POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $66,000 on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -98.70%
realized vol (ann.)
64.91%
max drawdown
98.39%
sharpe
—
ulcer index
66.54%
RMS drawdown
pain index
55.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
95.73%
cond. drawdown
gain/pain
0.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.43
upside/downside
roll spread
21.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-98.70%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -98.70%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-66k-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH28ms⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0276 · σ=0.0189 · range [0.0005, 0.0555] · R²=0.683▼ FALLING -98.63%σ EXTREME 68.23%LAST 0.00050.05550.04180.02800.01420.0005μ = 0.0276max 0.0555min 0.0005dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,560 · μ=65.0 · σ=83.2 · CV=1.28BURSTY · concentratedcumulative energy ↗ · 50% by h=10093185278370μ = 6537050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1560bp moved · peak 370bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
28ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$275.6k
≋liquidity $
$158.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0276 · σ=0.0189 · range [0.0005, 0.0555] · R²=0.683▼ FALLING -98.63%σ EXTREME 68.23%LAST 0.00050.05550.04180.02800.01420.0005μ = 0.0276max 0.0555min 0.0005dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9724 · σ=0.0189 · range [0.9445, 0.9995] · R²=0.683▲ RISING +3.74%σ NORMAL 1.94%LAST 0.99950.99950.98580.97200.95830.9445μ = 0.9724max 0.9995min 0.9445dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0018 · σ=0.0096 · skew=-1.33 (left-skewed) · kurt=3.61 (leptokurtic (fat tails))1085301-3.42ppbin -3.42pp · n=1 · 10.0% peakbin -3.42pp · n=1 · 10.0% peak-2.86pp-2.30pp1-1.74ppbin -1.74pp · n=1 · 10.0% peakbin -1.74pp · n=1 · 10.0% peak-1.18pp6-0.62ppbin -0.62pp · n=6 · 60.0% peakbin -0.62pp · n=6 · 60.0% peak10-0.06ppbin -0.06pp · n=10 · 100.0% peakbin -0.06pp · n=10 · 100.0% peak30.50ppbin 0.50pp · n=3 · 30.0% peakbin 0.50pp · n=3 · 30.0% peak21.06ppbin 1.06pp · n=2 · 20.0% peakbin 1.06pp · n=2 · 20.0% peak11.62ppbin 1.62pp · n=1 · 10.0% peakbin 1.62pp · n=1 · 10.0% 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=-1.38 · kurt=4.00 · near 16 / mid 7 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.39)
μ MEAN2.76¢95% CI: [2.02¢, 3.50¢]
σ STD DEV1.89ppσ² = 3.557 · CV = 68.23%
med MEDIAN2.95¢Q₁ 1.15¢ · Q₃ 3.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.50pp · IQR 2.80pp (1.349σ→2.54pp)
min 0.05¢Q₁ 1.15¢med 2.95¢Q₃ 3.95¢max 5.55¢μ
SKEWNESS · G₁-0.043approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.391platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRconsistent with normalratio = 0.91
range ↔ σconcentrated (range < 4σ)range / σ = 2.92
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 · ρ(1) -0.38 + ADF rejected
ρ(1) AUTOCORR-0.380within white-noise band
ρ(2) AUTOCORR-0.013lag-2 not significant
H · HURST EXPONENT0.880strongly persistent
OLS TREND · t-STAT-7.034significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.880
H = 0.880STRONGLY 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=1-0.380k=2-0.013k=3+0.146k=4-0.009k=5-0.1590+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|=7.03)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.38 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.03)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 ID2462710
SLUGbitcoin-above-66k-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME275.65k USD 24h
LIQUIDITY158.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 1.90% · worst -3.70% · typical |Δ| 0.65%BEARISH SESSION -3.60%BEST+1.90%11hWORST-3.70%10hTYPICAL |Δ|0.65%mean absoluteCUMULATIVE-3.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.24% · Σ +1.70%EUROPE · 08-16 UTCμ -0.32% · Σ -2.55%US · 16-24 UTCμ -0.34% · Σ -2.75%CUMULATIVE Δ PATH · final -3.60%+1.90%-3.60%-0.40% · 1h-0.40% · 1h-0.40%1h0.30% · 2h0.30% · 2h0.30%2h1.20% · 3h1.20% · 3h1.20%3h-0.80% · 4h-0.80% · 4h-0.80%4h0.90% · 5h0.90% · 5h0.90%5h0.70% · 6h0.70% · 6h0.70%6h-0.20% · 7h-0.20% · 7h-0.20%7h0.10% · 8h0.10% · 8h0.10%8h0.00% · 9h0.00% · 9h·9h-3.70% · 10h-3.70% · 10h-3.70%10h▼ WORST1.90% · 11h1.90% · 11h1.90%11h★ BEST-0.50% · 12h-0.50% · 12h-0.50%12h-0.30% · 13h-0.30% · 13h-0.30%13h-0.70% · 14h-0.70% · 14h-0.70%14h0.65% · 15h0.65% · 15h0.65%15h0.15% · 16h0.15% · 16h0.15%16h-1.80% · 17h-1.80% · 17h-1.80%17h0.10% · 18h0.10% · 18h0.10%18h-0.40% · 19h-0.40% · 19h-0.40%19h-0.60% · 20h-0.60% · 20h-0.60%20h0.00% · 21h0.00% · 21h·21h-0.10% · 22h-0.10% · 22h-0.10%22h-0.10% · 23h-0.10% · 23h-0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.70%)RUNSup max 2 · down max 3BREADTH38% up · 50% down · 13% flat
