POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $66,000 on June 20?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-20-2026 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
20.55%
max drawdown
57.14%
sharpe
—
ulcer index
30.26%
RMS drawdown
pain index
22.29%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
57.14%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
541
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-66k-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.6s⏱--:--:-- UTC8NEXT8.0sUP0s--:--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
0.1¢
NO · live
99.9¢
YES price · live 24h
n=25 · μ=0.0070 · σ=0.0039 · range [0.0015, 0.0150] · R²=0.548▼ FALLING -82.35%σ EXTREME 54.70%LAST 0.00150.01500.01160.00830.00490.0015μ = 0.0070max 0.0150min 0.0015dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.15¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
0.1%0.1¢666.67×▬ +0.00pp
NO
99.9%99.9¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=320 · μ=13.3 · σ=19.5 · CV=1.46BURSTY · concentratedcumulative energy ↗ · 50% by h=7019385675μ = 137550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 320bp moved · peak 75bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.6s
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$140.5k
≋liquidity $
$47.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0070 · σ=0.0039 · range [0.0015, 0.0150] · R²=0.548▼ FALLING -82.35%σ EXTREME 54.70%LAST 0.00150.01500.01160.00830.00490.0015μ = 0.0070max 0.0150min 0.0015dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9930 · σ=0.0039 · range [0.9850, 0.9985] · R²=0.548▲ RISING +0.71%σ LOW 0.39%LAST 0.99850.99850.99510.99180.98840.9850μ = 0.9930max 0.9985min 0.9850dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0003 · σ=0.0022 · skew=0.70 (right-skewed) · kurt=3.08 (leptokurtic (fat tails))864202-0.48ppbin -0.48pp · n=2 · 25.0% peakbin -0.48pp · n=2 · 25.0% peak-0.35pp2-0.22ppbin -0.22pp · n=2 · 25.0% peakbin -0.22pp · n=2 · 25.0% peak8-0.09ppbin -0.09pp · n=8 · 100.0% peakbin -0.09pp · n=8 · 100.0% peak80.03ppbin 0.03pp · n=8 · 100.0% peakbin 0.03pp · n=8 · 100.0% peak30.17ppbin 0.17pp · n=3 · 37.5% peakbin 0.17pp · n=3 · 37.5% peak0.29pp0.43pp0.55pp10.69ppbin 0.69pp · n=1 · 12.5% peakbin 0.69pp · 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=0.80 · kurt=4.28 · near 9 / mid 14 / far 1 · OLS slope=0.91 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.70¢95% CI: [0.55¢, 0.85¢]
σ STD DEV0.39ppσ² = 0.148 · CV = 54.70%
med MEDIAN0.80¢Q₁ 0.35¢ · Q₃ 0.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.35pp · IQR 0.60pp (1.349σ→0.52pp)
min 0.15¢Q₁ 0.35¢med 0.80¢Q₃ 0.95¢max 1.50¢μ
SKEWNESS · G₁0.174approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.713mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.25
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.51
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.102within white-noise band
ρ(2) AUTOCORR-0.395lag-2 not significant
H · HURST EXPONENT0.849strongly persistent
OLS TREND · t-STAT-5.279significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.849
H = 0.849STRONGLY 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+0.102k=2-0.395k=3-0.167k=4+0.059k=5-0.0850+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|=5.28)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.80very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.28)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 ID2532420
SLUGbitcoin-above-66k-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.15¢implied prob 0.15% · decimal odds 666.67×
COUNTER · NO99.85¢implied prob 99.85% · decimal odds 1.00×
0.15¢
99.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME140.52k USD 24h
