POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 23?

YES · live
96.5¢
NO · live
3.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-23-2026 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
104.97%
max drawdown
1.71%
sharpe
—
ulcer index
0.64%
RMS drawdown
pain index
0.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.57%
cond. drawdown
gain/pain
1.08
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.08
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
935
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-23-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.1s⏱--:--:-- 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
96.5¢
NO · live
3.5¢
YES price · live 24h
n=25 · μ=0.9349 · σ=0.0319 · range [0.8415, 0.9655] · R²=0.748▲ RISING +14.68%σ NORMAL 3.41%LAST 0.96500.96550.93450.90350.87250.8415μ = 0.9349max 0.9655min 0.8415dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 96.50¢
YES / NO split · live
YES 96.5%NO 3.5%YES96.5%96.50¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.219 / 1.00 bits (22%) · informative — one side favoured
YES
96.5%96.5¢1.04×▬ +0.00pp
NO
3.5%3.5¢28.57×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,305 · μ=96.0 · σ=97.4 · CV=1.01BURSTY · concentratedcumulative energy ↗ · 50% by h=80107215322430μ = 9643050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2305bp moved · peak 430bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.1s
▲YES mid
96.50¢ (96.50%)
▼NO mid
3.50¢ (3.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$18.0k
≋liquidity $
$19.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9349 · σ=0.0319 · range [0.8415, 0.9655] · R²=0.748▲ RISING +14.68%σ NORMAL 3.41%LAST 0.96500.96550.93450.90350.87250.8415μ = 0.9349max 0.9655min 0.8415dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 96.50¢
NO price · CLOB mid
n=25 · μ=0.0652 · σ=0.0318 · range [0.0345, 0.1585] · R²=0.749▼ FALLING -77.92%σ EXTREME 48.83%LAST 0.03500.15850.12750.09650.06550.0345μ = 0.0652max 0.1585min 0.0345dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 3.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0051 · σ=0.0123 · skew=1.02 (right-skewed) · kurt=1.76 (leptokurtic (fat tails))754202-1.54ppbin -1.54pp · n=2 · 28.6% peakbin -1.54pp · n=2 · 28.6% peak1-0.93ppbin -0.93pp · n=1 · 14.3% peakbin -0.93pp · n=1 · 14.3% peak4-0.31ppbin -0.31pp · n=4 · 57.1% peakbin -0.31pp · n=4 · 57.1% peak70.30ppbin 0.30pp · n=7 · 100.0% peakbin 0.30pp · n=7 · 100.0% peak70.92ppbin 0.92pp · n=7 · 100.0% peakbin 0.92pp · n=7 · 100.0% peak11.53ppbin 1.53pp · n=1 · 14.3% peakbin 1.53pp · n=1 · 14.3% peak2.15pp2.76pp13.38ppbin 3.38pp · n=1 · 14.3% peakbin 3.38pp · n=1 · 14.3% peak13.99ppbin 3.99pp · n=1 · 14.3% peakbin 3.99pp · n=1 · 14.3% 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=1.02 · kurt=2.10 · near 17 / mid 7 / far 0 · OLS slope=0.97 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=-1.21)
μ MEAN93.49¢95% CI: [92.24¢, 94.73¢]
σ STD DEV3.19ppσ² = 10.147 · CV = 3.41%
med MEDIAN94.80¢Q₁ 91.55¢ · Q₃ 95.90¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 12.40pp · IQR 4.35pp (1.349σ→4.30pp)
min 84.15¢Q₁ 91.55¢med 94.80¢Q₃ 95.90¢max 96.55¢μ
SKEWNESS · G₁-1.209left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.887mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.41
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.89
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 · ADF rejects unit root
ρ(1) AUTOCORR+0.012within white-noise band
ρ(2) AUTOCORR-0.150lag-2 not significant
H · HURST EXPONENT0.935strongly persistent
OLS TREND · t-STAT+8.261significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.935
H = 0.935STRONGLY 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+0.012k=2-0.150k=3+0.047k=4+0.080k=5+0.0290+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|=8.26)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.88very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.26)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 ID2566468
SLUGbitcoin-above-60k-on-june-23-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES96.50¢implied prob 96.50% · decimal odds 1.04×
