POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 20?

YES · live
99.7¢
NO · live
0.4¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-20-2026 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
26.51%
max drawdown
0.30%
sharpe
—
ulcer index
0.13%
RMS drawdown
pain index
0.10%
mean drawdown
mod. VaR 95%
0.01%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.30%
cond. drawdown
gain/pain
1.24
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.24
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
550
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.6s⏱--:--:-- 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
99.7¢
NO · live
0.4¢
YES price · live 24h
n=25 · μ=0.9176 · σ=0.1069 · range [0.6495, 0.9965] · R²=0.709▲ RISING +53.43%σ HIGH 11.65%LAST 0.99650.99650.90980.82300.73620.6495μ = 0.9176max 0.9965min 0.6495dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.65¢
YES / NO split · live
YES 99.7%NO 0.4%YES99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
99.7%99.7¢1.00×▬ +0.00pp
NO
0.4%0.4¢285.71×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,460 · μ=185.8 · σ=261.9 · CV=1.41BURSTY · concentratedcumulative energy ↗ · 50% by h=402815638441,125μ = 1861,12550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4460bp moved · peak 1125bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.6s
▲YES mid
99.65¢ (99.65%)
▼NO mid
0.35¢ (0.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$125.4k
≋liquidity $
$36.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9176 · σ=0.1069 · range [0.6495, 0.9965] · R²=0.709▲ RISING +53.43%σ HIGH 11.65%LAST 0.99650.99650.90980.82300.73620.6495μ = 0.9176max 0.9965min 0.6495dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.65¢
NO price · CLOB mid
n=25 · μ=0.0822 · σ=0.1065 · range [0.0035, 0.3505] · R²=0.710▼ FALLING -99.00%σ EXTREME 129.55%LAST 0.00350.35050.26370.17700.09020.0035μ = 0.0822max 0.3505min 0.0035dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0150 · σ=0.0270 · skew=1.59 (right-skewed) · kurt=3.00 (leptokurtic (fat tails))1186301-3.09ppbin -3.09pp · n=1 · 9.1% peakbin -3.09pp · n=1 · 9.1% peak-1.58pp11-0.07ppbin -0.07pp · n=11 · 100.0% peakbin -0.07pp · n=11 · 100.0% peak71.44ppbin 1.44pp · n=7 · 63.6% peakbin 1.44pp · n=7 · 63.6% peak2.95pp34.46ppbin 4.46pp · n=3 · 27.3% peakbin 4.46pp · n=3 · 27.3% peak15.97ppbin 5.97pp · n=1 · 9.1% peakbin 5.97pp · n=1 · 9.1% peak7.48pp8.99pp110.50ppbin 10.50pp · n=1 · 9.1% peakbin 10.50pp · 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=1.69 · kurt=4.05 · near 14 / mid 9 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-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=25STRONGLY LEFT-SKEWED (G₁=-1.40)
μ MEAN91.76¢95% CI: [87.57¢, 95.95¢]
σ STD DEV10.69ppσ² = 114.244 · CV = 11.65%
med MEDIAN97.35¢Q₁ 89.65¢ · Q₃ 99.15¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 34.70pp · IQR 9.50pp (1.349σ→14.42pp)
min 64.95¢Q₁ 89.65¢med 97.35¢Q₃ 99.15¢max 99.65¢μ
SKEWNESS · G₁-1.396left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.636mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.52
σ × 1.349 ↔ IQRdiverges from normalratio = 1.52
range ↔ σconcentrated (range < 4σ)range / σ = 3.25
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+0.307within white-noise band
ρ(2) AUTOCORR+0.211lag-2 not significant
H · HURST EXPONENT1.095strongly persistent
OLS TREND · t-STAT+7.483significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.095
H = 1.095STRONGLY 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+0.307k=2+0.211k=3-0.138k=4-0.019k=5+0.0540+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|=7.48)
−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 SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.48)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 ID2532409
SLUGbitcoin-above-62k-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.65¢implied prob 99.65% · decimal odds 1.00×
COUNTER · NO0.35¢implied prob 0.35% · decimal odds 285.71×
99.65¢
0.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME125.45k USD 24h