LIQUIDITY47.75k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%YES p̂0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES666.67×(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) = 0.016 bits (2% 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 2026-06-20 16:00 UTC
0days
06hrs
20min
6.3 hours·θ = 1.887 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 99.9%)
current: $0.0015 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=0.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.887 pp/day
now6.34h left
1.887 pp/day×1.00
−25%4.75h left
2.179 pp/day×1.15
−50%3.17h left
2.668 pp/day×1.41
−75%1.58h left
3.773 pp/day×2.00
−90%0.63h left
5.966 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 0.75% · worst -0.55% · typical |Δ| 0.13%BEARISH SESSION -0.70%BEST+0.75%4hWORST-0.55%6hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.70%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.03% · Σ +0.20%US · 16-24 UTCμ -0.09% · Σ -0.70%CUMULATIVE Δ PATH · final -0.70%+0.65%-0.70%-0.05% · 1h-0.05% · 1h-0.05%1h-0.05% · 2h-0.05% · 2h-0.05%2h0.00% · 3h0.00% · 3h·3h0.75% · 4h0.75% · 4h0.75%4h★ BEST0.00% · 5h0.00% · 5h·5h-0.55% · 6h-0.55% · 6h-0.55%6h▼ WORST-0.20% · 7h-0.20% · 7h-0.20%7h0.20% · 8h0.20% · 8h0.20%8h-0.05% · 9h-0.05% · 9h-0.05%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.00% · 11h0.00% · 11h·11h0.10% · 12h0.10% · 12h0.10%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h-0.10% · 17h-0.10% · 17h-0.10%17h-0.20% · 18h-0.20% · 18h-0.20%18h0.00% · 19h0.00% · 19h·19h0.10% · 20h0.10% · 20h0.10%20h0.10% · 21h0.10% · 21h0.10%21h-0.05% · 22h-0.05% · 22h-0.05%22h-0.05% · 23h-0.05% · 23h-0.05%23h-0.10% · 24h-0.10% · 24h-0.10%24hTIME PATTERNEurope-led (+0.20%)RUNSup max 2 · down max 3BREADTH21% up · 50% down · 29% flat
5 up bars · 12 down · best 0.75% · worst -0.55% · typical |Δ| 0.133%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.70%)FINAL-0.70%MAX DD-1.34%RECOVERYONGOING · 19 barsMAX RUN-UP+0.65%UNDERWATER22/25 (88%)STREAK↘ 3EQUITY CURVE · end 0.9930 · peak 1.0065 · range [0.9930, 1.0065]1.00650.9930break-even = 1★ PEAK 1.0065UNDERWATER DRAWDOWN · max -1.34% · moderate0%-1.34%▼ TROUGH -1.34%TOP DRAWDOWN PERIODS · 2 total#1 -1.34%bar 7-25 · 19 bars · ONGOING#2 -0.10%bar 2-4 · 3 bars · recoveredDD SEVERITYmoderate (max -1.34%)RECOVERYongoing · 19 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9930 (-0.70%) · max DD -1.34% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −11 (26% positive) · μ=-17.72 · σ=27.63UNPROFITABLE STRATEGYLAST 0.00 (+0.64σ vs μ)63.4631.730.00-31.73-63.46μ = -17.723.743.74-1.83-1.837.207.205.395.39-40.26-40.26-40.26-40.260.000.0031.7331.730.000.0015.8715.87-28.88-28.88-36.50-36.50-63.46-63.46-63.46-63.46-51.10-51.10-41.04-41.04-19.95-19.95-13.86-13.860.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-63.46, 31.73] · μ -17.721 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=20.3558 · σ=11.9707 · range [4.6011, 40.6626] · R²=0.461▼ FALLING -79.92%σ EXTREME 58.81%LAST 7.830740.662631.647222.631913.61654.6011μ = 20.3558max 40.6626min 4.6011dataMA(3)OLS R²=0.46μ lineμ ± σ bandmaxmin
latest 7.83% · range [4.60%, 40.66%] · μ 20.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=0.013 · σ=0.210CLOSE TO MARTINGALELAST 0.357 (+1.64σ vs μ)0.5000.2500.000-0.250-0.500μ = 0.013-0.011-0.0110.1230.1230.0730.0730.0770.077-0.045-0.0450.1260.126-0.500-0.500-0.178-0.1780.1670.167-0.075-0.0750.0100.0100.0060.006-0.144-0.144-0.282-0.282-0.162-0.1620.1920.1920.3550.3550.1540.1540.3570.357v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.357 · |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
34.5395
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
5.8745
p-VALUE (log scale)
0.3182
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
-1.1656
p-VALUE (log scale)
0.6884
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
0.5757
p-VALUE (log scale)
0.5648
