POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 17?

YES · live
97.4¢
NO · live
2.6¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-17-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
7.94%
max drawdown
0.10%
sharpe
—
ulcer index
0.09%
RMS drawdown
pain index
0.08%
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
0.1 bps
implied (price-only)
bars used
279
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-17-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
97.4¢
NO · live
2.6¢
YES price · live 24h
n=25 · μ=0.9646 · σ=0.0097 · range [0.9485, 0.9825] · R²=0.075▲ RISING +1.83%σ NORMAL 1.01%LAST 0.97600.98250.97400.96550.95700.9485μ = 0.9646max 0.9825min 0.9485dataMA(5)OLS R²=0.07μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 97.60¢
YES / NO split · live
YES 97.4%NO 2.6%YES97.4%97.40¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.174 / 1.00 bits (17%) · informative — one side favoured
YES
97.4%97.4¢1.03×▬ +0.00pp
NO
2.6%2.6¢38.46×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,105 · μ=46.0 · σ=52.7 · CV=1.14BURSTY · concentratedcumulative energy ↗ · 50% by h=15059118176235μ = 4623550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1105bp moved · peak 235bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
97.40¢ (97.40%)
▼NO mid
2.60¢ (2.60%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.3k
≋liquidity $
$15.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9646 · σ=0.0097 · range [0.9485, 0.9825] · R²=0.075▲ RISING +1.83%σ NORMAL 1.01%LAST 0.97600.98250.97400.96550.95700.9485μ = 0.9646max 0.9825min 0.9485dataMA(5)OLS R²=0.07μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 97.60¢
NO price · CLOB mid
n=25 · μ=0.0355 · σ=0.0099 · range [0.0160, 0.0515] · R²=0.091▼ FALLING -42.17%σ EXTREME 27.82%LAST 0.02400.05150.04260.03380.02490.0160μ = 0.0355max 0.0515min 0.0160dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 2.40¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0007 · σ=0.0066 · skew=0.91 (right-skewed) · kurt=2.54 (leptokurtic (fat tails))1085303-1.02ppbin -1.02pp · n=3 · 30.0% peakbin -1.02pp · n=3 · 30.0% peak-0.67pp4-0.31ppbin -0.31pp · n=4 · 40.0% peakbin -0.31pp · n=4 · 40.0% peak100.04ppbin 0.04pp · n=10 · 100.0% peakbin 0.04pp · n=10 · 100.0% peak30.40ppbin 0.40pp · n=3 · 30.0% peakbin 0.40pp · n=3 · 30.0% peak30.75ppbin 0.75pp · n=3 · 30.0% peakbin 0.75pp · n=3 · 30.0% peak1.11pp1.46pp1.82pp12.17ppbin 2.17pp · n=1 · 10.0% peakbin 2.17pp · n=1 · 10.0% 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=1.05 · kurt=3.08 · near 17 / mid 6 / far 1 · OLS slope=0.96 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN96.46¢95% CI: [96.08¢, 96.84¢]
σ STD DEV0.97ppσ² = 0.950 · CV = 1.01%
med MEDIAN96.40¢Q₁ 95.85¢ · Q₃ 97.15¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.40pp · IQR 1.30pp (1.349σ→1.31pp)
min 94.85¢Q₁ 95.85¢med 96.40¢Q₃ 97.15¢max 98.25¢μ
SKEWNESS · G₁0.182approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.982mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRconsistent with normalratio = 1.01
range ↔ σconcentrated (range < 4σ)range / σ = 3.49
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+0.061within white-noise band
ρ(2) AUTOCORR-0.036lag-2 not significant
H · HURST EXPONENT0.942strongly persistent
OLS TREND · t-STAT+1.363fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.942
H = 0.942STRONGLY 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+0.061k=2-0.036k=3-0.076k=4-0.350k=5+0.2190+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]NOT SIGNIFICANT (|t|=1.36)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.95very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.36)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 ID2492077
SLUGbitcoin-above-60k-on-june-17-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES97.40¢implied prob 97.40% · decimal odds 1.03×
COUNTER · NO2.60¢implied prob 2.60% · decimal odds 38.46×
97.40¢
2.60¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.32k USD 24h
LIQUIDITY15.01k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.948 · entropy 0.174 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 97.4%NO 2.6%YES p̂97.4%H = 0.174 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.03×(97¢)NO38.46×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.174 bits (17% 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 · MEDIUMresolves 2026-06-17 16:00 UTC
2days
14hrs
10min
2.59 days·θ = 4.774 pp/day
YES →$1.00(P = 97.4%)
NO →$0.00(P = 2.6%)
current: $0.9740 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=0.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.774 pp/day
now2.59d left
4.774 pp/day×1.00
−25%1.94d left
5.513 pp/day×1.15
−50%1.30d left
6.752 pp/day×1.41
−75%15.54h left
9.549 pp/day×2.00
−90%6.22h left
