POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 21?

YES · live
96.5¢
NO · live
3.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-21-2026 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
93.83%
max drawdown
2.47%
sharpe
—
ulcer index
1.07%
RMS drawdown
pain index
0.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.33%
cond. drawdown
gain/pain
0.89
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.89
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
938
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.5s⏱--:--:-- 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
96.5¢
NO · live
3.5¢
YES price · live 24h
n=25 · μ=0.8968 · σ=0.0862 · range [0.6730, 0.9780] · R²=0.771▲ RISING +43.46%σ HIGH 9.61%LAST 0.96550.97800.90180.82550.74920.6730μ = 0.8968max 0.9780min 0.6730dataMA(5)OLS R²=0.77μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 96.55¢
YES / NO split · live
YES 96.5%NO 3.5%YES96.5%96.55¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.216 / 1.00 bits (22%) · informative — one side favoured
YES
96.5%96.5¢1.04×▬ +0.00pp
NO
3.5%3.5¢28.99×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,015 · μ=209.0 · σ=255.8 · CV=1.22BURSTY · concentratedcumulative energy ↗ · 50% by h=902725458171,090μ = 2091,09050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5015bp moved · peak 1090bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.5s
▲YES mid
96.55¢ (96.55%)
▼NO mid
3.45¢ (3.45%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$22.6k
≋liquidity $
$22.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8968 · σ=0.0862 · range [0.6730, 0.9780] · R²=0.771▲ RISING +43.46%σ HIGH 9.61%LAST 0.96550.97800.90180.82550.74920.6730μ = 0.8968max 0.9780min 0.6730dataMA(5)OLS R²=0.77μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 96.55¢
NO price · CLOB mid
n=25 · μ=0.1031 · σ=0.0859 · range [0.0220, 0.3245] · R²=0.773▼ FALLING -89.37%σ EXTREME 83.31%LAST 0.03450.32450.24890.17330.09760.0220μ = 0.1031max 0.3245min 0.0220dataMA(5)OLS R²=0.77μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 3.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0138 · σ=0.0282 · skew=1.34 (right-skewed) · kurt=1.80 (leptokurtic (fat tails))975202-2.26ppbin -2.26pp · n=2 · 22.2% peakbin -2.26pp · n=2 · 22.2% peak5-0.87ppbin -0.87pp · n=5 · 55.6% peakbin -0.87pp · n=5 · 55.6% peak90.51ppbin 0.51pp · n=9 · 100.0% peakbin 0.51pp · n=9 · 100.0% peak11.90ppbin 1.90pp · n=1 · 11.1% peakbin 1.90pp · n=1 · 11.1% peak33.28ppbin 3.28pp · n=3 · 33.3% peakbin 3.28pp · n=3 · 33.3% peak24.67ppbin 4.67pp · n=2 · 22.2% peakbin 4.67pp · n=2 · 22.2% peak16.05ppbin 6.05pp · n=1 · 11.1% peakbin 6.05pp · n=1 · 11.1% peak7.44pp8.82pp110.21ppbin 10.21pp · n=1 · 11.1% peakbin 10.21pp · n=1 · 11.1% 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=1.45 · kurt=2.29 · near 15 / mid 8 / far 1 · OLS slope=0.95 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=25LEFT-SKEWED (G₁=-0.98)
μ MEAN89.68¢95% CI: [86.30¢, 93.06¢]
σ STD DEV8.62ppσ² = 74.247 · CV = 9.61%
med MEDIAN94.15¢Q₁ 83.25¢ · Q₃ 96.55¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 30.50pp · IQR 13.30pp (1.349σ→11.62pp)
min 67.30¢Q₁ 83.25¢med 94.15¢Q₃ 96.55¢max 97.80¢μ
SKEWNESS · G₁-0.975left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.057mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.52
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.54
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.027within white-noise band
ρ(2) AUTOCORR+0.060lag-2 not significant
H · HURST EXPONENT0.703strongly persistent
OLS TREND · t-STAT+8.803significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.703
H = 0.703STRONGLY 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+0.027k=2+0.060k=3-0.119k=4-0.149k=5+0.0870+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|=8.80)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.43high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.80)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 ID2544101
SLUGbitcoin-above-62k-on-june-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES96.55¢implied prob 96.55% · decimal odds 1.04×
COUNTER · NO3.45¢implied prob 3.45% · decimal odds 28.99×
96.55¢
3.45¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME22.65k USD 24h
LIQUIDITY22.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.931 · entropy 0.216 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 96.5%NO 3.5%YES p̂96.5%H = 0.216 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.04×(97¢)NO28.99×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.216 bits (22% 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 2026-06-21 16:00 UTC
1days
04hrs
23min
1.18 days·θ = 42.213 pp/day
YES →$1.00(P = 96.5%)
NO →$0.00(P = 3.4%)
current: $0.9655 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=8.62% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 42.213 pp/day
now1.18d left
42.213 pp/day×1.00
−25%21.30h left
48.743 pp/day×1.15
−50%14.20h left
59.698 pp/day×1.41
