POLYMARKET · PREDICTION MARKET · GRASS COURT CHAMPIONSHIPS, QUALIFICATION: KATERINA SINIAKOVA VS YUE YUAN

Grass Court Championships, Qualification: Katerina Siniakova vs Yue Yuan

YES · live
86.0¢
NO · live
14.0¢

▸ Advanced metrics · M2M bundle

polymarket · wta-siniako-yuan-2026-06-13 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-wta-siniako-yuan-2026-06-13/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH23ms⏱--:--:-- 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
86.0¢
NO · live
14.0¢
YES price · live 24h
n=25 · μ=0.8652 · σ=0.0081 · range [0.8500, 0.8750] · R²=0.167▼ FALLING -1.14%σ LOW 0.94%LAST 0.86500.87500.86880.86250.85620.8500μ = 0.8652max 0.8750min 0.8500dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 86.50¢
YES / NO split · live
YES 86.0%NO 14.0%YES86.0%86.00¢ · odds 1/1.16
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.584 / 1.00 bits (58%) · moderate uncertainty
YES
86.0%86.0¢1.16×▬ +0.00pp
NO
14.0%14.0¢7.14×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,700 · μ=70.8 · σ=55.0 · CV=0.78STEADY FLOWcumulative energy ↗ · 50% by h=1703875113150μ = 7115050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1700bp moved · peak 150bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
23ms
▲YES mid
86.00¢ (86.00%)
▼NO mid
14.00¢ (14.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$27.3k
≋liquidity $
$17.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8652 · σ=0.0081 · range [0.8500, 0.8750] · R²=0.167▼ FALLING -1.14%σ LOW 0.94%LAST 0.86500.87500.86880.86250.85620.8500μ = 0.8652max 0.8750min 0.8500dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 86.50¢
NO price · CLOB mid
n=25 · μ=0.1348 · σ=0.0081 · range [0.1250, 0.1500] · R²=0.167▲ RISING +8.00%σ HIGH 6.01%LAST 0.13500.15000.14370.13750.13130.1250μ = 0.1348max 0.1500min 0.1250dataMA(5)OLS R²=0.17μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 13.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0085 · skew=-0.07 (symmetric) · kurt=-1.05 (platykurtic (thin tails))653203-1.35ppbin -1.35pp · n=3 · 50.0% peakbin -1.35pp · n=3 · 50.0% peak2-1.05ppbin -1.05pp · n=2 · 33.3% peakbin -1.05pp · n=2 · 33.3% peak-0.75pp5-0.45ppbin -0.45pp · n=5 · 83.3% peakbin -0.45pp · n=5 · 83.3% peak-0.15pp60.15ppbin 0.15pp · n=6 · 100.0% peakbin 0.15pp · n=6 · 100.0% peak20.45ppbin 0.45pp · n=2 · 33.3% peakbin 0.45pp · n=2 · 33.3% peak0.75pp41.05ppbin 1.05pp · n=4 · 66.7% peakbin 1.05pp · n=4 · 66.7% peak21.35ppbin 1.35pp · n=2 · 33.3% peakbin 1.35pp · n=2 · 33.3% 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=0.04 · kurt=-0.89 · near 19 / mid 5 / far 0 · OLS slope=1.00 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.06)
μ MEAN86.52¢95% CI: [86.20¢, 86.84¢]
σ STD DEV0.81ppσ² = 0.656 · CV = 0.94%
med MEDIAN86.50¢Q₁ 86.00¢ · Q₃ 87.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.50pp · IQR 1.00pp (1.349σ→1.09pp)
min 85.00¢Q₁ 86.00¢med 86.50¢Q₃ 87.00¢max 87.50¢μ
SKEWNESS · G₁-0.401approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.063platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRconsistent with normalratio = 1.09
range ↔ σconcentrated (range < 4σ)range / σ = 3.09
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) -0.54 + ADF rejected
ρ(1) AUTOCORR-0.541negative · reversal
ρ(2) AUTOCORR+0.325lag-2 not significant
H · HURST EXPONENT0.745strongly persistent
OLS TREND · t-STAT-2.149significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.745
H = 0.745STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.541k=2+0.325k=3-0.151k=4+0.039k=5-0.1240+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 @ 5% (|t|=2.15)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.54 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.15)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 ID2530011
SLUGwta-siniako-yuan-2026-06-13
CATEGORYGrass Court Cham… vs Yue Yuan
TWO-SIDED PRICINGFAVOURS YES (86¢)
PRIMARY · YES86.00¢implied prob 86.00% · decimal odds 1.16×
COUNTER · NO14.00¢implied prob 14.00% · decimal odds 7.14×
86.00¢
14.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME27.32k USD 24h
LIQUIDITY17.34k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (86¢)|primary − counter| = 0.720 · entropy 0.584 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 86.0%NO 14.0%YES p̂86.0%H = 0.584 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.16×(86¢)NO7.14×(14¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.584 bits (58% 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 · LOWresolves 2026-06-20 12:05 UTC
5days
17hrs
03min
5.71 days·θ = 3.967 pp/day
YES →$1.00(P = 86.0%)
NO →$0.00(P = 14.0%)
current: $0.8600 · expected return per side: $0.14 on YES hit · $0.86 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.9dRESOLVESP projection · σ=0.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.967 pp/day
now5.71d left
3.967 pp/day×1.00
−25%4.28d left
