POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $64,000 on June 18?

YES · live

68.5¢

NO · live

31.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-64k-on-june-18-2026 · fresh · feed 11s old

24h sparkline · 60 pts▼ -8.05%

realized vol (ann.)

927.25%

max drawdown

50.91%

sharpe

—

ulcer index

23.29%

RMS drawdown

pain index

16.39%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

46.75%

cond. drawdown

gain/pain

0.99

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.99

upside/downside

roll spread

0.1 bps

implied (price-only)

bars used

2000

store

spread

—

24h Δ

-8.05%

flow lean

—

carry

flat

signalNEUTRALconfidence 25%

24h change -8.05%

Same bundle via M2M API: /api/m2m/pm-bitcoin-above-64k-on-june-18-2026/bundle · venue execution: polymarket →

LIVEPOLL0SRCWARMING10.9s⏱--:--:-- UTCNEXT8.0sUP0s--:--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

68.5¢

NO · live

31.5¢

YES price · live 24h

25 ticks · last 67.50¢

YES / NO split · live

Σ 100.00% · fair

Σ-sides total = 100.00% (tight rounding)

H(p) entropy = 0.899 / 1.00 bits (90%) · high uncertainty

YES

68.5%68.5¢1.46×▬ +0.00pp

31.5%31.5¢3.17×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

Per-tick activity · |Δp| in basis points · live

Σ 17100bp moved · peak 2800bp · n=24 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

10.9s

▲YES mid

68.50¢ (68.50%)

▼NO mid

31.50¢ (31.50%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$163.7k

≋liquidity $

$19.3k

◳history points

25 ticks (live)

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

YES price · CLOB mid

25 YES observations from clob.polymarket.com · last 67.50¢

NO price · CLOB mid

25 NO observations from clob.polymarket.com · last 32.50¢

§2 · Distribution of Δp

Histogram of hourly increments

n=24

Q-Q plot · standardised Δp vs N(0,1)

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 MEAN72.38¢95% CI: [67.63¢, 77.13¢]

σ STD DEV12.11ppσ² = 146.589 · CV = 16.73%

med MEDIAN72.50¢Q₁ 64.50¢ · Q₃ 80.50¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 45.00pp · IQR 16.00pp (1.349σ→16.33pp)

SKEWNESS · G₁-0.306approximately symmetric

−3−10+1+3

EXCESS KURTOSIS · G₂-0.706mesokurtic · normal-like

−30+2+4+6

μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01

σ × 1.349 ↔ IQRconsistent with normalratio = 1.02

range ↔ σconcentrated (range < 4σ)range / σ = 3.72

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+0.113within white-noise band

ρ(2) AUTOCORR-0.148lag-2 not significant

H · HURST EXPONENT0.902strongly persistent

OLS TREND · t-STAT-2.238significant @ α=0.05

HURST EXPONENT [0, 1]strongly persistent · H = 0.902

H = 0.902STRONGLY 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

OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=2.24)

−5 reject−1.960 retain H₀+1.96+5 reject

REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis

PREDICTABILITY · score 0.92very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.24)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 ID2506701

SLUGbitcoin-above-64k-on-june-18-2026

CATEGORYCrypto

TWO-SIDED PRICINGFAVOURS YES (69¢)

PRIMARY · YES68.50¢implied prob 68.50% · decimal odds 1.46×

COUNTER · NO31.50¢implied prob 31.50% · decimal odds 3.17×

68.50¢

31.50¢

Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYDEEP

24H VOLUME163.67k USD 24h

LIQUIDITY19.26k USD

MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient

PRICING SKEWFAVOURS YES (69¢)|primary − counter| = 0.370 · entropy 0.899 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

Probability scale (YES)

0%25%50%
fair75%100%

Implied decimal odds

YES1.46×(69¢)NO3.17×(32¢)

Kelly bet-size (% of bankroll) K* = 0.00%

K* full

0.00%

½K half

0.00%

¼K quarter

0.00%

Entropy H(p̂) = 0.899 bits (90% of max) · high 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 · HIGHresolves 2026-06-18 16:00 UTC

0days

06hrs

07min

YES →$1.00(P = 68.5%)

