POLYMARKET · PREDICTION MARKET · SPORTS

Will Federico Valverde be the top goalscorer at the 2026 FIFA World Cup?

YES · live
0.2¢
NO · live
99.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-federico-valverde-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 11s old
24h sparkline · 60 pts
realized vol (ann.)
3.93%
max drawdown
40.00%
sharpe
ulcer index
20.55%
RMS drawdown
pain index
15.65%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
40.00%
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
1707
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-federico-valverde-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING11.3s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
0.2¢
NO · live
99.8¢
YES price · live 24h
n=25 · μ=0.0022 · σ=0.0006 · range [0.0015, 0.0040] · R²=0.083 FALLING -20.00%σ EXTREME 29.13%LAST 0.00200.00400.00340.00270.00210.0015μ = 0.0022max 0.0040min 0.0015dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.20¢
YES / NO split · live
YES 0.2%NO 99.8%NO99.8%99.80¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.021 / 1.00 bits (2%) · informative — one side favoured
YES
0.2%0.2¢500.00× +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=75 · μ=3.1 · σ=5.9 · CV=1.88BURSTY · concentratedcumulative energy ↗ · 50% by h=706131925μ = 32550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 75bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
11.3s
YES mid
0.20¢ (0.20%)
NO mid
99.80¢ (99.80%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$551.1k
liquidity $
$73.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0022 · σ=0.0006 · range [0.0015, 0.0040] · R²=0.083 FALLING -20.00%σ EXTREME 29.13%LAST 0.00200.00400.00340.00270.00210.0015μ = 0.0022max 0.0040min 0.0015dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.20¢
NO price · CLOB mid
n=25 · μ=0.9978 · σ=0.0006 · range [0.9960, 0.9985] · R²=0.083 FLATσ LOW 0.06%LAST 0.99800.99850.99790.99720.99660.9960μ = 0.9978max 0.9985min 0.9960dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0006 · skew=2.53 (right-skewed) · kurt=8.18 (leptokurtic (fat tails))16128403-0.08ppbin -0.08pp · n=3 · 18.8% peakbin -0.08pp · n=3 · 18.8% peak2-0.05ppbin -0.05pp · n=2 · 12.5% peakbin -0.05pp · n=2 · 12.5% peak16-0.01ppbin -0.01pp · n=16 · 100.0% peakbin -0.01pp · n=16 · 100.0% peak0.02pp20.06ppbin 0.06pp · n=2 · 12.5% peakbin 0.06pp · n=2 · 12.5% peak0.09pp0.13pp0.16pp0.20pp10.23ppbin 0.23pp · n=1 · 6.3% peakbin 0.23pp · n=1 · 6.3% 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=1.98 · kurt=6.93 · near 9 / mid 13 / far 2 · OLS slope=0.83 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.82σsample ↓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=25STRONGLY RIGHT-SKEWED (G₁=1.51)
μ MEAN0.22¢95% CI: [0.20¢, 0.25¢]
σ STD DEV0.06ppσ² = 41.833×10⁻⁴ · CV = 29.13%
med MEDIAN0.20¢Q₁ 0.20¢ · Q₃ 0.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.20¢med 0.20¢Q₃ 0.25¢max 0.40¢μ
SKEWNESS · G₁1.513right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.933leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRdiverges from normalratio = 1.75
range ↔ σconcentrated (range < 4σ)range / σ = 3.87
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-0.050within white-noise band
ρ(2) AUTOCORR-0.194lag-2 not significant
H · HURST EXPONENT0.697persistent
OLS TREND · t-STAT-1.447fails 5% test
HURST EXPONENT [0, 1]
H = 0.697PERSISTENT
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=1-0.050k=2-0.194k=3-0.317k=4+0.001k=5-0.0290+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 CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.44high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.45)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 ID2069676
SLUGwill-federico-va…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.20¢implied prob 0.20% · decimal odds 500.00×
COUNTER · NO99.80¢implied prob 99.80% · decimal odds 1.00×
0.20¢
99.80¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME551.06k USD 24h
LIQUIDITY73.87k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.996 · entropy 0.021 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 0.2%NO 99.8%YES0.2%H = 0.021 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES500.00×(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) = 0.021 bits (2% 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
12hrs
50min
YES$1.00(P = 0.2%)
NO$0.00(P = 99.8%)
current: $0.0020 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.8dRESOLVESP projection · σ=0.06% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.317 pp/day
now35.53d left
