POLYMARKET · PREDICTION MARKET · SPORTS
Will France win Group I in the 2026 FIFA World Cup?
67.5¢
32.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-france-win-group-i-in-the-2026-fifa-world-cup · fresh · feed 0s oldrealized 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-will-france-win-group-i-in-the-2026-fifa-world-cup/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
67.5¢
NO · live
32.5¢
25 ticks · last 68.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.910 / 1.00 bits (91%) · high uncertainty
YES67.5%67.5¢1.48×▬ +0.00pp
NO32.5%32.5¢3.08×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 400bp moved · peak 100bp · n=24 ticks
2ms
67.50¢ (67.50%)
32.50¢ (32.50%)
100.00%
0.000pp
$61.1k
$56.2k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 68.50¢
25 NO observations from clob.polymarket.com · last 31.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25STRONGLY RIGHT-SKEWED (G₁=1.01)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁1.015right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.245mesokurtic · normal-like
−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) -0.24 + ADF rejected
HURST EXPONENT [0, 1]
H = 1.443STRONGLY PERSISTENT
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
67.50¢
32.50¢
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
YES1.48×(68¢)NO3.08×(33¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.910 bits (91% 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 2026-06-27 00:00 UTC
12days
04hrs
48min
YES →$1.00
NO →$0.00
current: $0.6750 · expected return per side: $0.32 on YES hit · $0.68 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.521 pp/day
now12.20d left4.521 pp/day×1.00
−25%9.15d left5.220 pp/day×1.15
−50%6.10d left6.394 pp/day×1.41
−75%3.05d left9.042 pp/day×2.00
−90%1.22d left14.297 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
6 up bars · 1 down · best 1.00% · worst -0.50% · typical |Δ| 0.167%
§10 · Equity curve & underwater drawdown
final equity 1.0303 (3.03%) · max DD -0.50% · time-under-water 1/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 60.415 · range [0.00, 85.44] · μ 35.274 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 48.33% · range [0.00%, 48.33%] · μ 15.89% · σ̂ scaled to annualised (×√8760)
latest -0.583 · |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 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
Jarque-Bera
REJECT H₀**H₀: Δp ~ Normal(μ, σ²)
STATISTIC
9.4648
p-VALUE (log scale)
0.0088
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
5.2400
p-VALUE (log scale)
0.3876
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
1.3004
p-VALUE (log scale)
0.9990
Wald-Wolfowitz runs
N/An/aH₀: Sign sequence of Δ is random
STATISTIC
—
p-VALUE (log scale)
—
KPSS (μ stationarity)
REJECT H₀**H₀: p IS level-stationary
STATISTIC
0.7960
p-VALUE (log scale)
0.0073
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.2012
p-VALUE (log scale)
0.2297
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 ≈ 2.40h (freq 0.417) · concentrates 21.5% of total energy · Σ|X̂|²/n = 1.083e-4
§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 12.2 d · σ/bar 0.304pp · expected |Δp| over horizon 5.20ppterminal variance p(1−p) = 0.2158 · n = 25⚠ low confidence · n < 100
μ per bar
+0.125pp
average Δp · drift
σ per bar
0.304pp
one-bar volatility · logit-free
Per-day movedaily
1.49pp
σ × √24
Per-horizon move12d
5.20pp
σ × √292.8063277777778
Terminal variancebinary
0.2158
p(1−p) at resolution
Current pricep
68.5¢
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 0.38pp · ES₉₅ 0.50pp · method parametric · drift-correcteddrift +0.125pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.28⊘ disabled · n < 30
VaR 95%
0.38pp
1.645·σ (parametric) of Δp
ES 95%
0.50pp
mean of the tail
Max drawdown
0.7pp
peak 68.0¢ → trough 67.5¢
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
Implied probabilityP
67.5%
= price
Decimal oddsEU
1.481
total return per $1
AmericanUS
-208
risk $208 to win $100
FractionalUK
0.48 / 1
profit per $1 risked
Profit per $100stake
+$48.15
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)
0.910 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.910 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.57 bit
self-information
Surprise · NO−log₂(1−p)
1.62 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
103359786443267486482227328692138374862249745048615687484182109062176862247011- NO token ID
86999834375646169233774441347346610387444272178383678745343987016849228425669- Snapshot fetched
- 2026-06-14 19:11:37 UTC
- Snapshot age
- 2ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 19:11:37 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
a617b59556f0e6c9ebcf46531426eb112d1ee2f955942a15806c20f1a2ac59f8· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDGermany100.0¢HL PREDSpain89.5¢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$63,776.5HL PERPETH-USD perpetual$1,663.45HL PERPHYPE-USD perpetual$60.46
Also see: /arb opportunities · RSS feed · more in Sports
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
0.685000
(best bid + best ask) / 2
Spread
146.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.629
bid-heavy
Imbalance (top-5)
-0.825
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-will-france-win-group-i-in-the-2026-fifa-world-cup/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.690000 | 72.99bp | 0.690000 | 1 | FILLED |
| BUY | $10.00K | 0.690000 | 72.99bp | 0.690000 | 1 | FILLED |
| BUY | $100.00K | 0.741800 | 829.20bp | 0.990000 | 29 | PARTIAL |
| SELL | $1.00K | 0.657484 | 401.69bp | 0.650000 | 4 | FILLED |
| SELL | $10.00K | 0.601517 | 1218.73bp | 0.540000 | 13 | FILLED |
| SELL | $100.00K | 0.059511 | 9131.23bp | 0.010000 | 28 | PARTIAL |
Risk metrics
▸ upstream candles · 25 barsRealized vol (annualised)
—
σ per bar = 0.004510
Mean return (annualised)
—
μ per bar = 0.001866
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
0.74%
peak 0.68 → trough 0.68 over 1 bars
/api/asset/pm-will-france-win-group-i-in-the-2026-fifa-world-cup/risk · same metrics, JSON