POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $56,000 on June 18?

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-56k-on-june-18-2026 · fresh · feed 8s old
24h sparkline · 60 pts▲ 0.00%
realized vol (ann.)
3.63%
max drawdown
0.10%
sharpe
—
ulcer index
0.02%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.06%
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
2000
store
spread
—
24h Δ
0.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-56k-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.9s⏱--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.9991 · σ=0.0006 · range [0.9980, 0.9995] · R²=0.114▬ FLATσ LOW 0.06%LAST 0.99950.99950.99910.99880.99840.9980μ = 0.9991max 0.9995min 0.9980dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
100.0%100.0¢1.00×▬ +0.00pp
NO
0.1%0.1¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=90 · μ=3.8 · σ=5.8 · CV=1.54BURSTYcumulative energy ↗ · 50% by h=70481115μ = 41550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 90bp moved · peak 15bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.9s
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$44.9k
≋liquidity $
$47.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9991 · σ=0.0006 · range [0.9980, 0.9995] · R²=0.114▬ FLATσ LOW 0.06%LAST 0.99950.99950.99910.99880.99840.9980μ = 0.9991max 0.9995min 0.9980dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.0009 · σ=0.0006 · range [0.0005, 0.0020] · R²=0.114▬ FLATσ EXTREME 69.91%LAST 0.00050.00200.00160.00130.00090.0005μ = 0.0009max 0.0020min 0.0005dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0006 · skew=-0.31 (symmetric) · kurt=1.11 (leptokurtic (fat tails))15118402-0.14ppbin -0.14pp · n=2 · 13.3% peakbin -0.14pp · n=2 · 13.3% peak-0.11pp-0.08pp3-0.05ppbin -0.05pp · n=3 · 20.0% peakbin -0.05pp · n=3 · 20.0% peak-0.02pp150.02ppbin 0.02pp · n=15 · 100.0% peakbin 0.02pp · n=15 · 100.0% peak10.05ppbin 0.05pp · n=1 · 6.7% peakbin 0.05pp · n=1 · 6.7% peak0.08pp10.11ppbin 0.11pp · n=1 · 6.7% peakbin 0.11pp · n=1 · 6.7% peak20.14ppbin 0.14pp · n=2 · 13.3% peakbin 0.14pp · n=2 · 13.3% 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=0.10 · kurt=1.26 · near 10 / mid 14 / far 0 · OLS slope=0.91 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=25LEFT-SKEWED (G₁=-0.96)
μ MEAN99.91¢95% CI: [99.89¢, 99.93¢]
σ STD DEV0.06ppσ² = 39.583×10⁻⁴ · CV = 0.06%
med MEDIAN99.95¢Q₁ 99.85¢ · Q₃ 99.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.15pp · IQR 0.10pp (1.349σ→0.08pp)
min 99.80¢Q₁ 99.85¢med 99.95¢Q₃ 99.95¢max 99.95¢μ
SKEWNESS · G₁-0.964left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.954mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.64
σ × 1.349 ↔ IQRconsistent with normalratio = 0.85
range ↔ σconcentrated (range < 4σ)range / σ = 2.38
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.114within white-noise band
ρ(2) AUTOCORR-0.455lag-2 dependence detected
H · HURST EXPONENT0.821strongly persistent
OLS TREND · t-STAT+1.719fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.821
H = 0.821STRONGLY 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=2
k=1-0.114k=2 ★-0.455k=3+0.136k=4-0.068k=5-0.1360+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]MARGINAL @ 10% (|t|=1.72)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.72)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 ID2506684
SLUGbitcoin-above-56k-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME44.86k USD 24h
LIQUIDITY47.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.999 · entropy 0.006 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 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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 · VERY HIGHresolves 2026-06-18 16:00 UTC
0days
03hrs
54min
3.9 hours·θ = 0.308 pp/day
YES →$1.00(P = 100.0%)
NO →$0.00(P = 0.0%)
current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.0hRESOLVESP projection · σ=0.06% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.308 pp/day
now3.91h left
0.308 pp/day×1.00
−25%2.93h left
0.356 pp/day×1.15
−50%1.96h left
0.436 pp/day×1.41
−75%0.98h left
0.616 pp/day×2.00
−90%0.39h left
0.975 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 0.15% · worst -0.15% · typical |Δ| 0.04%MIXED · 4 UP / 5 DNBEST+0.15%5hWORST-0.15%3hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.02% · Σ -0.15%EUROPE · 08-16 UTCμ +0.02% · Σ +0.15%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +0.00%+0.00%-0.15%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-0.15% · 3h-0.15% · 3h-0.15%3h▼ WORST0.00% · 4h0.00% · 4h·4h0.15% · 5h0.15% · 5h0.15%5h★ BEST0.00% · 6h0.00% · 6h·6h-0.15% · 7h-0.15% · 7h-0.15%7h0.05% · 8h0.05% · 8h0.05%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h0.15% · 11h0.15% · 11h0.15%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.05% · 16h-0.05% · 16h-0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.10% · 18h0.10% · 18h0.10%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH17% up · 21% down · 63% flat
4 up bars · 5 down · best 0.15% · worst -0.15% · typical |Δ| 0.038%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL-0.00%MAX DD-0.15%RECOVERYONGOING · 22 barsMAX RUN-UP+0.00%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0000 · range [0.9985, 1.0000]1.00000.9985break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.15% · shallow0%-0.15%▼ TROUGH -0.15%TOP DRAWDOWN PERIODS · 1 total#1 -0.15%bar 4-25 · 22 bars · ONGOINGDD SEVERITYshallow (max -0.15%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0000 (-0.00%) · max DD -0.15% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −3 (32% positive) · μ=4.07 · σ=22.74UNPROFITABLE STRATEGYLAST 0.00 (-0.18σ vs μ)60.4230.210.00-30.21-60.42μ = 4.070.000.00-20.72-20.72-13.34-13.340.000.000.000.000.000.000.000.0033.9533.9522.8322.8338.2138.2122.8322.83-60.42-60.420.000.000.000.000.000.000.000.0015.8715.8738.2138.210.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-60.42, 38.21] · μ 4.075 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=6.5337 · σ=2.9107 · range [0.0000, 10.9417] · R²=0.793▼ FALLING -100.00%σ EXTREME 44.55%LAST 0.000010.94178.20625.47082.73540.0000μ = 6.5337max 10.9417min 0.0000dataMA(3)OLS R²=0.79μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 10.94%] · μ 6.53% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −16 (5% positive) · μ=-0.121 · σ=0.174MEAN-REVERSIONLAST 0.000 (+0.69σ vs μ)0.4890.2440.000-0.244-0.489μ = -0.1210.0000.000-0.010-0.010-0.114-0.114-0.200-0.200-0.200-0.200-0.200-0.200-0.200-0.200-0.237-0.237-0.119-0.119-0.233-0.233-0.012-0.0120.4170.417-0.167-0.167-0.167-0.167-0.167-0.167-0.167-0.167-0.489-0.489-0.033-0.0330.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
3.5523
p-VALUE (log scale)
0.1693
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
7.5189
p-VALUE (log scale)
0.1836
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

