POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 19?

YES · live
95.6¢
NO · live
4.4¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-19-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
46.08%
max drawdown
0.68%
sharpe
—
ulcer index
0.37%
RMS drawdown
pain index
0.27%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.68%
cond. drawdown
gain/pain
0.32
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.32
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
329
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-19-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH19ms⏱--:--:-- 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
95.6¢
NO · live
4.4¢
YES price · live 24h
n=25 · μ=0.9314 · σ=0.0169 · range [0.9050, 0.9630] · R²=0.029▲ RISING +1.61%σ NORMAL 1.82%LAST 0.94500.96300.94850.93400.91950.9050μ = 0.9314max 0.9630min 0.9050dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 94.50¢
YES / NO split · live
YES 95.6%NO 4.4%YES95.6%95.60¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.260 / 1.00 bits (26%) · informative — one side favoured
YES
95.6%95.6¢1.05×▬ +0.00pp
NO
4.4%4.4¢22.73×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,410 · μ=58.7 · σ=90.1 · CV=1.53BURSTY · concentratedcumulative energy ↗ · 50% by h=190100200300400μ = 5940050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1410bp moved · peak 400bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
19ms
▲YES mid
95.60¢ (95.60%)
▼NO mid
4.40¢ (4.40%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$28.0k
≋liquidity $
$15.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9314 · σ=0.0169 · range [0.9050, 0.9630] · R²=0.029▲ RISING +1.61%σ NORMAL 1.82%LAST 0.94500.96300.94850.93400.91950.9050μ = 0.9314max 0.9630min 0.9050dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 94.50¢
NO price · CLOB mid
n=25 · μ=0.0686 · σ=0.0169 · range [0.0370, 0.0950] · R²=0.029▼ FALLING -21.43%σ EXTREME 24.71%LAST 0.05500.09500.08050.06600.05150.0370μ = 0.0686max 0.0950min 0.0370dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 5.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0019 · σ=0.0096 · skew=1.77 (right-skewed) · kurt=5.32 (leptokurtic (fat tails))1296301-1.46ppbin -1.46pp · n=1 · 8.3% peakbin -1.46pp · n=1 · 8.3% peak3-0.89ppbin -0.89pp · n=3 · 25.0% peakbin -0.89pp · n=3 · 25.0% peak4-0.31ppbin -0.31pp · n=4 · 33.3% peakbin -0.31pp · n=4 · 33.3% peak120.26ppbin 0.26pp · n=12 · 100.0% peakbin 0.26pp · n=12 · 100.0% peak20.84ppbin 0.84pp · n=2 · 16.7% peakbin 0.84pp · n=2 · 16.7% peak11.41ppbin 1.41pp · n=1 · 8.3% peakbin 1.41pp · n=1 · 8.3% peak1.99pp2.56pp3.14pp13.71ppbin 3.71pp · n=1 · 8.3% peakbin 3.71pp · n=1 · 8.3% 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=1.94 · kurt=5.67 · near 10 / mid 13 / far 1 · OLS slope=0.89 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.69σsample ↓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 MEAN93.14¢95% CI: [92.48¢, 93.81¢]
σ STD DEV1.69ppσ² = 2.873 · CV = 1.82%
med MEDIAN93.00¢Q₁ 91.50¢ · Q₃ 94.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.80pp · IQR 3.00pp (1.349σ→2.29pp)
min 90.50¢Q₁ 91.50¢med 93.00¢Q₃ 94.50¢max 96.30¢μ
SKEWNESS · G₁0.181approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.866mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.08
σ × 1.349 ↔ IQRdiverges from normalratio = 0.76
range ↔ σconcentrated (range < 4σ)range / σ = 3.42
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.162within white-noise band
ρ(2) AUTOCORR+0.042lag-2 not significant
H · HURST EXPONENT0.901strongly persistent
OLS TREND · t-STAT+0.833fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.901
H = 0.901STRONGLY 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=4
k=1+0.162k=2+0.042k=3+0.035k=4 ★-0.418k=5-0.0440+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|=0.83)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.96very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.83)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 ID2518249
SLUGbitcoin-above-60k-on-june-19-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (96¢)
PRIMARY · YES95.60¢implied prob 95.60% · decimal odds 1.05×
COUNTER · NO4.40¢implied prob 4.40% · decimal odds 22.73×
95.60¢
4.40¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME28.00k USD 24h
LIQUIDITY14.96k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (96¢)|primary − counter| = 0.912 · entropy 0.260 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 95.6%NO 4.4%YES p̂95.6%H = 0.260 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.05×(96¢)NO22.73×(4¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.260 bits (26% 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 · LOWresolves 2026-06-19 16:00 UTC
4days
14hrs
10min
4.59 days·θ = 8.304 pp/day
YES →$1.00(P = 95.6%)
NO →$0.00(P = 4.4%)
current: $0.9560 · expected return per side: $0.04 on YES hit · $0.96 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.3dRESOLVESP projection · σ=1.69% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.304 pp/day
