POLYMARKET · PREDICTION MARKET · IEM COLOGNE MAJOR 2026 WINNER
Will G2 win IEM Cologne Major 2026?
0.8¢
99.3¢
▸ Advanced metrics · M2M bundle
polymarket · will-g2-win-iem-cologne-major-2026 · fresh · feed 0s old24h sparkline · 60 pts▲ 15.38%
realized vol (ann.)
5.92%
max drawdown
27.78%
sharpe
—
ulcer index
12.48%
RMS drawdown
pain index
8.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
27.78%
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
2000
store
spread
—
24h Δ
15.38%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +15.38%
Same bundle via M2M API:
/api/m2m/pm-will-g2-win-iem-cologne-major-2026/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
0.8¢
NO · live
99.3¢
25 ticks · last 0.75¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.064 / 1.00 bits (6%) · informative — one side favoured
YES0.8%0.8¢133.33×▬ +0.00pp
NO99.3%99.3¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 135bp moved · peak 30bp · n=24 ticks
14ms
0.75¢ (0.75%)
99.25¢ (99.25%)
100.00%
0.000pp
$47.6k
$85.6k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 0.75¢
25 NO observations from clob.polymarket.com · last 99.25¢
§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 LEFT-SKEWED (G₁=-1.13)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-1.126left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.608mesokurtic · 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: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.832STRONGLY 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
0.75¢
99.25¢
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
YES133.33×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.064 bits (6% of max) · informative — one side strongly favoured
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 2026-06-21 00:00 UTC
6days
07hrs
49min
YES →$1.00
NO →$0.00
current: $0.0075 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.675 pp/day
now6.33d left0.675 pp/day×1.00
−25%4.74d left0.779 pp/day×1.15
−50%3.16d left0.954 pp/day×1.41
−75%1.58d left1.349 pp/day×2.00
−90%15.18h left2.133 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 · 6 down · best 0.30% · worst -0.15% · typical |Δ| 0.056%
§10 · Equity curve & underwater drawdown
final equity 1.0015 (0.15%) · max DD -0.25% · time-under-water 20/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -20.722 · range [-60.42, 51.26] · μ 4.969 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 7.05% · range [0.00%, 15.50%] · μ 6.91% · σ̂ scaled to annualised (×√8760)
latest 0.284 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
16.9295
p-VALUE (log scale)
0.0002
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
9.1425
p-VALUE (log scale)
0.1024
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.7890
p-VALUE (log scale)
0.3957
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.6055
p-VALUE (log scale)
0.5448
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.3273
p-VALUE (log scale)
0.1344
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.6023
p-VALUE (log scale)
0.5470
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 ≈ 6.00h (freq 0.167) · concentrates 22.9% of total energy · Σ|X̂|²/n = 1.096e-5
▸ Depth section using sovereign-store price series (3822 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
Horizon 6.3 d · σ/bar 0.004pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0074 · n = 3822✓ n = 3822
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.004pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move6d
0.05pp
σ × √151.830665
Terminal variancebinary
0.0074
p(1−p) at resolution
Current pricep
0.8¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3822
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
27.8pp
peak 0.9¢ → trough 0.7¢
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
Implied probabilityP
0.8%
= price
Decimal oddsEU
133.333
total return per $1
AmericanUS
+13233
$100 wins $13233
FractionalUK
132.33 / 1
profit per $1 risked
Profit per $100stake
+$13233.33
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)
0.064 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.064 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.06 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
83340119123174223076913384135337518934732893560120433961006224847052553401733- NO token ID
89378261279191536663883579266455847982089008018726587002921033777793981729406- Snapshot fetched
- 2026-06-14 16:10:09 UTC
- Snapshot age
- 14ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:10:09 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
4bf5e1693b2ff77ab1e2325431e9d5741320169f346580a56fc6461794d6d08c· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in IEM Cologne Major 2026 Winner
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
0.007500
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.996
ask-heavy
Imbalance (top-5)
+0.706
bid-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-g2-win-iem-cologne-major-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.032981 | 33974.90bp | 0.050000 | 16 | FILLED |
| BUY | $10.00K | 0.124906 | 156541.10bp | 0.754000 | 52 | FILLED |
| BUY | $100.00K | 0.579908 | 763210.48bp | 0.998000 | 60 | FILLED |
| SELL | $1.00K | 0.002800 | 6266.69bp | 0.001000 | 7 | PARTIAL |
| SELL | $10.00K | 0.002800 | 6266.69bp | 0.001000 | 7 | PARTIAL |
| SELL | $100.00K | 0.002800 | 6266.69bp | 0.001000 | 7 | PARTIAL |
Risk metrics
▸ sovereign store · 3,822 barsperiods/year ≈ 1.75MRealized vol (annualised)
739.28%
σ per bar = 0.005584
Mean return (annualised)
6564.48%
μ per bar = 0.000037
Sharpe (rf=0)
8.88
annualised; risk-free assumed zero
Max drawdown
27.78%
peak 0.01 → trough 0.01 over 2951 bars
/api/asset/pm-will-g2-win-iem-cologne-major-2026/risk · same metrics, JSON