4.581 pp/day×1.15
−50%2.86d left
5.611 pp/day×1.41
−75%1.43d left
7.935 pp/day×2.00
−90%13.71h left
12.546 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 1.50% · worst -1.50% · typical |Δ| 0.71%BEARISH SESSION -1.00%BEST+1.50%10hWORST-1.50%17hTYPICAL |Δ|0.71%mean absoluteCUMULATIVE-1.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.21% · Σ -1.50%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final -1.00%+0.00%-2.50%-1.00% · 1h-1.00% · 1h-1.00%1h1.00% · 2h1.00% · 2h1.00%2h0.00% · 3h0.00% · 3h·3h-1.00% · 4h-1.00% · 4h-1.00%4h0.50% · 5h0.50% · 5h0.50%5h-0.50% · 6h-0.50% · 6h-0.50%6h-0.50% · 7h-0.50% · 7h-0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h0.00% · 9h0.00% · 9h·9h1.50% · 10h1.50% · 10h1.50%10h★ BEST-0.50% · 11h-0.50% · 11h-0.50%11h1.00% · 12h1.00% · 12h1.00%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.50% · 15h-0.50% · 15h-0.50%15h0.00% · 16h0.00% · 16h·16h-1.50% · 17h-1.50% · 17h-1.50%17h▼ WORST1.00% · 18h1.00% · 18h1.00%18h-1.50% · 19h-1.50% · 19h-1.50%19h1.50% · 20h1.50% · 20h1.50%20h-1.50% · 21h-1.50% · 21h-1.50%21h0.50% · 22h0.50% · 22h0.50%22h1.00% · 23h1.00% · 23h1.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+1.00%)RUNSup max 2 · down max 3BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 1.50% · worst -1.50% · typical |Δ| 0.708%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.09%)FINAL-1.09%MAX DD-2.56%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.9891 · peak 1.0000 · range [0.9744, 1.0000]1.00000.9744break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.56% · moderate0%-2.56%▼ TROUGH -2.56%TOP DRAWDOWN PERIODS · 1 total#1 -2.56%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -2.56%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9891 (-1.09%) · max DD -2.56% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −11 (32% positive) · μ=-8.05 · σ=27.72UNPROFITABLE STRATEGYLAST 0.00 (+0.29σ vs μ)60.4230.210.00-30.21-60.42μ = -8.05-19.10-19.10-10.60-10.60-60.42-60.42-60.42-60.429.749.74-9.74-9.7417.8217.8228.4828.4841.4441.4428.4828.480.000.00-19.10-19.10-19.10-19.10-40.19-40.19-12.46-12.46-22.83-22.83-16.65-16.6511.7411.740.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-60.42, 41.44] · μ -8.049 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=84.8627 · σ=26.4566 · range [48.3322, 131.5333] · R²=0.625▲ RISING +54.92%σ EXTREME 31.18%LAST 118.3892131.5333110.733089.932769.132548.3322μ = 84.8627max 131.5333min 48.3322dataMA(3)OLS R²=0.63μ lineμ ± σ bandmaxmin
latest 118.39% · range [48.33%, 131.53%] · μ 84.86% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.484 · σ=0.279MEAN-REVERSIONLAST -0.594 (-0.39σ vs μ)0.8540.4270.000-0.427-0.854μ = -0.484-0.508-0.508-0.218-0.218-0.646-0.646-0.521-0.5210.1150.115-0.067-0.067-0.290-0.290-0.537-0.537-0.716-0.716-0.426-0.426-0.333-0.333-0.033-0.033-0.558-0.558-0.763-0.763-0.716-0.716-0.833-0.833-0.854-0.854-0.692-0.692-0.594-0.594v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.594 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.6530
p-VALUE (log scale)
0.7214
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
12.1559
p-VALUE (log scale)
0.0325
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.3196
p-VALUE (log scale)
0.0153
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0242
p-VALUE (log scale)
0.0430
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2716
p-VALUE (log scale)
0.2317
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
-1.6352
p-VALUE (log scale)
0.1020
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.502 ≈ 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=9.64e-5 · top T=2.00h (36.0%) · top-3 cover 67.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.2e-43.1e-42.1e-41.0e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.24e-6 · 0.2% energyperiod 24.0 · power 2.24e-6 · 0.2% energyperiod 12.0 · power 8.65e-5 · 7.5% energyperiod 12.0 · power 8.65e-5 · 7.5% energyperiod 8.0 · power 1.57e-5 · 1.4% energyperiod 8.0 · power 1.57e-5 · 1.4% energyperiod 6.0 · power 7.29e-6 · 0.6% energyperiod 6.0 · power 7.29e-6 · 0.6% energyperiod 4.8 · power 1.09e-5 · 0.9% energyperiod 4.8 · power 1.09e-5 · 0.9% energyperiod 4.0 · power 3.54e-5 · 3.1% energyperiod 4.0 · power 3.54e-5 · 3.1% energyperiod 3.4 · power 1.33e-4 · 11.5% energyperiod 3.4 · power 1.33e-4 · 11.5% energyperiod 3.0 · power 3.85e-5 · 3.3% energyperiod 3.0 · power 3.85e-5 · 3.3% energyperiod 2.7 · power 1.72e-4 · 14.9% energyperiod 2.7 · power 1.72e-4 · 14.9% energyperiod 2.4 · power 4.68e-5 · 4.0% energyperiod 2.4 · power 4.68e-5 · 4.0% energyperiod 2.2 · power 1.92e-4 · 16.6% energyperiod 2.2 · power 1.92e-4 · 16.6% energyperiod 2.0 · power 4.17e-4 · 36.0% energyperiod 2.0 · power 4.17e-4 · 36.0% energy50% by T=2.2h#1 dominantT=2.00h#2T=2.18h#3T=2.67hT=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 36.0% of total energy · Σ|X̂|²/n = 1.156e-3

