POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 19?

YES · live
91.0¢
NO · live
8.9¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-19-2026 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
204.63%
max drawdown
8.70%
sharpe
—
ulcer index
4.14%
RMS drawdown
pain index
3.33%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.96%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-19-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.9s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
91.0¢
NO · live
8.9¢
YES price · live 24h
n=25 · μ=0.9284 · σ=0.0283 · range [0.8720, 0.9790] · R²=0.076▼ FALLING -1.08%σ NORMAL 3.05%LAST 0.91450.97900.95230.92550.89870.8720μ = 0.9284max 0.9790min 0.8720dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 91.45¢
YES / NO split · live
YES 91.0%NO 8.9%YES91.0%91.05¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.435 / 1.00 bits (43%) · informative — one side favoured
YES
91.0%91.0¢1.10×▬ +0.00pp
NO
8.9%8.9¢11.17×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,630 · μ=192.9 · σ=180.8 · CV=0.94BURSTYcumulative energy ↗ · 50% by h=100221443664885μ = 19388550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4630bp moved · peak 885bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.9s
▲YES mid
91.05¢ (91.05%)
▼NO mid
8.95¢ (8.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$52.4k
≋liquidity $
$14.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9284 · σ=0.0283 · range [0.8720, 0.9790] · R²=0.076▼ FALLING -1.08%σ NORMAL 3.05%LAST 0.91450.97900.95230.92550.89870.8720μ = 0.9284max 0.9790min 0.8720dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 91.45¢
NO price · CLOB mid
n=25 · μ=0.0717 · σ=0.0281 · range [0.0235, 0.1280] · R²=0.075▲ RISING +13.25%σ EXTREME 39.23%LAST 0.08550.12800.10190.07570.04960.0235μ = 0.0717max 0.1280min 0.0235dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 8.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0007 · σ=0.0248 · skew=-1.56 (left-skewed) · kurt=2.70 (leptokurtic (fat tails))754201-8.26ppbin -8.26pp · n=1 · 14.3% peakbin -8.26pp · n=1 · 14.3% peak-7.07pp-5.88pp1-4.69ppbin -4.69pp · n=1 · 14.3% peakbin -4.69pp · n=1 · 14.3% peak-3.50pp2-2.31ppbin -2.31pp · n=2 · 28.6% peakbin -2.31pp · n=2 · 28.6% peak5-1.12ppbin -1.12pp · n=5 · 71.4% peakbin -1.12pp · n=5 · 71.4% peak30.07ppbin 0.07pp · n=3 · 42.9% peakbin 0.07pp · n=3 · 42.9% peak71.26ppbin 1.26pp · n=7 · 100.0% peakbin 1.26pp · n=7 · 100.0% peak52.45ppbin 2.45pp · n=5 · 71.4% peakbin 2.45pp · n=5 · 71.4% 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=-1.61 · kurt=3.12 · near 17 / mid 6 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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 MEAN92.84¢95% CI: [91.73¢, 93.94¢]
σ STD DEV2.83ppσ² = 7.992 · CV = 3.05%
med MEDIAN93.15¢Q₁ 91.15¢ · Q₃ 94.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 10.70pp · IQR 3.60pp (1.349σ→3.81pp)
min 87.20¢Q₁ 91.15¢med 93.15¢Q₃ 94.75¢max 97.90¢μ
SKEWNESS · G₁-0.282approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.918mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRconsistent with normalratio = 1.06
range ↔ σconcentrated (range < 4σ)range / σ = 3.78
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-0.013within white-noise band
ρ(2) AUTOCORR-0.023lag-2 not significant
H · HURST EXPONENT0.991strongly persistent
OLS TREND · t-STAT-1.380fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.991
H = 0.991STRONGLY 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=1-0.013k=2-0.023k=3-0.210k=4-0.325k=5-0.1390+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|=1.38)
−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 SIGNIFICANCENOT SIGNIFICANT (|t|=1.38)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 ID2518252
SLUGbitcoin-above-62k-on-june-19-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (91¢)
PRIMARY · YES91.05¢implied prob 91.05% · decimal odds 1.10×
COUNTER · NO8.95¢implied prob 8.95% · decimal odds 11.17×
91.05¢
8.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME52.41k USD 24h
LIQUIDITY14.60k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (91¢)|primary − counter| = 0.821 · entropy 0.435 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 91.0%NO 8.9%YES p̂91.0%H = 0.435 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.10×(91¢)NO11.17×(9¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.435 bits (43% 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 2026-06-19 16:00 UTC
1days
03hrs
54min
1.16 days·θ = 13.850 pp/day
YES →$1.00(P = 91.0%)
NO →$0.00(P = 9.0%)
current: $0.9105 · expected return per side: $0.09 on YES hit · $0.91 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=2.83% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 13.850 pp/day
now1.16d left
13.850 pp/day×1.00
−25%20.93h left
15.992 pp/day×1.15
−50%13.95h left
19.586 pp/day×1.41
−75%6.98h left
27.699 pp/day×2.00
