POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $58,000 on June 15?

YES · live
99.8¢
NO · live
0.3¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-58k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
22.49%
max drawdown
0.30%
sharpe
—
ulcer index
0.17%
RMS drawdown
pain index
0.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.30%
cond. drawdown
gain/pain
0.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.60
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
556
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-58k-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7ms⏱--:--:-- 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
99.8¢
NO · live
0.3¢
YES price · live 24h
n=25 · μ=0.9969 · σ=0.0015 · range [0.9945, 0.9990] · R²=0.720▲ RISING +0.30%σ LOW 0.15%LAST 0.99750.99900.99790.99680.99560.9945μ = 0.9969max 0.9990min 0.9945dataMA(5)OLS R²=0.72μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.75¢
YES / NO split · live
YES 99.8%NO 0.3%YES99.8%99.75¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.025 / 1.00 bits (3%) · informative — one side favoured
YES
99.8%99.8¢1.00×▬ +0.00pp
NO
0.3%0.3¢400.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=100 · μ=4.2 · σ=6.9 · CV=1.65BURSTY · concentratedcumulative energy ↗ · 50% by h=2106121925μ = 42550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 100bp moved · peak 25bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7ms
▲YES mid
99.75¢ (99.75%)
▼NO mid
0.25¢ (0.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$79.8k
≋liquidity $
$27.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9969 · σ=0.0015 · range [0.9945, 0.9990] · R²=0.720▲ RISING +0.30%σ LOW 0.15%LAST 0.99750.99900.99790.99680.99560.9945μ = 0.9969max 0.9990min 0.9945dataMA(5)OLS R²=0.72μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.75¢
NO price · CLOB mid
n=25 · μ=0.0031 · σ=0.0015 · range [0.0010, 0.0055] · R²=0.720▼ FALLING -54.55%σ EXTREME 46.54%LAST 0.00250.00550.00440.00320.00210.0010μ = 0.0031max 0.0055min 0.0010dataMA(5)OLS R²=0.72μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0007 · skew=-0.94 (left-skewed) · kurt=4.10 (leptokurtic (fat tails))15118401-0.23ppbin -0.23pp · n=1 · 6.7% peakbin -0.23pp · n=1 · 6.7% peak-0.18pp-0.14pp1-0.09ppbin -0.09pp · n=1 · 6.7% peakbin -0.09pp · n=1 · 6.7% peak-0.05pp15-0.00ppbin -0.00pp · n=15 · 100.0% peakbin -0.00pp · n=15 · 100.0% peak30.04ppbin 0.04pp · n=3 · 20.0% peakbin 0.04pp · n=3 · 20.0% peak30.09ppbin 0.09pp · n=3 · 20.0% peakbin 0.09pp · n=3 · 20.0% peak0.13pp10.18ppbin 0.18pp · n=1 · 6.7% peakbin 0.18pp · n=1 · 6.7% 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=-0.94 · kurt=4.10 · near 10 / mid 12 / far 2 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=-1.23)
μ MEAN99.69¢95% CI: [99.63¢, 99.74¢]
σ STD DEV0.15ppσ² = 0.021 · CV = 0.15%
med MEDIAN99.75¢Q₁ 99.55¢ · Q₃ 99.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.45pp · IQR 0.20pp (1.349σ→0.20pp)
min 99.45¢Q₁ 99.55¢med 99.75¢Q₃ 99.75¢max 99.90¢μ
SKEWNESS · G₁-0.388approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.234platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.08
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) -0.57 + ADF rejected
ρ(1) AUTOCORR-0.574negative · reversal
ρ(2) AUTOCORR+0.237lag-2 not significant
H · HURST EXPONENT0.939strongly persistent
OLS TREND · t-STAT+7.685significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.939
H = 0.939STRONGLY 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 ★-0.574k=2+0.237k=3+0.048k=4-0.004k=5-0.1680+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|=7.69)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.57 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.69)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 ID2471062
SLUGbitcoin-above-58k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.75¢implied prob 99.75% · decimal odds 1.00×
COUNTER · NO0.25¢implied prob 0.25% · decimal odds 400.00×
99.75¢
0.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME79.78k USD 24h
LIQUIDITY27.25k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.995 · entropy 0.025 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 99.8%NO 0.3%YES p̂99.8%H = 0.025 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO400.00×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.025 bits (3% 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 = 0.716 pp/day
YES →$1.00(P = 99.8%)
NO →$0.00(P = 0.2%)
current: $0.9975 · 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=0.15% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.716 pp/day
now23.85h left
0.716 pp/day×1.00
−25%17.89h left
0.827 pp/day×1.15
−50%11.92h left