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6604
p-VALUE (log scale)
0.0171
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
-0.1606
p-VALUE (log scale)
0.8724
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.951 ≈ 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=5.33e-6 · top T=8.00h (20.1%) · top-3 cover 53.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-59.7e-66.4e-63.2e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.19e-6 · 3.4% energyperiod 24.0 · power 2.19e-6 · 3.4% energyperiod 12.0 · power 1.37e-6 · 2.1% energyperiod 12.0 · power 1.37e-6 · 2.1% energyperiod 8.0 · power 1.29e-5 · 20.1% energyperiod 8.0 · power 1.29e-5 · 20.1% energyperiod 6.0 · power 6.00e-6 · 9.4% energyperiod 6.0 · power 6.00e-6 · 9.4% energyperiod 4.8 · power 1.03e-5 · 16.1% energyperiod 4.8 · power 1.03e-5 · 16.1% energyperiod 4.0 · power 8.85e-6 · 13.8% energyperiod 4.0 · power 8.85e-6 · 13.8% energyperiod 3.4 · power 1.13e-5 · 17.6% energyperiod 3.4 · power 1.13e-5 · 17.6% energyperiod 3.0 · power 2.17e-6 · 3.4% energyperiod 3.0 · power 2.17e-6 · 3.4% energyperiod 2.7 · power 4.32e-6 · 6.7% energyperiod 2.7 · power 4.32e-6 · 6.7% energyperiod 2.4 · power 2.14e-7 · 0.3% energyperiod 2.4 · power 2.14e-7 · 0.3% energyperiod 2.2 · power 4.39e-6 · 6.9% energyperiod 2.2 · power 4.39e-6 · 6.9% energyperiod 2.0 · power 6.90e-36 · 0.0% energyperiod 2.0 · power 6.90e-36 · 0.0% energy50% by T=4.8h#1 dominantT=8.00h#2T=3.43h#3T=4.80hT=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 ≈ 8.00h (freq 0.125) · concentrates 20.1% of total energy · Σ|X̂|²/n = 6.398e-5

▸ Depth section using sovereign-store price series (541 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

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 0.016pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0015 · n = 541✓ n = 541
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.016pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6.337812222222222
Terminal variancebinary
0.0015
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 541
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
57.1pp
peak 0.4¢ → trough 0.1¢
Median step
0.05pp
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
666.667
total return per $1
AmericanUS
+66567
$100 wins $66567
FractionalUK
665.67 / 1
profit per $1 risked
Profit per $100stake
+$66566.67
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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.38 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
37630144333704535660871259565444076899559923683439863398253219087823762092656
NO token ID
58889251228443055954150441961151880827351816851745921149279694742885385077807
Snapshot fetched
2026-06-20 09:39:26 UTC
Snapshot age
17.6s
History points
25 CLOB mids
Page rendered
2026-06-20 09:39:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
309eb69d57c685501a828c9faf548c8d2c35a249b5ae5af52f7f3a4379247510 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢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$63,616HL PERPHYPE-USD perpetual$70.68HL PERPETH-USD perpetual$1,727.9

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
0.001500
(best bid + best ask) / 2
Spread
6666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.125
ask-heavy
Imbalance (top-5)
+0.715
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-66k-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.026839168925.42bp0.42000044FILLED
BUY$10.00K0.1966761301175.63bp0.78700063FILLED
BUY$100.00K0.6634664413109.70bp0.99900083PARTIAL
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 541 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8762.97%
σ per bar = 0.066194
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
57.14%
peak 0.00 → trough 0.00 over 105 bars

/api/asset/pm-bitcoin-above-66k-on-june-20-2026/risk · same metrics, JSON