026-06-14-pereira-win-by-ko-tko/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.451869269.76bp0.4700003FILLED
BUY$10.00K0.5604612737.74bp0.99000023PARTIAL
BUY$100.00K0.5604612737.74bp0.99000023PARTIAL
SELL$1.00K0.401784868.56bp0.4000004FILLED
SELL$10.00K0.3338042413.55bp0.01000026PARTIAL
SELL$100.00K0.3338042413.55bp0.01000026PARTIAL

Risk metrics

▸ sovereign store · 2,809 barsperiods/year ≈ 1.75M
Realized vol (annualised)
219.17%
σ per bar = 0.001655
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
7.37%
peak 0.47 → trough 0.44 over 2075 bars

/api/asset/pm-ufc-cir-ale30-2026-06-14-pereira-win-by-ko-tko/risk · same metrics, JSON