POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 15?

YES · live
91.8¢
NO · live
8.3¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
109.93%
max drawdown
5.78%
sharpe
—
ulcer index
2.63%
RMS drawdown
pain index
1.66%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.67%
cond. drawdown
gain/pain
0.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.43
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
1291
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
91.8¢
NO · live
8.3¢
YES price · live 24h
n=25 · μ=0.9474 · σ=0.0180 · range [0.9150, 0.9685] · R²=0.011▲ RISING +0.27%σ NORMAL 1.90%LAST 0.91750.96850.95510.94180.92840.9150μ = 0.9474max 0.9685min 0.9150dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 91.75¢
YES / NO split · live
YES 91.8%NO 8.3%YES91.8%91.75¢ · odds 1/1.09
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.411 / 1.00 bits (41%) · informative — one side favoured
YES
91.8%91.8¢1.09×▬ +0.00pp
NO
8.3%8.3¢12.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,275 · μ=53.1 · σ=81.0 · CV=1.53BURSTY · concentratedcumulative energy ↗ · 50% by h=17089177266355μ = 5335550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1275bp moved · peak 355bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
91.75¢ (91.75%)
▼NO mid
8.25¢ (8.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$50.8k
≋liquidity $
$25.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9474 · σ=0.0180 · range [0.9150, 0.9685] · R²=0.011▲ RISING +0.27%σ NORMAL 1.90%LAST 0.91750.96850.95510.94180.92840.9150μ = 0.9474max 0.9685min 0.9150dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 91.75¢
NO price · CLOB mid
n=25 · μ=0.0526 · σ=0.0180 · range [0.0315, 0.0850] · R²=0.011▼ FALLING -2.94%σ EXTREME 34.18%LAST 0.08250.08500.07160.05830.04490.0315μ = 0.0526max 0.0850min 0.0315dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 8.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0091 · skew=-1.56 (left-skewed) · kurt=5.06 (leptokurtic (fat tails))14117401-3.27ppbin -3.27pp · n=1 · 7.1% peakbin -3.27pp · n=1 · 7.1% peak-2.72pp-2.16pp-1.61pp1-1.05ppbin -1.05pp · n=1 · 7.1% peakbin -1.05pp · n=1 · 7.1% peak3-0.50ppbin -0.50pp · n=3 · 21.4% peakbin -0.50pp · n=3 · 21.4% peak140.06ppbin 0.06pp · n=14 · 100.0% peakbin 0.06pp · n=14 · 100.0% peak10.61ppbin 0.61pp · n=1 · 7.1% peakbin 0.61pp · n=1 · 7.1% peak31.17ppbin 1.17pp · n=3 · 21.4% peakbin 1.17pp · n=3 · 21.4% peak11.72ppbin 1.72pp · n=1 · 7.1% peakbin 1.72pp · 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=-1.70 · kurt=6.05 · near 11 / mid 12 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=25LEFT-SKEWED (G₁=-0.87)
μ MEAN94.74¢95% CI: [94.04¢, 95.45¢]
σ STD DEV1.80ppσ² = 3.229 · CV = 1.90%
med MEDIAN95.50¢Q₁ 94.50¢ · Q₃ 95.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.35pp · IQR 1.25pp (1.349σ→2.42pp)
min 91.50¢Q₁ 94.50¢med 95.50¢Q₃ 95.75¢max 96.85¢μ
SKEWNESS · G₁-0.869left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.849mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.42
σ × 1.349 ↔ IQRdiverges from normalratio = 1.94
range ↔ σconcentrated (range < 4σ)range / σ = 2.98
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+0.191within white-noise band
ρ(2) AUTOCORR+0.254lag-2 not significant
H · HURST EXPONENT1.051strongly persistent
OLS TREND · t-STAT+0.498fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.051
H = 1.051STRONGLY 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+0.191k=2+0.254k=3-0.012k=4-0.023k=5-0.2110+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|=0.50)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.50)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 ID2471069
SLUGbitcoin-above-62k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (92¢)
PRIMARY · YES91.75¢implied prob 91.75% · decimal odds 1.09×
COUNTER · NO8.25¢implied prob 8.25% · decimal odds 12.12×
91.75¢
8.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME50.80k USD 24h
LIQUIDITY25.01k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (92¢)|primary − counter| = 0.835 · entropy 0.411 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 91.8%NO 8.3%YES p̂91.8%H = 0.411 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.09×(92¢)NO12.12×(8¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.411 bits (41% 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 2026-06-15 16:00 UTC
0days
23hrs
48min
23.8 hours·θ = 8.803 pp/day
YES →$1.00(P = 91.8%)
NO →$0.00(P = 8.3%)
current: $0.9175 · expected return per side: $0.08 on YES hit · $0.92 on NO hit
0%25%50%75%100%YES $1NO $0NOW+11.9hRESOLVESP projection · σ=1.80% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.803 pp/day
now23.81h left
8.803 pp/day×1.00
−25%17.86h left
10.165 pp/day×1.15
−50%11.91h left
12.450 pp/day×1.41
−75%5.95h left
17.607 pp/day×2.00