LIQUIDITY36.11k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.993 · entropy 0.034 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 99.7%NO 0.4%YES p̂99.7%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO285.71×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.034 bits (3% 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 2026-06-20 16:00 UTC
0days
06hrs
20min
6.3 hours·θ = 52.363 pp/day
YES →$1.00(P = 99.7%)
NO →$0.00(P = 0.3%)
current: $0.9965 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=10.69% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 52.363 pp/day
now6.34h left
52.363 pp/day×1.00
−25%4.75h left
60.463 pp/day×1.15
−50%3.17h left
74.052 pp/day×1.41
−75%1.58h left
104.725 pp/day×2.00
−90%0.63h left
165.585 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 11.25% · worst -3.85% · typical |Δ| 1.86%BULLISH SESSION +34.70%BEST+11.25%4hWORST-3.85%7hTYPICAL |Δ|1.86%mean absoluteCUMULATIVE+34.70%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +3.14% · Σ +21.95%EUROPE · 08-16 UTCμ +1.47% · Σ +11.80%US · 16-24 UTCμ +0.08% · Σ +0.65%CUMULATIVE Δ PATH · final +34.70%+34.70%0.00%1.75% · 1h1.75% · 1h1.75%1h4.20% · 2h4.20% · 2h4.20%2h5.95% · 3h5.95% · 3h5.95%3h11.25% · 4h11.25% · 4h11.25%4h★ BEST1.55% · 5h1.55% · 5h1.55%5h1.10% · 6h1.10% · 6h1.10%6h-3.85% · 7h-3.85% · 7h-3.85%7h▼ WORST4.25% · 8h4.25% · 8h4.25%8h1.10% · 9h1.10% · 9h1.10%9h1.10% · 10h1.10% · 10h1.10%10h4.00% · 11h4.00% · 11h4.00%11h-0.15% · 12h-0.15% · 12h-0.15%12h0.90% · 13h0.90% · 13h0.90%13h0.60% · 14h0.60% · 14h0.60%14h0.00% · 15h0.00% · 15h·15h-0.20% · 16h-0.20% · 16h-0.20%16h-0.50% · 17h-0.50% · 17h-0.50%17h1.15% · 18h1.15% · 18h1.15%18h0.30% · 19h0.30% · 19h0.30%19h0.00% · 20h0.00% · 20h·20h-0.10% · 21h-0.10% · 21h-0.10%21h0.15% · 22h0.15% · 22h0.15%22h-0.15% · 23h-0.15% · 23h-0.15%23h0.30% · 24h0.30% · 24h0.30%24hTIME PATTERNAsia-led (+21.95%)RUNSup max 6 · down max 2BREADTH67% up · 25% down · 8% flat
16 up bars · 6 down · best 11.25% · worst -3.85% · typical |Δ| 1.858%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +39.87%FINAL+39.87%MAX DD-3.85%RECOVERYFULLY RECOVEREDMAX RUN-UP+39.87%UNDERWATER6/25 (24%)STREAK↗ 1EQUITY CURVE · end 1.3987 · peak 1.3987 · range [1.0000, 1.3987]1.39871.0000break-even = 1★ PEAK 1.3987UNDERWATER DRAWDOWN · max -3.85% · moderate0%-3.85%▼ TROUGH -3.85%TOP DRAWDOWN PERIODS · 5 total#1 -3.85%bar 8-8 · 1 bars · recovered#2 -0.70%bar 17-18 · 2 bars · recovered#3 -0.15%bar 13-13 · 1 bars · recoveredDD SEVERITYmoderate (max -3.85%)RECOVERYfully recoveredTIME UNDER WATER24% of session · 6/25 bars
final equity 1.3987 (39.87%) · max DD -3.85% · time-under-water 6/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +19 / −0 (100% positive) · μ=48.86 · σ=24.77PROFITABLE STRATEGYLAST 39.66 (-0.37σ vs μ)103.6851.840.00-51.84-103.68μ = 48.86103.68103.6861.7961.7961.9261.9248.0948.0931.2631.2641.1341.1333.7733.7796.4496.4482.8282.8266.4366.4350.1950.1919.0819.0846.4046.4035.5135.5120.6320.6317.6917.6928.2128.2143.6543.6539.6639.66v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 39.665 · range [17.69, 103.68] · μ 48.861 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=187.6760 · σ=159.6506 · range [18.4043, 477.4600] · R²=0.830▼ FALLING -94.93%σ EXTREME 85.07%LAST 18.4043477.4600362.6961247.9322133.168318.4043μ = 187.6760max 477.4600min 18.4043dataMA(3)OLS R²=0.83μ lineμ ± σ bandmaxmin
latest 18.40% · range [18.40%, 477.46%] · μ 187.68% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.149 · σ=0.228MEAN-REVERSIONLAST -0.420 (-1.19σ vs μ)0.4680.2340.000-0.234-0.468μ = -0.1490.0170.0170.2200.2200.1550.155-0.090-0.090-0.468-0.468-0.359-0.359-0.429-0.429-0.319-0.319-0.349-0.349-0.236-0.236-0.163-0.1630.2500.250-0.004-0.004-0.160-0.160-0.149-0.149-0.149-0.149-0.326-0.3260.1530.153-0.420-0.420v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.420 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
41.6085
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
4.4824
p-VALUE (log scale)
0.4836
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

