POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $58,000 on June 18?

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-58k-on-june-18-2026 · fresh · feed 4s old
24h sparkline · 60 pts 0.00%
realized vol (ann.)
6.94%
max drawdown
0.10%
sharpe
ulcer index
0.03%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.10%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.00
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-58k-on-june-18-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3.9s--:--:-- 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=0.9985 · σ=0.0010 · range [0.9960, 0.9995] · R²=0.045 FLATσ LOW 0.10%LAST 0.99950.99950.99860.99780.99690.9960μ = 0.9985max 0.9995min 0.9960dataMA(5)OLS R²=0.05μ 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=5.2 · CV=1.38BURSTY · concentratedcumulative energy ↗ · 50% by h=1105101520μ = 42050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 90bp moved · peak 20bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3.9s
YES mid
99.95¢ (99.95%)
NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$178.2k
liquidity $
$63.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9985 · σ=0.0010 · range [0.9960, 0.9995] · R²=0.045 FLATσ LOW 0.10%LAST 0.99950.99950.99860.99780.99690.9960μ = 0.9985max 0.9995min 0.9960dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.0015 · σ=0.0010 · range [0.0005, 0.0040] · R²=0.045 FLATσ EXTREME 67.36%LAST 0.00050.00400.00310.00230.00140.0005μ = 0.0015max 0.0040min 0.0005dataMA(5)OLS R²=0.05μ 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=-0.84 (left-skewed) · kurt=1.47 (leptokurtic (fat tails))13107301-0.19ppbin -0.19pp · n=1 · 7.7% peakbin -0.19pp · n=1 · 7.7% peak-0.16pp-0.13pp1-0.10ppbin -0.10pp · n=1 · 7.7% peakbin -0.10pp · n=1 · 7.7% peak3-0.07ppbin -0.07pp · n=3 · 23.1% peakbin -0.07pp · n=3 · 23.1% peak-0.04pp13-0.01ppbin -0.01pp · n=13 · 100.0% peakbin -0.01pp · n=13 · 100.0% peak0.03pp30.06ppbin 0.06pp · n=3 · 23.1% peakbin 0.06pp · n=3 · 23.1% peak30.09ppbin 0.09pp · n=3 · 23.1% peakbin 0.09pp · n=3 · 23.1% 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=-1.00 · kurt=2.42 · near 13 / mid 10 / far 1 · OLS slope=0.93 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=25LEFT-SKEWED (G₁=-0.93)
μ MEAN99.85¢95% CI: [99.81¢, 99.89¢]
σ STD DEV0.10ppσ² = 0.010 · CV = 0.10%
med MEDIAN99.85¢Q₁ 99.80¢ · Q₃ 99.95¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 99.60¢Q₁ 99.80¢med 99.85¢Q₃ 99.95¢max 99.95¢μ
SKEWNESS · G₁-0.931left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.174mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRconsistent with normalratio = 0.91
range ↔ σconcentrated (range < 4σ)range / σ = 3.46
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.026within white-noise band
ρ(2) AUTOCORR-0.158lag-2 not significant
H · HURST EXPONENT0.933strongly persistent
OLS TREND · t-STAT+1.045fails 5% test
HURST EXPONENT [0, 1]
H = 0.933STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.026k=2-0.158k=3+0.079k=4-0.132k=5+0.0790+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.05)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 ID2506689
SLUGbitcoin-above-58k-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICING
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 TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME178.21k USD 24h
LIQUIDITY62.99k 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 DEPTHDEEP100k+ 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%YES100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%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 · HIGHresolves 2026-06-18 16:00 UTC
0days
06hrs
09min
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+3.1hRESOLVESP projection · σ=0.10% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.495 pp/day
now6.15h left
0.495 pp/day×1.00
−25%4.61h left
0.572 pp/day×1.15
−50%3.08h left
0.700 pp/day×1.41
−75%1.54h left
0.990 pp/day×2.00
−90%0.62h left
1.565 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 0.10% · worst -0.20% · typical |Δ| 0.04%MIXED · 6 UP / 5 DNBEST+0.10%12hWORST-0.20%10hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +0.00%+0.00%-0.35%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.10% · 5h-0.10% · 5h-0.10%5h0.00% · 6h0.00% · 6h·6h0.05% · 7h0.05% · 7h0.05%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.20% · 10h-0.20% · 10h-0.20%10h▼ WORST-0.05% · 11h-0.05% · 11h-0.05%11h0.10% · 12h0.10% · 12h0.10%12h★ BEST0.00% · 13h0.00% · 13h·13h0.05% · 14h0.05% · 14h0.05%14h0.10% · 15h0.10% · 15h0.10%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.10% · 18h0.10% · 18h0.10%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.05% · 20h0.05% · 20h0.05%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 2 · down max 2BREADTH25% up · 21% down · 54% flat