COUNTER · NO3.50¢implied prob 3.50% · decimal odds 28.57×
96.50¢
3.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME18.01k USD 24h
LIQUIDITY19.79k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.930 · entropy 0.219 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 96.5%NO 3.5%YES p̂96.5%H = 0.219 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.04×(97¢)NO28.57×(4¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.219 bits (22% 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 2026-06-23 16:00 UTC
3days
04hrs
23min
3.18 days·θ = 15.605 pp/day
YES →$1.00(P = 96.5%)
NO →$0.00(P = 3.5%)
current: $0.9650 · expected return per side: $0.04 on YES hit · $0.96 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6dRESOLVESP projection · σ=3.19% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 15.605 pp/day
now3.18d left
15.605 pp/day×1.00
−25%2.39d left
18.019 pp/day×1.15
−50%1.59d left
22.069 pp/day×1.41
−75%19.10h left
31.210 pp/day×2.00
−90%7.64h left
49.348 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 4.30% · worst -1.85% · typical |Δ| 0.96%BULLISH SESSION +12.35%BEST+4.30%2hWORST-1.85%3hTYPICAL |Δ|0.96%mean absoluteCUMULATIVE+12.35%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +1.11% · Σ +7.75%EUROPE · 08-16 UTCμ +0.39% · Σ +3.10%US · 16-24 UTCμ +0.18% · Σ +1.45%CUMULATIVE Δ PATH · final +12.35%+12.40%0.00%3.10% · 1h3.10% · 1h3.10%1h4.30% · 2h4.30% · 2h4.30%2h★ BEST-1.85% · 3h-1.85% · 3h-1.85%3h▼ WORST0.60% · 4h0.60% · 4h0.60%4h1.05% · 5h1.05% · 5h1.05%5h0.10% · 6h0.10% · 6h0.10%6h0.45% · 7h0.45% · 7h0.45%7h0.40% · 8h0.40% · 8h0.40%8h0.95% · 9h0.95% · 9h0.95%9h0.40% · 10h0.40% · 10h0.40%10h1.10% · 11h1.10% · 11h1.10%11h0.85% · 12h0.85% · 12h0.85%12h0.80% · 13h0.80% · 13h0.80%13h-0.50% · 14h-0.50% · 14h-0.50%14h-0.90% · 15h-0.90% · 15h-0.90%15h0.55% · 16h0.55% · 16h0.55%16h0.65% · 17h0.65% · 17h0.65%17h-0.10% · 18h-0.10% · 18h-0.10%18h-1.30% · 19h-1.30% · 19h-1.30%19h0.75% · 20h0.75% · 20h0.75%20h-0.60% · 21h-0.60% · 21h-0.60%21h1.60% · 22h1.60% · 22h1.60%22h-0.10% · 23h-0.10% · 23h-0.10%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNAsia-led (+7.75%)RUNSup max 10 · down max 2BREADTH71% up · 29% down
17 up bars · 7 down · best 4.30% · worst -1.85% · typical |Δ| 0.960%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +12.90% · SHALLOW DDFINAL+12.90%MAX DD-1.85%RECOVERYONGOING · 4 barsMAX RUN-UP+12.96%UNDERWATER14/25 (56%)STREAK↗ 1EQUITY CURVE · end 1.1290 · peak 1.1296 · range [1.0000, 1.1296]1.12961.0000break-even = 1★ PEAK 1.1296UNDERWATER DRAWDOWN · max -1.85% · moderate0%-1.85%▼ TROUGH -1.85%TOP DRAWDOWN PERIODS · 3 total#1 -1.85%bar 4-7 · 4 bars · recovered#2 -1.60%bar 15-22 · 8 bars · recovered#3 -0.10%bar 24-25 · 2 bars · ONGOINGDD SEVERITYmoderate (max -1.85%)RECOVERYongoing · 22 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.1290 (12.90%) · max DD -1.85% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=62.12 · σ=78.38PROFITABLE STRATEGYLAST 6.14 (-0.71σ vs μ)242.20121.100.00-121.10-242.20μ = 62.1251.8551.8536.2836.2811.5111.51155.14155.14143.07143.07139.93139.93207.41207.41242.20242.2095.6195.6133.6933.6936.3036.3030.2430.2411.2711.27-31.91-31.91-6.28-6.28-0.95-0.9514.9614.963.833.836.146.14v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 6.143 · range [-31.91, 242.20] · μ 62.121 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=79.3814 · σ=47.6684 · range [27.1264, 205.5397] · R²=0.031▼ FALLING -53.75%σ EXTREME 60.05%LAST 95.0652205.5397160.9364116.333071.729727.1264μ = 79.3814max 205.5397min 27.1264dataMA(3)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 95.07% · range [27.13%, 205.54%] · μ 79.38% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.181 · σ=0.278MEAN-REVERSIONLAST -0.517 (-1.21σ vs μ)0.5300.2650.000-0.265-0.530μ = -0.181-0.061-0.061-0.441-0.441-0.085-0.085-0.304-0.304-0.424-0.424-0.199-0.199-0.276-0.276-0.530-0.530-0.125-0.1250.4150.4150.2970.2970.1950.195-0.060-0.0600.1180.118-0.281-0.281-0.300-0.300-0.393-0.393-0.470-0.470-0.517-0.517v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.517 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀**

