POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 22?

YES · live
88.5¢
NO · live
11.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-22-2026 · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
222.18%
max drawdown
3.51%
sharpe
—
ulcer index
1.51%
RMS drawdown
pain index
1.11%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.51%
cond. drawdown
gain/pain
1.46
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.46
upside/downside
roll spread
1.1 bps
implied (price-only)
bars used
658
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-22-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.1s⏱--:--:-- 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
88.5¢
NO · live
11.5¢
YES price · live 24h
n=25 · μ=0.8146 · σ=0.0708 · range [0.6350, 0.8850] · R²=0.750▲ RISING +39.37%σ HIGH 8.69%LAST 0.88500.88500.82250.76000.69750.6350μ = 0.8146max 0.8850min 0.6350dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 88.50¢
YES / NO split · live
YES 88.5%NO 11.5%YES88.5%88.50¢ · odds 1/1.13
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.515 / 1.00 bits (51%) · moderate uncertainty
YES
88.5%88.5¢1.13×▬ +0.00pp
NO
11.5%11.5¢8.70×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,900 · μ=245.8 · σ=242.7 · CV=0.99BURSTYcumulative energy ↗ · 50% by h=110212425637850μ = 24685050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5900bp moved · peak 850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.1s
▲YES mid
88.50¢ (88.50%)
▼NO mid
11.50¢ (11.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$19.7k
≋liquidity $
$19.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8146 · σ=0.0708 · range [0.6350, 0.8850] · R²=0.750▲ RISING +39.37%σ HIGH 8.69%LAST 0.88500.88500.82250.76000.69750.6350μ = 0.8146max 0.8850min 0.6350dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 88.50¢
NO price · CLOB mid
n=25 · μ=0.1854 · σ=0.0708 · range [0.1150, 0.3650] · R²=0.750▼ FALLING -68.49%σ EXTREME 38.18%LAST 0.11500.36500.30250.24000.17750.1150μ = 0.1854max 0.3650min 0.1150dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 11.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0092 · σ=0.0318 · skew=0.37 (symmetric) · kurt=-0.39 (mesokurtic)864202-4.80ppbin -4.80pp · n=2 · 25.0% peakbin -4.80pp · n=2 · 25.0% peak-3.40pp2-2.00ppbin -2.00pp · n=2 · 25.0% peakbin -2.00pp · n=2 · 25.0% peak8-0.60ppbin -0.60pp · n=8 · 100.0% peakbin -0.60pp · n=8 · 100.0% peak50.80ppbin 0.80pp · n=5 · 62.5% peakbin 0.80pp · n=5 · 62.5% peak2.20pp23.60ppbin 3.60pp · n=2 · 25.0% peakbin 3.60pp · n=2 · 25.0% peak35.00ppbin 5.00pp · n=3 · 37.5% peakbin 5.00pp · n=3 · 37.5% peak16.40ppbin 6.40pp · n=1 · 12.5% peakbin 6.40pp · n=1 · 12.5% peak17.80ppbin 7.80pp · n=1 · 12.5% peakbin 7.80pp · n=1 · 12.5% 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=0.32 · kurt=-0.10 · near 21 / mid 3 / far 0 · OLS slope=1.00 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=-0.79)
μ MEAN81.46¢95% CI: [78.69¢, 84.23¢]
σ STD DEV7.08ppσ² = 50.102 · CV = 8.69%
med MEDIAN84.50¢Q₁ 76.50¢ · Q₃ 87.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 25.00pp · IQR 11.00pp (1.349σ→9.55pp)
min 63.50¢Q₁ 76.50¢med 84.50¢Q₃ 87.50¢max 88.50¢μ
SKEWNESS · G₁-0.795left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.343mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.43
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.53
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.138within white-noise band
ρ(2) AUTOCORR+0.042lag-2 not significant
H · HURST EXPONENT0.746strongly persistent
OLS TREND · t-STAT+8.314significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.746
H = 0.746STRONGLY 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=1-0.138k=2+0.042k=3-0.212k=4-0.109k=5+0.1330+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|=8.31)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.63very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.31)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 ID2553334
SLUGbitcoin-above-62k-on-june-22-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (89¢)
PRIMARY · YES88.50¢implied prob 88.50% · decimal odds 1.13×
COUNTER · NO11.50¢implied prob 11.50% · decimal odds 8.70×
88.50¢
11.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME19.73k USD 24h
LIQUIDITY19.86k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (89¢)|primary − counter| = 0.770 · entropy 0.515 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 88.5%NO 11.5%YES p̂88.5%H = 0.515 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.13×(89¢)NO8.70×(12¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.515 bits (51% of max) · moderate uncertainty
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 2026-06-22 16:00 UTC
2days
04hrs
24min
2.18 days·θ = 34.677 pp/day
YES →$1.00(P = 88.5%)
NO →$0.00(P = 11.5%)
current: $0.8850 · expected return per side: $0.11 on YES hit · $0.89 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1dRESOLVESP projection · σ=7.08% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 34.677 pp/day
now2.18d left
34.677 pp/day×1.00
−25%1.64d left
