POLYMARKET · PREDICTION MARKET · SPORTS

Will Switzerland win the 2026 FIFA World Cup?

YES · live
0.9¢
NO · live
99.1¢

▸ Advanced metrics · M2M bundle

polymarket · will-switzerland-win-the-2026-fifa-world-cup · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 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-switzerland-win-the-2026-fifa-world-cup/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH1.3s--:--:-- 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
0.9¢
NO · live
99.1¢
YES price · live 24h
n=25 · μ=0.0120 · σ=0.0027 · range [0.0095, 0.0165] · R²=0.575 FALLING -29.63%σ EXTREME 22.54%LAST 0.00950.01650.01480.01300.01120.0095μ = 0.0120max 0.0165min 0.0095dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.95¢
YES / NO split · live
YES 0.9%NO 99.1%NO99.1%99.05¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.077 / 1.00 bits (8%) · informative — one side favoured
YES
0.9%0.9¢105.26× +0.00pp
NO
99.1%99.1¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=100 · μ=4.2 · σ=10.6 · CV=2.54BURSTY · concentratedcumulative energy ↗ · 50% by h=12012253750μ = 45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 100bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.3s
YES mid
0.95¢ (0.95%)
NO mid
99.05¢ (99.05%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$4.1M
liquidity $
$2.1M
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0120 · σ=0.0027 · range [0.0095, 0.0165] · R²=0.575 FALLING -29.63%σ EXTREME 22.54%LAST 0.00950.01650.01480.01300.01120.0095μ = 0.0120max 0.0165min 0.0095dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.95¢
NO price · CLOB mid
n=25 · μ=0.9880 · σ=0.0027 · range [0.9835, 0.9905] · R²=0.575 RISING +0.41%σ LOW 0.27%LAST 0.99050.99050.98880.98700.98530.9835μ = 0.9880max 0.9905min 0.9835dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0010 · skew=-3.58 (left-skewed) · kurt=12.93 (leptokurtic (fat tails))18149501-0.47ppbin -0.47pp · n=1 · 5.6% peakbin -0.47pp · n=1 · 5.6% peak-0.41pp-0.35pp-0.29pp-0.23pp-0.17pp2-0.11ppbin -0.11pp · n=2 · 11.1% peakbin -0.11pp · n=2 · 11.1% peak-0.05pp180.01ppbin 0.01pp · n=18 · 100.0% peakbin 0.01pp · n=18 · 100.0% peak30.07ppbin 0.07pp · n=3 · 16.7% peakbin 0.07pp · n=3 · 16.7% 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=-3.37 · kurt=12.40 · near 6 / mid 15 / far 3 · OLS slope=0.71 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.34σsample ↓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=-1.70)
μ MEAN1.20¢95% CI: [1.10¢, 1.31¢]
σ STD DEV0.27ppσ² = 0.073 · CV = 22.54%
med MEDIAN1.05¢Q₁ 0.95¢ · Q₃ 1.45¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.95¢Q₁ 0.95¢med 1.05¢Q₃ 1.45¢max 1.65¢μ
SKEWNESS · G₁0.287approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.695platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.56
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 2.58
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+0.351within white-noise band
ρ(2) AUTOCORR-0.025lag-2 not significant
H · HURST EXPONENT1.096strongly persistent
OLS TREND · t-STAT-5.580significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.096STRONGLY 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+0.351k=2-0.025k=3-0.230k=4-0.203k=5-0.0330+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|=5.58)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 ID558974
SLUGwill-switzerland-win-the-2026-fifa-world-cup
CATEGORYSports
TWO-SIDED PRICING
PRIMARY · YES0.95¢implied prob 0.95% · decimal odds 105.26×
COUNTER · NO99.05¢implied prob 99.05% · decimal odds 1.01×
0.95¢
99.05¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME4.07M USD 24h
LIQUIDITY2.07M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.981 · entropy 0.077 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 0.9%NO 99.1%YES0.9%H = 0.077 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES105.26×(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) = 0.077 bits (8% 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
11min
YES$1.00(P = 0.9%)
NO$0.00(P = 99.1%)
current: $0.0095 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+17.8dRESOLVESP projection · σ=0.27% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.328 pp/day
now35.59d left
1.328 pp/day×1.00
−25%26.69d left
1.533 pp/day×1.15
−50%17.80d left
1.877 pp/day×1.41
−75%8.90d left
2.655 pp/day×2.00
−90%3.56d left
4.198 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 0.10% · worst -0.50% · typical |Δ| 0.04%MILD BEARISH -0.40%BEST+0.10%4hWORST-0.50%12hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE-0.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.40%+0.30%-0.40%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.10% · 4h0.10% · 4h0.10%4h★ BEST0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.10% · 8h0.10% · 8h0.10%8h0.10% · 9h0.10% · 9h0.10%9h0.00% · 10h0.00% · 10h·10h-0.10% · 11h-0.10% · 11h-0.10%11h-0.50% · 12h-0.50% · 12h-0.50%12h▼ WORST-0.10% · 13h-0.10% · 13h-0.10%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·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.10%)RUNSup max 2 · down max 3BREADTH13% up · 13% down · 75% flat
3 up bars · 3 down · best 0.10% · worst -0.50% · typical |Δ| 0.042%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.40%)FINAL-0.40%MAX DD-0.70%RECOVERYONGOING · 14 barsMAX RUN-UP+0.30%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 0.9960 · peak 1.0030 · range [0.9960, 1.0030]1.00300.9960break-even = 1★ PEAK 1.0030UNDERWATER DRAWDOWN · max -0.70% · shallow0%-0.70%▼ TROUGH -0.70%TOP DRAWDOWN PERIODS · 1 total#1 -0.70%bar 12-25 · 14 bars · ONGOINGDD SEVERITYshallow (max -0.70%)RECOVERYongoing · 14 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.9960 (-0.40%) · max DD -0.70% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −7 (32% positive) · μ=-0.08 · σ=42.11UNPROFITABLE STRATEGYLAST 0.00 (+0.00σ vs μ)85.4442.720.00-42.72-85.44μ = -0.0838.2138.2138.2138.2160.4260.4285.4485.4460.4260.4220.7220.72-27.72-27.72-35.00-35.00-44.62-44.62-56.26-56.26-56.26-56.26-46.80-46.80-38.21-38.210.000.000.000.000.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-56.26, 85.44] · μ -0.077 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.8899 · σ=8.3611 · range [0.0000, 21.0675] · R²=0.080 FALLING -100.00%σ EXTREME 105.97%LAST 0.000021.067515.800610.53385.26690.0000μ = 7.8899max 21.0675min 0.0000dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 21.07%] · μ 7.89% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −4 (47% positive) · μ=0.030 · σ=0.162CLOSE TO MARTINGALELAST 0.000 (-0.19σ vs μ)0.3330.1670.000-0.167-0.333μ = 0.030-0.233-0.233-0.233-0.233-0.333-0.3330.1670.1670.1670.1670.2250.2250.2460.2460.2470.2470.0910.0910.0250.0250.0870.0870.1500.150-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.0000.000v > 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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
299.4064
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
6.2567
p-VALUE (log scale)
0.2813
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
-0.8445
p-VALUE (log scale)
0.8059
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
-1.8257
p-VALUE (log scale)
0.0679
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (2 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6434
p-VALUE (log scale)
0.0187
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
1.9267
p-VALUE (log scale)
0.0540
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.586 ≈ 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=1.23e-6 · top T=6.00h (18.1%) · top-3 cover 49.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.7e-62.0e-61.3e-66.7e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.86e-6 · 12.6% energyperiod 24.0 · power 1.86e-6 · 12.6% energyperiod 12.0 · power 2.53e-6 · 17.2% energyperiod 12.0 · power 2.53e-6 · 17.2% energyperiod 8.0 · power 2.13e-6 · 14.5% energyperiod 8.0 · power 2.13e-6 · 14.5% energyperiod 6.0 · power 2.67e-6 · 18.1% energyperiod 6.0 · power 2.67e-6 · 18.1% energyperiod 4.8 · power 1.86e-6 · 12.6% energyperiod 4.8 · power 1.86e-6 · 12.6% energyperiod 4.0 · power 4.17e-7 · 2.8% energyperiod 4.0 · power 4.17e-7 · 2.8% energyperiod 3.4 · power 6.38e-7 · 4.3% energyperiod 3.4 · power 6.38e-7 · 4.3% energyperiod 3.0 · power 6.67e-7 · 4.5% energyperiod 3.0 · power 6.67e-7 · 4.5% energyperiod 2.7 · power 3.66e-7 · 2.5% energyperiod 2.7 · power 3.66e-7 · 2.5% energyperiod 2.4 · power 8.01e-7 · 5.4% energyperiod 2.4 · power 8.01e-7 · 5.4% energyperiod 2.2 · power 6.38e-7 · 4.3% energyperiod 2.2 · power 6.38e-7 · 4.3% energyperiod 2.0 · power 1.67e-7 · 1.1% energyperiod 2.0 · power 1.67e-7 · 1.1% energy50% by T=6.0h#1 dominantT=6.00h#2T=12.00h#3T=8.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 18.1% of total energy · Σ|X̂|²/n = 1.475e-5

