POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 18?

YES · live
98.5¢
NO · live
1.6¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-18-2026 · fresh · feed 4s old
24h sparkline · 60 pts▲ 3.04%
realized vol (ann.)
91.24%
max drawdown
4.25%
sharpe
—
ulcer index
1.62%
RMS drawdown
pain index
1.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.67%
cond. drawdown
gain/pain
1.19
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.19
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
3.04%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +3.04%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.2s⏱--:--:-- 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
98.5¢
NO · live
1.6¢
YES price · live 24h
n=25 · μ=0.9685 · σ=0.0176 · range [0.9175, 0.9875] · R²=0.139▲ RISING +2.98%σ NORMAL 1.82%LAST 0.98400.98750.97000.95250.93500.9175μ = 0.9685max 0.9875min 0.9175dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 98.40¢
YES / NO split · live
YES 98.5%NO 1.6%YES98.5%98.45¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.115 / 1.00 bits (12%) · informative — one side favoured
YES
98.5%98.5¢1.02×▬ +0.00pp
NO
1.6%1.6¢64.52×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,715 · μ=113.1 · σ=136.0 · CV=1.20BURSTY · concentratedcumulative energy ↗ · 50% by h=110163325488650μ = 11365050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2715bp moved · peak 650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.2s
▲YES mid
98.45¢ (98.45%)
▼NO mid
1.55¢ (1.55%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$237.9k
≋liquidity $
$34.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9685 · σ=0.0176 · range [0.9175, 0.9875] · R²=0.139▲ RISING +2.98%σ NORMAL 1.82%LAST 0.98400.98750.97000.95250.93500.9175μ = 0.9685max 0.9875min 0.9175dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 98.40¢
NO price · CLOB mid
n=25 · μ=0.0315 · σ=0.0176 · range [0.0125, 0.0825] · R²=0.139▼ FALLING -64.04%σ EXTREME 56.04%LAST 0.01600.08250.06500.04750.03000.0125μ = 0.0315max 0.0825min 0.0125dataMA(5)OLS R²=0.14μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 1.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0010 · σ=0.0167 · skew=-2.06 (left-skewed) · kurt=5.30 (leptokurtic (fat tails))754201-6.06ppbin -6.06pp · n=1 · 14.3% peakbin -6.06pp · n=1 · 14.3% peak-5.18pp-4.30pp-3.42pp1-2.54ppbin -2.54pp · n=1 · 14.3% peakbin -2.54pp · n=1 · 14.3% peak-1.66pp5-0.78ppbin -0.78pp · n=5 · 71.4% peakbin -0.78pp · n=5 · 71.4% peak60.10ppbin 0.10pp · n=6 · 85.7% peakbin 0.10pp · n=6 · 85.7% peak70.98ppbin 0.98pp · n=7 · 100.0% peakbin 0.98pp · n=7 · 100.0% peak41.86ppbin 1.86pp · n=4 · 57.1% peakbin 1.86pp · n=4 · 57.1% 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=-2.23 · kurt=6.22 · near 15 / mid 8 / 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=-1.76σsample ↓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=-1.07)
μ MEAN96.85¢95% CI: [96.16¢, 97.55¢]
σ STD DEV1.76ppσ² = 3.108 · CV = 1.82%
med MEDIAN97.65¢Q₁ 95.55¢ · Q₃ 98.15¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.00pp · IQR 2.60pp (1.349σ→2.38pp)
min 91.75¢Q₁ 95.55¢med 97.65¢Q₃ 98.15¢max 98.75¢μ
SKEWNESS · G₁-1.066left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.545mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.45
σ × 1.349 ↔ IQRconsistent with normalratio = 0.91
range ↔ σconcentrated (range < 4σ)range / σ = 3.97
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.129within white-noise band
ρ(2) AUTOCORR-0.129lag-2 not significant
H · HURST EXPONENT0.984strongly persistent
OLS TREND · t-STAT+1.931fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.984
H = 0.984STRONGLY 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=1-0.129k=2-0.129k=3-0.031k=4-0.323k=5+0.0750+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]MARGINAL @ 10% (|t|=1.93)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.93)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 ID2506697
SLUGbitcoin-above-62k-on-june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (98¢)
PRIMARY · YES98.45¢implied prob 98.45% · decimal odds 1.02×
COUNTER · NO1.55¢implied prob 1.55% · decimal odds 64.52×
98.45¢
1.55¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME237.90k USD 24h
