POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 16?

YES · live
98.3¢
NO · live
1.8¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-16-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
43.39%
max drawdown
0.61%
sharpe
ulcer index
0.40%
RMS drawdown
pain index
0.35%
mean drawdown
mod. VaR 95%
0.04%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.61%
cond. drawdown
gain/pain
0.53
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.53
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
276
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-16-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH5ms--:--:-- 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
98.3¢
NO · live
1.8¢
YES price · live 24h
n=25 · μ=0.9107 · σ=0.0422 · range [0.8450, 0.9870] · R²=0.051 RISING +7.28%σ NORMAL 4.64%LAST 0.98700.98700.95150.91600.88050.8450μ = 0.9107max 0.9870min 0.8450dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 98.70¢
YES / NO split · live
YES 98.3%NO 1.8%YES98.3%98.25¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.127 / 1.00 bits (13%) · informative — one side favoured
YES
98.3%98.3¢1.02× +0.00pp
NO
1.8%1.8¢57.14× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,270 · μ=136.3 · σ=195.6 · CV=1.44BURSTY · concentratedcumulative energy ↗ · 50% by h=150200400600800μ = 13680050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3270bp moved · peak 800bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5ms
YES mid
98.25¢ (98.25%)
NO mid
1.75¢ (1.75%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$25.4k
liquidity $
$17.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9107 · σ=0.0422 · range [0.8450, 0.9870] · R²=0.051 RISING +7.28%σ NORMAL 4.64%LAST 0.98700.98700.95150.91600.88050.8450μ = 0.9107max 0.9870min 0.8450dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 98.70¢
NO price · CLOB mid
n=25 · μ=0.0893 · σ=0.0422 · range [0.0130, 0.1550] · R²=0.051 FALLING -83.75%σ EXTREME 47.32%LAST 0.01300.15500.11950.08400.04850.0130μ = 0.0893max 0.1550min 0.0130dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 1.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0052 · σ=0.0225 · skew=0.55 (right-skewed) · kurt=2.23 (leptokurtic (fat tails))1186301-4.83ppbin -4.83pp · n=1 · 9.1% peakbin -4.83pp · n=1 · 9.1% peak-3.48pp3-2.13ppbin -2.13pp · n=3 · 27.3% peakbin -2.13pp · n=3 · 27.3% peak3-0.78ppbin -0.78pp · n=3 · 27.3% peakbin -0.78pp · n=3 · 27.3% peak110.57ppbin 0.57pp · n=11 · 100.0% peakbin 0.57pp · n=11 · 100.0% peak31.92ppbin 1.92pp · n=3 · 27.3% peakbin 1.92pp · n=3 · 27.3% peak23.27ppbin 3.27pp · n=2 · 18.2% peakbin 3.27pp · n=2 · 18.2% peak4.62pp5.97pp17.32ppbin 7.32pp · n=1 · 9.1% peakbin 7.32pp · n=1 · 9.1% 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=0.93 · kurt=3.83 · near 11 / mid 12 / far 1 · OLS slope=0.93 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN91.07¢95% CI: [89.42¢, 92.73¢]
σ STD DEV4.22ppσ² = 17.839 · CV = 4.64%
med MEDIAN91.00¢Q₁ 88.50¢ · Q₃ 92.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 84.50¢Q₁ 88.50¢med 91.00¢Q₃ 92.50¢max 98.70¢μ
SKEWNESS · G₁0.177approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.754mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRdiverges from normalratio = 1.42
range ↔ σconcentrated (range < 4σ)range / σ = 3.36
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+0.120within white-noise band
ρ(2) AUTOCORR+0.223lag-2 not significant
H · HURST EXPONENT1.135strongly persistent
OLS TREND · t-STAT+1.108fails 5% test
HURST EXPONENT [0, 1]
H = 1.135STRONGLY 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+0.120k=2+0.223k=3-0.005k=4-0.129k=5-0.1400+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 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|=1.11)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 ID2479541
SLUGbitcoin-above-62k-on-june-16-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES98.25¢implied prob 98.25% · decimal odds 1.02×
COUNTER · NO1.75¢implied prob 1.75% · decimal odds 57.14×
98.25¢
1.75¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME25.44k USD 24h
LIQUIDITY17.05k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (98¢)|primary − counter| = 0.965 · entropy 0.127 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 98.3%NO 1.8%YES98.3%H = 0.127 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.02×(98¢)NO57.14×(2¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.127 bits (13% 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 · MEDIUMresolves 2026-06-16 16:00 UTC
1days
14hrs
11min
YES$1.00(P = 98.3%)
NO$0.00(P = 1.7%)
current: $0.9825 · expected return per side: $0.02 on YES hit · $0.98 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.8dRESOLVESP projection · σ=4.22% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 20.692 pp/day
now1.59d left
20.692 pp/day×1.00
−25%1.19d left
23.893 pp/day×1.15
−50%19.09h left
29.262 pp/day×1.41
−75%9.55h left