15.098 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 2.35% · worst -1.20% · typical |Δ| 0.46%MILD BULLISH +1.75%BEST+2.35%20hWORST-1.20%13hTYPICAL |Δ|0.46%mean absoluteCUMULATIVE+1.75%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.14% · Σ +1.00%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ +0.19% · Σ +1.55%CUMULATIVE Δ PATH · final +1.75%+2.40%-1.00%0.00% · 1h0.00% · 1h·1h0.75% · 2h0.75% · 2h0.75%2h-0.30% · 3h-0.30% · 3h-0.30%3h0.05% · 4h0.05% · 4h0.05%4h0.05% · 5h0.05% · 5h0.05%5h-0.35% · 6h-0.35% · 6h-0.35%6h0.80% · 7h0.80% · 7h0.80%7h0.15% · 8h0.15% · 8h0.15%8h0.15% · 9h0.15% · 9h0.15%9h0.25% · 10h0.25% · 10h0.25%10h-0.90% · 11h-0.90% · 11h-0.90%11h-0.05% · 12h-0.05% · 12h-0.05%12h-1.20% · 13h-1.20% · 13h-1.20%13h▼ WORST0.20% · 14h0.20% · 14h0.20%14h0.40% · 15h0.40% · 15h0.40%15h-1.00% · 16h-1.00% · 16h-1.00%16h0.10% · 17h0.10% · 17h0.10%17h0.25% · 18h0.25% · 18h0.25%18h0.70% · 19h0.70% · 19h0.70%19h2.35% · 20h2.35% · 20h2.35%20h★ BEST0.00% · 21h0.00% · 21h·21h-0.45% · 22h-0.45% · 22h-0.45%22h-0.40% · 23h-0.40% · 23h-0.40%23h0.20% · 24h0.20% · 24h0.20%24hTIME PATTERNUS-led (+1.55%)RUNSup max 4 · down max 3BREADTH58% up · 33% down · 8% flat
14 up bars · 8 down · best 2.35% · worst -1.20% · typical |Δ| 0.460%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.71%FINAL+1.71%MAX DD-2.53%RECOVERYONGOING · 9 barsMAX RUN-UP+2.37%UNDERWATER16/25 (64%)STREAK↗ 1EQUITY CURVE · end 1.0171 · peak 1.0237 · range [0.9898, 1.0237]1.02370.9898break-even = 1★ PEAK 1.0237UNDERWATER DRAWDOWN · max -2.53% · moderate0%-2.53%▼ TROUGH -2.53%TOP DRAWDOWN PERIODS · 3 total#1 -2.53%bar 12-20 · 9 bars · recovered#2 -0.85%bar 23-25 · 3 bars · ONGOING#3 -0.55%bar 4-7 · 4 bars · recoveredDD SEVERITYmoderate (max -2.53%)RECOVERYongoing · 14 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0171 (1.71%) · max DD -2.53% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=6.73 · σ=34.19PROFITABLE STRATEGYLAST 35.84 (+0.85σ vs μ)57.7928.900.00-28.90-57.79μ = 6.737.937.9331.1631.1615.1015.1035.6435.6444.1344.132.692.6911.2711.27-40.14-40.14-38.45-38.45-30.34-30.34-57.79-57.79-36.03-36.03-27.84-27.8417.4317.4340.0840.0833.8333.8346.7946.7936.6536.6535.8435.84v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 35.843 · range [-57.79, 46.79] · μ 6.734 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=64.0943 · σ=23.3939 · range [34.7374, 103.5905] · R²=0.811▲ RISING +165.59%σ EXTREME 36.50%LAST 97.7607103.590586.377369.164051.950734.7374μ = 64.0943max 103.5905min 34.7374dataMA(3)OLS R²=0.81μ lineμ ± σ bandmaxmin
latest 97.76% · range [34.74%, 103.59%] · μ 64.09% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.192 · σ=0.223MEAN-REVERSIONLAST 0.181 (+1.67σ vs μ)0.4800.2400.000-0.240-0.480μ = -0.192-0.355-0.355-0.376-0.376-0.271-0.271-0.382-0.382-0.406-0.406-0.207-0.2070.0120.012-0.144-0.144-0.445-0.445-0.336-0.336-0.385-0.385-0.480-0.480-0.302-0.302-0.121-0.1210.1860.1860.0370.037-0.004-0.0040.1420.1420.1810.181v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.181 · |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
22.1048
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
5.6940
p-VALUE (log scale)
0.3369
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
-1.6544
p-VALUE (log scale)
0.4598
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
-0.0862
p-VALUE (log scale)
0.9313
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1570
p-VALUE (log scale)
0.4319
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
0.4659
p-VALUE (log scale)
0.6413
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.142 ≈ 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=4.88e-5 · top T=6.00h (21.8%) · top-3 cover 56.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-49.6e-56.4e-53.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.68e-5 · 6.3% energyperiod 24.0 · power 3.68e-5 · 6.3% energyperiod 12.0 · power 8.80e-5 · 15.0% energyperiod 12.0 · power 8.80e-5 · 15.0% energyperiod 8.0 · power 2.03e-5 · 3.5% energyperiod 8.0 · power 2.03e-5 · 3.5% energyperiod 6.0 · power 1.28e-4 · 21.8% energyperiod 6.0 · power 1.28e-4 · 21.8% energyperiod 4.8 · power 5.34e-5 · 9.1% energyperiod 4.8 · power 5.34e-5 · 9.1% energyperiod 4.0 · power 1.06e-5 · 1.8% energyperiod 4.0 · power 1.06e-5 · 1.8% energyperiod 3.4 · power 5.14e-6 · 0.9% energyperiod 3.4 · power 5.14e-6 · 0.9% energyperiod 3.0 · power 3.18e-5 · 5.4% energyperiod 3.0 · power 3.18e-5 · 5.4% energyperiod 2.7 · power 1.14e-4 · 19.4% energyperiod 2.7 · power 1.14e-4 · 19.4% energyperiod 2.4 · power 5.66e-5 · 9.7% energyperiod 2.4 · power 5.66e-5 · 9.7% energyperiod 2.2 · power 5.04e-6 · 0.9% energyperiod 2.2 · power 5.04e-6 · 0.9% energyperiod 2.0 · power 3.63e-5 · 6.2% energyperiod 2.0 · power 3.63e-5 · 6.2% energy50% by T=4.8h#1 dominantT=6.00h#2T=2.67h#3T=12.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 21.8% of total energy · Σ|X̂|²/n = 5.851e-4

