POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $66,000 on June 18?

YES · live

2.9¢

NO · live

97.2¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-18-2026 · fresh · feed 4s old

24h sparkline · 60 pts▼ -90.00%

realized vol (ann.)

135.07%

max drawdown

87.14%

sharpe

—

ulcer index

58.52%

RMS drawdown

pain index

50.02%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

83.56%

cond. drawdown

gain/pain

0.56

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.56

upside/downside

roll spread

12.9 bps

implied (price-only)

bars used

2000

store

spread

—

24h Δ

-90.00%

flow lean

—

carry

flat

signalNEUTRALconfidence 25%

24h change -90.00%

Same bundle via M2M API: /api/m2m/pm-bitcoin-above-66k-on-june-18-2026/bundle · venue execution: polymarket →

LIVEPOLL0SRCFRESH3.9s⏱--:--:-- UTCNEXT8.0sUP0s--:--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

2.9¢

NO · live

97.2¢

YES price · live 24h

25 ticks · last 2.75¢

YES / NO split · live

Σ 100.00% · fair

Σ-sides total = 100.00% (tight rounding)

H(p) entropy = 0.187 / 1.00 bits (19%) · informative — one side favoured

YES

2.9%2.9¢35.09×▬ +0.00pp

97.2%97.2¢1.03×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

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

Σ 9975bp moved · peak 2500bp · n=24 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

3.9s

▲YES mid

2.85¢ (2.85%)

▼NO mid

97.15¢ (97.15%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$155.5k

≋liquidity $

$24.3k

◳history points

25 ticks (live)

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

YES price · CLOB mid

25 YES observations from clob.polymarket.com · last 2.75¢

NO price · CLOB mid

25 NO observations from clob.polymarket.com · last 97.25¢

§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=25RIGHT-SKEWED (G₁=0.95)

μ MEAN16.59¢95% CI: [10.63¢, 22.56¢]

σ STD DEV15.21ppσ² = 231.453 · CV = 91.69%

med MEDIAN9.50¢Q₁ 4.50¢ · Q₃ 24.50¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 49.65pp · IQR 20.00pp (1.349σ→20.52pp)

SKEWNESS · G₁0.945right-skewed

−3−10+1+3

EXCESS KURTOSIS · G₂-0.386mesokurtic · normal-like

−30+2+4+6

μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.47

σ × 1.349 ↔ IQRconsistent with normalratio = 1.03

range ↔ σconcentrated (range < 4σ)range / σ = 3.26

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+0.323within white-noise band

ρ(2) AUTOCORR+0.009lag-2 not significant

H · HURST EXPONENT0.831strongly persistent

OLS TREND · t-STAT-4.810significant @ α=0.05

HURST EXPONENT [0, 1]strongly persistent · H = 0.831

H = 0.831STRONGLY 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 @ 1% (|t|=4.81)

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

REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis

PREDICTABILITY · score 0.98very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.81)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 ID2506707

SLUGbitcoin-above-66k-on-june-18-2026

CATEGORYCrypto

TWO-SIDED PRICINGFAVOURS NO (97¢)

PRIMARY · YES2.85¢implied prob 2.85% · decimal odds 35.09×

COUNTER · NO97.15¢implied prob 97.15% · decimal odds 1.03×

2.85¢

97.15¢

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

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYDEEP

24H VOLUME155.51k USD 24h

LIQUIDITY24.33k USD

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

PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.943 · entropy 0.187 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

YES35.09×(3¢)NO1.03×(97¢)

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

K* full

0.00%

½K half

0.00%

¼K quarter

0.00%

Entropy H(p̂) = 0.187 bits (19% 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 2026-06-18 16:00 UTC

0days

06hrs

09min

YES →$1.00(P = 2.9%)

NO →$0.00(P = 97.2%)

current: $0.0285 · expected return per side: $0.97 on YES hit · $0.03 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 74.531 pp/day

now6.15h left

74.531 pp/day×1.00

−25%4.61h left

86.061 pp/day×1.15

−50%3.08h left

105.403 pp/day×1.41

−75%1.54h left

149.062 pp/day×2.00

−90%0.62h left

235.688 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

9 up bars · 15 down · best 17.00% · worst -25.00% · typical |Δ| 4.156%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 0.7566 (-24.34%) · max DD -42.33% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative

latest -26.585 · range [-73.72, 74.12] · μ -20.231 · 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

1.8797

p-VALUE (log scale)

0.0602

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 25.8% of total energy · Σ|X̂|²/n = 6.408e-2

▸ Depth section using sovereign-store price series (3717 bars · effective 1752324 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 0.461pp · expected |Δp| over horizon 1.14ppterminal variance p(1−p) = 0.0277 · n = 3717✓ n = 3717

μ per bar

-0.007pp

average Δp · drift

σ per bar

0.461pp

one-bar volatility · logit-free

Per-day movedaily

2.26pp

σ × √24

Per-horizon move0d

1.14pp

σ × √6.152343888888888

Terminal variancebinary

0.0277

p(1−p) at resolution

Current pricep

2.9¢

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 0.76pp · ES₉₅ 0.96pp · method parametric · drift-correcteddrift -0.007pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 3717

VaR 95%

0.76pp

1.645·σ (parametric) of Δp

ES 95%

0.96pp

mean of the tail

Max drawdown

97.5pp

peak 53.5¢ → trough 1.4¢

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

2.9%

= price

Decimal oddsEU

35.088

total return per $1

AmericanUS

+3409

$100 wins $3409

FractionalUK

34.09 / 1

profit per $1 risked

Profit per $100stake

+$3408.77

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)

0.187 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.187 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

5.13 bit

self-information

Surprise · NO−log₂(1−p)

0.04 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: 80696078082208564742976921774790562730921119316707476484520381192871156488452
NO token ID: 97554763315413252773205937978717979982321193477588527835370753920424777542333
Snapshot fetched: 2026-06-18 09:50:47 UTC
Snapshot age: 3.9s
History points: 25 CLOB mids
Page rendered: 2026-06-18 09:50:51 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: e6029a4ba49b616f9dea08a7f9ac99c725ca8644a3976baf76612e817a72065b · 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$64,223 HL PERPHYPE-USD perpetual$71.86 HL PERPETH-USD perpetual$1,746.9

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

0.027500

(best bid + best ask) / 2

Spread

363.6bp

(bestAsk − bestBid) / mid

Imbalance (whole book)

-0.155

ask-heavy

Imbalance (top-5)

-0.186

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-18-2026/slippage?size=10000&side=buy

Side	Notional	Avg fill	Slippage	Worst fill	Levels	Status
BUY	$1.00K	0.075034	17285.12bp	0.440000	37	FILLED
BUY	$10.00K	0.335331	111938.50bp	0.760000	50	FILLED
BUY	$100.00K	0.780845	273943.48bp	0.999000	66	PARTIAL
SELL	$1.00K	0.002982	8915.56bp	0.001000	22	PARTIAL
SELL	$10.00K	0.002982	8915.56bp	0.001000	22	PARTIAL
SELL	$100.00K	0.002982	8915.56bp	0.001000	22	PARTIAL

Risk metrics

▸ sovereign store · 3,717 barsperiods/year ≈ 1.75M

Realized vol (annualised)

3100.49%

σ per bar = 0.023422

Mean return (annualised)

-108581.13%

μ per bar = -0.000620

Sharpe (rf=0)

-35.02

annualised; risk-free assumed zero

Max drawdown

97.48%

peak 0.54 → trough 0.01 over 2901 bars

/api/asset/pm-bitcoin-above-66k-on-june-18-2026/risk · same metrics, JSON