41.383 pp/day×2.00
−90%3.82h left
65.433 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 8.00% · worst -5.50% · typical |Δ| 1.36%MILD BULLISH +6.70%BEST+8.00%20hWORST-5.50%13hTYPICAL |Δ|1.36%mean absoluteCUMULATIVE+6.70%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.21% · Σ -1.50%EUROPE · 08-16 UTCμ -0.50% · Σ -4.00%US · 16-24 UTCμ +1.49% · Σ +11.90%CUMULATIVE Δ PATH · final +6.70%+6.70%-7.50%-0.50% · 1h-0.50% · 1h-0.50%1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%3h0.50% · 4h0.50% · 4h0.50%4h-0.50% · 5h-0.50% · 5h-0.50%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h2.00% · 8h2.00% · 8h2.00%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h-1.50% · 11h-1.50% · 11h-1.50%11h0.00% · 12h0.00% · 12h·12h-5.50% · 13h-5.50% · 13h-5.50%13h▼ WORST3.00% · 14h3.00% · 14h3.00%14h-2.00% · 15h-2.00% · 15h-2.00%15h-2.00% · 16h-2.00% · 16h-2.00%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h3.00% · 19h3.00% · 19h3.00%19h8.00% · 20h8.00% · 20h8.00%20h★ BEST1.35% · 21h1.35% · 21h1.35%21h1.55% · 22h1.55% · 22h1.55%22h0.00% · 23h0.00% · 23h·23h0.30% · 24h0.30% · 24h0.30%24hTIME PATTERNUS-led (+11.90%)RUNSup max 4 · down max 2BREADTH33% up · 29% down · 38% flat
8 up bars · 7 down · best 8.00% · worst -5.50% · typical |Δ| 1.363%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +6.24%FINAL+6.24%MAX DD-7.92%RECOVERYFULLY RECOVEREDMAX RUN-UP+6.24%UNDERWATER16/25 (64%)STREAK↗ 1EQUITY CURVE · end 1.0624 · peak 1.0624 · range [0.9251, 1.0624]1.06240.9251break-even = 1★ PEAK 1.0624UNDERWATER DRAWDOWN · max -7.92% · significant0%-7.92%▼ TROUGH -7.92%TOP DRAWDOWN PERIODS · 2 total#1 -7.92%bar 12-20 · 9 bars · recovered#2 -1.50%bar 2-8 · 7 bars · recoveredDD SEVERITYsignificant (max -7.92%)RECOVERYfully recoveredTIME UNDER WATER64% of session · 16/25 bars
final equity 1.0624 (6.24%) · max DD -7.92% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=6.42 · σ=41.32MIXED EDGELAST 74.92 (+1.66σ vs μ)74.9237.460.00-37.46-74.92μ = 6.42-44.62-44.62-30.21-30.2115.1015.1035.6335.6326.5826.587.007.007.007.00-30.67-30.67-22.39-22.39-33.30-33.30-44.78-44.78-35.76-35.76-35.76-35.7613.8613.8628.6128.6146.2446.2472.2672.2672.2672.2674.9274.92v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 74.919 · range [-44.78, 74.92] · μ 6.420 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=202.8290 · σ=101.0098 · range [48.3322, 357.2170] · R²=0.775 RISING +463.81%σ EXTREME 49.80%LAST 276.7255357.2170279.9958202.7746125.553448.3322μ = 202.8290max 357.2170min 48.3322dataMA(3)OLS R²=0.77μ lineμ ± σ bandmaxmin
latest 276.73% · range [48.33%, 357.22%] · μ 202.83% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.237 · σ=0.356MEAN-REVERSIONLAST 0.126 (+1.02σ vs μ)0.7730.3860.000-0.386-0.773μ = -0.237-0.773-0.773-0.708-0.708-0.146-0.146-0.225-0.225-0.145-0.145-0.028-0.028-0.008-0.008-0.060-0.060-0.557-0.557-0.696-0.696-0.677-0.677-0.664-0.664-0.516-0.516-0.031-0.0310.3500.3500.2110.2110.0650.065-0.015-0.0150.1260.126v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.126 · |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
29.5571
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
2.9642
p-VALUE (log scale)
0.7081
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
-0.7700
p-VALUE (log scale)
0.8233
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
-0.2513
p-VALUE (log scale)
0.8016
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1714
p-VALUE (log scale)
0.4067
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
1.4029
p-VALUE (log scale)
0.1606
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.427 ≈ 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=6.14e-4 · top T=2.00h (22.6%) · top-3 cover 56.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-31.2e-38.3e-44.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.57e-4 · 11.6% energyperiod 24.0 · power 8.57e-4 · 11.6% energyperiod 12.0 · power 1.66e-3 · 22.5% energyperiod 12.0 · power 1.66e-3 · 22.5% energyperiod 8.0 · power 2.06e-4 · 2.8% energyperiod 8.0 · power 2.06e-4 · 2.8% energyperiod 6.0 · power 6.55e-4 · 8.9% energyperiod 6.0 · power 6.55e-4 · 8.9% energyperiod 4.8 · power 3.33e-4 · 4.5% energyperiod 4.8 · power 3.33e-4 · 4.5% energyperiod 4.0 · power 1.31e-4 · 1.8% energyperiod 4.0 · power 1.31e-4 · 1.8% energyperiod 3.4 · power 6.34e-5 · 0.9% energyperiod 3.4 · power 6.34e-5 · 0.9% energyperiod 3.0 · power 7.29e-4 · 9.9% energyperiod 3.0 · power 7.29e-4 · 9.9% energyperiod 2.7 · power 7.22e-4 · 9.8% energyperiod 2.7 · power 7.22e-4 · 9.8% energyperiod 2.4 · power 2.04e-4 · 2.8% energyperiod 2.4 · power 2.04e-4 · 2.8% energyperiod 2.2 · power 1.45e-4 · 2.0% energyperiod 2.2 · power 1.45e-4 · 2.0% energyperiod 2.0 · power 1.67e-3 · 22.6% energyperiod 2.0 · power 1.67e-3 · 22.6% energy50% by T=4.8h#1 dominantT=2.00h#2T=12.00h#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 ≈ 2.00h (freq 0.500) · concentrates 22.6% of total energy · Σ|X̂|²/n = 7.368e-3