▸ Depth section using sovereign-store price series (2563 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 0.011pp · expected |Δp| over horizon 0.33ppterminal variance p(1−p) = 0.0094 · n = 2563n = 2563
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.011pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move36d
0.33pp
σ × √854.1875302777778
Terminal variancebinary
0.0094
p(1−p) at resolution
Current pricep
0.9¢
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00n = 2563
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
37.0pp
peak 1.4¢ → trough 0.9¢
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
0.9%
= price
Decimal oddsEU
105.263
total return per $1
AmericanUS
+10426
$100 wins $10426
FractionalUK
104.26 / 1
profit per $1 risked
Profit per $100stake
+$10426.32
clean dollar framing
-1000-5000+500+1000020406080100you · 0.9%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)
0.077 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.077 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.72 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
62131913648515148266463816694306031394539656598501514114816028349608560215534
NO token ID
45315272750116791836504013666029583517532908319286234834610455739871173419179
Snapshot fetched
2026-06-14 09:48:43 UTC
Snapshot age
1.3s
History points
25 CLOB mids
Page rendered
2026-06-14 09:48:44 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7884ed4ddcfedff4acd039aa453c87ae980a485618a33dcaaef3586f507dd7ef · 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
0.009500
(best bid + best ask) / 2
Spread
1052.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.693
ask-heavy
Imbalance (top-5)
+0.188
bid-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-win-the-2026-fifa-world-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.010000526.32bp0.0100001FILLED
BUY$10.00K0.0116032214.13bp0.0150006FILLED
BUY$100.00K0.04818840724.42bp0.670000131FILLED
SELL$1.00K0.009000526.32bp0.0090001FILLED
SELL$10.00K0.0050834649.12bp0.0020008FILLED
SELL$100.00K0.0026717188.36bp0.0010009PARTIAL

Risk metrics

sovereign store · 2,563 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1416.11%
σ per bar = 0.010696
Mean return (annualised)
-24041.14%
μ per bar = -0.000137
Sharpe (rf=0)
-16.98
annualised; risk-free assumed zero
Max drawdown
37.04%
peak 0.01 → trough 0.01 over 59 bars

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