POLYMARKET · PREDICTION MARKET · SPORTS

Will the Vegas Golden Knights win the 2026 NHL Stanley Cup?

YES · live
20.6¢
NO · live
79.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
61.05%
max drawdown
0.48%
sharpe
—
ulcer index
0.24%
RMS drawdown
pain index
0.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.48%
cond. drawdown
gain/pain
6.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
6.00
upside/downside
roll spread
3.9 bps
implied (price-only)
bars used
128
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
20.6¢
NO · live
79.3¢
YES price · live 24h
n=25 · μ=0.2009 · σ=0.0050 · range [0.1960, 0.2110] · R²=0.553▲ RISING +4.28%σ NORMAL 2.48%LAST 0.20700.21100.20720.20350.19980.1960μ = 0.2009max 0.2110min 0.1960dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 20.70¢
YES / NO split · live
YES 20.6%NO 79.3%NO79.3%79.35¢ · odds 1/1.26
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.735 / 1.00 bits (73%) · moderate uncertainty
YES
20.6%20.6¢4.84×▬ +0.00pp
NO
79.3%79.3¢1.26×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=405 · μ=16.9 · σ=26.2 · CV=1.55BURSTY · concentratedcumulative energy ↗ · 50% by h=18020406080μ = 178050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 405bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
20.65¢ (20.65%)
▼NO mid
79.35¢ (79.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$112.2k
≋liquidity $
$122.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2009 · σ=0.0050 · range [0.1960, 0.2110] · R²=0.553▲ RISING +4.28%σ NORMAL 2.48%LAST 0.20700.21100.20720.20350.19980.1960μ = 0.2009max 0.2110min 0.1960dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 20.70¢
NO price · CLOB mid
n=25 · μ=0.7991 · σ=0.0050 · range [0.7890, 0.8040] · R²=0.553▼ FALLING -1.06%σ LOW 0.62%LAST 0.79300.80400.80030.79650.79280.7890μ = 0.7991max 0.8040min 0.7890dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 79.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0007 · σ=0.0028 · skew=-0.20 (symmetric) · kurt=1.98 (leptokurtic (fat tails))16128401-0.72ppbin -0.72pp · n=1 · 6.3% peakbin -0.72pp · n=1 · 6.3% peak-0.56pp1-0.40ppbin -0.40pp · n=1 · 6.3% peakbin -0.40pp · n=1 · 6.3% peak1-0.24ppbin -0.24pp · n=1 · 6.3% peakbin -0.24pp · n=1 · 6.3% peak2-0.08ppbin -0.08pp · n=2 · 12.5% peakbin -0.08pp · n=2 · 12.5% peak160.08ppbin 0.08pp · n=16 · 100.0% peakbin 0.08pp · n=16 · 100.0% peak0.24pp0.40pp20.56ppbin 0.56pp · n=2 · 12.5% peakbin 0.56pp · n=2 · 12.5% peak10.72ppbin 0.72pp · n=1 · 6.3% peakbin 0.72pp · 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=0.19 · kurt=2.14 · near 8 / mid 16 / far 0 · OLS slope=0.91 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=0.70)
μ MEAN20.09¢95% CI: [19.90¢, 20.29¢]
σ STD DEV0.50ppσ² = 0.248 · CV = 2.48%
med MEDIAN19.85¢Q₁ 19.70¢ · Q₃ 20.60¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.50pp · IQR 0.90pp (1.349σ→0.67pp)
min 19.60¢Q₁ 19.70¢med 19.85¢Q₃ 20.60¢max 21.10¢μ
SKEWNESS · G₁0.702right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.205platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRdiverges from normalratio = 0.75
range ↔ σconcentrated (range < 4σ)range / σ = 3.01
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: MEAN-REVERTING · ρ(1) -0.39 + ADF rejected
ρ(1) AUTOCORR-0.394within white-noise band
ρ(2) AUTOCORR+0.207lag-2 not significant
H · HURST EXPONENT0.964strongly persistent
OLS TREND · t-STAT+5.335significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.964
H = 0.964STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.394k=2+0.207k=3-0.009k=4-0.280k=5+0.2410+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=5.34)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.39 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.34)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 ID553829
SLUGwill-the-vegas-g…-stanley-cup
CATEGORYSports
TWO-SIDED PRICINGFAVOURS NO (79¢)
PRIMARY · YES20.65¢implied prob 20.65% · decimal odds 4.84×
COUNTER · NO79.35¢implied prob 79.35% · decimal odds 1.26×
20.65¢
79.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME112.16k USD 24h
LIQUIDITY122.11k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (79¢)|primary − counter| = 0.587 · entropy 0.735 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 20.6%NO 79.3%YES p̂20.6%H = 0.735 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.84×(21¢)NO1.26×(79¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.735 bits (73% of max) · moderate uncertainty
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 2026-06-30 00:00 UTC
15days
03hrs
33min
15.15 days·θ = 2.439 pp/day
YES →$1.00(P = 20.6%)
NO →$0.00(P = 79.3%)
current: $0.2065 · expected return per side: $0.79 on YES hit · $0.21 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.6dRESOLVESP projection · σ=0.50% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.439 pp/day
now15.15d left
2.439 pp/day×1.00
−25%11.36d left