−75%7.10h left
84.426 pp/day×2.00
−90%2.84h left
133.489 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 10.90% · worst -2.95% · typical |Δ| 2.09%BULLISH SESSION +29.25%BEST+10.90%2hWORST-2.95%5hTYPICAL |Δ|2.09%mean absoluteCUMULATIVE+29.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +2.28% · Σ +15.95%EUROPE · 08-16 UTCμ +1.36% · Σ +10.90%US · 16-24 UTCμ +0.30% · Σ +2.40%CUMULATIVE Δ PATH · final +29.25%+30.50%0.00%4.30% · 1h4.30% · 1h4.30%1h10.90% · 2h10.90% · 2h10.90%2h★ BEST0.60% · 3h0.60% · 3h0.60%3h0.15% · 4h0.15% · 4h0.15%4h-2.95% · 5h-2.95% · 5h-2.95%5h▼ WORST2.65% · 6h2.65% · 6h2.65%6h0.30% · 7h0.30% · 7h0.30%7h0.05% · 8h0.05% · 8h0.05%8h6.55% · 9h6.55% · 9h6.55%9h-1.20% · 10h-1.20% · 10h-1.20%10h5.20% · 11h5.20% · 11h5.20%11h2.60% · 12h2.60% · 12h2.60%12h0.35% · 13h0.35% · 13h0.35%13h0.05% · 14h0.05% · 14h0.05%14h-2.70% · 15h-2.70% · 15h-2.70%15h1.25% · 16h1.25% · 16h1.25%16h0.75% · 17h0.75% · 17h0.75%17h1.05% · 18h1.05% · 18h1.05%18h-0.20% · 19h-0.20% · 19h-0.20%19h-0.65% · 20h-0.65% · 20h-0.65%20h-1.50% · 21h-1.50% · 21h-1.50%21h2.95% · 22h2.95% · 22h2.95%22h-1.25% · 23h-1.25% · 23h-1.25%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+15.95%)RUNSup max 4 · down max 3BREADTH67% up · 29% down · 4% flat
16 up bars · 7 down · best 10.90% · worst -2.95% · typical |Δ| 2.090%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +32.35%FINAL+32.35%MAX DD-2.95%RECOVERYONGOING · 4 barsMAX RUN-UP+34.03%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 1.3235 · peak 1.3403 · range [1.0000, 1.3403]1.34031.0000break-even = 1★ PEAK 1.3403UNDERWATER DRAWDOWN · max -2.95% · moderate0%-2.95%▼ TROUGH -2.95%TOP DRAWDOWN PERIODS · 5 total#1 -2.95%bar 6-9 · 4 bars · recovered#2 -2.70%bar 16-18 · 3 bars · recovered#3 -2.34%bar 20-22 · 3 bars · recoveredDD SEVERITYmoderate (max -2.95%)RECOVERYongoing · 20 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 1.3235 (32.35%) · max DD -2.95% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +17 / −2 (89% positive) · μ=28.88 · σ=25.93PROFITABLE STRATEGYLAST -6.31 (-1.36σ vs μ)68.4634.230.00-34.23-68.46μ = 28.8851.4551.4538.3338.336.966.9632.9232.9225.3325.3368.2968.2968.0768.0768.4668.4668.4668.4623.8423.8439.6939.6920.4320.438.058.052.152.15-5.27-5.2710.0910.0924.0524.053.723.72-6.31-6.31v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -6.311 · range [-6.31, 68.46] · μ 28.879 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=234.9602 · σ=102.0825 · range [101.3104, 444.1313] · R²=0.678▼ FALLING -66.14%σ EXTREME 43.45%LAST 150.3769444.1313358.4260272.7208187.0156101.3104μ = 234.9602max 444.1313min 101.3104dataMA(3)OLS R²=0.68μ lineμ ± σ bandmaxmin
latest 150.38% · range [101.31%, 444.13%] · μ 234.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.235 · σ=0.319MEAN-REVERSIONLAST -0.548 (-0.98σ vs μ)0.7160.3580.000-0.358-0.716μ = -0.2350.1400.140-0.049-0.049-0.460-0.460-0.165-0.165-0.433-0.433-0.646-0.646-0.609-0.609-0.716-0.716-0.429-0.4290.0430.0430.2650.265-0.090-0.090-0.161-0.161-0.190-0.190-0.137-0.1370.4260.426-0.197-0.197-0.517-0.517-0.548-0.548v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.548 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
19.5297
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
1.4798
p-VALUE (log scale)
0.9149
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
-3.1789
p-VALUE (log scale)
0.0221
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
-0.3758
p-VALUE (log scale)
0.7071
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8301
p-VALUE (log scale)
0.0060
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.4703
p-VALUE (log scale)
0.6381
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.857 ≈ 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=9.34e-4 · top T=8.00h (19.8%) · top-3 cover 45.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.2e-31.7e-31.1e-35.5e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.52e-4 · 5.8% energyperiod 24.0 · power 6.52e-4 · 5.8% energyperiod 12.0 · power 8.43e-4 · 7.5% energyperiod 12.0 · power 8.43e-4 · 7.5% energyperiod 8.0 · power 2.21e-3 · 19.8% energyperiod 8.0 · power 2.21e-3 · 19.8% energyperiod 6.0 · power 3.25e-4 · 2.9% energyperiod 6.0 · power 3.25e-4 · 2.9% energyperiod 4.8 · power 1.50e-3 · 13.4% energyperiod 4.8 · power 1.50e-3 · 13.4% energyperiod 4.0 · power 8.33e-4 · 7.4% energyperiod 4.0 · power 8.33e-4 · 7.4% energyperiod 3.4 · power 1.03e-3 · 9.2% energyperiod 3.4 · power 1.03e-3 · 9.2% energyperiod 3.0 · power 5.75e-5 · 0.5% energyperiod 3.0 · power 5.75e-5 · 0.5% energyperiod 2.7 · power 7.75e-4 · 6.9% energyperiod 2.7 · power 7.75e-4 · 6.9% energyperiod 2.4 · power 1.38e-3 · 12.3% energyperiod 2.4 · power 1.38e-3 · 12.3% energyperiod 2.2 · power 1.15e-3 · 10.3% energyperiod 2.2 · power 1.15e-3 · 10.3% energyperiod 2.0 · power 4.46e-4 · 4.0% energyperiod 2.0 · power 4.46e-4 · 4.0% energy50% by T=4.0h#1 dominantT=8.00h#2T=4.80h#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 19.8% of total energy · Σ|X̂|²/n = 1.120e-2