−90%2.79h left
43.796 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 3.05% · worst -8.85% · typical |Δ| 1.93%MILD BEARISH -1.00%BEST+3.05%8hWORST-8.85%7hTYPICAL |Δ|1.93%mean absoluteCUMULATIVE-1.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.75% · Σ -5.25%EUROPE · 08-16 UTCμ +0.74% · Σ +5.95%US · 16-24 UTCμ -0.25% · Σ -2.00%CUMULATIVE Δ PATH · final -1.00%+5.45%-5.25%2.95% · 1h2.95% · 1h2.95%1h-0.65% · 2h-0.65% · 2h-0.65%2h1.20% · 3h1.20% · 3h1.20%3h0.75% · 4h0.75% · 4h0.75%4h1.20% · 5h1.20% · 5h1.20%5h-1.85% · 6h-1.85% · 6h-1.85%6h-8.85% · 7h-8.85% · 7h-8.85%7h▼ WORST3.05% · 8h3.05% · 8h3.05%8h★ BEST-2.10% · 9h-2.10% · 9h-2.10%9h1.80% · 10h1.80% · 10h1.80%10h2.70% · 11h2.70% · 11h2.70%11h1.30% · 12h1.30% · 12h1.30%12h0.30% · 13h0.30% · 13h0.30%13h0.45% · 14h0.45% · 14h0.45%14h-1.55% · 15h-1.55% · 15h-1.55%15h-4.80% · 16h-4.80% · 16h-4.80%16h1.20% · 17h1.20% · 17h1.20%17h2.00% · 18h2.00% · 18h2.00%18h2.75% · 19h2.75% · 19h2.75%19h0.70% · 20h0.70% · 20h0.70%20h-1.25% · 21h-1.25% · 21h-1.25%21h-1.40% · 22h-1.40% · 22h-1.40%22h-1.20% · 23h-1.20% · 23h-1.20%23h0.30% · 24h0.30% · 24h0.30%24hTIME PATTERNEurope-led (+5.95%)RUNSup max 5 · down max 3BREADTH63% up · 38% down
15 up bars · 9 down · best 3.05% · worst -8.85% · typical |Δ| 1.929%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -1.83%FINAL-1.83%MAX DD-10.54%RECOVERYONGOING · 19 barsMAX RUN-UP+5.54%UNDERWATER20/25 (80%)STREAK↗ 1EQUITY CURVE · end 0.9817 · peak 1.0554 · range [0.9442, 1.0554]1.05540.9442break-even = 1★ PEAK 1.0554UNDERWATER DRAWDOWN · max -10.54% · significant0%-10.54%▼ TROUGH -10.54%TOP DRAWDOWN PERIODS · 2 total#1 -10.54%bar 7-25 · 19 bars · ONGOING#2 -0.65%bar 3-3 · 1 bars · recoveredDD SEVERITYsignificant (max -10.54%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9817 (-1.83%) · max DD -10.54% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=3.59 · σ=28.30MIXED EDGELAST -0.96 (-0.16σ vs μ)58.3929.190.00-29.19-58.39μ = 3.5933.7733.77-33.16-33.16-16.44-16.44-29.12-29.12-24.47-24.47-18.19-18.19-7.20-7.2058.3958.3942.0642.0653.2053.20-9.53-9.53-20.71-20.71-15.23-15.230.280.281.681.683.393.3936.8336.8313.7013.70-0.96-0.96v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.964 · range [-33.16, 58.39] · μ 3.594 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=262.0605 · σ=104.8155 · range [137.2264, 425.8721] · R²=0.300▼ FALLING -2.66%σ EXTREME 40.00%LAST 151.5158425.8721353.7107281.5492209.3878137.2264μ = 262.0605max 425.8721min 137.2264dataMA(3)OLS R²=0.30μ lineμ ± σ bandmaxmin
latest 151.52% · range [137.23%, 425.87%] · μ 262.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=0.037 · σ=0.315CLOSE TO MARTINGALELAST 0.310 (+0.87σ vs μ)0.5840.2920.000-0.292-0.584μ = 0.037-0.360-0.3600.2030.203-0.199-0.199-0.325-0.325-0.381-0.381-0.217-0.217-0.261-0.261-0.403-0.4030.0030.0030.3300.3300.3160.316-0.061-0.0610.0490.0490.2310.2310.2940.2940.0660.0660.5200.5200.5840.5840.3100.310v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.310 · |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
29.3197
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
5.2616
p-VALUE (log scale)
0.3851
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
-2.4314
p-VALUE (log scale)
0.1408
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
-0.5583
p-VALUE (log scale)
0.5767
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1614
p-VALUE (log scale)
0.4241
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
0.0722
p-VALUE (log scale)
0.9424
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.022 ≈ 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=6.89e-4 · top T=8.00h (33.1%) · top-3 cover 57.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.7e-32.0e-31.4e-36.8e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.70e-5 · 0.9% energyperiod 24.0 · power 7.70e-5 · 0.9% energyperiod 12.0 · power 3.42e-4 · 4.1% energyperiod 12.0 · power 3.42e-4 · 4.1% energyperiod 8.0 · power 2.73e-3 · 33.1% energyperiod 8.0 · power 2.73e-3 · 33.1% energyperiod 6.0 · power 1.52e-4 · 1.8% energyperiod 6.0 · power 1.52e-4 · 1.8% energyperiod 4.8 · power 9.12e-4 · 11.0% energyperiod 4.8 · power 9.12e-4 · 11.0% energyperiod 4.0 · power 2.23e-4 · 2.7% energyperiod 4.0 · power 2.23e-4 · 2.7% energyperiod 3.4 · power 6.30e-4 · 7.6% energyperiod 3.4 · power 6.30e-4 · 7.6% energyperiod 3.0 · power 6.33e-4 · 7.7% energyperiod 3.0 · power 6.33e-4 · 7.7% energyperiod 2.7 · power 5.12e-4 · 6.2% energyperiod 2.7 · power 5.12e-4 · 6.2% energyperiod 2.4 · power 1.12e-3 · 13.6% energyperiod 2.4 · power 1.12e-3 · 13.6% energyperiod 2.2 · power 8.53e-4 · 10.3% energyperiod 2.2 · power 8.53e-4 · 10.3% energyperiod 2.0 · power 7.70e-5 · 0.9% energyperiod 2.0 · power 7.70e-5 · 0.9% energy50% by T=4.8h#1 dominantT=8.00h#2T=2.40h#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 ≈ 8.00h (freq 0.125) · concentrates 33.1% of total energy · Σ|X̂|²/n = 8.263e-3