9 up bars · 12 down · best 1.90% · worst -3.70% · typical |Δ| 0.650%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.66%)FINAL-3.66%MAX DD-5.46%RECOVERYONGOING · 18 barsMAX RUN-UP+1.90%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9634 · peak 1.0190 · range [0.9634, 1.0190]1.01900.9634break-even = 1★ PEAK 1.0190UNDERWATER DRAWDOWN · max -5.46% · significant0%-5.46%▼ TROUGH -5.46%TOP DRAWDOWN PERIODS · 3 total#1 -5.46%bar 8-25 · 18 bars · ONGOING#2 -0.80%bar 5-5 · 1 bars · recovered#3 -0.40%bar 2-3 · 2 bars · recoveredDD SEVERITYsignificant (max -5.46%)RECOVERYongoing · 18 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9634 (-3.66%) · max DD -5.46% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-19.71 · σ=36.29UNPROFITABLE STRATEGYLAST -76.42 (-1.56σ vs μ)76.4238.210.00-38.21-76.42μ = -19.7138.0838.0843.9743.9739.4139.4117.6717.67-20.34-20.34-9.98-9.98-20.52-20.52-21.40-21.40-28.50-28.50-22.17-22.1719.4219.42-46.79-46.79-34.58-34.58-36.37-36.37-34.86-34.86-54.04-54.04-62.10-62.10-65.01-65.01-76.42-76.42v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -76.420 · range [-76.42, 43.97] · μ -19.712 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=98.9383 · σ=52.2752 · range [22.9260, 175.5995] · R²=0.155▼ FALLING -68.53%σ EXTREME 52.84%LAST 22.9260175.5995137.431299.262861.094422.9260μ = 98.9383max 175.5995min 22.9260dataMA(3)OLS R²=0.15μ lineμ ± σ bandmaxmin
latest 22.93% · range [22.93%, 175.60%] · μ 98.94% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.333 · σ=0.224MEAN-REVERSIONLAST 0.167 (+2.24σ vs μ)0.5950.2980.000-0.298-0.595μ = -0.333-0.468-0.468-0.595-0.595-0.530-0.530-0.230-0.2300.0390.039-0.454-0.454-0.531-0.531-0.540-0.540-0.573-0.573-0.466-0.466-0.176-0.176-0.151-0.151-0.337-0.337-0.342-0.342-0.241-0.241-0.583-0.583-0.250-0.250-0.073-0.0730.1670.167v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.167 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
36.5664
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
5.3859
p-VALUE (log scale)
0.3708
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
-1.0048
p-VALUE (log scale)
0.7501
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
0.7845
p-VALUE (log scale)
0.4328
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
0.7554
p-VALUE (log scale)
0.0091
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
-1.5503
p-VALUE (log scale)
0.1211
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.528 ≈ 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-4 · top T=3.00h (15.3%) · top-3 cover 41.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.1e-41.6e-41.0e-45.2e-50.0e+0μ noise floorperiod 24.0 · power 6.15e-5 · 4.5% energyperiod 24.0 · power 6.15e-5 · 4.5% energyperiod 12.0 · power 4.58e-5 · 3.4% energyperiod 12.0 · power 4.58e-5 · 3.4% energyperiod 8.0 · power 6.08e-5 · 4.5% energyperiod 8.0 · power 6.08e-5 · 4.5% energyperiod 6.0 · power 9.26e-6 · 0.7% energyperiod 6.0 · power 9.26e-6 · 0.7% energyperiod 4.8 · power 4.55e-5 · 3.3% energyperiod 4.8 · power 4.55e-5 · 3.3% energyperiod 4.0 · power 1.03e-4 · 7.5% energyperiod 4.0 · power 1.03e-4 · 7.5% energyperiod 3.4 · power 1.70e-4 · 12.4% energyperiod 3.4 · power 1.70e-4 · 12.4% energyperiod 3.0 · power 2.09e-4 · 15.3% energyperiod 3.0 · power 2.09e-4 · 15.3% energyperiod 2.7 · power 1.74e-4 · 12.8% energyperiod 2.7 · power 1.74e-4 · 12.8% energyperiod 2.4 · power 1.31e-4 · 9.6% energyperiod 2.4 · power 1.31e-4 · 9.6% energyperiod 2.2 · power 1.78e-4 · 13.1% energyperiod 2.2 · power 1.78e-4 · 13.1% energyperiod 2.0 · power 1.76e-4 · 12.9% energyperiod 2.0 · power 1.76e-4 · 12.9% energy50% by T=3.0h#1 dominantT=3.00h#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 ≈ 3.00h (freq 0.333) · concentrates 15.3% of total energy · Σ|X̂|²/n = 1.363e-3

▸ Depth section using sovereign-store price series (3826 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 0.3 d · σ/bar 0.073pp · expected |Δp| over horizon 0.18ppterminal variance p(1−p) = 0.0005 · n = 3826✓ n = 3826
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.073pp
one-bar volatility · logit-free
Per-day movedaily
0.36pp
σ × √24
Per-horizon move0d
0.18pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.10pp · unique ratio 0.01✓ n = 3826
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
99.2pp
peak 6.0¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
95567778618958580593784330597493132194020217555792365697255759191887064368429
NO token ID
43832470963275804744312548172515887852726751965235636037128712499341431622051
Snapshot fetched
2026-06-14 16:09:04 UTC
Snapshot age
28ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:09:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
46b8815886c0f53ff6f3ce3ca7ebf9913547a15b6770d65ffd585b49ee8b4303 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
$0
bid $0 · ask $0
Mid price
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-66k-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 3,826 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4864.72%
σ per bar = 0.036743
Mean return (annualised)
-199066.42%
μ per bar = -0.001136
Sharpe (rf=0)
-40.92
annualised; risk-free assumed zero
Max drawdown
99.17%
peak 0.06 → trough 0.00 over 2844 bars

/api/asset/pm-bitcoin-above-66k-on-june-14-2026/risk · same metrics, JSON