40.041 pp/day×1.15
−50%1.09d left
49.040 pp/day×1.41
−75%13.10h left
69.353 pp/day×2.00
−90%5.24h left
109.657 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 8.50% · worst -5.50% · typical |Δ| 2.46%MILD BULLISH +25.00%BEST+8.50%2hWORST-5.50%21hTYPICAL |Δ|2.46%mean absoluteCUMULATIVE+25.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +1.86% · Σ +13.00%EUROPE · 08-16 UTCμ +1.00% · Σ +8.00%US · 16-24 UTCμ +0.38% · Σ +3.00%CUMULATIVE Δ PATH · final +25.00%+25.00%0.00%4.50% · 1h4.50% · 1h4.50%1h8.50% · 2h8.50% · 2h8.50%2h★ BEST0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-4.50% · 5h-4.50% · 5h-4.50%5h5.00% · 6h5.00% · 6h5.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h-0.50% · 8h-0.50% · 8h-0.50%8h3.50% · 9h3.50% · 9h3.50%9h-1.00% · 10h-1.00% · 10h-1.00%10h6.50% · 11h6.50% · 11h6.50%11h3.50% · 12h3.50% · 12h3.50%12h0.00% · 13h0.00% · 13h·13h-2.00% · 14h-2.00% · 14h-2.00%14h-2.00% · 15h-2.00% · 15h-2.00%15h1.00% · 16h1.00% · 16h1.00%16h1.00% · 17h1.00% · 17h1.00%17h1.00% · 18h1.00% · 18h1.00%18h0.00% · 19h0.00% · 19h·19h1.00% · 20h1.00% · 20h1.00%20h-5.50% · 21h-5.50% · 21h-5.50%21h▼ WORST5.50% · 22h5.50% · 22h5.50%22h-1.00% · 23h-1.00% · 23h-1.00%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNAsia-led (+13.00%)RUNSup max 3 · down max 2BREADTH50% up · 33% down · 17% flat
12 up bars · 8 down · best 8.50% · worst -5.50% · typical |Δ| 2.458%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +26.66%FINAL+26.66%MAX DD-5.56%RECOVERYONGOING · 11 barsMAX RUN-UP+27.13%UNDERWATER15/25 (60%)STREAK↗ 1EQUITY CURVE · end 1.2666 · peak 1.2713 · range [1.0000, 1.2713]1.27131.0000break-even = 1★ PEAK 1.2713UNDERWATER DRAWDOWN · max -5.56% · significant0%-5.56%▼ TROUGH -5.56%TOP DRAWDOWN PERIODS · 4 total#1 -5.56%bar 15-25 · 11 bars · ONGOING#2 -4.50%bar 6-6 · 1 bars · recovered#3 -1.00%bar 11-11 · 1 bars · recoveredDD SEVERITYsignificant (max -5.56%)RECOVERYongoing · 11 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 1.2666 (26.66%) · max DD -5.56% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −4 (79% positive) · μ=21.77 · σ=24.66PROFITABLE STRATEGYLAST 4.38 (-0.71σ vs μ)63.1031.550.00-31.55-63.10μ = 21.7745.4445.4428.8428.84-2.58-2.5813.9213.929.139.1362.3862.3859.0159.0163.1063.1050.1350.1322.6422.6432.8232.8211.1911.19-10.60-10.60-10.60-10.6025.7625.76-8.99-8.9913.2913.294.384.384.384.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 4.383 · range [-10.60, 63.10] · μ 21.772 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=284.8123 · σ=87.3666 · range [113.3490, 433.7292] · R²=0.213▼ FALLING -23.20%σ EXTREME 30.68%LAST 333.1066433.7292353.6341273.5391193.4441113.3490μ = 284.8123max 433.7292min 113.3490dataMA(3)OLS R²=0.21μ lineμ ± σ bandmaxmin
latest 333.11% · range [113.35%, 433.73%] · μ 284.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.184 · σ=0.362MEAN-REVERSIONLAST -0.668 (-1.34σ vs μ)0.6680.3340.000-0.334-0.668μ = -0.1840.0160.016-0.262-0.262-0.542-0.542-0.469-0.469-0.559-0.559-0.415-0.415-0.189-0.189-0.409-0.409-0.114-0.1140.2170.2170.4330.4330.1690.1690.3360.3360.3820.382-0.152-0.152-0.083-0.083-0.536-0.536-0.654-0.654-0.668-0.668v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.668 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.4951
p-VALUE (log scale)
0.7807
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.8635
p-VALUE (log scale)
0.7236
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
-2.6926
p-VALUE (log scale)
0.0789
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
1.1513
p-VALUE (log scale)
0.2496
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8325
p-VALUE (log scale)
0.0059
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
-0.9211
p-VALUE (log scale)
0.3570
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.720 ≈ 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=1.14e-3 · top T=2.67h (15.5%) · top-3 cover 43.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.1e-31.6e-31.1e-35.3e-40.0e+0μ noise floorperiod 24.0 · power 3.78e-4 · 2.8% energyperiod 24.0 · power 3.78e-4 · 2.8% energyperiod 12.0 · power 9.85e-4 · 7.2% energyperiod 12.0 · power 9.85e-4 · 7.2% energyperiod 8.0 · power 1.80e-3 · 13.2% energyperiod 8.0 · power 1.80e-3 · 13.2% energyperiod 6.0 · power 5.66e-4 · 4.1% energyperiod 6.0 · power 5.66e-4 · 4.1% energyperiod 4.8 · power 1.75e-3 · 12.8% energyperiod 4.8 · power 1.75e-3 · 12.8% energyperiod 4.0 · power 5.71e-4 · 4.2% energyperiod 4.0 · power 5.71e-4 · 4.2% energyperiod 3.4 · power 1.25e-3 · 9.2% energyperiod 3.4 · power 1.25e-3 · 9.2% energyperiod 3.0 · power 3.23e-5 · 0.2% energyperiod 3.0 · power 3.23e-5 · 0.2% energyperiod 2.7 · power 2.12e-3 · 15.5% energyperiod 2.7 · power 2.12e-3 · 15.5% energyperiod 2.4 · power 4.00e-4 · 2.9% energyperiod 2.4 · power 4.00e-4 · 2.9% energyperiod 2.2 · power 1.95e-3 · 14.3% energyperiod 2.2 · power 1.95e-3 · 14.3% energyperiod 2.0 · power 1.84e-3 · 13.5% energyperiod 2.0 · power 1.84e-3 · 13.5% energy50% by T=3.4h#1 dominantT=2.67h#2T=2.18h#3T=2.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 15.5% of total energy · Σ|X̂|²/n = 1.364e-2