−90%2.38h left
27.839 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 2.00% · worst -3.55% · typical |Δ| 0.53%MILD BULLISH +0.25%BEST+2.00%3hWORST-3.55%22hTYPICAL |Δ|0.53%mean absoluteCUMULATIVE+0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.57% · Σ +4.00%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ -0.46% · Σ -3.70%CUMULATIVE Δ PATH · final +0.25%+5.35%0.00%0.00% · 1h0.00% · 1h·1h1.00% · 2h1.00% · 2h1.00%2h2.00% · 3h2.00% · 3h2.00%3h★ BEST0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.55% · 9h0.55% · 9h0.55%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h-0.60% · 12h-0.60% · 12h-0.60%12h0.25% · 13h0.25% · 13h0.25%13h-0.45% · 14h-0.45% · 14h-0.45%14h0.20% · 15h0.20% · 15h0.20%15h0.30% · 16h0.30% · 16h0.30%16h1.00% · 17h1.00% · 17h1.00%17h0.10% · 18h0.10% · 18h0.10%18h-0.20% · 19h-0.20% · 19h-0.20%19h-0.95% · 20h-0.95% · 20h-0.95%20h-0.50% · 21h-0.50% · 21h-0.50%21h-3.55% · 22h-3.55% · 22h-3.55%22h▼ WORST0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+4.00%)RUNSup max 4 · down max 4BREADTH42% up · 25% down · 33% flat
10 up bars · 6 down · best 2.00% · worst -3.55% · typical |Δ| 0.531%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.14%FINAL+0.14%MAX DD-5.13%RECOVERYONGOING · 6 barsMAX RUN-UP+5.45%UNDERWATER11/25 (44%)STREAK▬ 0EQUITY CURVE · end 1.0014 · peak 1.0545 · range [1.0000, 1.0545]1.05451.0000break-even = 1★ PEAK 1.0545UNDERWATER DRAWDOWN · max -5.13% · significant0%-5.13%▼ TROUGH -5.13%TOP DRAWDOWN PERIODS · 2 total#1 -5.13%bar 20-25 · 6 bars · ONGOING#2 -0.80%bar 13-17 · 5 bars · recoveredDD SEVERITYsignificant (max -5.13%)RECOVERYongoing · 6 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 1.0014 (0.14%) · max DD -5.13% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=13.92 · σ=42.10MIXED EDGELAST -57.81 (-1.70σ vs μ)76.4238.210.00-38.21-76.42μ = 13.9276.4276.4276.4276.4255.9355.9356.9256.9256.9256.9238.2138.21-2.14-2.148.238.23-9.11-9.11-26.91-26.91-12.16-12.1618.8818.8847.0347.0329.8529.8510.9710.97-5.77-5.77-41.28-41.28-56.15-56.15-57.81-57.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -57.807 · range [-57.81, 76.42] · μ 13.919 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=62.1530 · σ=36.1260 · range [21.0155, 145.0167] · R²=0.235▲ RISING +68.55%σ EXTREME 58.12%LAST 128.8078145.0167114.016483.016152.015821.0155μ = 62.1530max 145.0167min 21.0155dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 128.81% · range [21.02%, 145.02%] · μ 62.15% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.157 · σ=0.266MEAN-REVERSIONLAST -0.296 (-0.52σ vs μ)0.7310.3660.000-0.366-0.731μ = -0.157-0.333-0.333-0.133-0.133-0.214-0.214-0.360-0.360-0.231-0.231-0.233-0.2330.0070.007-0.208-0.208-0.304-0.304-0.731-0.731-0.439-0.439-0.025-0.025-0.039-0.0390.0580.0580.2610.2610.4560.4560.0830.083-0.307-0.307-0.296-0.296v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.296 · |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
74.5611
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
4.3029
p-VALUE (log scale)
0.5083
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
-1.4979
p-VALUE (log scale)
0.5343
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
-0.8321
p-VALUE (log scale)
0.4054
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1981
p-VALUE (log scale)
0.3601
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
1.7814
p-VALUE (log scale)
0.0748
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.542 ≈ 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=1.04e-4 · top T=12.00h (24.5%) · top-3 cover 64.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.0e-42.3e-41.5e-47.6e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.17e-4 · 9.4% energyperiod 24.0 · power 1.17e-4 · 9.4% energyperiod 12.0 · power 3.05e-4 · 24.5% energyperiod 12.0 · power 3.05e-4 · 24.5% energyperiod 8.0 · power 1.96e-4 · 15.7% energyperiod 8.0 · power 1.96e-4 · 15.7% energyperiod 6.0 · power 2.09e-6 · 0.2% energyperiod 6.0 · power 2.09e-6 · 0.2% energyperiod 4.8 · power 5.33e-6 · 0.4% energyperiod 4.8 · power 5.33e-6 · 0.4% energyperiod 4.0 · power 1.15e-5 · 0.9% energyperiod 4.0 · power 1.15e-5 · 0.9% energyperiod 3.4 · power 9.86e-5 · 7.9% energyperiod 3.4 · power 9.86e-5 · 7.9% energyperiod 3.0 · power 1.01e-4 · 8.1% energyperiod 3.0 · power 1.01e-4 · 8.1% energyperiod 2.7 · power 7.32e-5 · 5.9% energyperiod 2.7 · power 7.32e-5 · 5.9% energyperiod 2.4 · power 8.73e-6 · 0.7% energyperiod 2.4 · power 8.73e-6 · 0.7% energyperiod 2.2 · power 2.27e-5 · 1.8% energyperiod 2.2 · power 2.27e-5 · 1.8% energyperiod 2.0 · power 3.05e-4 · 24.4% energyperiod 2.0 · power 3.05e-4 · 24.4% energy50% by T=4.8h#1 dominantT=12.00h#2T=2.00h#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 ≈ 12.00h (freq 0.083) · concentrates 24.5% of total energy · Σ|X̂|²/n = 1.246e-3

