POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 18?

YES · live
99.9¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-18-2026 · fresh · feed 2s old
24h sparkline · 60 pts 0.91%
realized vol (ann.)
15.66%
max drawdown
0.40%
sharpe
ulcer index
0.12%
RMS drawdown
pain index
0.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.33%
cond. drawdown
gain/pain
1.71
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.71
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
0.91%
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-18-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH1.6s--:--:-- 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=0.9944 · σ=0.0041 · range [0.9845, 0.9985] · R²=0.073 RISING +0.20%σ LOW 0.41%LAST 0.99850.99850.99500.99150.98800.9845μ = 0.9944max 0.9985min 0.9845dataMA(5)OLS R²=0.07μ 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=500 · μ=20.8 · σ=32.4 · CV=1.56BURSTY · concentratedcumulative energy ↗ · 50% by h=100336598130μ = 2113050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 500bp moved · peak 130bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.6s
YES mid
99.85¢ (99.85%)
NO mid
0.15¢ (0.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$248.5k
liquidity $
$107.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9944 · σ=0.0041 · range [0.9845, 0.9985] · R²=0.073 RISING +0.20%σ LOW 0.41%LAST 0.99850.99850.99500.99150.98800.9845μ = 0.9944max 0.9985min 0.9845dataMA(5)OLS R²=0.07μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.85¢
NO price · CLOB mid
n=25 · μ=0.0056 · σ=0.0041 · range [0.0015, 0.0155] · R²=0.073 FALLING -57.14%σ EXTREME 72.87%LAST 0.00150.01550.01200.00850.00500.0015μ = 0.0056max 0.0155min 0.0015dataMA(5)OLS R²=0.07μ 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=0.0035 · skew=-0.86 (left-skewed) · kurt=5.02 (leptokurtic (fat tails))14117401-1.18ppbin -1.18pp · n=1 · 7.1% peakbin -1.18pp · n=1 · 7.1% peak-0.94pp-0.70pp1-0.46ppbin -0.46pp · n=1 · 7.1% peakbin -0.46pp · n=1 · 7.1% peak2-0.22ppbin -0.22pp · n=2 · 14.3% peakbin -0.22pp · n=2 · 14.3% peak140.02ppbin 0.02pp · n=14 · 100.0% peakbin 0.02pp · n=14 · 100.0% peak50.26ppbin 0.26pp · n=5 · 35.7% peakbin 0.26pp · n=5 · 35.7% peak0.50pp0.74pp10.98ppbin 0.98pp · n=1 · 7.1% peakbin 0.98pp · n=1 · 7.1% 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=-0.72 · kurt=5.81 · near 8 / mid 15 / far 1 · 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=25STRONGLY LEFT-SKEWED (G₁=-1.27)
μ MEAN99.44¢95% CI: [99.28¢, 99.60¢]
σ STD DEV0.41ppσ² = 0.165 · CV = 0.41%
med MEDIAN99.55¢Q₁ 99.40¢ · Q₃ 99.75¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 98.45¢Q₁ 99.40¢med 99.55¢Q₃ 99.75¢max 99.85¢μ
SKEWNESS · G₁-1.274left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.306mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRdiverges from normalratio = 1.57
range ↔ σconcentrated (range < 4σ)range / σ = 3.44
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) -0.24 + ADF rejected
ρ(1) AUTOCORR-0.236within white-noise band
ρ(2) AUTOCORR+0.029lag-2 not significant
H · HURST EXPONENT0.822strongly persistent
OLS TREND · t-STAT+1.342fails 5% test
HURST EXPONENT [0, 1]
H = 0.822STRONGLY 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=1-0.236k=2+0.029k=3+0.033k=4-0.452k=5+0.0840+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.24 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.88very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.34)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 ID2506693
SLUGbitcoin-above-60k-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICING
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 TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME248.51k USD 24h
LIQUIDITY107.14k 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 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 99.9%NO 0.1%YES99.9%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%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 2026-06-18 16:00 UTC
0days
06hrs
07min
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+3.1hRESOLVESP projection · σ=0.41% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.992 pp/day
now6.12h left
1.992 pp/day×1.00
−25%4.59h left
2.300 pp/day×1.15
−50%3.06h left
2.817 pp/day×1.41
−75%1.53h left
3.984 pp/day×2.00
−90%0.61h left