6 up bars · 5 down · best 0.10% · worst -0.20% · 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-0.35%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 1.0000 · peak 1.0000 · range [0.9965, 1.0000]1.00000.9965break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -0.35% · shallow0%-0.35%▼ TROUGH -0.35%TOP DRAWDOWN PERIODS · 1 total#1 -0.35%bar 2-25 · 24 bars · ONGOINGDD SEVERITYshallow (max -0.35%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 1.0000 (-0.00%) · max DD -0.35% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −9 (42% positive) · μ=8.86 · σ=40.67MIXED EDGELAST 0.00 (-0.22σ vs μ)79.3339.660.00-39.66-79.33μ = 8.86-55.93-55.93-15.87-15.87-15.87-15.87-15.87-15.87-42.51-42.51-35.63-35.63-15.10-15.10-23.70-23.70-15.10-15.100.000.0051.5251.5279.3379.3379.3379.3351.5251.5251.5251.5230.2130.2130.2130.2130.2130.210.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-55.93, 79.33] · μ 8.856 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=6.1795 · σ=2.3322 · range [2.9597, 10.6715] · R²=0.058 FALLING -24.41%σ EXTREME 37.74%LAST 2.959710.67158.74356.81564.88772.9597μ = 6.1795max 10.6715min 2.9597dataMA(3)OLS R²=0.06μ lineμ ± σ bandmaxmin
latest 2.96% · range [2.96%, 10.67%] · μ 6.18% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.246 · σ=0.288MEAN-REVERSIONLAST -0.500 (-0.88σ vs μ)0.7080.3540.000-0.354-0.708μ = -0.246-0.357-0.357-0.075-0.075-0.040-0.040-0.040-0.0400.0080.0080.1010.1010.0100.0100.0130.0130.0420.0420.1540.154-0.515-0.515-0.247-0.247-0.247-0.247-0.424-0.424-0.561-0.561-0.708-0.708-0.708-0.708-0.583-0.583-0.500-0.500v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.500 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
15.5432
p-VALUE (log scale)
0.0004
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
1.6560
p-VALUE (log scale)
0.8945
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
-1.5742
p-VALUE (log scale)
0.4980
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
-0.2916
p-VALUE (log scale)
0.7706
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2410
p-VALUE (log scale)
0.2851
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
-0.0085
p-VALUE (log scale)
0.9932
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.997 ≈ 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=4.03e-7 · top T=3.00h (20.0%) · top-3 cover 44.9%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)9.7e-77.3e-74.8e-72.4e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.74e-7 · 11.9% energyperiod 24.0 · power 5.74e-7 · 11.9% energyperiod 12.0 · power 2.49e-7 · 5.2% energyperiod 12.0 · power 2.49e-7 · 5.2% energyperiod 8.0 · power 3.70e-7 · 7.7% energyperiod 8.0 · power 3.70e-7 · 7.7% energyperiod 6.0 · power 5.10e-7 · 10.6% energyperiod 6.0 · power 5.10e-7 · 10.6% energyperiod 4.8 · power 6.26e-7 · 13.0% energyperiod 4.8 · power 6.26e-7 · 13.0% energyperiod 4.0 · power 3.33e-7 · 6.9% energyperiod 4.0 · power 3.33e-7 · 6.9% energyperiod 3.4 · power 1.29e-7 · 2.7% energyperiod 3.4 · power 1.29e-7 · 2.7% energyperiod 3.0 · power 9.69e-7 · 20.0% energyperiod 3.0 · power 9.69e-7 · 20.0% energyperiod 2.7 · power 5.47e-7 · 11.3% energyperiod 2.7 · power 5.47e-7 · 11.3% energyperiod 2.4 · power 1.05e-7 · 2.2% energyperiod 2.4 · power 1.05e-7 · 2.2% energyperiod 2.2 · power 2.54e-7 · 5.3% energyperiod 2.2 · power 2.54e-7 · 5.3% energyperiod 2.0 · power 1.67e-7 · 3.4% energyperiod 2.0 · power 1.67e-7 · 3.4% energy50% by T=4.0h#1 dominantT=3.00h#2T=4.80h#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 ≈ 3.00h (freq 0.333) · concentrates 20.0% of total energy · Σ|X̂|²/n = 4.833e-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 0.008pp · expected |Δp| over horizon 0.02ppterminal variance p(1−p) = 0.0005 · n = 5000n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.008pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move0d
0.02pp
σ × √6.152322777777777
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 0.00n = 5000
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
0.4pp
peak 100.0¢ → trough 99.6¢
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
85275373949540140707757939823246572454980251854955709895140453888269190018131
NO token ID
61190245966035758315665808390261513649332219017113941281577313018193262534932
Snapshot fetched
2026-06-18 09:50:47 UTC
Snapshot age
3.9s
History points
25 CLOB mids
Page rendered
2026-06-18 09:50:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cc24fad7d76ccdb7006975ca91d406bad8064b00453a5d135ae8ab0daf596419 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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-58k-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10.02%
σ per bar = 0.000076
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
0.35%
peak 1.00 → trough 1.00 over 2375 bars

/api/asset/pm-bitcoin-above-58k-on-june-18-2026/risk · same metrics, JSON