POLYMARKET · PREDICTION MARKET · GRASS COURT CHAMPIONSHIPS, QUALIFICATION: SUZAN LAMENS VS DALMA GALFI

Grass Court Championships, Qualification: Suzan Lamens vs Dalma Galfi

YES · live
70.5¢
NO · live
29.5¢

▸ Advanced metrics · M2M bundle

polymarket · wta-lamens-galfi-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
97.05%
max drawdown
1.42%
sharpe
—
ulcer index
0.86%
RMS drawdown
pain index
0.66%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.42%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
374
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wta-lamens-galfi-2026-06-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
70.5¢
NO · live
29.5¢
YES price · live 24h
n=24 · μ=0.5240 · σ=0.1724 · range [0.3650, 0.7200] · R²=0.740▲ RISING +93.15%σ EXTREME 32.91%LAST 0.70500.72000.63120.54250.45370.3650μ = 0.5240max 0.7200min 0.3650dataMA(4)OLS R²=0.74μ lineμ ± σ bandmaxminlive endpoint
24 ticks · last 70.50¢
YES / NO split · live
YES 70.5%NO 29.5%YES70.5%70.50¢ · odds 1/1.42
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.875 / 1.00 bits (88%) · high uncertainty
YES
70.5%70.5¢1.42×▬ +0.00pp
NO
29.5%29.5¢3.39×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=23 · Σ=4,400 · μ=191.3 · σ=647.7 · CV=3.39BURSTY · concentratedcumulative energy ↗ · 50% by h=1307871,5752,3623,150μ = 1913,15050%h1h4h7h10h13h16h19h22#1 peak#2-3> μactivequietμ linecum energy
Σ 4400bp moved · peak 3150bp · n=23 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
70.50¢ (70.50%)
▼NO mid
29.50¢ (29.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$81.6k
≋liquidity $
$12.7k
◳history points
24 ticks (live)