0.317 pp/day×1.00
−25%26.65d left
0.366 pp/day×1.15
−50%17.77d left
0.448 pp/day×1.41
−75%8.88d left
0.634 pp/day×2.00
−90%3.55d left
1.002 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 0.25% · worst -0.10% · typical |Δ| 0.03%MILD BEARISH -0.05%BEST+0.25%5hWORST-0.10%2hTYPICAL |Δ|0.03%mean absoluteCUMULATIVE-0.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.05%+0.15%-0.10%0.00% · 1h0.00% · 1h·1h-0.10% · 2h-0.10% · 2h-0.10%2h▼ WORST0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.25% · 5h0.25% · 5h0.25%5h★ BEST0.00% · 6h0.00% · 6h·6h-0.10% · 7h-0.10% · 7h-0.10%7h-0.05% · 8h-0.05% · 8h-0.05%8h0.00% · 9h0.00% · 9h·9h-0.05% · 10h-0.05% · 10h-0.05%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·15h0.00% · 16h0.00% · 16h·16h0.05% · 17h0.05% · 17h0.05%17h-0.10% · 18h-0.10% · 18h-0.10%18h0.05% · 19h0.05% · 19h0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH13% up · 21% down · 67% flat
3 up bars · 5 down · best 0.25% · worst -0.10% · typical |Δ| 0.031%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.05%MAX DD-0.25%RECOVERYONGOING · 18 barsMAX RUN-UP+0.15%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9995 · peak 1.0015 · range [0.9990, 1.0015]1.00150.9990break-even = 1★ PEAK 1.0015UNDERWATER DRAWDOWN · max -0.25% · shallow0%-0.25%▼ TROUGH -0.25%TOP DRAWDOWN PERIODS · 2 total#1 -0.25%bar 8-25 · 18 bars · ONGOING#2 -0.10%bar 3-5 · 3 bars · recoveredDD SEVERITYshallow (max -0.25%)RECOVERYongoing · 18 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9995 (-0.05%) · max DD -0.25% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −7 (37% positive) · μ=-9.84 · σ=33.86MIXED EDGELAST 38.21 (+1.42σ vs μ)76.4238.210.00-38.21-76.42μ = -9.8419.9519.956.096.0912.8812.8812.8812.886.286.28-76.42-76.42-76.42-76.42-60.42-60.42-38.21-38.21-38.21-38.210.000.0038.2138.21-15.87-15.870.000.000.000.000.000.000.000.00-15.87-15.8738.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-76.42, 38.21] · μ -9.837 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=5.5088 · σ=3.9214 · range [0.0000, 11.9921] · R²=0.394 FALLING -82.59%σ EXTREME 71.18%LAST 1.910511.99218.99415.99602.99800.0000μ = 5.5088max 11.9921min 0.0000dataMA(3)OLS R²=0.39μ lineμ ± σ bandmaxmin
latest 1.91% · range [0.00%, 11.99%] · μ 5.51% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −14 (21% positive) · μ=-0.227 · σ=0.278MEAN-REVERSIONLAST -0.033 (+0.69σ vs μ)0.6670.3330.000-0.333-0.667μ = -0.227-0.064-0.064-0.026-0.0260.0300.0300.0420.0420.0800.080-0.333-0.3330.0670.067-0.333-0.333-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.385-0.385-0.667-0.667-0.667-0.667-0.667-0.667-0.667-0.667-0.385-0.385-0.033-0.033v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.033 · |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
97.6282
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
4.1430
p-VALUE (log scale)
0.5308
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
-2.7645
p-VALUE (log scale)
0.0665
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
1.0299
p-VALUE (log scale)
0.3031
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2072
p-VALUE (log scale)
0.3443
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
-0.5049
p-VALUE (log scale)
0.6136
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.846 ≈ 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=4.79e-7 · top T=2.00h (21.9%) · top-3 cover 46.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-69.5e-76.3e-73.2e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.55e-8 · 0.4% energyperiod 24.0 · power 2.55e-8 · 0.4% energyperiod 12.0 · power 2.43e-7 · 4.2% energyperiod 12.0 · power 2.43e-7 · 4.2% energyperiod 8.0 · power 7.08e-7 · 12.3% energyperiod 8.0 · power 7.08e-7 · 12.3% energyperiod 6.0 · power 6.98e-7 · 12.1% energyperiod 6.0 · power 6.98e-7 · 12.1% energyperiod 4.8 · power 7.16e-7 · 12.4% energyperiod 4.8 · power 7.16e-7 · 12.4% energyperiod 4.0 · power 6.77e-7 · 11.8% energyperiod 4.0 · power 6.77e-7 · 11.8% energyperiod 3.4 · power 3.16e-7 · 5.5% energyperiod 3.4 · power 3.16e-7 · 5.5% energyperiod 3.0 · power 2.60e-7 · 4.5% energyperiod 3.0 · power 2.60e-7 · 4.5% energyperiod 2.7 · power 3.54e-7 · 6.2% energyperiod 2.7 · power 3.54e-7 · 6.2% energyperiod 2.4 · power 4.24e-7 · 7.4% energyperiod 2.4 · power 4.24e-7 · 7.4% energyperiod 2.2 · power 6.79e-8 · 1.2% energyperiod 2.2 · power 6.79e-8 · 1.2% energyperiod 2.0 · power 1.26e-6 · 21.9% energyperiod 2.0 · power 1.26e-6 · 21.9% energy50% by T=4.0h#1 dominantT=2.00h#2T=4.80h#3T=8.00hT=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 21.9% of total energy · Σ|X̂|²/n = 5.750e-6

