POLYMARKET · PREDICTION MARKET · CRYPTO
Will the price of Bitcoin be above $66,000 on June 19?
6.5¢
93.5¢
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-66k-on-june-19-2026 · fresh · feed 13s old24h sparkline · 60 pts▼ —
realized vol (ann.)
218.12%
max drawdown
55.17%
sharpe
—
ulcer index
28.05%
RMS drawdown
pain index
20.53%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
49.29%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
4.1 bps
implied (price-only)
bars used
1511
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-66k-on-june-19-2026/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
6.5¢
NO · live
93.5¢
25 ticks · last 6.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.347 / 1.00 bits (35%) · informative — one side favoured
YES6.5%6.5¢15.38×▬ +0.00pp
NO93.5%93.5¢1.07×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 9400bp moved · peak 2200bp · n=24 ticks
12.9s
6.50¢ (6.50%)
93.50¢ (93.50%)
100.00%
0.000pp
$40.2k
$13.0k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 6.50¢
25 NO observations from clob.polymarket.com · last 93.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25RIGHT-SKEWED (G₁=0.97)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.974right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.420mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: TRENDING · variance ratio > 1
HURST EXPONENT [0, 1]
H = 0.757STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
6.50¢
93.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES15.38×(7¢)NO1.07×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.347 bits (35% of max) · informative — one side strongly favoured
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
⏱ URGENCY · MEDIUMresolves 2026-06-19 16:00 UTC
1days
03hrs
55min
YES →$1.00
NO →$0.00
current: $0.0650 · expected return per side: $0.94 on YES hit · $0.07 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 65.429 pp/day
now1.16d left65.429 pp/day×1.00
−25%20.94h left75.551 pp/day×1.15
−50%13.96h left92.531 pp/day×1.41
−75%6.98h left130.859 pp/day×2.00
−90%2.79h left206.906 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
9 up bars · 10 down · best 14.00% · worst -22.00% · typical |Δ| 3.917%
§10 · Equity curve & underwater drawdown
final equity 0.7539 (-24.61%) · max DD -37.91% · time-under-water 20/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -15.183 · range [-55.69, 19.21] · μ -22.364 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 288.48% · range [239.84%, 1175.97%] · μ 541.18% · σ̂ scaled to annualised (×√8760)
latest -0.342 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
31.9876
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
6.8768
p-VALUE (log scale)
0.2289
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.0289
p-VALUE (log scale)
0.7411
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.2243
p-VALUE (log scale)
0.8225
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.7016
p-VALUE (log scale)
0.0134
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.9189
p-VALUE (log scale)
0.3582
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)
dominant period ≈ 8.00h (freq 0.125) · concentrates 27.0% of total energy · Σ|X̂|²/n = 4.751e-2
▸ Depth section using sovereign-store price series (1511 bars · effective 1752518 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
Horizon 1.2 d · σ/bar 0.165pp · expected |Δp| over horizon 0.87ppterminal variance p(1−p) = 0.0608 · n = 1511✓ n = 1511
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.165pp
one-bar volatility · logit-free
Per-day movedaily
0.81pp
σ × √24
Per-horizon move1d
0.87pp
σ × √27.919701111111113
Terminal variancebinary
0.0608
p(1−p) at resolution
Current pricep
6.5¢
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
VaR₉₅ 0.27pp · ES₉₅ 0.34pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 1511
VaR 95%
0.27pp
1.645·σ (parametric) of Δp
ES 95%
0.34pp
mean of the tail
Max drawdown
55.2pp
peak 14.5¢ → trough 6.5¢
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
Implied probabilityP
6.5%
= price
Decimal oddsEU
15.385
total return per $1
AmericanUS
+1438
$100 wins $1438
FractionalUK
14.38 / 1
profit per $1 risked
Profit per $100stake
+$1438.46
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
Market entropyH(p)
0.347 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.347 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.94 bit
self-information
Surprise · NO−log₂(1−p)
0.10 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
114051686608228768718299483681577288258285242779497586841099716990959410633835- NO token ID
9326525766569118879122150089331741412604664136110468829340574367485541228962- Snapshot fetched
- 2026-06-18 12:04:36 UTC
- Snapshot age
- 12.9s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-18 12:04:49 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
20ba429c64eba783bee343f231fe00d96f9fbfeed71094ebaa4a9d09e03c94ba· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed · more in Crypto
Market depth
▸ live order book · Polymarket YESDepth 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
0.065000
(best bid + best ask) / 2
Spread
1538.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.777
ask-heavy
Imbalance (top-5)
+0.072
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-19-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.094647 | 4561.15bp | 0.290000 | 16 | FILLED |
| BUY | $10.00K | 0.408251 | 52807.86bp | 0.750000 | 28 | FILLED |
| BUY | $100.00K | 0.804375 | 113750.04bp | 0.990000 | 40 | PARTIAL |
| SELL | $1.00K | 0.039644 | 3900.87bp | 0.010000 | 6 | PARTIAL |
| SELL | $10.00K | 0.039644 | 3900.87bp | 0.010000 | 6 | PARTIAL |
| SELL | $100.00K | 0.039644 | 3900.87bp | 0.010000 | 6 | PARTIAL |
Risk metrics
▸ sovereign store · 1,511 barsperiods/year ≈ 1.75MRealized vol (annualised)
2199.02%
σ per bar = 0.016611
Mean return (annualised)
-44043.88%
μ per bar = -0.000251
Sharpe (rf=0)
-20.03
annualised; risk-free assumed zero
Max drawdown
55.17%
peak 0.14 → trough 0.07 over 815 bars
/api/asset/pm-bitcoin-above-66k-on-june-19-2026/risk · same metrics, JSON