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

YES price · CLOB mid
n=24 · μ=0.5240 · σ=0.1724 · range [0.3650, 0.7200] · R²=0.740▲ RISING +93.15%σ EXTREME 32.91%LAST 0.70500.72000.63120.54250.45370.3650μ = 0.5240max 0.7200min 0.3650dataMA(4)OLS R²=0.74μ lineμ ± σ bandmaxmin
24 YES observations from clob.polymarket.com · last 70.50¢
NO price · CLOB mid
n=24 · μ=0.4760 · σ=0.1724 · range [0.2800, 0.6350] · R²=0.739▼ FALLING -53.54%σ EXTREME 36.22%LAST 0.29500.63500.54630.45750.36880.2800μ = 0.4760max 0.6350min 0.2800dataMA(4)OLS R²=0.74μ lineμ ± σ bandmaxmin
24 NO observations from clob.polymarket.com · last 29.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=23 · 10 bins · μ=0.0158 · σ=0.0606 · skew=4.39 (right-skewed) · kurt=17.53 (leptokurtic (fat tails))21161150210.15ppbin 0.15pp · n=21 · 100.0% peakbin 0.15pp · n=21 · 100.0% peak13.45ppbin 3.45pp · n=1 · 4.8% peakbin 3.45pp · n=1 · 4.8% peak6.75pp10.05pp13.35pp16.65pp19.95pp23.25pp26.55pp129.85ppbin 29.85pp · n=1 · 4.8% peakbin 29.85pp · n=1 · 4.8% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=23
Q-Q plot · standardised Δp vs N(0,1)
n=23 · skew=4.37 · kurt=17.42 · near 5 / mid 11 / far 7 · OLS slope=0.56 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.56σΔ=+2.64σsample ↓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=24PLATYKURTIC · THIN TAILS (G₂=-2.05)
μ MEAN52.40¢95% CI: [45.50¢, 59.29¢]
σ STD DEV17.24ppσ² = 297.260 · CV = 32.91%
med MEDIAN37.50¢Q₁ 36.88¢ · Q₃ 70.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 35.50pp · IQR 33.62pp (1.349σ→23.26pp)
min 36.50¢Q₁ 36.88¢med 37.50¢Q₃ 70.50¢max 72.00¢μ
SKEWNESS · G₁0.160approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-2.048platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.86
σ × 1.349 ↔ IQRdiverges from normalratio = 0.69
range ↔ σconcentrated (range < 4σ)range / σ = 2.06
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: INDETERMINATE · weak signal at n=23
ρ(1) AUTOCORR+0.046within white-noise band
ρ(2) AUTOCORR-0.023lag-2 not significant
H · HURST EXPONENT1.082strongly persistent
OLS TREND · t-STAT+7.915significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.082
H = 1.082STRONGLY 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+0.046k=2-0.023k=3-0.089k=4-0.033k=5-0.1130+1−1+0.42−0.42+ momentum (ρ > +0.42)− reversal (ρ < −0.42)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=7.91)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=23from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.91)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 ID2535508
SLUGwta-lamens-galfi-2026-06-14
CATEGORYGrass Court Cham… Dalma Galfi
TWO-SIDED PRICINGFAVOURS YES (71¢)
PRIMARY · YES70.50¢implied prob 70.50% · decimal odds 1.42×
COUNTER · NO29.50¢implied prob 29.50% · decimal odds 3.39×
70.50¢
29.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME81.59k USD 24h
LIQUIDITY12.72k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (71¢)|primary − counter| = 0.410 · entropy 0.875 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 70.5%NO 29.5%YES p̂70.5%H = 0.875 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.42×(71¢)NO3.39×(30¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.875 bits (88% of max) · high 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 · LOWresolves 2026-06-21 09:00 UTC
6days
11hrs
19min
6.47 days·θ = 84.464 pp/day
YES →$1.00(P = 70.5%)
NO →$0.00(P = 29.5%)
current: $0.7050 · expected return per side: $0.30 on YES hit · $0.70 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2dRESOLVESP projection · σ=17.24% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 84.464 pp/day
now6.47d left
84.464 pp/day×1.00
−25%4.85d left
97.531 pp/day×1.15
−50%3.24d left
119.451 pp/day×1.41
−75%1.62d left
168.929 pp/day×2.00
−90%15.53h left
267.100 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=23 bars · best 31.50% · worst -1.50% · typical |Δ| 1.91%MILD BULLISH +34.00%BEST+31.50%13hWORST-1.50%18hTYPICAL |Δ|1.91%mean absoluteCUMULATIVE+34.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +4.44% · Σ +35.50%US · 16-24 UTCμ -0.19% · Σ -1.50%CUMULATIVE Δ PATH · final +34.00%+35.50%0.00%0.50% · 1h0.50% · 1h0.50%1h0.50% · 2h0.50% · 2h0.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h0.00% · 4h0.00% · 4h·4h-0.50% · 5h-0.50% · 5h-0.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h1.00% · 9h1.00% · 9h1.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h0.50% · 11h0.50% · 11h0.50%11h0.50% · 12h0.50% · 12h0.50%12h31.50% · 13h31.50% · 13h31.50%13h★ BEST2.50% · 14h2.50% · 14h2.50%14h0.50% · 15h0.50% · 15h0.50%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-1.50% · 18h-1.50% · 18h-1.50%18h▼ WORST-0.50% · 19h-0.50% · 19h-0.50%19h0.50% · 20h0.50% · 20h0.50%20h0.00% · 21h0.00% · 21h·21h-1.00% · 22h-1.00% · 22h-1.00%22h1.00% · 23h1.00% · 23h1.00%23hTIME PATTERNEurope-led (+35.50%)RUNSup max 5 · down max 2BREADTH43% up · 26% down · 30% flat
10 up bars · 6 down · best 31.50% · worst -1.50% · typical |Δ| 1.913%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=24 barsPROFITABLE +34.73%FINAL+34.73%MAX DD-2.49%RECOVERYONGOING · 6 barsMAX RUN-UP+36.80%UNDERWATER16/24 (67%)STREAK↗ 1EQUITY CURVE · end 1.3473 · peak 1.3680 · range [0.9999, 1.3680]1.36800.9999break-even = 1★ PEAK 1.3680UNDERWATER DRAWDOWN · max -2.49% · moderate0%-2.49%▼ TROUGH -2.49%TOP DRAWDOWN PERIODS · 2 total#1 -2.49%bar 19-24 · 6 bars · ONGOING#2 -1.01%bar 4-13 · 10 bars · recoveredDD SEVERITYmoderate (max -2.49%)RECOVERYongoing · 6 barsTIME UNDER WATER67% of session · 16/24 bars
final equity 1.3473 (34.73%) · max DD -2.49% · time-under-water 16/24 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −7 (47% positive) · μ=0.19 · σ=38.60MIXED EDGELAST 0.00 (-0.00σ vs μ)68.3534.180.00-34.18-68.35μ = 0.190.000.00-22.37-22.37-68.35-68.35-41.86-41.8617.0917.090.000.0012.6212.6224.6924.6943.4743.4745.9145.9148.6248.6247.7247.7246.8346.8319.4919.49-37.03-37.03-37.03-37.03-37.03-37.03-59.19-59.190.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-68.35, 48.62] · μ 0.188 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=386.7615 · σ=556.6224 · range [20.9284, 1309.9103] · R²=0.018▲ RISING +58.11%σ EXTREME 143.92%LAST 73.99321309.9103987.6648665.4194343.173920.9284μ = 386.7615max 1309.9103min 20.9284dataMA(3)OLS R²=0.02μ lineμ ± σ bandmaxmin
latest 73.99% · range [20.93%, 1309.91%] · μ 386.76% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −14 (21% positive) · μ=-0.218 · σ=0.262MEAN-REVERSIONLAST -0.500 (-1.08σ vs μ)0.6860.3430.000-0.343-0.686μ = -0.2180.0000.000-0.514-0.514-0.467-0.467-0.300-0.300-0.008-0.008-0.500-0.500-0.686-0.686-0.604-0.604-0.035-0.035-0.225-0.225-0.267-0.267-0.258-0.2580.0150.0150.1220.1220.0910.091-0.083-0.083-0.017-0.0170.1000.100-0.500-0.500v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.500 · |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
556.6863
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
0.7430
p-VALUE (log scale)
0.9783
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
-0.8202
p-VALUE (log scale)
0.8116
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
0.2774
p-VALUE (log scale)
0.7815
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7404
p-VALUE (log scale)
0.0099
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.4549
p-VALUE (log scale)
0.6492
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.095 ≈ 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=11 bins · noise floor μ=4.35e-3 · top T=11.50h (12.3%) · top-3 cover 33.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.9e-34.4e-32.9e-31.5e-30.0e+0μ noise floorperiod 23.0 · power 5.09e-3 · 10.6% energyperiod 23.0 · power 5.09e-3 · 10.6% energyperiod 11.5 · power 5.88e-3 · 12.3% energyperiod 11.5 · power 5.88e-3 · 12.3% energyperiod 7.7 · power 4.65e-3 · 9.7% energyperiod 7.7 · power 4.65e-3 · 9.7% energyperiod 5.8 · power 4.98e-3 · 10.4% energyperiod 5.8 · power 4.98e-3 · 10.4% energyperiod 4.6 · power 3.76e-3 · 7.9% energyperiod 4.6 · power 3.76e-3 · 7.9% energyperiod 3.8 · power 4.67e-3 · 9.8% energyperiod 3.8 · power 4.67e-3 · 9.8% energyperiod 3.3 · power 4.24e-3 · 8.9% energyperiod 3.3 · power 4.24e-3 · 8.9% energyperiod 2.9 · power 2.97e-3 · 6.2% energyperiod 2.9 · power 2.97e-3 · 6.2% energyperiod 2.6 · power 3.31e-3 · 6.9% energyperiod 2.6 · power 3.31e-3 · 6.9% energyperiod 2.3 · power 3.82e-3 · 8.0% energyperiod 2.3 · power 3.82e-3 · 8.0% energyperiod 2.1 · power 4.45e-3 · 9.3% energyperiod 2.1 · power 4.45e-3 · 9.3% energy50% by T=4.6h#1 dominantT=11.50h#2T=23.00h#3T=5.75hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 11.50h (freq 0.087) · concentrates 12.3% of total energy · Σ|X̂|²/n = 4.784e-2

