POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 14?

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▲ 2.15%
realized vol (ann.)
13.07%
max drawdown
0.25%
sharpe
—
ulcer index
0.07%
RMS drawdown
pain index
0.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.23%
cond. drawdown
gain/pain
1.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.43
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
2.15%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +2.15%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH106ms⏱--:--:-- 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=0.9924 · σ=0.0085 · range [0.9745, 0.9995] · R²=0.754▲ RISING +2.46%σ LOW 0.85%LAST 0.99950.99950.99330.98700.98080.9745μ = 0.9924max 0.9995min 0.9745dataMA(5)OLS R²=0.75μ 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=350 · μ=14.6 · σ=22.5 · CV=1.54BURSTY · concentratedcumulative energy ↗ · 50% by h=80255075100μ = 1510050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 350bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
106ms
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$291.5k
≋liquidity $
$128.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9924 · σ=0.0085 · range [0.9745, 0.9995] · R²=0.754▲ RISING +2.46%σ LOW 0.85%LAST 0.99950.99950.99330.98700.98080.9745μ = 0.9924max 0.9995min 0.9745dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.0076 · σ=0.0085 · range [0.0005, 0.0255] · R²=0.754▼ FALLING -97.96%σ EXTREME 110.69%LAST 0.00050.02550.01920.01300.00670.0005μ = 0.0076max 0.0255min 0.0005dataMA(5)OLS R²=0.75μ 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=0.0010 · σ=0.0024 · skew=2.09 (right-skewed) · kurt=4.50 (leptokurtic (fat tails))1085303-0.14ppbin -0.14pp · n=3 · 30.0% peakbin -0.14pp · n=3 · 30.0% peak10-0.02ppbin -0.02pp · n=10 · 100.0% peakbin -0.02pp · n=10 · 100.0% peak70.10ppbin 0.10pp · n=7 · 70.0% peakbin 0.10pp · n=7 · 70.0% peak0.22pp10.34ppbin 0.34pp · n=1 · 10.0% peakbin 0.34pp · n=1 · 10.0% peak20.46ppbin 0.46pp · n=2 · 20.0% peakbin 0.46pp · n=2 · 20.0% peak0.58pp0.70pp0.82pp10.94ppbin 0.94pp · n=1 · 10.0% peakbin 0.94pp · 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=2.21 · kurt=5.24 · near 11 / mid 12 / far 1 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.64σsample ↓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=-1.04)
μ MEAN99.24¢95% CI: [98.90¢, 99.57¢]
σ STD DEV0.85ppσ² = 0.715 · CV = 0.85%
med MEDIAN99.65¢Q₁ 98.85¢ · Q₃ 99.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.50pp · IQR 1.00pp (1.349σ→1.14pp)
min 97.45¢Q₁ 98.85¢med 99.65¢Q₃ 99.85¢max 99.95¢μ
SKEWNESS · G₁-1.043left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.564mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.49
σ × 1.349 ↔ IQRconsistent with normalratio = 1.14
range ↔ σconcentrated (range < 4σ)range / σ = 2.96
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-0.132within white-noise band
ρ(2) AUTOCORR-0.162lag-2 not significant
H · HURST EXPONENT0.424mean-reverting
OLS TREND · t-STAT+8.395significant @ α=0.05
HURST EXPONENT [0, 1]mean-reverting · H = 0.424
H = 0.424MEAN-REVERTING
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=3
k=1-0.132k=2-0.162k=3 ★+0.472k=4+0.010k=5-0.1530+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|=8.40)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.28moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.40)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 ID2462706
SLUGbitcoin-above-62k-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME291.47k USD 24h
LIQUIDITY128.11k 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%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.00% · worst -0.20% · typical |Δ| 0.15%MILD BULLISH +2.40%BEST+1.00%5hWORST-0.20%21hTYPICAL |Δ|0.15%mean absoluteCUMULATIVE+2.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.19% · Σ +1.30%EUROPE · 08-16 UTCμ +0.11% · Σ +0.90%US · 16-24 UTCμ +0.03% · Σ +0.20%CUMULATIVE Δ PATH · final +2.40%+2.40%-0.10%-0.10% · 1h-0.10% · 1h-0.10%1h0.40% · 2h0.40% · 2h0.40%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h★ BEST0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.50% · 8h0.50% · 8h0.50%8h0.35% · 9h0.35% · 9h0.35%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.05% · 11h0.05% · 11h0.05%11h-0.05% · 12h-0.05% · 12h-0.05%12h0.00% · 13h0.00% · 13h·13h-0.05% · 14h-0.05% · 14h-0.05%14h0.15% · 15h0.15% · 15h0.15%15h0.10% · 16h0.10% · 16h0.10%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.10% · 18h0.10% · 18h0.10%18h0.00% · 19h0.00% · 19h·19h0.10% · 20h0.10% · 20h0.10%20h-0.20% · 21h-0.20% · 21h-0.20%21h▼ WORST0.10% · 22h0.10% · 22h0.10%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.30%)RUNSup max 2 · down max 1BREADTH46% up · 25% down · 29% flat
