POLYMARKET · PREDICTION MARKET · SPORTS

Will Switzerland advance to the knockout stages at the 2026 FIFA World Cup?

YES · live
99.9¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · will-switzerland-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup · fresh · feed 4s old
24h sparkline · 60 pts
realized vol (ann.)
35.27%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
353
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-switzerland-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4.0s--:--:-- 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
99.9¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.9950 · σ=0.0021 · range [0.9930, 0.9985] · R²=0.005 RISING +0.10%σ LOW 0.21%LAST 0.99850.99850.99710.99580.99440.9930μ = 0.9950max 0.9985min 0.9930dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.85¢
YES / NO split · live
YES 99.9%NO 0.1%YES99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
99.9%99.9¢1.00× +0.00pp
NO
0.1%0.1¢666.67× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=140 · μ=5.8 · σ=13.2 · CV=2.26BURSTY · concentratedcumulative energy ↗ · 50% by h=9013253850μ = 65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 140bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.0s
YES mid
99.85¢ (99.85%)
NO mid
0.15¢ (0.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$69.3k
liquidity $
$70.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9950 · σ=0.0021 · range [0.9930, 0.9985] · R²=0.005 RISING +0.10%σ LOW 0.21%LAST 0.99850.99850.99710.99580.99440.9930μ = 0.9950max 0.9985min 0.9930dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.85¢
NO price · CLOB mid
n=25 · μ=0.0050 · σ=0.0021 · range [0.0015, 0.0070] · R²=0.005 FALLING -40.00%σ EXTREME 41.20%LAST 0.00150.00700.00560.00430.00290.0015μ = 0.0050max 0.0070min 0.0015dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0013 · skew=0.63 (right-skewed) · kurt=7.46 (leptokurtic (fat tails))18149501-0.40ppbin -0.40pp · n=1 · 5.6% peakbin -0.40pp · n=1 · 5.6% peak-0.31pp-0.21pp-0.12pp18-0.02ppbin -0.02pp · n=18 · 100.0% peakbin -0.02pp · n=18 · 100.0% peak40.07ppbin 0.07pp · n=4 · 22.2% peakbin 0.07pp · n=4 · 22.2% peak0.17pp0.26pp0.36pp10.45ppbin 0.45pp · n=1 · 5.6% peakbin 0.45pp · n=1 · 5.6% 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=0.42 · kurt=7.76 · near 6 / mid 15 / far 3 · OLS slope=0.77 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σsample ↓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=0.73)
μ MEAN99.50¢95% CI: [99.41¢, 99.58¢]
σ STD DEV0.21ppσ² = 0.043 · CV = 0.21%
med MEDIAN99.40¢Q₁ 99.35¢ · Q₃ 99.75¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 99.30¢Q₁ 99.35¢med 99.40¢Q₃ 99.75¢max 99.85¢μ
SKEWNESS · G₁0.735right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.367platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.46
σ × 1.349 ↔ IQRdiverges from normalratio = 0.70
range ↔ σconcentrated (range < 4σ)range / σ = 2.65
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.079within white-noise band
ρ(2) AUTOCORR+0.056lag-2 not significant
H · HURST EXPONENT1.081strongly persistent
OLS TREND · t-STAT-0.328fails 5% test
HURST EXPONENT [0, 1]
H = 1.081STRONGLY 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=1-0.079k=2+0.056k=3-0.148k=4+0.097k=5+0.0150+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 CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.33)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 ID2070736
SLUGwill-switzerland…fa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES99.85¢implied prob 99.85% · decimal odds 1.00×
COUNTER · NO0.15¢implied prob 0.15% · decimal odds 666.67×
99.85¢
0.15¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME69.35k USD 24h