NO →$0.00(P = 31.5%)

current: $0.6850 · expected return per side: $0.31 on YES hit · $0.69 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 59.314 pp/day

now6.13h left

59.314 pp/day×1.00

−25%4.60h left

68.490 pp/day×1.15

−50%3.07h left

83.883 pp/day×1.41

−75%1.53h left

118.628 pp/day×2.00

−90%0.61h left

187.567 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

13 up bars · 9 down · best 22.00% · worst -28.00% · typical |Δ| 7.125%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 0.8253 (-17.47%) · max DD -42.12% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative

latest 1.092 · range [-36.97, 71.12] · μ 7.264 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window

Rolling annualised volatility (%)

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC

0.3962

p-VALUE (log scale)

0.6920

10⁻⁴10⁻³10⁻²10⁻¹1

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

dominant period ≈ 8.00h (freq 0.125) · concentrates 31.2% of total energy · Σ|X̂|²/n = 1.214e-1

▸ 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 0.585pp · expected |Δp| over horizon 1.45ppterminal variance p(1−p) = 0.2158 · n = 5000✓ n = 5000

μ per bar

-0.003pp

average Δp · drift

σ per bar

0.585pp

one-bar volatility · logit-free

Per-day movedaily

2.87pp

σ × √24

Per-horizon move0d

1.45pp

σ × √6.130368611111111

Terminal variancebinary

0.2158

p(1−p) at resolution

Current pricep

68.5¢

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 0.97pp · ES₉₅ 1.21pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 5000

VaR 95%

0.97pp

1.645·σ (parametric) of Δp

ES 95%

1.21pp

mean of the tail

Max drawdown

56.2pp

peak 92.5¢ → trough 40.5¢

Median step

1.00pp

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

68.5%

= price

Decimal oddsEU

1.460

total return per $1

AmericanUS

-217

risk $217 to win $100

FractionalUK

0.46 / 1

profit per $1 risked

Profit per $100stake

+$45.99

clean dollar framing

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)

0.899 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.899 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

0.55 bit

self-information

Surprise · NO−log₂(1−p)

1.67 bit

self-information

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: 59020169792204816542233331775988897841169964917681439278353478142924302704395
NO token ID: 87455679866492205300387535979217890927181435420203201052851505011423295199970
Snapshot fetched: 2026-06-18 09:51:59 UTC
Snapshot age: 10.9s
History points: 25 CLOB mids
Page rendered: 2026-06-18 09:52:10 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: 1a2cec158990a53cd3790f08a770365ecc217f05f18df807691b297906dcccb7 · 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$64,212 HL PERPHYPE-USD perpetual$71.83 HL 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

bid $0 · ask $0

Depth within 5bp

bid $0 · ask $0

Depth within 10bp

bid $0 · ask $0

Depth within 50bp

bid $0 · ask $0

Mid price

0.675000

(best bid + best ask) / 2

Spread

148.1bp

(bestAsk − bestBid) / mid

Imbalance (whole book)

+0.067

bid-heavy

Imbalance (top-5)

+0.005

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-64k-on-june-18-2026/slippage?size=10000&side=buy

Side	Notional	Avg fill	Slippage	Worst fill	Levels	Status
BUY	$1.00K	0.681179	91.54bp	0.690000	2	FILLED
BUY	$10.00K	0.701958	399.38bp	0.710000	4	FILLED
BUY	$100.00K	0.915705	3565.99bp	0.990000	25	PARTIAL
SELL	$1.00K	0.670000	74.07bp	0.670000	1	FILLED
SELL	$10.00K	0.654775	299.63bp	0.620000	6	FILLED
SELL	$100.00K	0.183017	7288.63bp	0.010000	37	PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M

Realized vol (annualised)

1210.84%

σ per bar = 0.009147

Mean return (annualised)

-6519.07%

μ per bar = -0.000037

Sharpe (rf=0)

-5.38

annualised; risk-free assumed zero

Max drawdown

56.22%

peak 0.93 → trough 0.41 over 2190 bars

/api/asset/pm-bitcoin-above-64k-on-june-18-2026/risk · same metrics, JSON