▸ Depth section using sovereign-store price series (658 bars · effective 1752908 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 2.2 d · σ/bar 0.168pp · expected |Δp| over horizon 1.22ppterminal variance p(1−p) = 0.1018 · n = 658✓ n = 658
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.168pp
one-bar volatility · logit-free
Per-day movedaily
0.82pp
σ × √24
Per-horizon move2d
1.22pp
σ × √52.400055555555554
Terminal variancebinary
0.1018
p(1−p) at resolution
Current pricep
88.5¢
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 0.27pp · ES₉₅ 0.34pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 658
VaR 95%
0.27pp
1.645·σ (parametric) of Δp
ES 95%
0.34pp
mean of the tail
Max drawdown
3.5pp
peak 85.5¢ → trough 82.5¢
Median step
0.50pp
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
88.5%
= price
Decimal oddsEU
1.130
total return per $1
AmericanUS
-770
risk $770 to win $100
FractionalUK
0.13 / 1
profit per $1 risked
Profit per $100stake
+$12.99
clean dollar framing
-1000-5000+500+1000020406080100you · 88.5%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)
0.515 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.515 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.18 bit
self-information
Surprise · NO−log₂(1−p)
3.12 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
81889065087728170422170190056747966220478454075842738717009015384926694768289
NO token ID
17552003923848236314872663679960634709195324419836397459904064434606361110093
Snapshot fetched
2026-06-20 11:35:50 UTC
Snapshot age
9.1s
History points
25 CLOB mids
Page rendered
2026-06-20 11:35:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
935784d38a21c0dd8e2e834eb5ad41ead61f5439553eb4aafefd2342183caab8 · 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
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
0.875000
(best bid + best ask) / 2
Spread
114.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.573
bid-heavy
Imbalance (top-5)
-0.044
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-22-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.889555166.35bp0.8900002FILLED
BUY$10.00K0.896689247.88bp0.9100004FILLED
BUY$100.00K0.935575692.29bp0.99000010PARTIAL
SELL$1.00K0.861548153.74bp0.8600002FILLED
SELL$10.00K0.854687232.14bp0.8500003FILLED
SELL$100.00K0.1895557833.65bp0.01000031PARTIAL

Risk metrics

▸ sovereign store · 658 barsperiods/year ≈ 1.75M
Realized vol (annualised)
258.37%
σ per bar = 0.001951
Mean return (annualised)
9201.08%
μ per bar = 0.000052
Sharpe (rf=0)
35.61
annualised; risk-free assumed zero
Max drawdown
3.51%
peak 0.85 → trough 0.82 over 134 bars

/api/asset/pm-bitcoin-above-62k-on-june-22-2026/risk · same metrics, JSON