POLYMARKET · PREDICTION MARKET · SPORTS

Will Morocco win the 2026 FIFA World Cup?

YES · live
2.1¢
NO · live
97.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-morocco-win-the-2026-fifa-world-cup-464 · fresh · feed 8s old
24h sparkline · 60 pts
realized vol (ann.)
13.89%
max drawdown
15.69%
sharpe
ulcer index
11.95%
RMS drawdown
pain index
10.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
15.69%
cond. drawdown
gain/pain
1.40
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.40
upside/downside
roll spread
0.9 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-morocco-win-the-2026-fifa-world-cup-464/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH8.4s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ 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
2.1¢
NO · live
97.9¢
YES price · live 24h
n=25 · μ=0.0185 · σ=0.0039 · range [0.0145, 0.0235] · R²=0.754 RISING +55.17%σ EXTREME 21.03%LAST 0.02250.02350.02130.01900.01680.0145μ = 0.0185max 0.0235min 0.0145dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.25¢
YES / NO split · live
YES 2.1%NO 97.9%NO97.9%97.85¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.150 / 1.00 bits (15%) · informative — one side favoured
YES
2.1%2.1¢46.51× +0.00pp
NO
97.9%97.9¢1.02× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=120 · μ=5.0 · σ=9.3 · CV=1.87BURSTY · concentratedcumulative energy ↗ · 50% by h=13010203040μ = 54050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 120bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
8.4s
YES mid
2.15¢ (2.15%)
NO mid
97.85¢ (97.85%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$3.2M
liquidity $
$1.2M
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0185 · σ=0.0039 · range [0.0145, 0.0235] · R²=0.754 RISING +55.17%σ EXTREME 21.03%LAST 0.02250.02350.02130.01900.01680.0145μ = 0.0185max 0.0235min 0.0145dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.25¢
NO price · CLOB mid
n=25 · μ=0.9815 · σ=0.0039 · range [0.9765, 0.9855] · R²=0.754 FALLING -0.81%σ LOW 0.40%LAST 0.97750.98550.98330.98100.97880.9765μ = 0.9815max 0.9855min 0.9765dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0009 · skew=1.85 (right-skewed) · kurt=4.17 (leptokurtic (fat tails))16128402-0.08ppbin -0.08pp · n=2 · 12.5% peakbin -0.08pp · n=2 · 12.5% peak-0.03pp160.02ppbin 0.02pp · n=16 · 100.0% peakbin 0.02pp · n=16 · 100.0% peak0.07pp40.12ppbin 0.12pp · n=4 · 25.0% peakbin 0.12pp · n=4 · 25.0% peak0.17pp10.22ppbin 0.22pp · n=1 · 6.3% peakbin 0.22pp · n=1 · 6.3% peak0.27pp0.32pp10.37ppbin 0.37pp · n=1 · 6.3% peakbin 0.37pp · 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=2.16 · kurt=5.63 · near 10 / mid 13 / far 1 · OLS slope=0.83 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.68σsample ↓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=25PLATYKURTIC · THIN TAILS (G₂=-1.94)
μ MEAN1.85¢95% CI: [1.70¢, 2.01¢]
σ STD DEV0.39ppσ² = 0.152 · CV = 21.03%
med MEDIAN1.75¢Q₁ 1.45¢ · Q₃ 2.25¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.45¢Q₁ 1.45¢med 1.75¢Q₃ 2.25¢max 2.35¢μ
SKEWNESS · G₁0.056approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.941platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRdiverges from normalratio = 0.66
range ↔ σconcentrated (range < 4σ)range / σ = 2.31
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.495positive · momentum
ρ(2) AUTOCORR+0.190lag-2 not significant
H · HURST EXPONENT1.039strongly persistent
OLS TREND · t-STAT+8.390significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.039STRONGLY 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+0.495k=2+0.190k=3+0.014k=4-0.176k=5-0.1810+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.39)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 ID558963
SLUGwill-morocco-win-the-2026-fifa-world-cup-464
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES2.15¢implied prob 2.15% · decimal odds 46.51×
COUNTER · NO97.85¢implied prob 97.85% · decimal odds 1.02×
2.15¢
97.85¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME3.19M USD 24h
LIQUIDITY1.24M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.957 · entropy 0.150 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 2.1%NO 97.9%YES2.1%H = 0.150 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES46.51×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.150 bits (15% 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
14hrs
12min
YES$1.00(P = 2.1%)
NO$0.00(P = 97.9%)
current: $0.0215 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.8dRESOLVESP projection · σ=0.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.910 pp/day
