POLYMARKET · PREDICTION MARKET · SPORTS

Valorant: G2 Esports vs FUT Esports (BO3) - VCT Masters London Playoffs

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · val-g21-fut1-2026-06-14 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-val-g21-fut1-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6ms⏱--:--:-- 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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=23 · μ=0.5802 · σ=0.1531 · range [0.0005, 0.6550] · R²=0.326▼ FALLING -99.92%σ EXTREME 26.39%LAST 0.00050.65500.49140.32770.16410.0005μ = 0.5802max 0.6550min 0.0005dataMA(4)OLS R²=0.33μ lineμ ± σ bandmaxminlive endpoint
23 ticks · last 0.05¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.50¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢200.00×▬ +0.00pp
NO
99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=22 · Σ=7,295 · μ=331.6 · σ=775.1 · CV=2.34BURSTY · concentratedcumulative energy ↗ · 50% by h=2107361,4732,2092,945μ = 3322,94550%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 7295bp moved · peak 2945bp · n=22 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
0.50¢ (0.50%)
▼NO mid
99.50¢ (99.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$308.1k
≋liquidity $
$105.9k
◳history points
23 ticks (live)

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

YES price · CLOB mid
n=23 · μ=0.5802 · σ=0.1531 · range [0.0005, 0.6550] · R²=0.326▼ FALLING -99.92%σ EXTREME 26.39%LAST 0.00050.65500.49140.32770.16410.0005μ = 0.5802max 0.6550min 0.0005dataMA(4)OLS R²=0.33μ lineμ ± σ bandmaxmin
23 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=23 · μ=0.4196 · σ=0.1523 · range [0.3450, 0.9950] · R²=0.327▲ RISING +168.92%σ EXTREME 36.31%LAST 0.99500.99500.83250.67000.50750.3450μ = 0.4196max 0.9950min 0.3450dataMA(4)OLS R²=0.33μ lineμ ± σ bandmaxmin
23 NO observations from clob.polymarket.com · last 99.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=22 · 10 bins · μ=-0.0286 · σ=0.0769 · skew=-2.61 (left-skewed) · kurt=5.16 (leptokurtic (fat tails))191410501-27.90ppbin -27.90pp · n=1 · 5.3% peakbin -27.90pp · n=1 · 5.3% peak1-24.81ppbin -24.81pp · n=1 · 5.3% peakbin -24.81pp · n=1 · 5.3% peak-21.71pp-18.62pp-15.52pp-12.43pp1-9.33ppbin -9.33pp · n=1 · 5.3% peakbin -9.33pp · n=1 · 5.3% peak-6.24pp-3.14pp19-0.05ppbin -0.05pp · n=19 · 100.0% peakbin -0.05pp · n=19 · 100.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=22
Q-Q plot · standardised Δp vs N(0,1)
n=22 · skew=-2.66 · kurt=5.59 · near 4 / mid 13 / far 5 · OLS slope=0.71 intercept=0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILFAT LOWER TAIL-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=23LEPTOKURTIC · FAT TAILS (G₂=6.60)
μ MEAN58.02¢95% CI: [51.77¢, 64.28¢]
σ STD DEV15.31ppσ² = 234.406 · CV = 26.39%
med MEDIAN63.50¢Q₁ 62.50¢ · Q₃ 63.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 65.45pp · IQR 1.00pp (1.349σ→20.65pp)
min 0.05¢Q₁ 62.50¢med 63.50¢Q₃ 63.50¢max 65.50¢μ
SKEWNESS · G₁-2.700left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.604leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRdiverges from normalratio = 20.65
range ↔ σwide tails (range > 4σ)range / σ = 4.27
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+0.278within white-noise band
ρ(2) AUTOCORR+0.477lag-2 dependence detected
H · HURST EXPONENT0.913strongly persistent
OLS TREND · t-STAT-3.186significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.913
H = 0.913STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=2
k=1+0.278k=2 ★+0.477k=3-0.012k=4+0.006k=5-0.0470+1−1+0.43−0.43+ momentum (ρ > +0.43)− reversal (ρ < −0.43)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.19)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.19)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 ID2535343
SLUGval-g21-fut1-2026-06-14
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.50¢implied prob 0.50% · decimal odds 200.00×
COUNTER · NO99.50¢implied prob 99.50% · decimal odds 1.01×
0.50¢
99.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME308.13k USD 24h
LIQUIDITY105.89k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.990 · entropy 0.045 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 0.5%NO 99.5%YES p̂0.5%H = 0.045 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES200.00×(1¢)NO1.01×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.045 bits (5% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-14 23:00 UTC
0days
03hrs
41min
3.7 hours·θ = 75.005 pp/day
YES →$1.00(P = 0.5%)
NO →$0.00(P = 99.5%)
current: $0.0050 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.8hRESOLVESP projection · σ=15.31% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 75.005 pp/day
now3.68h left
75.005 pp/day×1.00
−25%2.76h left
86.608 pp/day×1.15
−50%1.84h left
106.073 pp/day×1.41
−75%0.92h left
150.010 pp/day×2.00
−90%0.37h left
