POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $56,000 on June 15?

YES · live
99.9¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-56k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2.26%
max drawdown
0.10%
sharpe
—
ulcer index
0.04%
RMS drawdown
pain index
0.02%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.10%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1718
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-56k-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH26ms⏱--:--:-- 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
99.9¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.9978 · σ=0.0019 · range [0.9940, 0.9995] · R²=0.665▲ RISING +0.45%σ LOW 0.20%LAST 0.99850.99950.99810.99680.99540.9940μ = 0.9978max 0.9995min 0.9940dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.85¢
YES / NO split · live
YES 99.9%NO 0.1%YES99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
99.9%99.9¢1.00×▬ +0.00pp
NO
0.1%0.1¢666.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=65 · μ=2.7 · σ=5.5 · CV=2.04BURSTY · concentratedcumulative energy ↗ · 50% by h=705101520μ = 32050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 65bp moved · peak 20bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
26ms
▲YES mid
99.85¢ (99.85%)
▼NO mid
0.15¢ (0.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$97.6k
≋liquidity $
$30.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9978 · σ=0.0019 · range [0.9940, 0.9995] · R²=0.665▲ RISING +0.45%σ LOW 0.20%LAST 0.99850.99950.99810.99680.99540.9940μ = 0.9978max 0.9995min 0.9940dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.85¢
NO price · CLOB mid
n=25 · μ=0.0022 · σ=0.0019 · range [0.0005, 0.0060] · R²=0.665▼ FALLING -75.00%σ EXTREME 87.73%LAST 0.00150.00600.00460.00330.00190.0005μ = 0.0022max 0.0060min 0.0005dataMA(5)OLS R²=0.66μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0005 · skew=1.58 (right-skewed) · kurt=3.04 (leptokurtic (fat tails))18149501-0.09ppbin -0.09pp · n=1 · 5.6% peakbin -0.09pp · n=1 · 5.6% peak-0.06pp-0.03pp180.00ppbin 0.00pp · n=18 · 100.0% peakbin 0.00pp · n=18 · 100.0% peak10.04ppbin 0.04pp · n=1 · 5.6% peakbin 0.04pp · n=1 · 5.6% peak10.07ppbin 0.07pp · n=1 · 5.6% peakbin 0.07pp · n=1 · 5.6% peak10.10ppbin 0.10pp · n=1 · 5.6% peakbin 0.10pp · n=1 · 5.6% peak0.13pp10.16ppbin 0.16pp · n=1 · 5.6% peakbin 0.16pp · n=1 · 5.6% peak10.19ppbin 0.19pp · n=1 · 5.6% peakbin 0.19pp · n=1 · 5.6% 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=1.55 · kurt=3.23 · near 8 / mid 13 / far 3 · OLS slope=0.81 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-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=25LEFT-SKEWED (G₁=-0.99)
μ MEAN99.78¢95% CI: [99.70¢, 99.85¢]
σ STD DEV0.19ppσ² = 0.038 · CV = 0.20%
med MEDIAN99.85¢Q₁ 99.65¢ · Q₃ 99.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.55pp · IQR 0.30pp (1.349σ→0.26pp)
min 99.40¢Q₁ 99.65¢med 99.85¢Q₃ 99.95¢max 99.95¢μ
SKEWNESS · G₁-0.992left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.616mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRconsistent with normalratio = 0.88
range ↔ σconcentrated (range < 4σ)range / σ = 2.82
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.015within white-noise band
ρ(2) AUTOCORR+0.359lag-2 not significant
H · HURST EXPONENT0.873strongly persistent
OLS TREND · t-STAT+6.754significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.873
H = 0.873STRONGLY 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+0.015k=2+0.359k=3-0.005k=4+0.002k=5-0.0930+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|=6.75)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.75)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 ID2471060
SLUGbitcoin-above-56k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.85¢implied prob 99.85% · decimal odds 1.00×
COUNTER · NO0.15¢implied prob 0.15% · decimal odds 666.67×
99.85¢
0.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME97.57k USD 24h
LIQUIDITY29.96k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%NO 0.1%YES p̂99.9%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO666.67×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.016 bits (2% of max) · informative — one side strongly favoured
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 · HIGHresolves 2026-06-15 16:00 UTC
0days
23hrs
50min
23.8 hours·θ = 0.954 pp/day
YES →$1.00(P = 99.9%)
NO →$0.00(P = 0.1%)
current: $0.9985 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+11.9hRESOLVESP projection · σ=0.19% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.954 pp/day