now35.59d left
1.910 pp/day×1.00
−25%26.69d left
2.206 pp/day×1.15
−50%17.80d left
2.702 pp/day×1.41
−75%8.90d left
3.821 pp/day×2.00
−90%3.56d left
6.041 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 0.40% · worst -0.10% · typical |Δ| 0.05%MILD BULLISH +0.80%BEST+0.40%13hWORST-0.10%17hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE+0.80%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.11% · Σ +0.90%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final +0.80%+0.90%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.10% · 10h0.10% · 10h0.10%10h0.10% · 11h0.10% · 11h0.10%11h0.10% · 12h0.10% · 12h0.10%12h0.40% · 13h0.40% · 13h0.40%13h★ BEST0.20% · 14h0.20% · 14h0.20%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-0.10% · 17h-0.10% · 17h-0.10%17h▼ WORST0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.10% · 21h-0.10% · 21h-0.10%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.10% · 24h0.10% · 24h0.10%24hTIME PATTERNEurope-led (+0.90%)RUNSup max 5 · down max 1BREADTH25% up · 8% down · 67% flat
6 up bars · 2 down · best 0.40% · worst -0.10% · typical |Δ| 0.050%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.80%FINAL+0.80%MAX DD-0.20%RECOVERYONGOING · 8 barsMAX RUN-UP+0.90%UNDERWATER8/25 (32%)STREAK↗ 1EQUITY CURVE · end 1.0080 · peak 1.0090 · range [1.0000, 1.0090]1.00901.0000break-even = 1★ PEAK 1.0090UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 1 total#1 -0.20%bar 18-25 · 8 bars · ONGOINGDD SEVERITYshallow (max -0.20%)RECOVERYongoing · 8 barsTIME UNDER WATER32% of session · 8/25 bars
final equity 1.0080 (0.80%) · max DD -0.20% · time-under-water 8/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −4 (53% positive) · μ=24.12 · σ=52.44MIXED EDGELAST 0.00 (-0.46σ vs μ)101.8550.930.00-50.93-101.85μ = 24.120.000.000.000.000.000.000.000.0038.2138.2160.4260.4285.4485.4474.1874.18101.85101.85101.85101.8582.8982.8952.3252.3242.5142.5115.8715.87-38.21-38.21-60.42-60.42-60.42-60.42-38.21-38.210.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-60.42, 101.85] · μ 24.120 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.0419 · σ=5.8413 · range [0.0000, 17.1732] · R²=0.123 FLATσ EXTREME 82.95%LAST 5.919517.173212.87998.58664.29330.0000μ = 7.0419max 17.1732min 0.0000dataMA(3)OLS R²=0.12μ lineμ ± σ bandmaxmin
latest 5.92% · range [0.00%, 17.17%] · μ 7.04% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −6 (42% positive) · μ=0.045 · σ=0.238CLOSE TO MARTINGALELAST 0.000 (-0.19σ vs μ)0.5000.2500.000-0.250-0.500μ = 0.0450.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.0330.4170.4170.5000.5000.1050.1050.1320.132-0.026-0.0260.1670.1670.3130.3130.3840.3840.0290.029-0.233-0.233-0.333-0.333-0.333-0.333-0.233-0.2330.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
74.7328
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
9.7331
p-VALUE (log scale)
0.0823
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
-0.6297
p-VALUE (log scale)
0.8559
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
-1.0801
p-VALUE (log scale)
0.2801
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
0.7675
p-VALUE (log scale)
0.0085
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
3.0896
p-VALUE (log scale)
0.0020
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.940 → trending
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=9.79e-7 · top T=12.00h (29.7%) · top-3 cover 62.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.5e-62.6e-61.7e-68.7e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.59e-6 · 22.1% energyperiod 24.0 · power 2.59e-6 · 22.1% energyperiod 12.0 · power 3.49e-6 · 29.7% energyperiod 12.0 · power 3.49e-6 · 29.7% energyperiod 8.0 · power 9.27e-7 · 7.9% energyperiod 8.0 · power 9.27e-7 · 7.9% energyperiod 6.0 · power 1.29e-6 · 11.0% energyperiod 6.0 · power 1.29e-6 · 11.0% energyperiod 4.8 · power 9.86e-7 · 8.4% energyperiod 4.8 · power 9.86e-7 · 8.4% energyperiod 4.0 · power 8.33e-8 · 0.7% energyperiod 4.0 · power 8.33e-8 · 0.7% energyperiod 3.4 · power 5.43e-7 · 4.6% energyperiod 3.4 · power 5.43e-7 · 4.6% energyperiod 3.0 · power 5.42e-7 · 4.6% energyperiod 3.0 · power 5.42e-7 · 4.6% energyperiod 2.7 · power 5.73e-7 · 4.9% energyperiod 2.7 · power 5.73e-7 · 4.9% energyperiod 2.4 · power 1.73e-7 · 1.5% energyperiod 2.4 · power 1.73e-7 · 1.5% energyperiod 2.2 · power 3.80e-7 · 3.2% energyperiod 2.2 · power 3.80e-7 · 3.2% energyperiod 2.0 · power 1.67e-7 · 1.4% energyperiod 2.0 · power 1.67e-7 · 1.4% energy50% by T=12.0h#1 dominantT=12.00h#2T=24.00h#3T=6.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 29.7% of total energy · Σ|X̂|²/n = 1.175e-5