LIQUIDITY70.12k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%NO 0.1%YES99.9%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.00×(100¢)NO666.67×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.016 bits (2% 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 · LOWresolves 2026-06-28 00:00 UTC
7days
14hrs
32min
YES$1.00(P = 99.9%)
NO$0.00(P = 0.1%)
current: $0.9985 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.8dRESOLVESP projection · σ=0.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.017 pp/day
now7.61d left
1.017 pp/day×1.00
−25%5.70d left
1.175 pp/day×1.15
−50%3.80d left
1.438 pp/day×1.41
−75%1.90d left
2.034 pp/day×2.00
−90%18.25h left
3.217 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 0.50% · worst -0.45% · typical |Δ| 0.06%MILD BULLISH +0.10%BEST+0.50%22hWORST-0.45%5hTYPICAL |Δ|0.06%mean absoluteCUMULATIVE+0.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.06% · Σ -0.45%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ +0.06% · Σ +0.45%CUMULATIVE Δ PATH · final +0.10%+0.10%-0.45%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.45% · 5h-0.45% · 5h-0.45%5h▼ WORST0.05% · 6h0.05% · 6h0.05%6h-0.05% · 7h-0.05% · 7h-0.05%7h0.10% · 8h0.10% · 8h0.10%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.05% · 13h0.05% · 13h0.05%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.05% · 16h-0.05% · 16h-0.05%16h0.00% · 17h0.00% · 17h·17h0.05% · 18h0.05% · 18h0.05%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h★ BEST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.45%)RUNSup max 1 · down max 1BREADTH21% up · 21% down · 58% flat
5 up bars · 5 down · best 0.50% · worst -0.45% · typical |Δ| 0.058%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL+0.10%MAX DD-0.45%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.10%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 1.0010 · peak 1.0010 · range [0.9955, 1.0010]1.00100.9955break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.45% · shallow0%-0.45%▼ TROUGH -0.45%TOP DRAWDOWN PERIODS · 1 total#1 -0.45%bar 6-22 · 17 bars · recoveredDD SEVERITYshallow (max -0.45%)RECOVERYfully recoveredTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0010 (0.10%) · max DD -0.45% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −8 (37% positive) · μ=-0.65 · σ=27.40MIXED EDGELAST 33.56 (+1.25σ vs μ)38.2119.100.00-19.10-38.21μ = -0.65-33.04-33.04-37.66-37.66-27.50-27.50-31.73-31.73-31.73-31.7313.3413.340.000.0030.2130.210.000.0038.2138.210.000.000.000.0020.7220.72-20.72-20.72-20.72-20.72-20.72-20.7237.7637.7637.7637.7633.5633.56v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 33.560 · range [-37.66, 38.21] · μ -0.645 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=9.9509 · σ=7.6307 · range [1.9105, 19.5768] · R²=0.034 RISING +10.75%σ EXTREME 76.68%LAST 19.576819.576815.160210.74366.32711.9105μ = 9.9509max 19.5768min 1.9105dataMA(3)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 19.58% · range [1.91%, 19.58%] · μ 9.95% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −15 (5% positive) · μ=-0.264 · σ=0.213MEAN-REVERSIONLAST -0.197 (+0.31σ vs μ)0.7360.3680.000-0.368-0.736μ = -0.264-0.319-0.319-0.349-0.349-0.303-0.303-0.325-0.325-0.187-0.187-0.736-0.736-0.667-0.667-0.333-0.3330.0000.000-0.233-0.2330.0000.0000.0000.0000.0490.049-0.363-0.363-0.422-0.422-0.363-0.363-0.044-0.044-0.220-0.220-0.197-0.197v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.197 · |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
99.9672
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
1.2111
p-VALUE (log scale)
0.9425
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
-1.5626
p-VALUE (log scale)
0.5035
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀**