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

STATISTIC
-3.0315
p-VALUE (log scale)
0.0335
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.8474
p-VALUE (log scale)
0.0647
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2968
p-VALUE (log scale)
0.1877
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
-1.3231
p-VALUE (log scale)
0.1858
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.597 ≈ 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=4.65e-7 · top T=3.43h (27.8%) · top-3 cover 57.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.6e-61.2e-67.8e-73.9e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.42e-8 · 1.5% energyperiod 24.0 · power 8.42e-8 · 1.5% energyperiod 12.0 · power 1.00e-7 · 1.8% energyperiod 12.0 · power 1.00e-7 · 1.8% energyperiod 8.0 · power 3.37e-7 · 6.0% energyperiod 8.0 · power 3.37e-7 · 6.0% energyperiod 6.0 · power 7.92e-7 · 14.2% energyperiod 6.0 · power 7.92e-7 · 14.2% energyperiod 4.8 · power 6.23e-7 · 11.2% energyperiod 4.8 · power 6.23e-7 · 11.2% energyperiod 4.0 · power 2.08e-7 · 3.7% energyperiod 4.0 · power 2.08e-7 · 3.7% energyperiod 3.4 · power 1.55e-6 · 27.8% energyperiod 3.4 · power 1.55e-6 · 27.8% energyperiod 3.0 · power 8.75e-7 · 15.7% energyperiod 3.0 · power 8.75e-7 · 15.7% energyperiod 2.7 · power 4.55e-7 · 8.1% energyperiod 2.7 · power 4.55e-7 · 8.1% energyperiod 2.4 · power 3.17e-7 · 5.7% energyperiod 2.4 · power 3.17e-7 · 5.7% energyperiod 2.2 · power 7.21e-8 · 1.3% energyperiod 2.2 · power 7.21e-8 · 1.3% energyperiod 2.0 · power 1.67e-7 · 3.0% energyperiod 2.0 · power 1.67e-7 · 3.0% energy50% by T=3.4h#1 dominantT=3.43h#2T=3.00h#3T=6.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 27.8% of total energy · Σ|X̂|²/n = 5.583e-6

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 0.3 d · σ/bar 0.009pp · expected |Δp| over horizon 0.02ppterminal variance p(1−p) = 0.0005 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.009pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move0d
0.02pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 0.01pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
0.6pp
peak 100.0¢ → trough 99.4¢
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
110327799407274812741090445774434525865565723962010370591070296238447336498110
NO token ID
12842431304305040794770462082418906440873804828988692881192724321434389894081
Snapshot fetched
2026-06-18 12:05:12 UTC
Snapshot age
7.9s
History points
25 CLOB mids
Page rendered
2026-06-18 12:05:20 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
271ad27039c4adf5cf428098ff08268e45492a522f970ca4b3f207488819b1ef · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,975HL PERPHYPE-USD perpetual$70.83HL PERPETH-USD perpetual$1,743.5

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
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
+1.000
bid-heavy
Imbalance (top-5)
+1.000
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-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
12.03%
σ per bar = 0.000091
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
0.55%
peak 1.00 → trough 0.99 over 1011 bars

/api/asset/pm-bitcoin-above-56k-on-june-18-2026/risk · same metrics, JSON