2.816 pp/day×1.15
−50%7.57d left
3.449 pp/day×1.41
−75%3.79d left
4.878 pp/day×2.00
−90%1.51d left
7.713 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 0.80% · worst -0.80% · typical |Δ| 0.17%MILD BULLISH +0.85%BEST+0.80%16hWORST-0.80%22hTYPICAL |Δ|0.17%mean absoluteCUMULATIVE+0.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.02% · Σ -0.15%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ +0.11% · Σ +0.90%CUMULATIVE Δ PATH · final +0.85%+1.25%-0.25%0.00% · 1h0.00% · 1h·1h0.10% · 2h0.10% · 2h0.10%2h0.00% · 3h0.00% · 3h·3h-0.35% · 4h-0.35% · 4h-0.35%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h0.10% · 11h0.10% · 11h0.10%11h0.05% · 12h0.05% · 12h0.05%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.80% · 16h0.80% · 16h0.80%16h★ BEST-0.10% · 17h-0.10% · 17h-0.10%17h0.60% · 18h0.60% · 18h0.60%18h-0.30% · 19h-0.30% · 19h-0.30%19h0.05% · 20h0.05% · 20h0.05%20h0.05% · 21h0.05% · 21h0.05%21h-0.80% · 22h-0.80% · 22h-0.80%22h▼ WORST0.60% · 23h0.60% · 23h0.60%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.90%)RUNSup max 2 · down max 1BREADTH38% up · 21% down · 42% flat
9 up bars · 5 down · best 0.80% · worst -0.80% · typical |Δ| 0.169%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.84%FINAL+0.84%MAX DD-1.00%RECOVERYONGOING · 6 barsMAX RUN-UP+1.25%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0084 · peak 1.0125 · range [0.9975, 1.0125]1.01250.9975break-even = 1★ PEAK 1.0125UNDERWATER DRAWDOWN · max -1.00% · shallow0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 3 total#1 -1.00%bar 20-25 · 6 bars · ONGOING#2 -0.35%bar 5-16 · 12 bars · recovered#3 -0.10%bar 18-18 · 1 bars · recoveredDD SEVERITYshallow (max -1.00%)RECOVERYongoing · 6 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0084 (0.84%) · max DD -1.00% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=18.57 · σ=30.05PROFITABLE STRATEGYLAST -13.50 (-1.07σ vs μ)55.9327.970.00-27.97-55.93μ = 18.57-24.96-24.96-14.05-14.05-24.96-24.96-30.21-30.2115.8715.8738.2138.2151.5251.5230.2130.2130.2130.2155.9355.9346.7746.7735.0035.0053.1353.1336.1136.1138.2138.2140.3740.37-16.91-16.915.805.80-13.50-13.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -13.499 · range [-30.21, 55.93] · μ 18.565 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=23.3016 · σ=16.5785 · range [3.9154, 50.3734] · R²=0.667▲ RISING +195.82%σ EXTREME 71.15%LAST 43.263450.373438.758927.144415.52993.9154μ = 23.3016max 50.3734min 3.9154dataMA(3)OLS R²=0.67μ lineμ ± σ bandmaxmin
latest 43.26% · range [3.92%, 50.37%] · μ 23.30% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.187 · σ=0.267MEAN-REVERSIONLAST -0.509 (-1.21σ vs μ)0.6050.3020.000-0.302-0.605μ = -0.187-0.100-0.100-0.068-0.068-0.100-0.1000.0210.021-0.040-0.040-0.100-0.1000.1210.1210.2290.2290.1670.1670.0710.071-0.056-0.056-0.350-0.350-0.465-0.465-0.605-0.605-0.588-0.588-0.456-0.456-0.250-0.250-0.470-0.470-0.509-0.509v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.509 · |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
8.9274
p-VALUE (log scale)
0.0115
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
9.7755
p-VALUE (log scale)
0.0810
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
-1.3192
p-VALUE (log scale)
0.6185
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
2.1798
p-VALUE (log scale)
0.0293
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6592
p-VALUE (log scale)
0.0173
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
-1.2377
p-VALUE (log scale)
0.2158
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.623 ≈ 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=9.30e-6 · top T=2.40h (22.8%) · top-3 cover 61.9%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)2.5e-51.9e-51.3e-56.4e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.64e-6 · 5.1% energyperiod 24.0 · power 5.64e-6 · 5.1% energyperiod 12.0 · power 3.18e-6 · 2.8% energyperiod 12.0 · power 3.18e-6 · 2.8% energyperiod 8.0 · power 1.21e-5 · 10.9% energyperiod 8.0 · power 1.21e-5 · 10.9% energyperiod 6.0 · power 4.04e-6 · 3.6% energyperiod 6.0 · power 4.04e-6 · 3.6% energyperiod 4.8 · power 1.74e-6 · 1.6% energyperiod 4.8 · power 1.74e-6 · 1.6% energyperiod 4.0 · power 3.26e-6 · 2.9% energyperiod 4.0 · power 3.26e-6 · 2.9% energyperiod 3.4 · power 5.96e-6 · 5.3% energyperiod 3.4 · power 5.96e-6 · 5.3% energyperiod 3.0 · power 6.54e-6 · 5.9% energyperiod 3.0 · power 6.54e-6 · 5.9% energyperiod 2.7 · power 2.29e-5 · 20.5% energyperiod 2.7 · power 2.29e-5 · 20.5% energyperiod 2.4 · power 2.54e-5 · 22.8% energyperiod 2.4 · power 2.54e-5 · 22.8% energyperiod 2.2 · power 2.08e-5 · 18.7% energyperiod 2.2 · power 2.08e-5 · 18.7% energyperiod 2.0 · power 1.04e-8 · 0.0% energyperiod 2.0 · power 1.04e-8 · 0.0% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#3T=2.18hT=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 ≈ 2.40h (freq 0.417) · concentrates 22.8% of total energy · Σ|X̂|²/n = 1.116e-4