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
13.2683
p-VALUE (log scale)
0.0013
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
0.9331
p-VALUE (log scale)
0.9658
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

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

STATISTIC
-3.8436
p-VALUE (log scale)
0.0029
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.0425
p-VALUE (log scale)
0.9661
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8335
p-VALUE (log scale)
0.0059
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.6181
p-VALUE (log scale)
0.1056
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.508 ≈ 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=1.62e-4 · top T=4.00h (17.1%) · top-3 cover 45.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.3e-42.5e-41.7e-48.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.63e-4 · 8.4% energyperiod 24.0 · power 1.63e-4 · 8.4% energyperiod 12.0 · power 1.64e-4 · 8.4% energyperiod 12.0 · power 1.64e-4 · 8.4% energyperiod 8.0 · power 1.17e-4 · 6.0% energyperiod 8.0 · power 1.17e-4 · 6.0% energyperiod 6.0 · power 3.33e-5 · 1.7% energyperiod 6.0 · power 3.33e-5 · 1.7% energyperiod 4.8 · power 2.45e-4 · 12.6% energyperiod 4.8 · power 2.45e-4 · 12.6% energyperiod 4.0 · power 3.33e-4 · 17.1% energyperiod 4.0 · power 3.33e-4 · 17.1% energyperiod 3.4 · power 1.85e-4 · 9.5% energyperiod 3.4 · power 1.85e-4 · 9.5% energyperiod 3.0 · power 3.02e-4 · 15.5% energyperiod 3.0 · power 3.02e-4 · 15.5% energyperiod 2.7 · power 1.09e-4 · 5.6% energyperiod 2.7 · power 1.09e-4 · 5.6% energyperiod 2.4 · power 1.86e-5 · 1.0% energyperiod 2.4 · power 1.86e-5 · 1.0% energyperiod 2.2 · power 1.45e-4 · 7.4% energyperiod 2.2 · power 1.45e-4 · 7.4% energyperiod 2.0 · power 1.33e-4 · 6.8% energyperiod 2.0 · power 1.33e-4 · 6.8% energy50% by T=4.0h#1 dominantT=4.00h#2T=3.00h#3T=4.80hT=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 ≈ 4.00h (freq 0.250) · concentrates 17.1% of total energy · Σ|X̂|²/n = 1.947e-3

▸ Depth section using sovereign-store price series (935 bars · effective 1752616 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 3.2 d · σ/bar 0.079pp · expected |Δp| over horizon 0.69ppterminal variance p(1−p) = 0.0338 · n = 935✓ n = 935
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.079pp
one-bar volatility · logit-free
Per-day movedaily
0.39pp
σ × √24
Per-horizon move3d
0.69pp
σ × √76.39725694444445
Terminal variancebinary
0.0338
p(1−p) at resolution
Current pricep
96.5¢
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 0.13pp · ES₉₅ 0.16pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.03✓ n = 935
VaR 95%
0.13pp
1.645·σ (parametric) of Δp
ES 95%
0.16pp
mean of the tail
Max drawdown
1.7pp
peak 96.3¢ → trough 94.6¢
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
96.5%
= price
Decimal oddsEU
1.036
total return per $1
AmericanUS
-2757
risk $2757 to win $100
FractionalUK
0.04 / 1
profit per $1 risked
Profit per $100stake
+$3.63
clean dollar framing
-1000-5000+500+1000020406080100you · 96.5%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)
0.219 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.219 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.05 bit
self-information
Surprise · NO−log₂(1−p)
4.84 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
69225526190943150784076716800028792259803276591302906002963428768114960951149
NO token ID
97850771187031539162789398134918643815784556616395903471476530972748970780418
Snapshot fetched
2026-06-20 11:36:08 UTC
Snapshot age
1.1s
History points
25 CLOB mids
Page rendered
2026-06-20 11:36:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a68eda482edfe23c95bae422a24fc5fe155b32f4ed184773379d060fe8a76ccb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,671HL PERPHYPE-USD perpetual$70.77HL PERPETH-USD perpetual$1,726.1

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
$840
bid $766 · ask $74
Mid price
0.965000
(best bid + best ask) / 2
Spread
20.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.034
ask-heavy
Imbalance (top-5)
-0.580
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-23-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.97342387.28bp0.9740005FILLED
BUY$10.00K0.975440108.18bp0.9770006FILLED
BUY$100.00K0.995503316.09bp0.99900015FILLED
SELL$1.00K0.96131838.16bp0.9590004FILLED
SELL$10.00K0.943634221.41bp0.93400011FILLED
SELL$100.00K0.1932197997.73bp0.00100040PARTIAL

Risk metrics

▸ sovereign store · 935 barsperiods/year ≈ 1.75M
Realized vol (annualised)
109.95%
σ per bar = 0.000831
Mean return (annualised)
779.42%
μ per bar = 0.000004
Sharpe (rf=0)
7.09
annualised; risk-free assumed zero
Max drawdown
1.71%
peak 0.96 → trough 0.95 over 201 bars

/api/asset/pm-bitcoin-above-60k-on-june-23-2026/risk · same metrics, JSON