1.013 pp/day×1.41
−75%5.96h left
1.432 pp/day×2.00
−90%2.38h left
2.264 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 -0.25% · typical |Δ| 0.04%MILD BULLISH +0.30%BEST+0.20%22hWORST-0.25%21hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE+0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.03% · Σ +0.20%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +0.30%+0.45%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.05% · 4h0.05% · 4h0.05%4h0.05% · 5h0.05% · 5h0.05%5h0.00% · 6h0.00% · 6h·6h0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.10% · 10h0.10% · 10h0.10%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.10% · 16h0.10% · 16h0.10%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.05% · 20h0.05% · 20h0.05%20h-0.25% · 21h-0.25% · 21h-0.25%21h▼ WORST0.20% · 22h0.20% · 22h0.20%22h★ BEST-0.10% · 23h-0.10% · 23h-0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 1BREADTH29% up · 8% down · 63% flat
7 up bars · 2 down · best 0.20% · worst -0.25% · typical |Δ| 0.042%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.30%FINAL+0.30%MAX DD-0.25%RECOVERYONGOING · 4 barsMAX RUN-UP+0.45%UNDERWATER4/25 (16%)STREAK▬ 0EQUITY CURVE · end 1.0030 · peak 1.0045 · range [1.0000, 1.0045]1.00451.0000break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -0.25% · shallow0%-0.25%▼ TROUGH -0.25%TOP DRAWDOWN PERIODS · 1 total#1 -0.25%bar 22-25 · 4 bars · ONGOINGDD SEVERITYshallow (max -0.25%)RECOVERYongoing · 4 barsTIME UNDER WATER16% of session · 4/25 bars
final equity 1.0030 (0.30%) · max DD -0.25% · time-under-water 4/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −3 (79% positive) · μ=41.03 · σ=30.28PROFITABLE STRATEGYLAST -10.36 (-1.70σ vs μ)79.3339.660.00-39.66-79.33μ = 41.0360.4260.4276.4276.4276.4276.4276.4276.4279.3379.3360.4260.4260.4260.4238.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2155.9355.93-12.88-12.880.000.00-10.36-10.36-10.36-10.36v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -10.361 · range [-12.88, 79.33] · μ 41.033 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=5.8889 · σ=3.9841 · range [2.4166, 14.0911] · R²=0.516▲ RISING +483.10%σ EXTREME 67.65%LAST 14.091114.091111.17258.25395.33522.4166μ = 5.8889max 14.0911min 2.4166dataMA(3)OLS R²=0.52μ lineμ ± σ bandmaxmin
latest 14.09% · range [2.42%, 14.09%] · μ 5.89% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.335 · σ=0.247MEAN-REVERSIONLAST -0.745 (-1.66σ vs μ)0.7450.3730.000-0.373-0.745μ = -0.3350.1670.167-0.233-0.233-0.633-0.633-0.433-0.433-0.489-0.489-0.583-0.583-0.333-0.333-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.357-0.357-0.163-0.163-0.595-0.595-0.730-0.730-0.745-0.745v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.745 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
33.2261
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)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
11.5189
p-VALUE (log scale)
0.0416
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-1.8491
p-VALUE (log scale)
0.3671
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.1226
p-VALUE (log scale)
0.9024
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7744
p-VALUE (log scale)
0.0082
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.0185
p-VALUE (log scale)
0.0435
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.386 → mean-reverting
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=6.94e-7 · top T=3.00h (25.1%) · top-3 cover 68.3%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)2.1e-61.6e-61.0e-65.2e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.52e-7 · 4.2% energyperiod 24.0 · power 3.52e-7 · 4.2% energyperiod 12.0 · power 1.59e-7 · 1.9% energyperiod 12.0 · power 1.59e-7 · 1.9% energyperiod 8.0 · power 9.05e-8 · 1.1% energyperiod 8.0 · power 9.05e-8 · 1.1% energyperiod 6.0 · power 1.98e-7 · 2.4% energyperiod 6.0 · power 1.98e-7 · 2.4% energyperiod 4.8 · power 1.16e-9 · 0.0% energyperiod 4.8 · power 1.16e-9 · 0.0% energyperiod 4.0 · power 2.08e-7 · 2.5% energyperiod 4.0 · power 2.08e-7 · 2.5% energyperiod 3.4 · power 1.74e-7 · 2.1% energyperiod 3.4 · power 1.74e-7 · 2.1% energyperiod 3.0 · power 2.09e-6 · 25.1% energyperiod 3.0 · power 2.09e-6 · 25.1% energyperiod 2.7 · power 3.26e-7 · 3.9% energyperiod 2.7 · power 3.26e-7 · 3.9% energyperiod 2.4 · power 1.13e-6 · 13.6% energyperiod 2.4 · power 1.13e-6 · 13.6% energyperiod 2.2 · power 1.56e-6 · 18.7% energyperiod 2.2 · power 1.56e-6 · 18.7% energyperiod 2.0 · power 2.04e-6 · 24.5% energyperiod 2.0 · power 2.04e-6 · 24.5% energy50% by T=2.4h#1 dominantT=3.00h#2T=2.00h#3T=2.18hT=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 ≈ 3.00h (freq 0.333) · concentrates 25.1% of total energy · Σ|X̂|²/n = 8.333e-6

