POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $66,000 on June 21?

YES · live
2.2¢
NO · live
97.8¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-21-2026 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
51.81%
max drawdown
45.45%
sharpe
—
ulcer index
14.01%
RMS drawdown
pain index
9.90%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
27.76%
cond. drawdown
gain/pain
1.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.60
upside/downside
roll spread
16.7 bps
implied (price-only)
bars used
934
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-66k-on-june-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.9s⏱--:--:-- 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
2.2¢
NO · live
97.8¢
YES price · live 24h
n=25 · μ=0.0158 · σ=0.0040 · range [0.0095, 0.0260] · R²=0.040▬ FLATσ EXTREME 25.56%LAST 0.02350.02600.02190.01770.01360.0095μ = 0.0158max 0.0260min 0.0095dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.35¢
YES / NO split · live
YES 2.2%NO 97.8%NO97.8%97.80¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.153 / 1.00 bits (15%) · informative — one side favoured
YES
2.2%2.2¢45.45×▬ +0.00pp
NO
97.8%97.8¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=700 · μ=29.2 · σ=20.4 · CV=0.70STEADY FLOWcumulative energy ↗ · 50% by h=10019385675μ = 297550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 700bp moved · peak 75bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.9s
▲YES mid
2.20¢ (2.20%)
▼NO mid
97.80¢ (97.80%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$38.5k
≋liquidity $
$23.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0158 · σ=0.0040 · range [0.0095, 0.0260] · R²=0.040▬ FLATσ EXTREME 25.56%LAST 0.02350.02600.02190.01770.01360.0095μ = 0.0158max 0.0260min 0.0095dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.35¢
NO price · CLOB mid
n=25 · μ=0.9842 · σ=0.0040 · range [0.9740, 0.9905] · R²=0.040▬ FLATσ LOW 0.41%LAST 0.97650.99050.98640.98230.97810.9740μ = 0.9842max 0.9905min 0.9740dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0035 · skew=-0.42 (symmetric) · kurt=-0.78 (mesokurtic)543102-0.69ppbin -0.69pp · n=2 · 40.0% peakbin -0.69pp · n=2 · 40.0% peak1-0.55ppbin -0.55pp · n=1 · 20.0% peakbin -0.55pp · n=1 · 20.0% peak1-0.43ppbin -0.43pp · n=1 · 20.0% peakbin -0.43pp · n=1 · 20.0% peak2-0.29ppbin -0.29pp · n=2 · 40.0% peakbin -0.29pp · n=2 · 40.0% peak3-0.17ppbin -0.17pp · n=3 · 60.0% peakbin -0.17pp · n=3 · 60.0% peak3-0.03ppbin -0.03pp · n=3 · 60.0% peakbin -0.03pp · n=3 · 60.0% peak40.09ppbin 0.09pp · n=4 · 80.0% peakbin 0.09pp · n=4 · 80.0% peak10.23ppbin 0.23pp · n=1 · 20.0% peakbin 0.23pp · n=1 · 20.0% peak50.35ppbin 0.35pp · n=5 · 100.0% peakbin 0.35pp · n=5 · 100.0% peak20.48ppbin 0.48pp · n=2 · 40.0% peakbin 0.48pp · n=2 · 40.0% 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=-0.47 · kurt=-0.61 · near 22 / mid 2 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25RIGHT-SKEWED (G₁=0.84)
μ MEAN1.58¢95% CI: [1.42¢, 1.74¢]
σ STD DEV0.40ppσ² = 0.163 · CV = 25.56%
med MEDIAN1.50¢Q₁ 1.30¢ · Q₃ 1.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.65pp · IQR 0.40pp (1.349σ→0.54pp)
min 0.95¢Q₁ 1.30¢med 1.50¢Q₃ 1.70¢max 2.60¢μ
SKEWNESS · G₁0.841right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.246mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.20
σ × 1.349 ↔ IQRdiverges from normalratio = 1.36
range ↔ σwide tails (range > 4σ)range / σ = 4.09
