Tables
Horizon 1 day(s): YES-token calibration
| bucket |
n |
implied |
realized |
ci_lo |
ci_hi |
excess_pp |
| [0.0, 0.02) |
34082 |
0.0058 |
0.0051 |
0.0044 |
0.0059 |
-0.0739 |
| [0.02, 0.05) |
11678 |
0.0325 |
0.0365 |
0.0332 |
0.04 |
0.4019 |
| [0.05, 0.1) |
12249 |
0.0722 |
0.0923 |
0.0873 |
0.0975 |
2.0094 |
| [0.1, 0.15) |
9878 |
0.1226 |
0.146 |
0.1392 |
0.1531 |
2.3347 |
| [0.15, 0.2) |
9827 |
0.1734 |
0.2072 |
0.1993 |
0.2153 |
3.3782 |
| [0.2, 0.3) |
24876 |
0.2505 |
0.2788 |
0.2732 |
0.2844 |
2.8272 |
| [0.3, 0.4) |
21829 |
0.3471 |
0.3625 |
0.3562 |
0.3689 |
1.5486 |
| [0.4, 0.5) |
22988 |
0.4518 |
0.4524 |
0.4459 |
0.4588 |
0.0525 |
| [0.5, 0.6) |
21088 |
0.5392 |
0.534 |
0.5273 |
0.5408 |
-0.5156 |
| [0.6, 0.7) |
12491 |
0.6453 |
0.6383 |
0.6298 |
0.6467 |
-0.7008 |
| [0.7, 0.8) |
9661 |
0.7456 |
0.728 |
0.719 |
0.7368 |
-1.7612 |
| [0.8, 0.85) |
3501 |
0.8216 |
0.7992 |
0.7856 |
0.8121 |
-2.2436 |
| [0.85, 0.9) |
2771 |
0.8721 |
0.8585 |
0.8451 |
0.871 |
-1.3565 |
| [0.9, 0.95) |
3153 |
0.9251 |
0.9029 |
0.8921 |
0.9128 |
-2.2111 |
| [0.95, 0.98) |
2487 |
0.9653 |
0.959 |
0.9505 |
0.9661 |
-0.629 |
| [0.98, 1.0) |
4736 |
0.992 |
0.9949 |
0.9925 |
0.9966 |
0.2914 |
Horizon 1 day(s): longshot sides (< 20¢)
| bucket |
n |
markets |
implied |
realized |
ci_lo |
ci_hi |
excess_pp |
buy_ret |
fade_ret |
| [0.0, 0.02) |
38753 |
38753 |
0.0061 |
0.005 |
0.0044 |
0.0058 |
-0.1024 |
-0.1691 |
0.001 |
| [0.02, 0.05) |
14051 |
14051 |
0.0326 |
0.0367 |
0.0337 |
0.04 |
0.4144 |
0.1272 |
-0.0043 |
| [0.05, 0.1) |
15581 |
15581 |
0.0725 |
0.0931 |
0.0886 |
0.0977 |
2.0595 |
0.2842 |
-0.0222 |
| [0.1, 0.15) |
12398 |
12398 |
0.1233 |
0.1448 |
0.1387 |
0.1511 |
2.1524 |
0.1746 |
-0.0246 |
| [0.15, 0.2) |
13579 |
13579 |
0.1742 |
0.2046 |
0.1979 |
0.2114 |
3.0331 |
0.1741 |
-0.0367 |
Horizon 1 day(s): return of selling longshots (per $ of capital)
| band |
n |
markets |
implied |
realized |
gross |
gross_lo |
gross_hi |
net_fee |
breakeven_c |
net |
net_lo |
net_hi |
| 0.00-0.05 |
52804 |
52804 |
0.0131 |
0.0135 |
-0.0004 |
-0.0014 |
0.0006 |
-0.0011 |
-0.105 |
-0.0111 |
-0.0121 |
-0.0101 |
| 0.05-0.10 |
15581 |
15581 |
0.0725 |
0.0931 |
-0.0222 |
-0.0271 |
-0.0173 |
-0.0259 |
-2.4077 |
-0.0362 |
-0.0408 |
-0.0311 |
| 0.10-0.20 |
25977 |
25977 |
0.1499 |
0.176 |
-0.0307 |
-0.0363 |
-0.0251 |
-0.0381 |
-3.2621 |
-0.0492 |
-0.0542 |
-0.0443 |
| 0.00-0.20 |
94362 |
94362 |
0.0606 |
0.0714 |
-0.0115 |
-0.0132 |
-0.0098 |
-0.0144 |
-1.3543 |
-0.0247 |
-0.0264 |
-0.023 |
Horizon 7 day(s): YES-token calibration
| bucket |
n |
implied |
realized |
ci_lo |
ci_hi |
excess_pp |
| [0.0, 0.02) |
12750 |
0.0056 |
0.0037 |
0.0028 |
0.0049 |
-0.1866 |
| [0.02, 0.05) |
4229 |
0.033 |
0.0246 |
0.0203 |
0.0297 |
-0.8377 |
| [0.05, 0.1) |
5279 |
0.0708 |
0.0796 |
0.0726 |
0.0872 |
0.8794 |
| [0.1, 0.15) |
3840 |
0.1229 |
0.1435 |
0.1328 |
0.1549 |
2.0632 |
| [0.15, 0.2) |
3664 |
0.1728 |
0.1867 |
0.1744 |
0.1996 |
1.384 |
| [0.2, 0.3) |
11429 |
0.2523 |
0.261 |
0.253 |
0.2691 |
0.8741 |
| [0.3, 0.4) |
10696 |