237.187 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=22 bars · best 1.50% · worst -29.45% · typical |Δ| 3.32%BEARISH SESSION -62.95%BEST+1.50%6hWORST-29.45%22hTYPICAL |Δ|3.32%mean absoluteCUMULATIVE-62.95%Σ signed ΔSTREAK↘ 5down-runASIA · 00-08 UTCμ +0.36% · Σ +2.50%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ -9.06% · Σ -63.45%CUMULATIVE Δ PATH · final -62.95%+2.50%-62.95%0.50% · 1h0.50% · 1h0.50%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h1.50% · 6h1.50% · 6h1.50%6h★ BEST1.00% · 7h1.00% · 7h1.00%7h-1.00% · 8h-1.00% · 8h-1.00%8h-1.00% · 9h-1.00% · 9h-1.00%9h0.00% · 10h0.00% · 10h·10h-1.00% · 11h-1.00% · 11h-1.00%11h0.00% · 12h0.00% · 12h·12h1.00% · 13h1.00% · 13h1.00%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h1.00% · 17h1.00% · 17h1.00%17h-1.00% · 18h-1.00% · 18h-1.00%18h-1.00% · 19h-1.00% · 19h-1.00%19h-23.50% · 20h-23.50% · 20h-23.50%20h-8.50% · 21h-8.50% · 21h-8.50%21h-29.45% · 22h-29.45% · 22h-29.45%22h▼ WORSTTIME PATTERNAsia-led (+2.50%)RUNSup max 2 · down max 5BREADTH23% up · 45% down · 32% flat
5 up bars · 10 down · best 1.50% · worst -29.45% · typical |Δ| 3.316%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=23 barsSEVERE DRAWDOWN -51.38%FINAL-51.38%MAX DD-52.57%RECOVERYONGOING · 15 barsMAX RUN-UP+2.51%UNDERWATER16/23 (70%)STREAK↘ 5EQUITY CURVE · end 0.4862 · peak 1.0251 · range [0.4862, 1.0251]1.02510.4862break-even = 1★ PEAK 1.0251UNDERWATER DRAWDOWN · max -52.57% · severe0%-52.57%▼ TROUGH -52.57%TOP DRAWDOWN PERIODS · 2 total#1 -52.57%bar 9-23 · 15 bars · ONGOING#2 -0.50%bar 6-6 · 1 bars · recoveredDD SEVERITYsevere (max -52.57%)RECOVERYongoing · 15 barsTIME UNDER WATER70% of session · 16/23 bars
final equity 0.4862 (-51.38%) · max DD -52.57% · time-under-water 16/23 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=18 · +5 / −8 (28% positive) · μ=-17.22 · σ=40.09UNPROFITABLE STRATEGYLAST -90.52 (-1.83σ vs μ)102.5351.260.00-51.26-102.53μ = -17.220.000.0024.6924.6945.5745.5718.0518.050.000.008.218.21-41.86-41.86-102.53-102.53-22.37-22.370.000.000.000.000.000.0022.3722.37-22.37-22.37-41.86-41.86-46.24-46.24-61.04-61.04-90.52-90.52v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -90.522 · range [-102.53, 45.57] · μ -17.217 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=18 · μ=238.2225 · σ=376.5383 · range [33.0908, 1228.0400] · R²=0.421▲ RISING +3611.12%σ EXTREME 158.06%LAST 1228.04001228.0400929.3027630.5654331.828133.0908μ = 238.2225max 1228.0400min 33.0908dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
latest 1228.04% · range [33.09%, 1228.04%] · μ 238.22% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=18 · +4 / −10 (22% positive) · μ=-0.137 · σ=0.254MEAN-REVERSIONLAST -0.153 (-0.06σ vs μ)0.7290.3640.000-0.364-0.729μ = -0.1370.0000.000-0.300-0.3000.0700.070-0.160-0.1600.1360.1360.3060.306-0.300-0.300-0.467-0.467-0.086-0.0860.0000.0000.0000.0000.0000.000-0.300-0.300-0.729-0.729-0.487-0.487-0.020-0.0200.0280.028-0.153-0.153v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.153 · |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
80.5818
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
8.0317
p-VALUE (log scale)
0.1532
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
4.8315
p-VALUE (log scale)
0.9990
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
0.2029
p-VALUE (log scale)
0.8392
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
0.4360
p-VALUE (log scale)
0.0616
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.2192
p-VALUE (log scale)
0.8265
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.047 ≈ 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=11 bins · noise floor μ=6.45e-3 · top T=22.00h (22.5%) · top-3 cover 55.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-21.2e-28.0e-34.0e-30.0e+0μ noise floor2× noise (significance)period 22.0 · power 1.59e-2 · 22.5% energyperiod 22.0 · power 1.59e-2 · 22.5% energyperiod 11.0 · power 1.41e-2 · 19.9% energyperiod 11.0 · power 1.41e-2 · 19.9% energyperiod 7.3 · power 6.89e-3 · 9.7% energyperiod 7.3 · power 6.89e-3 · 9.7% energyperiod 5.5 · power 4.95e-3 · 7.0% energyperiod 5.5 · power 4.95e-3 · 7.0% energyperiod 4.4 · power 1.32e-3 · 1.9% energyperiod 4.4 · power 1.32e-3 · 1.9% energyperiod 3.7 · power 3.53e-4 · 0.5% energyperiod 3.7 · power 3.53e-4 · 0.5% energyperiod 3.1 · power 6.06e-4 · 0.9% energyperiod 3.1 · power 6.06e-4 · 0.9% energyperiod 2.8 · power 3.29e-3 · 4.6% energyperiod 2.8 · power 3.29e-3 · 4.6% energyperiod 2.4 · power 5.29e-3 · 7.5% energyperiod 2.4 · power 5.29e-3 · 7.5% energyperiod 2.2 · power 8.63e-3 · 12.2% energyperiod 2.2 · power 8.63e-3 · 12.2% energyperiod 2.0 · power 9.60e-3 · 13.5% energyperiod 2.0 · power 9.60e-3 · 13.5% energy50% by T=7.3h#1 dominantT=22.00h#2T=11.00h#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 ≈ 22.00h (freq 0.045) · concentrates 22.5% of total energy · Σ|X̂|²/n = 7.097e-2