▸ Depth section using sovereign-store price series (556 bars · effective 1753103 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 0.017pp · expected |Δp| over horizon 0.08ppterminal variance p(1−p) = 0.0025 · n = 556✓ n = 556
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.017pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move1d
0.08pp
σ × √23.84831583333333
Terminal variancebinary
0.0025
p(1−p) at resolution
Current pricep
99.8¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 556
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
0.3pp
peak 100.0¢ → trough 99.7¢
Median step
0.10pp
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
99.8%
= price
Decimal oddsEU
1.003
total return per $1
AmericanUS
-39900
risk $39900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.25
clean dollar framing
-1000-5000+500+1000020406080100you · 99.8%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)
0.025 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.025 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
8.64 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
101302227962925581734863572548023720772115988328287584597892968341585795182184
NO token ID
87772863092879561478997878401938036760340297684080232927516747427776822282359
Snapshot fetched
2026-06-14 16:09:06 UTC
Snapshot age
7ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:09:06 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0ae1b6581d303785f1b847eea6dc0956703f9358a2543bcab9d61dfaf7636f02 · 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
$1.70K
bid $60 · ask $1.64K
Depth within 50bp
$12.37K
bid $2.75K · ask $9.63K
Mid price
0.997500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.855
bid-heavy
Imbalance (top-5)
-0.552
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-bitcoin-above-58k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9980005.01bp0.9980001FILLED
BUY$10.00K0.99882913.33bp0.9990002PARTIAL
BUY$100.00K0.99882913.33bp0.9990002PARTIAL
SELL$1.00K0.99606014.44bp0.9960002FILLED
SELL$10.00K0.985581119.49bp0.98000016FILLED
SELL$100.00K0.2343987650.15bp0.00100063PARTIAL

Risk metrics

▸ sovereign store · 556 barsperiods/year ≈ 1.75M
Realized vol (annualised)
22.55%
σ per bar = 0.000170
Mean return (annualised)
-632.70%
μ per bar = -0.000004
Sharpe (rf=0)
-28.06
annualised; risk-free assumed zero
Max drawdown
0.30%
peak 1.00 → trough 1.00 over 164 bars

/api/asset/pm-bitcoin-above-58k-on-june-15-2026/risk · same metrics, JSON