6.300 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 1.10% · worst -1.30% · typical |Δ| 0.21%MILD BULLISH +0.20%BEST+1.10%14hWORST-1.30%10hTYPICAL |Δ|0.21%mean absoluteCUMULATIVE+0.20%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ +0.03% · Σ +0.20%CUMULATIVE Δ PATH · final +0.20%+0.20%-1.20%-0.35% · 1h-0.35% · 1h-0.35%1h0.35% · 2h0.35% · 2h0.35%2h-0.25% · 3h-0.25% · 3h-0.25%3h0.00% · 4h0.00% · 4h·4h-0.10% · 5h-0.10% · 5h-0.10%5h0.15% · 6h0.15% · 6h0.15%6h0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h0.20% · 9h0.20% · 9h0.20%9h-1.30% · 10h-1.30% · 10h-1.30%10h▼ WORST0.20% · 11h0.20% · 11h0.20%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h1.10% · 14h1.10% · 14h1.10%14h★ BEST-0.10% · 15h-0.10% · 15h-0.10%15h0.00% · 16h0.00% · 16h·16h0.10% · 17h0.10% · 17h0.10%17h0.00% · 18h0.00% · 18h·18h-0.20% · 19h-0.20% · 19h-0.20%19h-0.10% · 20h-0.10% · 20h-0.10%20h0.20% · 21h0.20% · 21h0.20%21h0.10% · 22h0.10% · 22h0.10%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 3 · down max 2BREADTH42% up · 29% down · 29% flat
10 up bars · 7 down · best 1.10% · worst -1.30% · typical |Δ| 0.208%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.18%FINAL+0.18%MAX DD-1.30%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.18%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0018 · peak 1.0018 · range [0.9880, 1.0018]1.00180.9880break-even = 1★ PEAK 1.0018UNDERWATER DRAWDOWN · max -1.30% · moderate0%-1.30%▼ TROUGH -1.30%TOP DRAWDOWN PERIODS · 2 total#1 -1.30%bar 11-23 · 13 bars · recovered#2 -0.35%bar 2-9 · 8 bars · recoveredDD SEVERITYmoderate (max -1.30%)RECOVERYfully recoveredTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0018 (0.18%) · max DD -1.30% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −8 (53% positive) · μ=4.80 · σ=26.26MIXED EDGELAST 10.60 (+0.22σ vs μ)49.0024.500.00-24.50-49.00μ = 4.80-12.08-12.0818.7218.72-10.85-10.8549.0049.00-26.02-26.02-17.23-17.23-21.57-21.57-24.55-24.554.054.05-2.03-2.0341.4441.4437.8437.8437.8437.8429.4729.47-44.62-44.620.000.0010.6010.6010.6010.6010.6010.60v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 10.598 · range [-44.62, 49.00] · μ 4.799 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.9370 · σ=21.5124 · range [9.8163, 72.1753] · R²=0.046 FALLING -42.99%σ EXTREME 61.57%LAST 13.776872.175356.585640.995825.40619.8163μ = 34.9370max 72.1753min 9.8163dataMA(3)OLS R²=0.05μ lineμ ± σ bandmaxmin
latest 13.78% · range [9.82%, 72.18%] · μ 34.94% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −13 (26% positive) · μ=-0.158 · σ=0.263MEAN-REVERSIONLAST 0.228 (+1.47σ vs μ)0.6780.3390.000-0.339-0.678μ = -0.158-0.678-0.678-0.373-0.3730.0220.022-0.196-0.196-0.132-0.132-0.361-0.361-0.393-0.393-0.414-0.414-0.163-0.163-0.118-0.118-0.343-0.343-0.318-0.318-0.336-0.336-0.117-0.1170.2270.2270.0000.0000.1970.1970.2740.2740.2280.228v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.228 · |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
59.1325
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
8.1684
p-VALUE (log scale)
0.1459
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
-2.4272
p-VALUE (log scale)
0.1420
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
0.3963
p-VALUE (log scale)
0.6919
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2129
p-VALUE (log scale)
0.3343
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
-0.7956
p-VALUE (log scale)
0.4263
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.758 ≈ 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=1.44e-5 · top T=2.40h (27.9%) · top-3 cover 64.7%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)4.8e-53.6e-52.4e-51.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.57e-6 · 2.1% energyperiod 24.0 · power 3.57e-6 · 2.1% energyperiod 12.0 · power 7.69e-6 · 4.4% energyperiod 12.0 · power 7.69e-6 · 4.4% energyperiod 8.0 · power 2.96e-5 · 17.1% energyperiod 8.0 · power 2.96e-5 · 17.1% energyperiod 6.0 · power 1.01e-5 · 5.9% energyperiod 6.0 · power 1.01e-5 · 5.9% energyperiod 4.8 · power 1.03e-5 · 6.0% energyperiod 4.8 · power 1.03e-5 · 6.0% energyperiod 4.0 · power 1.21e-6 · 0.7% energyperiod 4.0 · power 1.21e-6 · 0.7% energyperiod 3.4 · power 3.45e-6 · 2.0% energyperiod 3.4 · power 3.45e-6 · 2.0% energyperiod 3.0 · power 3.42e-5 · 19.7% energyperiod 3.0 · power 3.42e-5 · 19.7% energyperiod 2.7 · power 1.58e-5 · 9.1% energyperiod 2.7 · power 1.58e-5 · 9.1% energyperiod 2.4 · power 4.84e-5 · 27.9% energyperiod 2.4 · power 4.84e-5 · 27.9% energyperiod 2.2 · power 8.27e-6 · 4.8% energyperiod 2.2 · power 8.27e-6 · 4.8% energyperiod 2.0 · power 6.67e-7 · 0.4% energyperiod 2.0 · power 6.67e-7 · 0.4% energy50% by T=3.0h#1 dominantT=2.40h#2T=3.00h#3T=8.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 27.9% of total energy · Σ|X̂|²/n = 1.733e-4

