POLYMARKET · PREDICTION MARKET · SPORTS
Will Max Verstappen be the 2026 F1 Drivers' Champion?
2.5¢
97.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-max-verstappen-be-the-2026-f1-drivers-champion · 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-max-verstappen-be-the-2026-f1-drivers-champion/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
2.5¢
NO · live
97.5¢
25 ticks · last 2.45¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.171 / 1.00 bits (17%) · informative — one side favoured
YES2.5%2.5¢39.22×▬ +0.00pp
NO97.5%97.5¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 220bp moved · peak 90bp · n=24 ticks
10ms
2.55¢ (2.55%)
97.45¢ (97.45%)
100.00%
0.000pp
$43.1k
$123.7k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 2.45¢
25 NO observations from clob.polymarket.com · last 97.55¢
§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=1.38)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁1.381right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.926mesokurtic · 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 · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 0.788STRONGLY 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
2.55¢
97.45¢
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
YES39.22×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.171 bits (17% 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 · DISTANTresolves 2026-12-06 00:00 UTC
174days
04hrs
40min
YES →$1.00
NO →$0.00
current: $0.0255 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.471 pp/day
now174.20d left1.471 pp/day×1.00
−25%130.65d left1.698 pp/day×1.15
−50%87.10d left2.080 pp/day×1.41
−75%43.55d left2.942 pp/day×2.00
−90%17.42d left4.651 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
4 up bars · 9 down · best 0.90% · worst -0.15% · typical |Δ| 0.092%
§10 · Equity curve & underwater drawdown
final equity 1.0050 (0.50%) · max DD -0.35% · time-under-water 22/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 19.338 · range [-73.99, 35.64] · μ 5.200 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 37.75% · range [0.00%, 37.75%] · μ 13.20% · σ̂ scaled to annualised (×√8760)
latest -0.261 · |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 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
279.3096
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
1.5512
p-VALUE (log scale)
0.9068
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.3604
p-VALUE (log scale)
0.5998
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.3189
p-VALUE (log scale)
0.7498
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.6060
p-VALUE (log scale)
0.0221
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.0015
p-VALUE (log scale)
0.3166
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 ≈ 2.00h (freq 0.500) · concentrates 19.5% of total energy · Σ|X̂|²/n = 5.481e-5
§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 174.2 d · σ/bar 0.207pp · expected |Δp| over horizon 13.41ppterminal variance p(1−p) = 0.0239 · n = 25⚠ low confidence · n < 100
μ per bar
+0.021pp
average Δp · drift
σ per bar
0.207pp
one-bar volatility · logit-free
Per-day movedaily
1.02pp
σ × √24
Per-horizon move174d
13.41pp
σ × √4180.680485555556
Terminal variancebinary
0.0239
p(1−p) at resolution
Current pricep
2.5¢
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 0.12pp · ES₉₅ 0.13pp · method empirical · drift-correcteddrift +0.021pp/bar · quantised: no · median step 0.10pp · unique ratio 0.44⊘ disabled · n < 30
VaR 95%
0.12pp
5th percentile of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
15.4pp
peak 1.9¢ → trough 1.7¢
Median step
0.10pp
price bucket granularity
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
2.5%
= price
Decimal oddsEU
39.216
total return per $1
AmericanUS
+3822
$100 wins $3822
FractionalUK
38.22 / 1
profit per $1 risked
Profit per $100stake
+$3821.57
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)
0.171 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.171 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.29 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
1253784411034901624384838438079744067552854611268416006133878658719743556218- NO token ID
108879872919407003618123992310695745119360422359207656432575295100543906401921- Snapshot fetched
- 2026-06-14 19:19:10 UTC
- Snapshot age
- 10ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 19:19:10 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
f5d97671b64172fe9f2b2c7cd8bc2a9560187a312e9811145bca4af9cff0f83c· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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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
0.024500
(best bid + best ask) / 2
Spread
408.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.750
ask-heavy
Imbalance (top-5)
-0.623
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-max-verstappen-be-the-2026-f1-drivers-champion/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.034496 | 4080.13bp | 0.056000 | 32 | FILLED |
| BUY | $10.00K | 0.130190 | 43138.61bp | 0.360000 | 85 | FILLED |
| BUY | $100.00K | 0.531352 | 206878.52bp | 0.912000 | 105 | FILLED |
| SELL | $1.00K | 0.005439 | 7779.99bp | 0.004000 | 21 | FILLED |
| SELL | $10.00K | 0.002264 | 9076.04bp | 0.001000 | 24 | PARTIAL |
| SELL | $100.00K | 0.002264 | 9076.04bp | 0.001000 | 24 | PARTIAL |
Risk metrics
▸ upstream candles · 25 barsRealized vol (annualised)
—
σ per bar = 0.092521
Mean return (annualised)
—
μ per bar = 0.009511
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
15.38%
peak 0.02 → trough 0.02 over 5 bars
/api/asset/pm-will-max-verstappen-be-the-2026-f1-drivers-champion/risk · same metrics, JSON