POLYMARKET · PREDICTION MARKET · SPORTS

Will Amad Diallo be the top goalscorer at the 2026 FIFA World Cup?

YES · live
0.3¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-amad-diallo-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
4.19%
max drawdown
28.57%
sharpe
ulcer index
14.48%
RMS drawdown
pain index
11.05%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
28.57%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1502
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-amad-diallo-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4ms--:--:-- 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
0.3¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0021 · σ=0.0006 · range [0.0015, 0.0030] · R²=0.197 FLATσ EXTREME 29.16%LAST 0.00250.00300.00260.00230.00190.0015μ = 0.0021max 0.0030min 0.0015dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.25¢
YES / NO split · live
YES 0.3%NO 99.8%NO99.8%99.75¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.025 / 1.00 bits (3%) · informative — one side favoured
YES
0.3%0.3¢400.00× +0.00pp
NO
99.8%99.8¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=50 · μ=2.1 · σ=3.9 · CV=1.86BURSTY · concentratedcumulative energy ↗ · 50% by h=7035810μ = 21050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 50bp moved · peak 10bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4ms
YES mid
0.25¢ (0.25%)
NO mid
99.75¢ (99.75%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$54.6k
liquidity $
$29.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0021 · σ=0.0006 · range [0.0015, 0.0030] · R²=0.197 FLATσ EXTREME 29.16%LAST 0.00250.00300.00260.00230.00190.0015μ = 0.0021max 0.0030min 0.0015dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.25¢
NO price · CLOB mid
n=25 · μ=0.9979 · σ=0.0006 · range [0.9970, 0.9985] · R²=0.197 FLATσ LOW 0.06%LAST 0.99750.99850.99810.99780.99740.9970μ = 0.9979max 0.9985min 0.9970dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0004 · skew=-0.56 (left-skewed) · kurt=1.82 (leptokurtic (fat tails))18149502-0.09ppbin -0.09pp · n=2 · 11.1% peakbin -0.09pp · n=2 · 11.1% peak-0.07pp1-0.05ppbin -0.05pp · n=1 · 5.6% peakbin -0.05pp · n=1 · 5.6% peak-0.03pp-0.01pp180.01ppbin 0.01pp · n=18 · 100.0% peakbin 0.01pp · n=18 · 100.0% peak0.03pp10.05ppbin 0.05pp · n=1 · 5.6% peakbin 0.05pp · n=1 · 5.6% peak0.07pp20.09ppbin 0.09pp · n=2 · 11.1% peakbin 0.09pp · n=2 · 11.1% 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=0.00 · kurt=1.89 · near 10 / mid 12 / far 2 · OLS slope=0.85 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSUPPER TAIL NORMALLOWER TAIL NORMAL-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=25PLATYKURTIC · THIN TAILS (G₂=-1.75)
μ MEAN0.21¢95% CI: [0.19¢, 0.23¢]
σ STD DEV0.06ppσ² = 37.500×10⁻⁴ · CV = 29.16%
med MEDIAN0.25¢Q₁ 0.15¢ · Q₃ 0.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.15¢med 0.25¢Q₃ 0.25¢max 0.30¢μ
SKEWNESS · G₁0.157approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.746platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.65
σ × 1.349 ↔ IQRconsistent with normalratio = 0.83
range ↔ σconcentrated (range < 4σ)range / σ = 2.45
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 · ρ(1) -0.22 + ADF rejected
ρ(1) AUTOCORR-0.222within white-noise band
ρ(2) AUTOCORR+0.111lag-2 not significant
H · HURST EXPONENT1.299strongly persistent
OLS TREND · t-STAT+2.375significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.299STRONGLY PERSISTENT
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=1-0.222k=2+0.111k=3-0.222k=4+0.167k=5+0.0000+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.22 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.37)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 ID2069651
SLUGwill-amad-diallo…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.25¢implied prob 0.25% · decimal odds 400.00×
COUNTER · NO99.75¢implied prob 99.75% · decimal odds 1.00×
0.25¢
99.75¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME54.62k USD 24h
LIQUIDITY29.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.995 · entropy 0.025 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 0.3%NO 99.8%YES0.3%H = 0.025 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES400.00×(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) = 0.025 bits (3% 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 · DISTANTresolves 2026-07-20 00:00 UTC
35days
08hrs
50min
YES$1.00(P = 0.3%)
NO$0.00(P = 99.8%)
current: $0.0025 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.7dRESOLVESP projection · σ=0.06% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.300 pp/day