▸ Depth section using sovereign-store price series (374 bars · effective 1753103 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 6.5 d · σ/bar 0.073pp · expected |Δp| over horizon 0.91ppterminal variance p(1−p) = 0.2080 · n = 374✓ n = 374
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.073pp
one-bar volatility · logit-free
Per-day movedaily
0.36pp
σ × √24
Per-horizon move6d
0.91pp
σ × √155.33060583333332
Terminal variancebinary
0.2080
p(1−p) at resolution
Current pricep
70.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.12pp · ES₉₅ 0.15pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 374
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
1.4pp
peak 70.5¢ → trough 69.5¢
Median step
0.50pp
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
70.5%
= price
Decimal oddsEU
1.418
total return per $1
AmericanUS
-239
risk $239 to win $100
FractionalUK
0.42 / 1
profit per $1 risked
Profit per $100stake
+$41.84
clean dollar framing
-1000-5000+500+1000020406080100you · 70.5%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)
0.875 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.875 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.50 bit
self-information
Surprise · NO−log₂(1−p)
1.76 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
80602164577963054843876674778696763508863072105993925103631652882899922775062
NO token ID
19935244512657780459973254088861936958981515439708284044589425159693806910063
Snapshot fetched
2026-06-14 21:40:09 UTC
Snapshot age
4ms
History points
24 CLOB mids
Page rendered
2026-06-14 21:40:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
df3e1b367ba372845fcd56b778e3366c98c7c3ade6d5f6d0848b1b3a703f0092 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.8¢HL PREDNetherlands79.8¢POLYMARKETWill Netherlands win on 2026-06-14?81¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?64¢HL PERPBTC-USD perpetual$64,990.5HL PERPETH-USD perpetual$1,711.75HL PERPHYPE-USD perpetual$62.22

Also see: /arb opportunities · RSS feed · more in Grass Court Championships, Qualification: Suzan Lamens vs Dalma Galfi

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
0.705000
(best bid + best ask) / 2
Spread
141.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.091
ask-heavy
Imbalance (top-5)
-0.695
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-wta-lamens-galfi-2026-06-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.71000070.92bp0.7100001FILLED
BUY$10.00K0.731000368.79bp0.7400004FILLED
BUY$100.00K0.9296853187.02bp0.99000014FILLED
SELL$1.00K0.70000070.92bp0.7000001FILLED
SELL$10.00K0.0409699418.89bp0.01000016PARTIAL
SELL$100.00K0.0409699418.89bp0.01000016PARTIAL

Risk metrics

▸ sovereign store · 374 barsperiods/year ≈ 1.75M
Realized vol (annualised)
138.82%
σ per bar = 0.001048
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
1.42%
peak 0.70 → trough 0.69 over 113 bars

/api/asset/pm-wta-lamens-galfi-2026-06-14/risk · same metrics, JSON