11 up bars · 6 down · best 1.00% · worst -0.20% · typical |Δ| 0.146%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +2.42% · SHALLOW DDFINAL+2.42%MAX DD-0.20%RECOVERYONGOING · 4 barsMAX RUN-UP+2.42%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 1.0242 · peak 1.0242 · range [0.9990, 1.0242]1.02420.9990break-even = 1★ PEAK 1.0242UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 4 total#1 -0.20%bar 22-25 · 4 bars · ONGOING#2 -0.10%bar 2-2 · 1 bars · recovered#3 -0.10%bar 18-20 · 3 bars · recoveredDD SEVERITYshallow (max -0.20%)RECOVERYongoing · 4 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 1.0242 (2.42%) · max DD -0.20% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +17 / −0 (89% positive) · μ=37.19 · σ=23.21PROFITABLE STRATEGYLAST 13.34 (-1.03σ vs μ)72.0536.030.00-36.03-72.05μ = 37.1948.1148.1153.4953.4955.9355.9372.0572.0568.7168.7158.4758.4753.3753.3753.3753.3724.9624.969.749.7438.2138.218.048.0431.7331.7331.7331.7359.5159.510.000.000.000.0025.7625.7613.3413.34v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 13.343 · range [0.00, 72.05] · μ 37.186 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=19.4385 · σ=12.5368 · range [7.4973, 39.4507] · R²=0.728▼ FALLING -72.26%σ EXTREME 64.49%LAST 10.941739.450731.462423.474015.48577.4973μ = 19.4385max 39.4507min 7.4973dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 10.94% · range [7.50%, 39.45%] · μ 19.44% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.267 · σ=0.254MEAN-REVERSIONLAST -0.467 (-0.79σ vs μ)0.6250.3130.000-0.313-0.625μ = -0.267-0.439-0.439-0.345-0.345-0.357-0.357-0.477-0.477-0.225-0.2250.0840.0840.0780.0780.3470.347-0.181-0.181-0.379-0.3790.0670.067-0.090-0.090-0.351-0.351-0.454-0.454-0.338-0.338-0.500-0.500-0.625-0.625-0.424-0.424-0.467-0.467v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.467 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
68.8470
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
8.6189
p-VALUE (log scale)
0.1241
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
-2.0202
p-VALUE (log scale)
0.2874
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
0.6818
p-VALUE (log scale)
0.4954
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7609
p-VALUE (log scale)
0.0089
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
-0.7732
p-VALUE (log scale)
0.4394
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.765 ≈ 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=5.98e-6 · top T=3.43h (29.8%) · top-3 cover 64.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.1e-51.6e-51.1e-55.3e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.09e-5 · 15.2% energyperiod 24.0 · power 1.09e-5 · 15.2% energyperiod 12.0 · power 4.57e-6 · 6.4% energyperiod 12.0 · power 4.57e-6 · 6.4% energyperiod 8.0 · power 3.92e-7 · 0.5% energyperiod 8.0 · power 3.92e-7 · 0.5% energyperiod 6.0 · power 8.23e-7 · 1.1% energyperiod 6.0 · power 8.23e-7 · 1.1% energyperiod 4.8 · power 3.35e-6 · 4.7% energyperiod 4.8 · power 3.35e-6 · 4.7% energyperiod 4.0 · power 1.85e-6 · 2.6% energyperiod 4.0 · power 1.85e-6 · 2.6% energyperiod 3.4 · power 2.14e-5 · 29.8% energyperiod 3.4 · power 2.14e-5 · 29.8% energyperiod 3.0 · power 1.38e-5 · 19.2% energyperiod 3.0 · power 1.38e-5 · 19.2% energyperiod 2.7 · power 7.32e-6 · 10.2% energyperiod 2.7 · power 7.32e-6 · 10.2% energyperiod 2.4 · power 1.83e-6 · 2.5% energyperiod 2.4 · power 1.83e-6 · 2.5% energyperiod 2.2 · power 5.53e-6 · 7.7% energyperiod 2.2 · power 5.53e-6 · 7.7% energyperiod 2.0 · power 4.17e-8 · 0.1% energyperiod 2.0 · power 4.17e-8 · 0.1% energy50% by T=3.4h#1 dominantT=3.43h#2T=3.00h#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 ≈ 3.43h (freq 0.292) · concentrates 29.8% of total energy · Σ|X̂|²/n = 7.177e-5

▸ Depth section using sovereign-store price series (3830 bars · effective 1752908 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 0.016pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0005 · n = 3830✓ n = 3830
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.016pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3830
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
0.3pp
peak 100.0¢ → trough 99.7¢
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
24263007049311544381149874427246491010362852457986556661717075902445320044187
NO token ID
41864523372202600045662802580468115995435401217414770171466940334945492803241
Snapshot fetched
2026-06-14 16:11:38 UTC
Snapshot age
106ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:11:38 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
36ceaf30af5a44fa86e436f9b6c956fb8c4bc23590cb02de41b47519a93ac6d7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,064HL PERPETH-USD perpetual$1,664HL PERPHYPE-USD perpetual$60.37

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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-62k-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 3,830 barsperiods/year ≈ 1.75M
Realized vol (annualised)
20.98%
σ per bar = 0.000158
Mean return (annualised)
972.10%
μ per bar = 0.000006
Sharpe (rf=0)
46.33
annualised; risk-free assumed zero
Max drawdown
0.25%
peak 1.00 → trough 1.00 over 214 bars

/api/asset/pm-bitcoin-above-62k-on-june-14-2026/risk · same metrics, JSON