§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 7.939pp · expected |Δp| over horizon 19.45ppterminal variance p(1−p) = 0.0005 · n = 23⊘ disabled · n < 25
μ per bar
-2.861pp
average Δp · drift
σ per bar
7.939pp
one-bar volatility · logit-free
Per-day movedaily
38.89pp
σ × √24
Per-horizon move0d
19.45pp
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 15.92pp · ES₉₅ 19.23pp · method parametric · drift-correcteddrift -2.861pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.39⊘ disabled · n < 30
VaR 95%
15.92pp
1.645·σ (parametric) of Δp
ES 95%
19.23pp
mean of the tail
Max drawdown
99.9pp
peak 65.5¢ → trough 0.1¢
Median step
1.00pp
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
0.5%
= price
Decimal oddsEU
200.000
total return per $1
AmericanUS
+19900
$100 wins $19900
FractionalUK
199.00 / 1
profit per $1 risked
Profit per $100stake
+$19900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.64 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
49178208768386548562981424140762701834633378524466293631464776676224986155810
NO token ID
47362052126775989078337365832092260153440739370746290007611918802058991197620
Snapshot fetched
2026-06-14 19:18:55 UTC
Snapshot age
6ms
History points
23 CLOB mids
Page rendered
2026-06-14 19:18:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d9d9241773549e6daf68432d5a3876fb9c2a71ae1f5a743c6008c9fec22008ab · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.6¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,823HL PERPETH-USD perpetual$1,666.8HL PERPHYPE-USD perpetual$60.67

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-val-g21-fut1-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ upstream candles · 23 bars
Realized vol (annualised)
—
σ per bar = 1.357313
Mean return (annualised)
—
μ per bar = -0.324494
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
99.92%
peak 0.66 → trough 0.00 over 15 bars

/api/asset/pm-val-g21-fut1-2026-06-14/risk · same metrics, JSON