▸ Depth section using sovereign-store price series (1707 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 35.5 d · σ/bar 0.003pp · expected |Δp| over horizon 0.09ppterminal variance p(1−p) = 0.0020 · n = 1707n = 1707
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.01pp
σ × √24
Per-horizon move36d
0.09pp
σ × √852.8344999999999
Terminal variancebinary
0.0020
p(1−p) at resolution
Current pricep
0.2¢
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 0.00pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 1707
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
40.0pp
peak 0.3¢ → trough 0.1¢
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
0.2%
= price
Decimal oddsEU
500.000
total return per $1
AmericanUS
+49900
$100 wins $49900
FractionalUK
499.00 / 1
profit per $1 risked
Profit per $100stake
+$49900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.2%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)
0.021 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.021 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.97 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
56979895188311624144106785986284316853633381501708763753658566600103833253536
NO token ID
24958593592741638047938919436387428616830914237347149977716139341862842415332
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
11.3s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
28a9efdea5933db6499ecb018648de8f32a00924f798c1e6fa03959046743fbb · 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
0.002000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.995
ask-heavy
Imbalance (top-5)
-0.258
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-will-federico-valverde-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.01870083501.54bp0.28000031FILLED
BUY$10.00K0.154970764850.83bp0.92000049FILLED
BUY$100.00K0.6329263154628.56bp0.98000057FILLED
SELL$1.00K0.0010005000.00bp0.0010001PARTIAL
SELL$10.00K0.0010005000.00bp0.0010001PARTIAL
SELL$100.00K0.0010005000.00bp0.0010001PARTIAL

Risk metrics

sovereign store · 1,707 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2011.30%
σ per bar = 0.015192
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
40.00%
peak 0.00 → trough 0.00 over 250 bars

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