now23.85h left
0.954 pp/day×1.00
−25%17.89h left
1.102 pp/day×1.15
−50%11.92h left
1.349 pp/day×1.41
−75%5.96h left
1.908 pp/day×2.00
−90%2.38h left
3.017 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 0.20% · worst -0.10% · typical |Δ| 0.03%MILD BULLISH +0.45%BEST+0.20%7hWORST-0.10%22hTYPICAL |Δ|0.03%mean absoluteCUMULATIVE+0.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.06% · Σ +0.45%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final +0.45%+0.55%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.05% · 3h0.05% · 3h0.05%3h0.05% · 4h0.05% · 4h0.05%4h0.15% · 5h0.15% · 5h0.15%5h0.00% · 6h0.00% · 6h·6h0.20% · 7h0.20% · 7h0.20%7h★ BEST0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.10% · 15h0.10% · 15h0.10%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.10% · 22h-0.10% · 22h-0.10%22h▼ WORST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.45%)RUNSup max 3 · down max 1BREADTH21% up · 4% down · 75% flat
5 up bars · 1 down · best 0.20% · worst -0.10% · typical |Δ| 0.027%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.45%FINAL+0.45%MAX DD-0.10%RECOVERYONGOING · 3 barsMAX RUN-UP+0.55%UNDERWATER3/25 (12%)STREAK▬ 0EQUITY CURVE · end 1.0045 · peak 1.0055 · range [1.0000, 1.0055]1.00551.0000break-even = 1★ PEAK 1.0055UNDERWATER DRAWDOWN · max -0.10% · shallow0%-0.10%▼ TROUGH -0.10%TOP DRAWDOWN PERIODS · 1 total#1 -0.10%bar 23-25 · 3 bars · ONGOINGDD SEVERITYshallow (max -0.10%)RECOVERYongoing · 3 barsTIME UNDER WATER12% of session · 3/25 bars
final equity 1.0045 (0.45%) · max DD -0.10% · time-under-water 3/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −3 (68% positive) · μ=29.44 · σ=38.92PROFITABLE STRATEGYLAST -38.21 (-1.74σ vs μ)85.4442.720.00-42.72-85.44μ = 29.4466.7266.7285.4485.4485.4485.4471.2671.2659.5159.5138.2138.2138.2138.210.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.210.000.00-38.21-38.21-38.21-38.21-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-38.21, 85.44] · μ 29.443 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=4.5950 · σ=2.7499 · range [0.0000, 8.5866] · R²=0.335▼ FALLING -30.16%σ EXTREME 59.85%LAST 3.82108.58666.44004.29332.14670.0000μ = 4.5950max 8.5866min 0.0000dataMA(3)OLS R²=0.33μ lineμ ± σ bandmaxmin
latest 3.82% · range [0.00%, 8.59%] · μ 4.59% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −16 (0% positive) · μ=-0.209 · σ=0.203MEAN-REVERSIONLAST -0.233 (-0.12σ vs μ)0.7590.3800.000-0.380-0.759μ = -0.209-0.126-0.126-0.426-0.426-0.759-0.759-0.529-0.529-0.358-0.358-0.233-0.233-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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 5 REJECT · mixed evidence2 reject·3 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
29.5643
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
3.9431
p-VALUE (log scale)
0.5597
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
-2.1451
p-VALUE (log scale)
0.2354
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
—
p-VALUE (log scale)
—
no decision possibleinsufficient sign variety (5+/1-)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6941
p-VALUE (log scale)
0.0141
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
1.1851
p-VALUE (log scale)
0.2360
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.361 ≈ 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=3.82e-7 · top T=2.00h (27.5%) · top-3 cover 61.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-69.5e-76.3e-73.2e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.04e-7 · 15.4% energyperiod 24.0 · power 7.04e-7 · 15.4% energyperiod 12.0 · power 8.66e-7 · 18.9% energyperiod 12.0 · power 8.66e-7 · 18.9% energyperiod 8.0 · power 1.41e-7 · 3.1% energyperiod 8.0 · power 1.41e-7 · 3.1% energyperiod 6.0 · power 4.17e-8 · 0.9% energyperiod 6.0 · power 4.17e-8 · 0.9% energyperiod 4.8 · power 1.14e-7 · 2.5% energyperiod 4.8 · power 1.14e-7 · 2.5% energyperiod 4.0 · power 2.60e-7 · 5.7% energyperiod 4.0 · power 2.60e-7 · 5.7% energyperiod 3.4 · power 1.24e-7 · 2.7% energyperiod 3.4 · power 1.24e-7 · 2.7% energyperiod 3.0 · power 5.15e-34 · 0.0% energyperiod 3.0 · power 5.15e-34 · 0.0% energyperiod 2.7 · power 6.71e-7 · 14.6% energyperiod 2.7 · power 6.71e-7 · 14.6% energyperiod 2.4 · power 2.17e-7 · 4.7% energyperiod 2.4 · power 2.17e-7 · 4.7% energyperiod 2.2 · power 1.83e-7 · 4.0% energyperiod 2.2 · power 1.83e-7 · 4.0% energyperiod 2.0 · power 1.26e-6 · 27.5% energyperiod 2.0 · power 1.26e-6 · 27.5% energy50% by T=2.7h#1 dominantT=2.00h#2T=12.00h#3T=24.00hT=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 27.5% of total energy · Σ|X̂|²/n = 4.583e-6