0.3467 |
0.3355 |
0.3267 |
0.3446 |
-1.1181 |
| [0.4, 0.5) |
21514 |
0.4613 |
0.3746 |
0.3682 |
0.3811 |
-8.6618 |
| [0.5, 0.6) |
18207 |
0.5218 |
0.5234 |
0.5161 |
0.5306 |
0.1577 |
| [0.6, 0.7) |
4436 |
0.643 |
0.6513 |
0.6371 |
0.6652 |
0.8303 |
| [0.7, 0.8) |
3210 |
0.7435 |
0.752 |
0.7368 |
0.7667 |
0.8568 |
| [0.8, 0.85) |
1056 |
0.8224 |
0.8163 |
0.7918 |
0.8385 |
-0.6071 |
| [0.85, 0.9) |
943 |
0.8726 |
0.8802 |
0.8579 |
0.8994 |
0.7593 |
| [0.9, 0.95) |
1034 |
0.9235 |
0.9246 |
0.9068 |
0.9391 |
0.1016 |
| [0.95, 0.98) |
590 |
0.9649 |
0.9831 |
0.9691 |
0.9908 |
1.8122 |
| [0.98, 1.0) |
634 |
0.9901 |
0.9968 |
0.9886 |
0.9991 |
0.6717 |
Horizon 7 day(s): longshot sides (< 20¢)
| bucket |
n |
markets |
implied |
realized |
ci_lo |
ci_hi |
excess_pp |
buy_ret |
fade_ret |
| [0.0, 0.02) |
13376 |
13376 |
0.0057 |
0.0037 |
0.0028 |
0.0048 |
-0.2085 |
-0.3627 |
0.0021 |
| [0.02, 0.05) |
4789 |
4789 |
0.0331 |
0.0236 |
0.0197 |
0.0283 |
-0.9476 |
-0.2865 |
0.0098 |
| [0.05, 0.1) |
6351 |
6351 |
0.0716 |
0.0786 |
0.0722 |
0.0854 |
0.7003 |
0.0978 |
-0.0075 |
| [0.1, 0.15) |
4699 |
4699 |
0.1233 |
0.1388 |
0.1292 |
0.1489 |
1.5464 |
0.1254 |
-0.0176 |
| [0.15, 0.2) |
4804 |
4804 |
0.1735 |
0.1853 |
0.1745 |
0.1965 |
1.1765 |
0.0678 |
-0.0142 |
Horizon 7 day(s): return of selling longshots (per $ of capital)
| band |
n |
markets |
implied |
realized |
gross |
gross_lo |
gross_hi |
net_fee |
breakeven_c |
net |
net_lo |
net_hi |
| 0.00-0.05 |
18165 |
18165 |
0.013 |
0.0089 |
0.0041 |
0.0027 |
0.0055 |
0.0035 |
0.3412 |
-0.0066 |
-0.0081 |
-0.0053 |
| 0.05-0.10 |
6351 |
6351 |
0.0716 |
0.0786 |
-0.0075 |
-0.0149 |
-0.0006 |
-0.011 |
-1.0269 |
-0.0215 |
-0.0291 |
-0.0143 |
| 0.10-0.20 |
9503 |
9503 |
0.1487 |
0.1623 |
-0.016 |
-0.0243 |
-0.0079 |
-0.0231 |
-1.9813 |
-0.0344 |
-0.0434 |
-0.0263 |
| 0.00-0.20 |
34019 |
34019 |
0.0618 |
0.0648 |
-0.0031 |
-0.0059 |
-0.0005 |
-0.006 |
-0.563 |
-0.0164 |
-0.019 |
-0.0138 |
Horizon 1 day(s): longshots < 20¢ by category
| category |
n |
markets |
implied |
realized |
gross |
net |
net_lo |
net_hi |
| crypto |
19687 |
19687 |
0.0326 |
0.0364 |
-0.0039 |
-0.0162 |
-0.0188 |
-0.0137 |
| culture |
4181 |
4181 |
0.0268 |
0.0203 |
0.0066 |
-0.0048 |
-0.009 |
-0.0005 |
| other |
21823 |
21823 |
0.0394 |
0.0338 |
0.0059 |
-0.0063 |
-0.0086 |
-0.0039 |
| politics_macro |
5669 |
5669 |
0.0416 |
0.0489 |
-0.0075 |
-0.0193 |
-0.0248 |
-0.0139 |
| sports |
43002 |
43002 |
0.0899 |
0.1144 |
-0.0269 |
-0.0416 |
-0.0448 |
-0.0383 |
Horizon 7 day(s): longshots < 20¢ by category
| category |
n |
markets |
implied |
realized |
gross |
net |
net_lo |
net_hi |
| crypto |
1196 |
1196 |
0.0299 |
0.0543 |
-0.0252 |
-0.037 |
-0.0497 |
-0.0248 |
| culture |
2118 |
2118 |
0.046 |
0.0505 |
-0.0048 |
-0.0172 |
-0.0271 |
-0.0082 |
| other |
13143 |
13143 |
0.042 |
0.0392 |
0.0029 |
-0.0094 |
-0.0127 |
-0.006 |
| politics_macro |
4534 |
4534 |
0.0429 |
0.0476 |
-0.005 |
-0.0168 |
-0.0228 |
-0.0107 |
| sports |
13028 |
13028 |
0.0939 |
0.0998 |
-0.0065 |
-0.0217 |
-0.0272 |
-0.0162 |