now4.59d left
8.304 pp/day×1.00
−25%3.44d left
9.588 pp/day×1.15
−50%2.30d left
11.743 pp/day×1.41
−75%1.15d left
16.607 pp/day×2.00
−90%11.02h left
26.258 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 4.00% · worst -1.75% · typical |Δ| 0.59%MILD BULLISH +1.50%BEST+4.00%20hWORST-1.75%24hTYPICAL |Δ|0.59%mean absoluteCUMULATIVE+1.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.21% · Σ +1.50%EUROPE · 08-16 UTCμ -0.37% · Σ -3.00%US · 16-24 UTCμ +0.59% · Σ +4.75%CUMULATIVE Δ PATH · final +1.50%+3.30%-2.50%0.00% · 1h0.00% · 1h·1h0.50% · 2h0.50% · 2h0.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h1.50% · 7h1.50% · 7h1.50%7h0.00% · 8h0.00% · 8h·8h-1.00% · 9h-1.00% · 9h-1.00%9h0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h1.00% · 19h1.00% · 19h1.00%19h4.00% · 20h4.00% · 20h4.00%20h★ BEST0.00% · 21h0.00% · 21h·21h0.80% · 22h0.80% · 22h0.80%22h-0.05% · 23h-0.05% · 23h-0.05%23h-1.75% · 24h-1.75% · 24h-1.75%24h▼ WORSTTIME PATTERNUS-led (+4.75%)RUNSup max 2 · down max 3BREADTH21% up · 33% down · 46% flat
5 up bars · 8 down · best 4.00% · worst -1.75% · typical |Δ| 0.587%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.38%FINAL+1.38%MAX DD-3.94%RECOVERYONGOING · 11 barsMAX RUN-UP+3.23%UNDERWATER17/25 (68%)STREAK↘ 2EQUITY CURVE · end 1.0138 · peak 1.0323 · range [0.9750, 1.0323]1.03230.9750break-even = 1★ PEAK 1.0323UNDERWATER DRAWDOWN · max -3.94% · moderate0%-3.94%▼ TROUGH -3.94%TOP DRAWDOWN PERIODS · 3 total#1 -3.94%bar 10-20 · 11 bars · recovered#2 -1.80%bar 24-25 · 2 bars · ONGOING#3 -0.50%bar 4-7 · 4 bars · recoveredDD SEVERITYmoderate (max -3.94%)RECOVERYongoing · 16 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0138 (1.38%) · max DD -3.94% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −7 (47% positive) · μ=-12.78 · σ=56.67MIXED EDGELAST 32.85 (+0.81σ vs μ)104.6452.320.00-52.32-104.64μ = -12.780.000.0033.9533.9522.8322.839.749.749.749.740.000.00-9.06-9.06-104.64-104.64-104.64-104.64-76.42-76.42-104.64-104.64-79.33-79.33-60.42-60.420.000.0035.6335.6335.6335.6358.3258.3257.5857.5832.8532.85v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 32.851 · range [-104.64, 58.32] · μ -12.783 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=83.1992 · σ=49.3390 · range [29.5973, 177.7728] · R²=0.454▲ RISING +500.64%σ EXTREME 59.30%LAST 177.7728177.7728140.7289103.685066.641229.5973μ = 83.1992max 177.7728min 29.5973dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 177.77% · range [29.60%, 177.77%] · μ 83.20% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −13 (21% positive) · μ=-0.150 · σ=0.213MEAN-REVERSIONLAST 0.024 (+0.82σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.150-0.500-0.500-0.079-0.079-0.119-0.119-0.041-0.041-0.015-0.0150.0000.0000.0320.032-0.500-0.500-0.500-0.500-0.033-0.033-0.250-0.250-0.420-0.420-0.333-0.3330.0000.0000.2320.2320.0140.014-0.147-0.147-0.207-0.2070.0240.024v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.024 · |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
71.3455
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
6.3016
p-VALUE (log scale)
0.2772
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
-1.4435
p-VALUE (log scale)
0.5603
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
-0.7097
p-VALUE (log scale)
0.4779
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
0.1425
p-VALUE (log scale)
0.4572
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
0.8457
p-VALUE (log scale)
0.3977
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.257 ≈ 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=1.13e-4 · top T=12.00h (22.9%) · top-3 cover 53.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.1e-42.3e-41.6e-47.8e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.09e-4 · 8.0% energyperiod 24.0 · power 1.09e-4 · 8.0% energyperiod 12.0 · power 3.11e-4 · 22.9% energyperiod 12.0 · power 3.11e-4 · 22.9% energyperiod 8.0 · power 1.21e-4 · 8.9% energyperiod 8.0 · power 1.21e-4 · 8.9% energyperiod 6.0 · power 1.67e-4 · 12.3% energyperiod 6.0 · power 1.67e-4 · 12.3% energyperiod 4.8 · power 7.29e-5 · 5.4% energyperiod 4.8 · power 7.29e-5 · 5.4% energyperiod 4.0 · power 5.09e-5 · 3.7% energyperiod 4.0 · power 5.09e-5 · 3.7% energyperiod 3.4 · power 3.63e-6 · 0.3% energyperiod 3.4 · power 3.63e-6 · 0.3% energyperiod 3.0 · power 1.91e-4 · 14.1% energyperiod 3.0 · power 1.91e-4 · 14.1% energyperiod 2.7 · power 2.23e-4 · 16.4% energyperiod 2.7 · power 2.23e-4 · 16.4% energyperiod 2.4 · power 5.51e-5 · 4.1% energyperiod 2.4 · power 5.51e-5 · 4.1% energyperiod 2.2 · power 2.46e-5 · 1.8% energyperiod 2.2 · power 2.46e-5 · 1.8% energyperiod 2.0 · power 2.82e-5 · 2.1% energyperiod 2.0 · power 2.82e-5 · 2.1% energy50% by T=6.0h#1 dominantT=12.00h#2T=2.67h#3T=3.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 22.9% of total energy · Σ|X̂|²/n = 1.357e-3