▸ Depth section using sovereign-store price series (128 bars · effective 1753297 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 15.1 d · σ/bar 0.046pp · expected |Δp| over horizon 0.88ppterminal variance p(1−p) = 0.1639 · n = 128✓ n = 128
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.046pp
one-bar volatility · logit-free
Per-day movedaily
0.23pp
σ × √24
Per-horizon move15d
0.88pp
σ × √363.559845
Terminal variancebinary
0.1639
p(1−p) at resolution
Current pricep
20.6¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.03⚠ low confidence · n < 200
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
0.5pp
peak 20.8¢ → trough 20.6¢
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
20.6%
= price
Decimal oddsEU
4.843
total return per $1
AmericanUS
+384
$100 wins $384
FractionalUK
3.84 / 1
profit per $1 risked
Profit per $100stake
+$384.26
clean dollar framing
-1000-5000+500+1000020406080100you · 20.6%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)
0.735 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.735 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.28 bit
self-information
Surprise · NO−log₂(1−p)
0.33 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
68803485030073596962715540294172682212192134248970512695855620898253368033218
NO token ID
58534831224432332845742394199681128700782343287162911891204466367752298448751
Snapshot fetched
2026-06-14 20:26:24 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 20:26:24 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0bdf2d0b58d015bd52245016ca6e6568c016cdea4a2b1deece64810bbd1ed5fb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.0¢HL PREDUruguay65.4¢POLYMARKETWill Netherlands win on 2026-06-14?45¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,896.5HL PERPETH-USD perpetual$1,666.85HL PERPHYPE-USD perpetual$60.43

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
0.207000
(best bid + best ask) / 2
Spread
193.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.883
ask-heavy
Imbalance (top-5)
-0.356
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-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.209999144.87bp0.2100002FILLED
BUY$10.00K0.212880284.04bp0.2150007FILLED
BUY$100.00K0.50341914319.77bp0.96900051FILLED
SELL$1.00K0.201025288.66bp0.2010004FILLED
SELL$10.00K0.1194034231.72bp0.02400041FILLED
SELL$100.00K0.0178919135.70bp0.00100062PARTIAL

Risk metrics

▸ sovereign store · 128 barsperiods/year ≈ 1.75M
Realized vol (annualised)
297.97%
σ per bar = 0.002250
Mean return (annualised)
33838.68%
μ per bar = 0.000193
Sharpe (rf=0)
113.56
annualised; risk-free assumed zero
Max drawdown
0.48%
peak 0.21 → trough 0.21 over 50 bars

/api/asset/pm-will-the-vegas-golden-knights-win-the-2026-nhl-stanley-cup/risk · same metrics, JSON