POLYMARKET · PREDICTION MARKET · SPORTS

Will Luis Javier Suárez be the top goalscorer at the 2026 FIFA World Cup?

YES · live
1.4¢
NO · live
98.6¢

▸ Advanced metrics · M2M bundle

polymarket · will-luis-javier-surez-be-the-top-goalscorer-at-the-2026-fifa-world-cup · fresh · feed 12s old
24h sparkline · 60 pts
realized vol (ann.)
6.70%
max drawdown
17.65%
sharpe
ulcer index
12.99%
RMS drawdown
pain index
12.09%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
17.65%
cond. drawdown
gain/pain
0.14
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.14
upside/downside
roll spread
4.1 bps
implied (price-only)
bars used
973
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-luis-javier-surez-be-the-top-goalscorer-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING11.8s--:--:-- 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
1.4¢
NO · live
98.6¢
YES price · live 24h
n=25 · μ=0.0092 · σ=0.0032 · range [0.0055, 0.0160] · R²=0.373 RISING +50.00%σ EXTREME 34.87%LAST 0.01350.01600.01340.01070.00810.0055μ = 0.0092max 0.0160min 0.0055dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.35¢
YES / NO split · live
YES 1.4%NO 98.6%NO98.6%98.60¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.106 / 1.00 bits (11%) · informative — one side favoured
YES
1.4%1.4¢71.43× +0.00pp
NO
98.6%98.6¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=165 · μ=6.9 · σ=17.6 · CV=2.56BURSTY · concentratedcumulative energy ↗ · 50% by h=19021436485μ = 78550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 165bp moved · peak 85bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
11.8s
YES mid
1.40¢ (1.40%)
NO mid
98.60¢ (98.60%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$32.0k
liquidity $
$48.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0092 · σ=0.0032 · range [0.0055, 0.0160] · R²=0.373 RISING +50.00%σ EXTREME 34.87%LAST 0.01350.01600.01340.01070.00810.0055μ = 0.0092max 0.0160min 0.0055dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.35¢
NO price · CLOB mid
n=25 · μ=0.9908 · σ=0.0032 · range [0.9840, 0.9945] · R²=0.373 FALLING -0.45%σ LOW 0.32%LAST 0.98650.99450.99190.98920.98660.9840μ = 0.9908max 0.9945min 0.9840dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0017 · skew=3.72 (right-skewed) · kurt=13.90 (leptokurtic (fat tails))16128406-0.10ppbin -0.10pp · n=6 · 37.5% peakbin -0.10pp · n=6 · 37.5% peak160.00ppbin 0.00pp · n=16 · 100.0% peakbin 0.00pp · n=16 · 100.0% peak0.10pp10.20ppbin 0.20pp · n=1 · 6.3% peakbin 0.20pp · n=1 · 6.3% peak0.30pp0.40pp0.50pp0.60pp0.70pp10.80ppbin 0.80pp · n=1 · 6.3% peakbin 0.80pp · 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=3.75 · kurt=14.19 · near 7 / mid 13 / far 4 · OLS slope=0.68 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.46σsample ↓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=25RIGHT-SKEWED (G₁=0.99)
μ MEAN0.92¢95% CI: [0.80¢, 1.05¢]
σ STD DEV0.32ppσ² = 0.103 · CV = 34.87%
med MEDIAN0.75¢Q₁ 0.75¢ · Q₃ 0.90¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.55¢Q₁ 0.75¢med 0.75¢Q₃ 0.90¢max 1.60¢μ
SKEWNESS · G₁0.986right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.615mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.54
σ × 1.349 ↔ IQRdiverges from normalratio = 2.89
range ↔ σconcentrated (range < 4σ)range / σ = 3.27
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.053within white-noise band
ρ(2) AUTOCORR-0.148lag-2 not significant
H · HURST EXPONENT0.951strongly persistent
OLS TREND · t-STAT+3.702significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.951STRONGLY 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=1-0.053k=2-0.148k=3-0.061k=4+0.013k=5-0.0620+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.96very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.70)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 ID2069679
SLUGwill-luis-javier…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES1.40¢implied prob 1.40% · decimal odds 71.43×
COUNTER · NO98.60¢implied prob 98.60% · decimal odds 1.01×
1.40¢
98.60¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME32.00k USD 24h
LIQUIDITY48.12k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.972 · entropy 0.106 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 1.4%NO 98.6%YES1.4%H = 0.106 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES71.43×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.106 bits (11% 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
11hrs
30min
YES$1.00(P = 1.4%)
NO$0.00(P = 98.6%)
current: $0.0140 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.7dRESOLVESP projection · σ=0.32% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.575 pp/day
now35.48d left
1.575 pp/day×1.00
−25%26.61d left
1.819 pp/day×1.15