LIQUIDITY34.86k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (98¢)|primary − counter| = 0.969 · entropy 0.115 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 98.5%NO 1.6%YES p̂98.5%H = 0.115 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.02×(98¢)NO64.52×(2¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.115 bits (12% 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 2026-06-18 16:00 UTC
0days
06hrs
08min
6.1 hours·θ = 8.637 pp/day
YES →$1.00(P = 98.5%)
NO →$0.00(P = 1.5%)
current: $0.9845 · expected return per side: $0.02 on YES hit · $0.98 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.1hRESOLVESP projection · σ=1.76% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.637 pp/day
now6.15h left
8.637 pp/day×1.00
−25%4.61h left
9.973 pp/day×1.15
−50%3.07h left
12.214 pp/day×1.41
−75%1.54h left
17.273 pp/day×2.00
−90%0.61h left
27.311 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 2.30% · worst -6.50% · typical |Δ| 1.13%BULLISH SESSION +2.85%BEST+2.30%14hWORST-6.50%10hTYPICAL |Δ|1.13%mean absoluteCUMULATIVE+2.85%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.37% · Σ +2.60%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ +0.08% · Σ +0.60%CUMULATIVE Δ PATH · final +2.85%+3.20%-3.80%-0.10% · 1h-0.10% · 1h-0.10%1h-0.60% · 2h-0.60% · 2h-0.60%2h0.85% · 3h0.85% · 3h0.85%3h1.95% · 4h1.95% · 4h1.95%4h-0.80% · 5h-0.80% · 5h-0.80%5h0.95% · 6h0.95% · 6h0.95%6h0.35% · 7h0.35% · 7h0.35%7h-0.10% · 8h-0.10% · 8h-0.10%8h0.20% · 9h0.20% · 9h0.20%9h-6.50% · 10h-6.50% · 10h-6.50%10h▼ WORST2.05% · 11h2.05% · 11h2.05%11h1.75% · 12h1.75% · 12h1.75%12h0.70% · 13h0.70% · 13h0.70%13h2.30% · 14h2.30% · 14h2.30%14h★ BEST-0.40% · 15h-0.40% · 15h-0.40%15h0.10% · 16h0.10% · 16h0.10%16h0.30% · 17h0.30% · 17h0.30%17h-0.60% · 18h-0.60% · 18h-0.60%18h-2.70% · 19h-2.70% · 19h-2.70%19h1.00% · 20h1.00% · 20h1.00%20h1.20% · 21h1.20% · 21h1.20%21h0.70% · 22h0.70% · 22h0.70%22h0.60% · 23h0.60% · 23h0.60%23h-0.35% · 24h-0.35% · 24h-0.35%24hTIME PATTERNAsia-led (+2.60%)RUNSup max 4 · down max 2BREADTH63% up · 38% down
15 up bars · 9 down · best 2.30% · worst -6.50% · typical |Δ| 1.131%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +2.51%FINAL+2.51%MAX DD-6.50%RECOVERYONGOING · 4 barsMAX RUN-UP+2.87%UNDERWATER17/25 (68%)STREAK↘ 1EQUITY CURVE · end 1.0251 · peak 1.0287 · range [0.9603, 1.0287]1.02870.9603break-even = 1★ PEAK 1.0287UNDERWATER DRAWDOWN · max -6.50% · significant0%-6.50%▼ TROUGH -6.50%TOP DRAWDOWN PERIODS · 6 total#1 -6.50%bar 11-14 · 4 bars · recovered#2 -3.29%bar 16-23 · 8 bars · recovered#3 -0.80%bar 6-6 · 1 bars · recoveredDD SEVERITYsignificant (max -6.50%)RECOVERYongoing · 15 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0251 (2.51%) · max DD -6.50% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=13.69 · σ=34.22MIXED EDGELAST 4.81 (-0.26σ vs μ)91.2545.630.00-45.63-91.25μ = 13.6933.1833.1840.7740.7752.6652.6642.2442.24-33.31-33.31-15.69-15.69-11.23-11.23-9.42-9.422.352.35-0.47-0.4791.2591.2571.6871.6835.8935.89-9.66-9.66-28.31-28.31-7.68-7.68-1.07-1.072.112.114.814.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 4.806 · range [-33.31, 91.25] · μ 13.689 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=170.4076 · σ=87.4209 · range [88.1359, 311.6957] · R²=0.017▲ RISING +38.10%σ EXTREME 51.30%LAST 136.7174311.6957255.8058199.9158144.025888.1359μ = 170.4076max 311.6957min 88.1359dataMA(3)OLS R²=0.02μ lineμ ± σ bandmaxmin
latest 136.72% · range [88.14%, 311.70%] · μ 170.41% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.181 · σ=0.187MEAN-REVERSIONLAST -0.067 (+0.61σ vs μ)0.5400.2700.000-0.270-0.540μ = -0.181-0.318-0.318-0.444-0.444-0.435-0.435-0.540-0.540-0.036-0.036-0.385-0.385-0.263-0.263-0.217-0.217-0.145-0.145-0.139-0.139-0.069-0.069-0.161-0.161-0.107-0.1070.0290.029-0.315-0.315-0.027-0.0270.0710.0710.1260.126-0.067-0.067v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.067 · |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
87.2738
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
4.3885
p-VALUE (log scale)
0.4964
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
-2.6920
p-VALUE (log scale)
0.0790
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
0.3350
p-VALUE (log scale)
0.7377
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2288