▸ Depth section using sovereign-store price series (276 bars · effective 1753590 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 1.6 d · σ/bar 0.033pp · expected |Δp| over horizon 0.20ppterminal variance p(1−p) = 0.0172 · n = 276n = 276
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.033pp
one-bar volatility · logit-free
Per-day movedaily
0.16pp
σ × √24
Per-horizon move2d
0.20pp
σ × √38.187083611111106
Terminal variancebinary
0.0172
p(1−p) at resolution
Current pricep
98.3¢
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 -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02n = 276
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.07pp
mean of the tail
Max drawdown
0.6pp
peak 98.7¢ → trough 98.0¢
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
98.3%
= price
Decimal oddsEU
1.018
total return per $1
AmericanUS
-5614
risk $5614 to win $100
FractionalUK
0.02 / 1
profit per $1 risked
Profit per $100stake
+$1.78
clean dollar framing
-1000-5000+500+1000020406080100you · 98.3%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)
0.127 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.127 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.03 bit
self-information
Surprise · NO−log₂(1−p)
5.84 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
33449711632857520295718094482954014156136636237641539547173650463500224369921
NO token ID
12333946900394468484019449612700941481223303179414347395268939278616651522920
Snapshot fetched
2026-06-15 01:48:46 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 01:48:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
2ff74b7b47b565e23ef0737a0075b8f58984af885cc06c1b393bea25ad2df759 · 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
$0
bid $0 · ask $0
Depth within 50bp
$7.03K
bid $118 · ask $6.91K
Mid price
0.987000
(best bid + best ask) / 2
Spread
60.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.305
bid-heavy
Imbalance (top-5)
-0.784
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-16-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99000030.40bp0.9900001FILLED
BUY$10.00K0.99240054.72bp0.9970007FILLED
BUY$100.00K0.997813109.55bp0.9990009PARTIAL
SELL$1.00K0.98146356.10bp0.9790006FILLED
SELL$10.00K0.7721162177.14bp0.31000032FILLED
SELL$100.00K0.1579178400.03bp0.00100047PARTIAL

Risk metrics

sovereign store · 276 barsperiods/year ≈ 1.75M
Realized vol (annualised)
44.15%
σ per bar = 0.000333
Mean return (annualised)
-2590.84%
μ per bar = -0.000015
Sharpe (rf=0)
-58.68
annualised; risk-free assumed zero
Max drawdown
0.61%
peak 0.99 → trough 0.98 over 217 bars

/api/asset/pm-bitcoin-above-62k-on-june-16-2026/risk · same metrics, JSON