▸ Depth section using sovereign-store price series (938 bars · effective 1752616 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 0.071pp · expected |Δp| over horizon 0.38ppterminal variance p(1−p) = 0.0333 · n = 938✓ n = 938
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.071pp
one-bar volatility · logit-free
Per-day movedaily
0.35pp
σ × √24
Per-horizon move1d
0.38pp
σ × √28.39687361111111
Terminal variancebinary
0.0333
p(1−p) at resolution
Current pricep
96.5¢
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 0.12pp · ES₉₅ 0.15pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.03✓ n = 938
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
2.5pp
peak 97.2¢ → trough 94.8¢
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
96.5%
= price
Decimal oddsEU
1.036
total return per $1
AmericanUS
-2799
risk $2799 to win $100
FractionalUK
0.04 / 1
profit per $1 risked
Profit per $100stake
+$3.57
clean dollar framing
-1000-5000+500+1000020406080100you · 96.5%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)
0.216 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.216 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.05 bit
self-information
Surprise · NO−log₂(1−p)
4.86 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
111448821570552840888671087336924566887006337585960284464218283130712079872974
NO token ID
110713745309520622491976281188661509714911833241977985671592076202386856127262
Snapshot fetched
2026-06-20 11:36:08 UTC
Snapshot age
2.5s
History points
25 CLOB mids
Page rendered
2026-06-20 11:36:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d6d1e58b590aa8f72714841e67e83aff73db8b7b1b83f4484ef7ecd9205ea0fd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,671HL PERPHYPE-USD perpetual$70.77HL PERPETH-USD perpetual$1,726.1

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
$6.13K
bid $6.13K · ask $4
Depth within 50bp
$8.02K
bid $7.63K · ask $392
Mid price
0.965500
(best bid + best ask) / 2
Spread
10.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.021
ask-heavy
Imbalance (top-5)
+0.777
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-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.97470895.37bp0.9850008FILLED
BUY$10.00K0.986005212.38bp0.98800011FILLED
BUY$100.00K0.996541321.50bp0.99900019FILLED
SELL$1.00K0.9650005.18bp0.9650001FILLED
SELL$10.00K0.95643493.90bp0.92600015FILLED
SELL$100.00K0.2037747889.44bp0.00100063PARTIAL

Risk metrics

▸ sovereign store · 938 barsperiods/year ≈ 1.75M
Realized vol (annualised)
97.14%
σ per bar = 0.000734
Mean return (annualised)
-1158.78%
μ per bar = -0.000007
Sharpe (rf=0)
-11.93
annualised; risk-free assumed zero
Max drawdown
2.47%
peak 0.97 → trough 0.95 over 377 bars

/api/asset/pm-bitcoin-above-62k-on-june-21-2026/risk · same metrics, JSON