H₀: Sign sequence of Δ is random

STATISTIC
2.6833
p-VALUE (log scale)
0.0073
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1965
p-VALUE (log scale)
0.3629
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0682
p-VALUE (log scale)
0.9456
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.021 ≈ 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=2.25e-6 · top T=2.00h (22.2%) · top-3 cover 53.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)6.0e-64.5e-63.0e-61.5e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.84e-6 · 6.8% energyperiod 24.0 · power 1.84e-6 · 6.8% energyperiod 12.0 · power 3.56e-6 · 13.2% energyperiod 12.0 · power 3.56e-6 · 13.2% energyperiod 8.0 · power 6.34e-7 · 2.4% energyperiod 8.0 · power 6.34e-7 · 2.4% energyperiod 6.0 · power 5.94e-7 · 2.2% energyperiod 6.0 · power 5.94e-7 · 2.2% energyperiod 4.8 · power 4.77e-6 · 17.7% energyperiod 4.8 · power 4.77e-6 · 17.7% energyperiod 4.0 · power 1.77e-6 · 6.6% energyperiod 4.0 · power 1.77e-6 · 6.6% energyperiod 3.4 · power 2.64e-7 · 1.0% energyperiod 3.4 · power 2.64e-7 · 1.0% energyperiod 3.0 · power 1.76e-6 · 6.5% energyperiod 3.0 · power 1.76e-6 · 6.5% energyperiod 2.7 · power 2.49e-6 · 9.2% energyperiod 2.7 · power 2.49e-6 · 9.2% energyperiod 2.4 · power 1.54e-6 · 5.7% energyperiod 2.4 · power 1.54e-6 · 5.7% energyperiod 2.2 · power 1.75e-6 · 6.5% energyperiod 2.2 · power 1.75e-6 · 6.5% energyperiod 2.0 · power 6.00e-6 · 22.2% energyperiod 2.0 · power 6.00e-6 · 22.2% energy50% by T=3.0h#1 dominantT=2.00h#2T=4.80h#3T=12.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 22.2% of total energy · Σ|X̂|²/n = 2.698e-5

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 7.6 d · σ/bar 0.176pp · expected |Δp| over horizon 2.38ppterminal variance p(1−p) = 0.0015 · n = 5000n = 5000
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.176pp
one-bar volatility · logit-free
Per-day movedaily
0.86pp
σ × √24
Per-horizon move8d
2.38pp
σ × √182.54657555555556
Terminal variancebinary
0.0015
p(1−p) at resolution
Current pricep
99.9¢
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 0.29pp · ES₉₅ 0.36pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 5000
VaR 95%
0.29pp
1.645·σ (parametric) of Δp
ES 95%
0.36pp
mean of the tail
Max drawdown
2.0pp
peak 88.4¢ → trough 86.7¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
99.9%
= price
Decimal oddsEU
1.002
total return per $1
AmericanUS
-66567
risk $66567 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.15
clean dollar framing
-1000-5000+500+1000020406080100you · 99.9%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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
9.38 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
40370533495204227568398044850323082612970138527574781132007951008742902133497
NO token ID
12185960763955710024233877278179691039055329962156853662801373707114936881906
Snapshot fetched
2026-06-20 09:27:08 UTC
Snapshot age
4.0s
History points
25 CLOB mids
Page rendered
2026-06-20 09:27:12 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e65972bbf9b6f84442b4c720056cdbd1c13fb9dff5dccb2c549db6cc520f339e · 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
$68.99K
bid $638 · ask $68.35K
Depth within 50bp
$80.12K
bid $11.77K · ask $68.35K
Mid price
0.998500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.958
bid-heavy
Imbalance (top-5)
-0.200
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-switzerland-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9990005.01bp0.9990001FILLED
BUY$10.00K0.9990005.01bp0.9990001FILLED
BUY$100.00K0.9990005.01bp0.9990001PARTIAL
SELL$1.00K0.99654919.54bp0.9940002FILLED
SELL$10.00K0.99425442.52bp0.9940002FILLED
SELL$100.00K0.0215839783.84bp0.00100083PARTIAL

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
251.15%
σ per bar = 0.001897
Mean return (annualised)
5193.80%
μ per bar = 0.000030
Sharpe (rf=0)
20.68
annualised; risk-free assumed zero
Max drawdown
2.04%
peak 0.88 → trough 0.87 over 2989 bars

/api/asset/pm-will-switzerland-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup/risk · same metrics, JSON