now35.37d left
0.300 pp/day×1.00
−25%26.53d left
0.346 pp/day×1.15
−50%17.68d left
0.424 pp/day×1.41
−75%8.84d left
0.600 pp/day×2.00
−90%3.54d left
0.949 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 0.10% · worst -0.10% · typical |Δ| 0.02%MIXED · 3 UP / 3 DNBEST+0.10%6hWORST-0.10%3hTYPICAL |Δ|0.02%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +0.00%+0.05%-0.10%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-0.10% · 3h-0.10% · 3h-0.10%3h▼ WORST0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.10% · 6h0.10% · 6h0.10%6h★ BEST-0.10% · 7h-0.10% · 7h-0.10%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·14h0.00% · 15h0.00% · 15h·15h0.10% · 16h0.10% · 16h0.10%16h0.00% · 17h0.00% · 17h·17h0.05% · 18h0.05% · 18h0.05%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 1BREADTH13% up · 13% down · 75% flat
3 up bars · 3 down · best 0.10% · worst -0.10% · typical |Δ| 0.021%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.00%MAX DD-0.10%RECOVERYONGOING · 15 barsMAX RUN-UP+0.05%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0005 · range [0.9990, 1.0005]1.00050.9990break-even = 1★ PEAK 1.0005UNDERWATER DRAWDOWN · max -0.10% · shallow0%-0.10%▼ TROUGH -0.10%TOP DRAWDOWN PERIODS · 2 total#1 -0.10%bar 4-18 · 15 bars · recovered#2 -0.05%bar 23-25 · 3 bars · ONGOINGDD SEVERITYshallow (max -0.10%)RECOVERYongoing · 22 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0000 (-0.00%) · max DD -0.10% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −4 (32% positive) · μ=9.59 · σ=31.15UNPROFITABLE STRATEGYLAST -38.21 (-1.53σ vs μ)55.9327.970.00-27.97-55.93μ = 9.590.000.00-20.72-20.72-20.72-20.720.000.000.000.000.000.00-38.21-38.210.000.000.000.000.000.0038.2138.2138.2138.2155.9355.9355.9355.9355.9355.9355.9355.930.000.000.000.00-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-38.21, 55.93] · μ 9.594 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=3.8275 · σ=2.2033 · range [0.0000, 7.0456] · R²=0.269 FALLING -67.73%σ EXTREME 57.56%LAST 1.91057.04565.28423.52281.76140.0000μ = 3.8275max 7.0456min 0.0000dataMA(3)OLS R²=0.27μ lineμ ± σ bandmaxmin
latest 1.91% · range [0.00%, 7.05%] · μ 3.83% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −13 (0% positive) · μ=-0.228 · σ=0.212MEAN-REVERSIONLAST -0.233 (-0.03σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.2280.0000.000-0.363-0.363-0.363-0.363-0.500-0.500-0.500-0.500-0.500-0.500-0.033-0.0330.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.357-0.357-0.500-0.500-0.500-0.500-0.214-0.2140.0000.0000.0000.000-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
7.0203
p-VALUE (log scale)
0.0299
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
4.0240
p-VALUE (log scale)
0.5479
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
-1.7919
p-VALUE (log scale)
0.3943
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
0.9129
p-VALUE (log scale)
0.3613
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3723
p-VALUE (log scale)
0.0891
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
-0.4869
p-VALUE (log scale)
0.6264
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.852 ≈ 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=2.15e-7 · top T=2.00h (25.8%) · top-3 cover 57.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)6.7e-75.0e-73.3e-71.7e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.13e-7 · 8.2% energyperiod 24.0 · power 2.13e-7 · 8.2% energyperiod 12.0 · power 1.06e-7 · 4.1% energyperiod 12.0 · power 1.06e-7 · 4.1% energyperiod 8.0 · power 4.17e-8 · 1.6% energyperiod 8.0 · power 4.17e-8 · 1.6% energyperiod 6.0 · power 1.98e-7 · 7.7% energyperiod 6.0 · power 1.98e-7 · 7.7% energyperiod 4.8 · power 2.85e-7 · 11.0% energyperiod 4.8 · power 2.85e-7 · 11.0% energyperiod 4.0 · power 1.67e-7 · 6.5% energyperiod 4.0 · power 1.67e-7 · 6.5% energyperiod 3.4 · power 1.83e-7 · 7.1% energyperiod 3.4 · power 1.83e-7 · 7.1% energyperiod 3.0 · power 3.13e-8 · 1.2% energyperiod 3.0 · power 3.13e-8 · 1.2% energyperiod 2.7 · power 4.17e-8 · 1.6% energyperiod 2.7 · power 4.17e-8 · 1.6% energyperiod 2.4 · power 5.39e-7 · 20.9% energyperiod 2.4 · power 5.39e-7 · 20.9% energyperiod 2.2 · power 1.11e-7 · 4.3% energyperiod 2.2 · power 1.11e-7 · 4.3% energyperiod 2.0 · power 6.67e-7 · 25.8% energyperiod 2.0 · power 6.67e-7 · 25.8% energy50% by T=2.4h#1 dominantT=2.00h#2T=2.40h#3T=4.80hT=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 ≈ 2.00h (freq 0.500) · concentrates 25.8% of total energy · Σ|X̂|²/n = 2.583e-6