▸ Depth section using sovereign-store price series (1291 bars · effective 1753005 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 1.0 d · σ/bar 0.083pp · expected |Δp| over horizon 0.41ppterminal variance p(1−p) = 0.0757 · n = 1291✓ n = 1291
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.083pp
one-bar volatility · logit-free
Per-day movedaily
0.41pp
σ × √24
Per-horizon move1d
0.41pp
σ × √23.8111325
Terminal variancebinary
0.0757
p(1−p) at resolution
Current pricep
91.8¢
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 0.14pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 1291
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
5.8pp
peak 97.0¢ → trough 91.3¢
Median step
0.15pp
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
91.8%
= price
Decimal oddsEU
1.090
total return per $1
AmericanUS
-1112
risk $1112 to win $100
FractionalUK
0.09 / 1
profit per $1 risked
Profit per $100stake
+$8.99
clean dollar framing
-1000-5000+500+1000020406080100you · 91.8%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)
0.411 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.411 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.12 bit
self-information
Surprise · NO−log₂(1−p)
3.60 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
107084502403478601335782337172745293785472329716942299146977531964698311010666
NO token ID
101445939904733986617194506179863402902189601483002818785384835952716538722236
Snapshot fetched
2026-06-14 16:11:19 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:11:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ed0e679e0ab2256b87a4afb548e757666446e3a2e9aa765540c29fcf94e60d05 · 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$64,065.5HL PERPETH-USD perpetual$1,663.85HL PERPHYPE-USD perpetual$60.37

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
$219
bid $163 · ask $56
Depth within 50bp
$760
bid $179 · ask $581
Mid price
0.919500
(best bid + best ask) / 2
Spread
10.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.211
bid-heavy
Imbalance (top-5)
-0.229
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-62k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.92352443.76bp0.9260007FILLED
BUY$10.00K0.942124246.05bp0.95900020FILLED
BUY$100.00K0.990247769.41bp0.99900035PARTIAL
SELL$1.00K0.91251076.02bp0.9100007FILLED
SELL$10.00K0.907443131.12bp0.90000016FILLED
SELL$100.00K0.1940487889.64bp0.00100050PARTIAL

Risk metrics

▸ sovereign store · 1,291 barsperiods/year ≈ 1.75M
Realized vol (annualised)
117.51%
σ per bar = 0.000888
Mean return (annualised)
-5798.93%
μ per bar = -0.000033
Sharpe (rf=0)
-49.35
annualised; risk-free assumed zero
Max drawdown
5.78%
peak 0.97 → trough 0.91 over 825 bars

/api/asset/pm-bitcoin-above-62k-on-june-15-2026/risk · same metrics, JSON