▸ Depth section using sovereign-store price series (1718 bars · effective 1753005 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 1.0 d · σ/bar 0.002pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0015 · n = 1718✓ n = 1718
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.002pp
one-bar volatility · logit-free
Per-day movedaily
0.01pp
σ × √24
Per-horizon move1d
0.01pp
σ × √23.84859611111111
Terminal variancebinary
0.0015
p(1−p) at resolution
Current pricep
99.9¢
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 0.00pp · ES₉₅ 0.00pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1718
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.00pp
mean of the tail
Max drawdown
0.1pp
peak 100.0¢ → trough 99.9¢
Median step
0.05pp
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
99.9%
= price
Decimal oddsEU
1.002
total return per $1
AmericanUS
-66567
risk $66567 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.15
clean dollar framing
-1000-5000+500+1000020406080100you · 99.9%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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
9.38 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
66141243224375840606276959074673241384021792158000006208822109920813040985634
NO token ID
27983850388846821331202897014867662986428477298517436912454268027580623330460
Snapshot fetched
2026-06-14 16:09:05 UTC
Snapshot age
26ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:09:05 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1b4c82f9a268bcac1e4a439c351920eb19de8c32dc414e1957ecc5a4d73a73cb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,028.5HL PERPETH-USD perpetual$1,663.15HL PERPHYPE-USD perpetual$60.32

Also see: /arb opportunities · RSS feed · more in Crypto

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
$4.91K
bid $4.45K · ask $453
Depth within 50bp
$5.12K
bid $4.67K · ask $453
Mid price
0.998500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.993
bid-heavy
Imbalance (top-5)
+0.823
bid-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-bitcoin-above-56k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9990005.01bp0.9990001PARTIAL
BUY$10.00K0.9990005.01bp0.9990001PARTIAL
BUY$100.00K0.9990005.01bp0.9990001PARTIAL
SELL$1.00K0.9980005.01bp0.9980001FILLED
SELL$10.00K0.99080877.04bp0.98100016FILLED
SELL$100.00K0.2502067494.18bp0.00100060PARTIAL

Risk metrics

▸ sovereign store · 1,718 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2.26%
σ per bar = 0.000017
Mean return (annualised)
-102.20%
μ per bar = -0.000001
Sharpe (rf=0)
-45.20
annualised; risk-free assumed zero
Max drawdown
0.10%
peak 1.00 → trough 1.00 over 1494 bars

/api/asset/pm-bitcoin-above-56k-on-june-15-2026/risk · same metrics, JSON