▸ Depth section using sovereign-store price series (1502 bars · effective 1753005 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 35.4 d · σ/bar 0.003pp · expected |Δp| over horizon 0.09ppterminal variance p(1−p) = 0.0025 · n = 1502n = 1502
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move35d
0.09pp
σ × √848.8342991666666
Terminal variancebinary
0.0025
p(1−p) at resolution
Current pricep
0.3¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 1502
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
28.6pp
peak 0.4¢ → trough 0.3¢
Median step
0.05pp
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
0.3%
= price
Decimal oddsEU
400.000
total return per $1
AmericanUS
+39900
$100 wins $39900
FractionalUK
399.00 / 1
profit per $1 risked
Profit per $100stake
+$39900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.3%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)
0.025 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.025 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.64 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
37223072482618416171694586898831043907046930818134940667221960339661743249408
NO token ID
65321708145545441521967775660972954270022739093639016462957062221482899135195
Snapshot fetched
2026-06-14 15:09:56 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:09:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ee5d54e888d9ee4882286e2258ab4865fc72544b24577e240c6860c7ffc13864 · 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
0.002500
(best bid + best ask) / 2
Spread
4000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.928
ask-heavy
Imbalance (top-5)
+0.994
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-will-amad-diallo-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.099176386705.61bp0.16000039FILLED
BUY$10.00K0.3959091573636.87bp0.80000053FILLED
BUY$100.00K0.8240323286128.40bp0.98000068FILLED
SELL$1.00K0.0010175933.61bp0.0010002PARTIAL
SELL$10.00K0.0010175933.61bp0.0010002PARTIAL
SELL$100.00K0.0010175933.61bp0.0010002PARTIAL

Risk metrics

sovereign store · 1,502 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1410.42%
σ per bar = 0.010653
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
28.57%
peak 0.00 → trough 0.00 over 880 bars

/api/asset/pm-will-amad-diallo-be-the-top-goalscorer-at-the-2026-fifa-world-cup/risk · same metrics, JSON