▸ Depth section using sovereign-store price series (279 bars · effective 1753492 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 2.6 d · σ/bar 0.006pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0253 · n = 279✓ n = 279
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.006pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move3d
0.05pp
σ × √62.16908305555556
Terminal variancebinary
0.0253
p(1−p) at resolution
Current pricep
97.4¢
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 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 279
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
0.1pp
peak 97.5¢ → trough 97.4¢
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
97.4%
= price
Decimal oddsEU
1.027
total return per $1
AmericanUS
-3746
risk $3746 to win $100
FractionalUK
0.03 / 1
profit per $1 risked
Profit per $100stake
+$2.67
clean dollar framing
-1000-5000+500+1000020406080100you · 97.4%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)
0.174 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.174 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.04 bit
self-information
Surprise · NO−log₂(1−p)
5.27 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
28436902907419253810627239092295150968772814399638298703884174546782725961207
NO token ID
38022735857591181036203949646973562978118560834221787951911240369790605606054
Snapshot fetched
2026-06-15 01:49:51 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 01:49:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d97f994de255524271f9472499e4caf572bec7cd5628d68d1be289ef2219f532 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.976000
(best bid + best ask) / 2
Spread
225.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.289
bid-heavy
Imbalance (top-5)
+0.709
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-60k-on-june-17-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.991004153.73bp0.9960006FILLED
BUY$10.00K0.997322218.46bp0.9990009FILLED
BUY$100.00K0.998709232.67bp0.9990009PARTIAL
SELL$1.00K0.965000112.70bp0.9650001FILLED
SELL$10.00K0.5442854423.30bp0.23000032FILLED
SELL$100.00K0.1381168584.88bp0.00100045PARTIAL

Risk metrics

▸ sovereign store · 279 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8.15%
σ per bar = 0.000062
Mean return (annualised)
-647.26%
μ per bar = -0.000004
Sharpe (rf=0)
-79.42
annualised; risk-free assumed zero
Max drawdown
0.10%
peak 0.97 → trough 0.97 over 50 bars

/api/asset/pm-bitcoin-above-60k-on-june-17-2026/risk · same metrics, JSON