▸ Depth section using sovereign-store price series (4418 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 0.021pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0015 · n = 4418n = 4418
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.021pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move0d
0.05pp
σ × √6.122990555555556
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 4418
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
1.7pp
peak 99.8¢ → trough 98.0¢
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
60179473086484481706620118292995269568092197081449351423179266082201088564113
NO token ID
107386576593321592773496469024563789268655601376081420032189032407107213592055
Snapshot fetched
2026-06-18 09:52:35 UTC
Snapshot age
1.6s
History points
25 CLOB mids
Page rendered
2026-06-18 09:52:37 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
447819ac9ed6aca9c188bfb458ebe7770a73cbd24d4cc523eb241d296a36de26 · 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
$75.84K
bid $29.53K · ask $46.30K
Depth within 50bp
$91.09K
bid $44.78K · ask $46.30K
Mid price
0.998500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.645
bid-heavy
Imbalance (top-5)
-0.016
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-60k-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9990005.01bp0.9990001FILLED
BUY$10.00K0.9990005.01bp0.9990001FILLED
BUY$100.00K0.9990005.01bp0.9990001PARTIAL
SELL$1.00K0.9980005.01bp0.9980001FILLED
SELL$10.00K0.9980005.01bp0.9980001FILLED
SELL$100.00K0.8206811780.86bp0.56000039FILLED

Risk metrics

sovereign store · 4,418 barsperiods/year ≈ 1.75M
Realized vol (annualised)
28.30%
σ per bar = 0.000214
Mean return (annualised)
359.23%
μ per bar = 0.000002
Sharpe (rf=0)
12.69
annualised; risk-free assumed zero
Max drawdown
1.70%
peak 1.00 → trough 0.98 over 800 bars

/api/asset/pm-bitcoin-above-60k-on-june-18-2026/risk · same metrics, JSON