▸ Depth section using sovereign-store price series (329 bars · effective 1753395 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 4.6 d · σ/bar 0.035pp · expected |Δp| over horizon 0.37ppterminal variance p(1−p) = 0.0421 · n = 329✓ n = 329
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.035pp
one-bar volatility · logit-free
Per-day movedaily
0.17pp
σ × √24
Per-horizon move5d
0.37pp
σ × √110.16901472222222
Terminal variancebinary
0.0421
p(1−p) at resolution
Current pricep
95.6¢
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 0.06pp · ES₉₅ 0.07pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 329
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.07pp
mean of the tail
Max drawdown
0.7pp
peak 96.3¢ → trough 95.6¢
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
95.6%
= price
Decimal oddsEU
1.046
total return per $1
AmericanUS
-2173
risk $2173 to win $100
FractionalUK
0.05 / 1
profit per $1 risked
Profit per $100stake
+$4.60
clean dollar framing
-1000-5000+500+1000020406080100you · 95.6%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)
0.260 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.260 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.06 bit
self-information
Surprise · NO−log₂(1−p)
4.51 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
76996759329379084376643631751567314614806087126622426294067966228430678084557
NO token ID
37707143552802182746721931123327593366174996308794373945974863294826498742866
Snapshot fetched
2026-06-15 01:49:51 UTC
Snapshot age
19ms
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
b54a1aefb205f1406ce4f3c4d98bcb9abceb8dc177bda4c6ba26b07b0e9deca2 · 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
0.945000
(best bid + best ask) / 2
Spread
105.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.340
bid-heavy
Imbalance (top-5)
+0.700
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-19-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.974672313.99bp0.9790005FILLED
BUY$10.00K0.986323437.28bp0.99800010FILLED
BUY$100.00K0.996472544.68bp0.99900011PARTIAL
SELL$1.00K0.94000052.91bp0.9400001FILLED
SELL$10.00K0.6606563008.93bp0.24100018FILLED
SELL$100.00K0.1498088414.73bp0.00100031PARTIAL

Risk metrics

▸ sovereign store · 329 barsperiods/year ≈ 1.75M
Realized vol (annualised)
48.04%
σ per bar = 0.000363
Mean return (annualised)
-3622.34%
μ per bar = -0.000021
Sharpe (rf=0)
-75.40
annualised; risk-free assumed zero
Max drawdown
0.68%
peak 0.96 → trough 0.96 over 300 bars

/api/asset/pm-bitcoin-above-60k-on-june-19-2026/risk · same metrics, JSON