▸ Depth section using sovereign-store price series (4333 bars · effective 1752324 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 1.2 d · σ/bar 0.163pp · expected |Δp| over horizon 0.86ppterminal variance p(1−p) = 0.0815 · n = 4333✓ n = 4333
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.163pp
one-bar volatility · logit-free
Per-day movedaily
0.80pp
σ × √24
Per-horizon move1d
0.86pp
σ × √27.9082875
Terminal variancebinary
0.0815
p(1−p) at resolution
Current pricep
91.0¢
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 0.27pp · ES₉₅ 0.34pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 4333
VaR 95%
0.27pp
1.645·σ (parametric) of Δp
ES 95%
0.34pp
mean of the tail
Max drawdown
10.0pp
peak 96.9¢ → trough 87.2¢
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
91.0%
= price
Decimal oddsEU
1.098
total return per $1
AmericanUS
-1017
risk $1017 to win $100
FractionalUK
0.10 / 1
profit per $1 risked
Profit per $100stake
+$9.83
clean dollar framing
-1000-5000+500+1000020406080100you · 91.0%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)
0.435 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.435 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.14 bit
self-information
Surprise · NO−log₂(1−p)
3.48 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
68584856945243617119082956842331046373513386746015842395777582265721969142203
NO token ID
49673122848920528294383839497739579649064236844916537365826492479373411795969
Snapshot fetched
2026-06-18 12:05:12 UTC
Snapshot age
17.9s
History points
25 CLOB mids
Page rendered
2026-06-18 12:05:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4d2636007ca7bd7432660ceead2a7ff0f65cb75c339e9eab5184f5f92b7573d1 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢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$63,971HL PERPHYPE-USD perpetual$70.81HL PERPETH-USD perpetual$1,743.6

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
$554
bid $91 · ask $463
Depth within 50bp
$1.28K
bid $91 · ask $1.19K
Mid price
0.914500
(best bid + best ask) / 2
Spread
10.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.228
bid-heavy
Imbalance (top-5)
+0.802
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-19-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.91601716.59bp0.9170003FILLED
BUY$10.00K0.946637351.42bp0.96900023FILLED
BUY$100.00K0.988369807.75bp0.99900033PARTIAL
SELL$1.00K0.90854565.12bp0.9080002FILLED
SELL$10.00K0.90683183.86bp0.9050005FILLED
SELL$100.00K0.1899497922.92bp0.00100046PARTIAL

Risk metrics

▸ sovereign store · 4,333 barsperiods/year ≈ 1.75M
Realized vol (annualised)
235.62%
σ per bar = 0.001780
Mean return (annualised)
-2477.13%
μ per bar = -0.000014
Sharpe (rf=0)
-10.51
annualised; risk-free assumed zero
Max drawdown
10.02%
peak 0.97 → trough 0.87 over 2886 bars

/api/asset/pm-bitcoin-above-62k-on-june-19-2026/risk · same metrics, JSON