−50%17.74d left
2.227 pp/day×1.41
−75%8.87d left
3.150 pp/day×2.00
−90%3.55d left
4.980 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 0.85% · worst -0.15% · typical |Δ| 0.07%MILD BULLISH +0.45%BEST+0.85%19hWORST-0.15%6hTYPICAL |Δ|0.07%mean absoluteCUMULATIVE+0.45%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.03% · Σ -0.20%EUROPE · 08-16 UTCμ +0.01% · Σ +0.05%US · 16-24 UTCμ +0.08% · Σ +0.65%CUMULATIVE Δ PATH · final +0.45%+0.70%-0.35%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-0.15% · 6h-0.15% · 6h-0.15%6h▼ WORST0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.15% · 10h-0.15% · 10h-0.15%10h0.00% · 11h0.00% · 11h·11h0.20% · 12h0.20% · 12h0.20%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.85% · 19h0.85% · 19h0.85%19h★ BEST-0.05% · 20h-0.05% · 20h-0.05%20h-0.10% · 21h-0.10% · 21h-0.10%21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNUS-led (+0.65%)RUNSup max 1 · down max 3BREADTH8% up · 29% down · 63% flat
2 up bars · 7 down · best 0.85% · worst -0.15% · typical |Δ| 0.069%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.45%FINAL+0.45%MAX DD-0.35%RECOVERYONGOING · 18 barsMAX RUN-UP+0.70%UNDERWATER23/25 (92%)STREAK↘ 1EQUITY CURVE · end 1.0045 · peak 1.0070 · range [0.9965, 1.0070]1.00700.9965break-even = 1★ PEAK 1.0070UNDERWATER DRAWDOWN · max -0.35% · shallow0%-0.35%▼ TROUGH -0.35%TOP DRAWDOWN PERIODS · 2 total#1 -0.35%bar 2-19 · 18 bars · recovered#2 -0.25%bar 21-25 · 5 bars · ONGOINGDD SEVERITYshallow (max -0.35%)RECOVERYongoing · 24 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 1.0045 (0.45%) · max DD -0.35% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −6 (63% positive) · μ=0.12 · σ=35.95MIXED EDGELAST 25.38 (+0.70σ vs μ)60.4230.210.00-30.21-60.42μ = 0.12-51.52-51.52-38.21-38.21-38.21-38.21-38.21-38.21-60.42-60.42-60.42-60.427.007.007.007.007.007.007.007.0038.2138.2138.2138.210.000.0038.2138.2135.4935.4930.2130.2127.7627.7627.7627.7625.3825.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 25.379 · range [-60.42, 38.21] · μ 0.118 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=15.6041 · σ=12.8518 · range [0.0000, 34.5161] · R²=0.644 RISING +509.02%σ EXTREME 82.36%LAST 34.516134.516125.887117.25808.62900.0000μ = 15.6041max 34.5161min 0.0000dataMA(3)OLS R²=0.64μ lineμ ± σ bandmaxmin
latest 34.52% · range [0.00%, 34.52%] · μ 15.60% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −17 (5% positive) · μ=-0.139 · σ=0.123MEAN-REVERSIONLAST -0.033 (+0.86σ vs μ)0.3330.1670.000-0.167-0.333μ = -0.139-0.061-0.061-0.233-0.233-0.233-0.233-0.233-0.233-0.333-0.333-0.333-0.3330.0190.019-0.008-0.008-0.008-0.008-0.028-0.028-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.281-0.281-0.221-0.221-0.180-0.180-0.172-0.172-0.033-0.033v > 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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
386.6395
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
0.9359
p-VALUE (log scale)
0.9656
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
-1.1063
p-VALUE (log scale)
0.7125
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
-1.2263
p-VALUE (log scale)
0.2201
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (3 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4971
p-VALUE (log scale)
0.0423
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.3372
p-VALUE (log scale)
0.7359
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.897 ≈ 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=3.57e-6 · top T=3.43h (15.1%) · top-3 cover 39.7%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.4e-64.8e-63.2e-61.6e-60.0e+0μ noise floorperiod 24.0 · power 3.56e-6 · 8.3% energyperiod 24.0 · power 3.56e-6 · 8.3% energyperiod 12.0 · power 1.36e-6 · 3.2% energyperiod 12.0 · power 1.36e-6 · 3.2% energyperiod 8.0 · power 4.41e-6 · 10.3% energyperiod 8.0 · power 4.41e-6 · 10.3% energyperiod 6.0 · power 4.45e-6 · 10.4% energyperiod 6.0 · power 4.45e-6 · 10.4% energyperiod 4.8 · power 2.53e-6 · 5.9% energyperiod 4.8 · power 2.53e-6 · 5.9% energyperiod 4.0 · power 5.01e-6 · 11.7% energyperiod 4.0 · power 5.01e-6 · 11.7% energyperiod 3.4 · power 6.45e-6 · 15.1% energyperiod 3.4 · power 6.45e-6 · 15.1% energyperiod 3.0 · power 1.91e-6 · 4.5% energyperiod 3.0 · power 1.91e-6 · 4.5% energyperiod 2.7 · power 1.99e-6 · 4.6% energyperiod 2.7 · power 1.99e-6 · 4.6% energyperiod 2.4 · power 5.54e-6 · 12.9% energyperiod 2.4 · power 5.54e-6 · 12.9% energyperiod 2.2 · power 1.88e-6 · 4.4% energyperiod 2.2 · power 1.88e-6 · 4.4% energyperiod 2.0 · power 3.76e-6 · 8.8% energyperiod 2.0 · power 3.76e-6 · 8.8% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.40h#3T=4.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 15.1% of total energy · Σ|X̂|²/n = 4.283e-5