§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 5.7 d · σ/bar 0.908pp · expected |Δp| over horizon 10.63ppterminal variance p(1−p) = 0.1168 · n = 25⚠ low confidence · n < 100
μ per bar
-0.042pp
average Δp · drift
σ per bar
0.908pp
one-bar volatility · logit-free
Per-day movedaily
4.45pp
σ × √24
Per-horizon move6d
10.63pp
σ × √137.06113444444443
Terminal variancebinary
0.1168
p(1−p) at resolution
Current pricep
86.5¢
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 1.54pp · ES₉₅ 1.91pp · method parametric · drift-correcteddrift -0.042pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.24⊘ disabled · n < 30
VaR 95%
1.54pp
1.645·σ (parametric) of Δp
ES 95%
1.91pp
mean of the tail
Max drawdown
2.9pp
peak 87.5¢ → trough 85.0¢
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
86.0%
= price
Decimal oddsEU
1.163
total return per $1
AmericanUS
-614
risk $614 to win $100
FractionalUK
0.16 / 1
profit per $1 risked
Profit per $100stake
+$16.28
clean dollar framing
-1000-5000+500+1000020406080100you · 86.0%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)
0.584 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.584 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.22 bit
self-information
Surprise · NO−log₂(1−p)
2.84 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
96204196051702340528064864685067014745264544437395976313059996105630053444640
NO token ID
101459683938181556305277454353006616012063781051913959761754669833020767028703
Snapshot fetched
2026-06-14 19:01:19 UTC
Snapshot age
23ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:01:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f5ce57788c535641e359e438c4f049ae108ab950ae6dbd413511c284aef28845 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,798HL PERPETH-USD perpetual$1,661.6HL PERPHYPE-USD perpetual$60.35

Also see: /arb opportunities · RSS feed · more in Grass Court Championships, Qualification: Katerina Siniakova vs Yue Yuan

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
0.865000
(best bid + best ask) / 2
Spread
115.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.076
ask-heavy
Imbalance (top-5)
-0.880
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-siniako-yuan-2026-06-13/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.879236164.58bp0.8800002FILLED
BUY$10.00K0.886262245.80bp0.8900003FILLED
BUY$100.00K0.933934796.93bp0.99000013PARTIAL
SELL$1.00K0.836993323.78bp0.8300004FILLED
SELL$10.00K0.5200803987.51bp0.45000015FILLED
SELL$100.00K0.2676976905.23bp0.01000022PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.010531
Mean return (annualised)
—
μ per bar = -0.000479
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
2.86%
peak 0.88 → trough 0.85 over 19 bars

/api/asset/pm-wta-siniako-yuan-2026-06-13/risk · same metrics, JSON