Weekly note: which window length does the market price best?

Every fourth week, the Brier score of Polymarket's own price one minute before the close, against a plain volatility model, for 5-minute, 15-minute and hourly crypto Up or Down windows — this week next to the week before.

Weekly noteLast updated Oct 26, 2026nights Oct 12 – Oct 25, 2026

3 of 3

durations where the market scored better

previous week 2 of 3

Week of Oct 19, 2026

The market's own price had the lower Brier score on 3 of 3 durations this week, against 2 of 3 the week before; 2 of 3 kept the same side across both weeks.

5-minute windows (8,056): market 0.0523, model 0.0543; previous week 0.0554 and 0.0579 — market ahead by 0.0020.

Hourly windows (672): market 0.0238, model 0.0251; previous week 0.0226 and 0.0223 — market ahead by 0.0014.

15-minute windows (2,683): market 0.0245, model 0.0279; previous week 0.0309 and 0.0324 — market ahead by 0.0034.

This week — Oct 19–Oct 25 (UTC)
duration	windows	market Brier	model Brier	model − market
5m	8,056	0.0523	0.0543	+0.0020
1h	672	0.0238	0.0251	+0.0014
15m	2,683	0.0245	0.0279	+0.0034

Previous week — Oct 12–Oct 18 (UTC)
duration	windows	market Brier	model Brier	model − market
5m	8,058	0.0554	0.0579	+0.0025
1h	672	0.0226	0.0223	−0.0003
15m	2,687	0.0309	0.0324	+0.0015

Weeks published so far

Weeks published so far — market Brier / model Brier
week	5m	1h	15m
Oct 19–Oct 25	0.0523 / 0.0543	0.0238 / 0.0251	0.0245 / 0.0279

How it was measured

Brier score at T−60 s over every resolved window of the week (BTC, ETH, SOL, XRP), with both probabilities present: the market's mid price on the Up side, and our normal volatility model (log-returns, zero drift, 24/7 annualization). Lower is better; 0.25 is a coin flip.

Two disjoint weeks, Monday to Sunday UTC: Oct 12–Oct 18 and Oct 19–Oct 25. Outcomes are Polymarket's official resolutions.

Limits

A week is a small sample: a difference between two weeks smaller than the swing from one week to the next is noise. That is why the previous week is always shown beside the current one.

Windows overlap in time and the four assets move together; the weekly figures are not independent draws.

Data analytics on Polymarket crypto markets · not financial advice · 18+. Figures from our own records of every window; outcomes are Polymarket's official resolutions.