▸ Depth section using sovereign-store price series (2559 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 35.6 d · σ/bar 0.022pp · expected |Δp| over horizon 0.66ppterminal variance p(1−p) = 0.0210 · n = 2559n = 2559
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.022pp
one-bar volatility · logit-free
Per-day movedaily
0.11pp
σ × √24
Per-horizon move36d
0.66pp
σ × √854.2055697222222
Terminal variancebinary
0.0210
p(1−p) at resolution
Current pricep
2.1¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00n = 2559
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
30.9pp
peak 2.8¢ → trough 1.9¢
Median step
0.10pp
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
2.1%
= price
Decimal oddsEU
46.512
total return per $1
AmericanUS
+4551
$100 wins $4551
FractionalUK
45.51 / 1
profit per $1 risked
Profit per $100stake
+$4551.16
clean dollar framing
-1000-5000+500+1000020406080100you · 2.1%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)
0.150 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.150 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.54 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
69910730841487615802736046038473620030754616421912831175284551372639933569112
NO token ID
64291832879722161879651094688874074984529456778901604558632306686248535158725
Snapshot fetched
2026-06-14 09:47:31 UTC
Snapshot age
8.4s
History points
25 CLOB mids
Page rendered
2026-06-14 09:47:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
30fb7d325cff1c720de9ac9a564d001d668d678327b3461e8b3367321c152fcb · 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
0.022500
(best bid + best ask) / 2
Spread
444.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.649
ask-heavy
Imbalance (top-5)
-0.052
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-morocco-win-the-2026-fifa-world-cup-464/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.023000222.22bp0.0230001FILLED
BUY$10.00K0.0247981021.40bp0.0290007FILLED
BUY$100.00K0.08420027422.12bp0.510000125FILLED
SELL$1.00K0.021346512.91bp0.0210002FILLED
SELL$10.00K0.0160842851.74bp0.00800015FILLED
SELL$100.00K0.0031788587.46bp0.00100022PARTIAL

Risk metrics

sovereign store · 2,559 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1350.73%
σ per bar = 0.010202
Mean return (annualised)
14105.54%
μ per bar = 0.000080
Sharpe (rf=0)
10.44
annualised; risk-free assumed zero
Max drawdown
30.91%
peak 0.03 → trough 0.02 over 100 bars

/api/asset/pm-will-morocco-win-the-2026-fifa-world-cup-464/risk · same metrics, JSON