H₀: p has a unit root (non-stationary)

STATISTIC
-3.6320
p-VALUE (log scale)
0.0055
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.7102
p-VALUE (log scale)
0.4776
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7375
p-VALUE (log scale)
0.0101
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.1753
p-VALUE (log scale)
0.0296
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.662 → trending
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=8.22e-4 · top T=8.00h (21.1%) · top-3 cover 51.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.1e-31.6e-31.0e-35.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.97e-3 · 19.9% energyperiod 24.0 · power 1.97e-3 · 19.9% energyperiod 12.0 · power 1.02e-3 · 10.3% energyperiod 12.0 · power 1.02e-3 · 10.3% energyperiod 8.0 · power 2.08e-3 · 21.1% energyperiod 8.0 · power 2.08e-3 · 21.1% energyperiod 6.0 · power 9.85e-4 · 10.0% energyperiod 6.0 · power 9.85e-4 · 10.0% energyperiod 4.8 · power 6.66e-4 · 6.8% energyperiod 4.8 · power 6.66e-4 · 6.8% energyperiod 4.0 · power 2.23e-4 · 2.3% energyperiod 4.0 · power 2.23e-4 · 2.3% energyperiod 3.4 · power 4.68e-4 · 4.7% energyperiod 3.4 · power 4.68e-4 · 4.7% energyperiod 3.0 · power 6.64e-5 · 0.7% energyperiod 3.0 · power 6.64e-5 · 0.7% energyperiod 2.7 · power 1.71e-4 · 1.7% energyperiod 2.7 · power 1.71e-4 · 1.7% energyperiod 2.4 · power 9.01e-4 · 9.1% energyperiod 2.4 · power 9.01e-4 · 9.1% energyperiod 2.2 · power 6.38e-4 · 6.5% energyperiod 2.2 · power 6.38e-4 · 6.5% energyperiod 2.0 · power 6.83e-4 · 6.9% energyperiod 2.0 · power 6.83e-4 · 6.9% energy50% by T=8.0h#1 dominantT=8.00h#2T=24.00h#3T=12.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 21.1% of total energy · Σ|X̂|²/n = 9.864e-3

▸ Depth section using sovereign-store price series (550 bars · effective 1752518 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 0.020pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0035 · n = 550✓ n = 550
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move0d
0.05pp
σ × √6.3377225
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
99.7¢
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 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 550
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
0.3pp
peak 99.6¢ → trough 99.3¢
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
99.7%
= price
Decimal oddsEU
1.004
total return per $1
AmericanUS
-28471
risk $28471 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.35
clean dollar framing
-1000-5000+500+1000020406080100you · 99.7%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
8.16 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
20171097405340871532615401292424264585150372959718736193260085546468910831383
NO token ID
28781884825202652469792871123901093023484463800973787183885135590009090474138
Snapshot fetched
2026-06-20 09:39:26 UTC
Snapshot age
17.6s
History points
25 CLOB mids
Page rendered
2026-06-20 09:39:44 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
774ebdbb513720a312384056d19fc59dcf2b637f6f73fca6cff7d950ceb9cf5e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
$66.94K
bid $2.59K · ask $64.35K
Mid price
0.996500
(best bid + best ask) / 2
Spread
30.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.335
bid-heavy
Imbalance (top-5)
-0.919
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-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99800015.05bp0.9980001FILLED
BUY$10.00K0.99845819.65bp0.9990002FILLED
BUY$100.00K0.99891624.24bp0.9990002PARTIAL
SELL$1.00K0.99445220.55bp0.9930003FILLED
SELL$10.00K0.98667798.57bp0.98000014FILLED
SELL$100.00K0.2798017192.16bp0.00100086PARTIAL

Risk metrics

▸ sovereign store · 550 barsperiods/year ≈ 1.75M
Realized vol (annualised)
26.68%
σ per bar = 0.000202
Mean return (annualised)
641.33%
μ per bar = 0.000004
Sharpe (rf=0)
24.04
annualised; risk-free assumed zero
Max drawdown
0.30%
peak 1.00 → trough 0.99 over 83 bars

/api/asset/pm-bitcoin-above-62k-on-june-20-2026/risk · same metrics, JSON