▸ Depth section using sovereign-store price series (973 bars · effective 1752908 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 0.005pp · expected |Δp| over horizon 0.15ppterminal variance p(1−p) = 0.0138 · n = 973n = 973
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.005pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move35d
0.15pp
σ × √851.5092258333333
Terminal variancebinary
0.0138
p(1−p) at resolution
Current pricep
1.4¢
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 0.01n = 973
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
17.6pp
peak 1.7¢ → trough 1.4¢
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
1.4%
= price
Decimal oddsEU
71.429
total return per $1
AmericanUS
+7043
$100 wins $7043
FractionalUK
70.43 / 1
profit per $1 risked
Profit per $100stake
+$7042.86
clean dollar framing
-1000-5000+500+1000020406080100you · 1.4%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)
0.106 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.106 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.16 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
64714227062881297068486458490565466742470381674138429056617855759875697877908
NO token ID
99867648013229315468157941348386493760726814270967080953823195129654161342402
Snapshot fetched
2026-06-14 12:29:14 UTC
Snapshot age
11.8s
History points
25 CLOB mids
Page rendered
2026-06-14 12:29:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
62daa5a81c13628c865d388609f2e3e14b7b10bb1a4de781633d4818e65edfc8 · 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
0.013500
(best bid + best ask) / 2
Spread
740.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.992
ask-heavy
Imbalance (top-5)
-0.115
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-luis-javier-surez-be-the-top-goalscorer-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06805240409.08bp0.22900034FILLED
BUY$10.00K0.382078273020.73bp0.91000050FILLED
BUY$100.00K0.828152603446.09bp0.97000059FILLED
SELL$1.00K0.0036917266.03bp0.00100010PARTIAL
SELL$10.00K0.0036917266.03bp0.00100010PARTIAL
SELL$100.00K0.0036917266.03bp0.00100010PARTIAL

Risk metrics

sovereign store · 973 barsperiods/year ≈ 1.75M
Realized vol (annualised)
427.35%
σ per bar = 0.003228
Mean return (annualised)
-35014.16%
μ per bar = -0.000200
Sharpe (rf=0)
-81.93
annualised; risk-free assumed zero
Max drawdown
17.65%
peak 0.02 → trough 0.01 over 696 bars

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