p-VALUE (log scale)
0.3064
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
-0.6340
p-VALUE (log scale)
0.5261
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.807 ≈ 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=3.04e-4 · top T=8.00h (20.7%) · top-3 cover 52.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.6e-45.7e-43.8e-41.9e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.03e-5 · 0.3% energyperiod 24.0 · power 1.03e-5 · 0.3% energyperiod 12.0 · power 2.06e-4 · 5.6% energyperiod 12.0 · power 2.06e-4 · 5.6% energyperiod 8.0 · power 7.57e-4 · 20.7% energyperiod 8.0 · power 7.57e-4 · 20.7% energyperiod 6.0 · power 2.07e-5 · 0.6% energyperiod 6.0 · power 2.07e-5 · 0.6% energyperiod 4.8 · power 5.05e-4 · 13.8% energyperiod 4.8 · power 5.05e-4 · 13.8% energyperiod 4.0 · power 2.76e-4 · 7.6% energyperiod 4.0 · power 2.76e-4 · 7.6% energyperiod 3.4 · power 1.23e-4 · 3.4% energyperiod 3.4 · power 1.23e-4 · 3.4% energyperiod 3.0 · power 3.94e-4 · 10.8% energyperiod 3.0 · power 3.94e-4 · 10.8% energyperiod 2.7 · power 5.92e-4 · 16.2% energyperiod 2.7 · power 5.92e-4 · 16.2% energyperiod 2.4 · power 5.55e-4 · 15.2% energyperiod 2.4 · power 5.55e-4 · 15.2% energyperiod 2.2 · power 2.02e-4 · 5.5% energyperiod 2.2 · power 2.02e-4 · 5.5% energyperiod 2.0 · power 1.13e-5 · 0.3% energyperiod 2.0 · power 1.13e-5 · 0.3% energy50% by T=3.4h#1 dominantT=8.00h#2T=2.67h#3T=2.40hT=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 ≈ 8.00h (freq 0.125) · concentrates 20.7% of total energy · Σ|X̂|²/n = 3.650e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 0.093pp · expected |Δp| over horizon 0.23ppterminal variance p(1−p) = 0.0153 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.093pp
one-bar volatility · logit-free
Per-day movedaily
0.46pp
σ × √24
Per-horizon move0d
0.23pp
σ × √6.147253888888889
Terminal variancebinary
0.0153
p(1−p) at resolution
Current pricep
98.5¢
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 0.15pp · ES₉₅ 0.19pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 5000
VaR 95%
0.15pp
1.645·σ (parametric) of Δp
ES 95%
0.19pp
mean of the tail
Max drawdown
8.0pp
peak 98.7¢ → trough 90.8¢
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
98.5%
= price
Decimal oddsEU
1.016
total return per $1
AmericanUS
-6352
risk $6352 to win $100
FractionalUK
0.02 / 1
profit per $1 risked
Profit per $100stake
+$1.57
clean dollar framing
-1000-5000+500+1000020406080100you · 98.5%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)
0.115 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.115 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.02 bit
self-information
Surprise · NO−log₂(1−p)
6.01 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
57998324915057782809941662096016445875051562505867680305362880058800795058240
NO token ID
88540213069213100882172214377779458677492017241592892809889427774286197943669
Snapshot fetched
2026-06-18 09:51:05 UTC
Snapshot age
4.2s
History points
25 CLOB mids
Page rendered
2026-06-18 09:51:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
91d24424bcea1278eb4978a75f00d99c78b09b1e25bb11c0cab9811239e4541b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.3¢HL PREDCanada76.0¢HL PREDSwitzerland62.5¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,218HL PERPHYPE-USD perpetual$71.84HL PERPETH-USD perpetual$1,746.7

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
$5.16K
bid $2.80K · ask $2.36K
Mid price
0.984000
(best bid + best ask) / 2
Spread
20.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.210
bid-heavy
Imbalance (top-5)
-0.350
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-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.98677528.20bp0.9870002FILLED
BUY$10.00K0.98963457.26bp0.9910006FILLED
BUY$100.00K0.997265134.81bp0.99900014PARTIAL
SELL$1.00K0.98227917.49bp0.9820002FILLED
SELL$10.00K0.97701670.98bp0.9750009FILLED
SELL$100.00K0.2744437210.95bp0.00100076PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
129.45%
σ per bar = 0.000978
Mean return (annualised)
520.15%
μ per bar = 0.000003
Sharpe (rf=0)
4.02
annualised; risk-free assumed zero
Max drawdown
8.01%
peak 0.99 → trough 0.91 over 217 bars

/api/asset/pm-bitcoin-above-62k-on-june-18-2026/risk · same metrics, JSON