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) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.262within white-noise band
ρ(2) AUTOCORR+0.027lag-2 not significant
H · HURST EXPONENT0.880strongly persistent
OLS TREND · t-STAT-0.981fails 5% test
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..51 SIGNIFICANT LAG · k=4
k=1-0.262k=2+0.027k=3+0.318k=4 ★-0.445k=5+0.3020+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]NOT SIGNIFICANT (|t|=0.98)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.26 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.98)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 ID2544110
SLUGbitcoin-above-66k-on-june-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES2.20¢implied prob 2.20% · decimal odds 45.45×
COUNTER · NO97.80¢implied prob 97.80% · decimal odds 1.02×
2.20¢
97.80¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME38.51k USD 24h
LIQUIDITY23.64k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.956 · entropy 0.153 bits
LIQUIDITY DEPTHACTIVE100k+ 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 2.2%NO 97.8%YES p̂2.2%H = 0.153 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES45.45×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.153 bits (15% 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 · MEDIUMresolves 2026-06-21 16:00 UTC
1days
04hrs
24min
1.18 days·θ = 1.979 pp/day
YES →$1.00(P = 2.2%)
NO →$0.00(P = 97.8%)
current: $0.0220 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=0.40% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.979 pp/day
now1.18d left
1.979 pp/day×1.00
−25%21.30h left
2.285 pp/day×1.15
−50%14.20h left
2.798 pp/day×1.41
−75%7.10h left
3.957 pp/day×2.00
−90%2.84h left
6.257 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 0.55% · worst -0.75% · typical |Δ| 0.29%MIXED · 12 UP / 11 DN · neutralBEST+0.55%6hWORST-0.75%2hTYPICAL |Δ|0.29%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ -0.17% · Σ -1.20%EUROPE · 08-16 UTCμ +0.03% · Σ +0.25%US · 16-24 UTCμ +0.07% · Σ +0.55%CUMULATIVE Δ PATH · final +0.00%+0.25%-1.40%0.25% · 1h0.25% · 1h0.25%1h-0.75% · 2h-0.75% · 2h-0.75%2h▼ WORST-0.10% · 3h-0.10% · 3h-0.10%3h-0.10% · 4h-0.10% · 4h-0.10%4h-0.70% · 5h-0.70% · 5h-0.70%5h0.55% · 6h0.55% · 6h0.55%6h★ BEST-0.35% · 7h-0.35% · 7h-0.35%7h0.10% · 8h0.10% · 8h0.10%8h0.45% · 9h0.45% · 9h0.45%9h-0.15% · 10h-0.15% · 10h-0.15%10h0.15% · 11h0.15% · 11h0.15%11h-0.40% · 12h-0.40% · 12h-0.40%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.30% · 14h0.30% · 14h0.30%14h-0.15% · 15h-0.15% · 15h-0.15%15h0.10% · 16h0.10% · 16h0.10%16h0.00% · 17h0.00% · 17h·17h-0.50% · 18h-0.50% · 18h-0.50%18h0.40% · 19h0.40% · 19h0.40%19h0.10% · 20h0.10% · 20h0.10%20h-0.25% · 21h-0.25% · 21h-0.25%21h0.30% · 22h0.30% · 22h0.30%22h0.40% · 23h0.40% · 23h0.40%23h0.40% · 24h0.40% · 24h0.40%24hTIME PATTERNUS-led (+0.55%)RUNSup max 3 · down max 4BREADTH50% up · 46% down · 4% flat
12 up bars · 11 down · best 0.55% · worst -0.75% · typical |Δ| 0.292%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.01%)FINAL-0.01%MAX DD-1.64%RECOVERYONGOING · 23 barsMAX RUN-UP+0.25%UNDERWATER23/25 (92%)STREAK↗ 3EQUITY CURVE · end 0.9999 · peak 1.0025 · range [0.9860, 1.0025]1.00250.9860break-even = 1★ PEAK 1.0025UNDERWATER DRAWDOWN · max -1.64% · moderate0%-1.64%▼ TROUGH -1.64%TOP DRAWDOWN PERIODS · 1 total#1 -1.64%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -1.64%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9999 (-0.01%) · max DD -1.64% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-0.47 · σ=26.64MIXED EDGELAST 80.91 (+3.05σ vs μ)80.9140.450.00-40.45-80.91μ = -0.47-25.83-25.83-47.22-47.22-22.25-22.25-1.64-1.64-3.26-3.2634.0934.09-9.55-9.555.395.3915.0315.03-18.95-18.95-3.15-3.15-13.22-13.22-17.44-17.447.207.20-2.59-2.59-7.48-7.482.312.3118.7818.7880.9180.91v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 80.906 · range [-47.22, 80.91] · μ -0.468 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=32.2630 · σ=8.2617 · range [22.0826, 48.0368] · R²=0.449▼ FALLING -49.29%σ EXTREME 25.61%LAST 24.361748.036841.548235.059728.571122.0826μ = 32.2630max 48.0368min 22.0826dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 24.36% · range [22.08%, 48.04%] · μ 32.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.359 · σ=0.182MEAN-REVERSIONLAST 0.135 (+2.72σ vs μ)0.6810.3400.000-0.340-0.681μ = -0.359-0.510-0.510-0.493-0.493-0.681-0.681-0.441-0.441-0.542-0.542-0.500-0.500-0.230-0.230-0.206-0.206-0.258-0.258-0.410-0.410-0.383-0.383-0.178-0.178-0.181-0.181-0.467-0.467-0.387-0.387-0.380-0.380-0.451-0.451-0.267-0.2670.1350.135v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.135 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.2085
p-VALUE (log scale)
0.5465
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
14.0640
p-VALUE (log scale)
0.0153
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-2.5423
p-VALUE (log scale)
0.1082
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
1.0785
p-VALUE (log scale)
0.2808
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2007
p-VALUE (log scale)
0.3555
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.3429
p-VALUE (log scale)
0.1793
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.591 ≈ 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=1.25e-5 · top T=2.67h (47.8%) · top-3 cover 69.8%STRONG CYCLE @ T≈2.7cumulative energy ↗ (1 bin above 2× noise)7.2e-55.4e-53.6e-51.8e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.52e-6 · 1.7% energyperiod 24.0 · power 2.52e-6 · 1.7% energyperiod 12.0 · power 1.54e-5 · 10.3% energyperiod 12.0 · power 1.54e-5 · 10.3% energyperiod 8.0 · power 1.75e-5 · 11.7% energyperiod 8.0 · power 1.75e-5 · 11.7% energyperiod 6.0 · power 1.67e-7 · 0.1% energyperiod 6.0 · power 1.67e-7 · 0.1% energyperiod 4.8 · power 1.52e-5 · 10.1% energyperiod 4.8 · power 1.52e-5 · 10.1% energyperiod 4.0 · power 2.60e-6 · 1.7% energyperiod 4.0 · power 2.60e-6 · 1.7% energyperiod 3.4 · power 8.73e-6 · 5.8% energyperiod 3.4 · power 8.73e-6 · 5.8% energyperiod 3.0 · power 2.00e-6 · 1.3% energyperiod 3.0 · power 2.00e-6 · 1.3% energyperiod 2.7 · power 7.16e-5 · 47.8% energyperiod 2.7 · power 7.16e-5 · 47.8% energyperiod 2.4 · power 9.92e-6 · 6.6% energyperiod 2.4 · power 9.92e-6 · 6.6% energyperiod 2.2 · power 4.07e-6 · 2.7% energyperiod 2.2 · power 4.07e-6 · 2.7% energyperiod 2.0 · power 4.17e-8 · 0.0% energyperiod 2.0 · power 4.17e-8 · 0.0% energy50% by T=2.7h#1 dominantT=2.67h#2T=8.00h#3T=12.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 47.8% of total energy · Σ|X̂|²/n = 1.498e-4

▸ Depth section using sovereign-store price series (934 bars · effective 1752616 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 1.2 d · σ/bar 0.039pp · expected |Δp| over horizon 0.21ppterminal variance p(1−p) = 0.0215 · n = 934✓ n = 934
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.039pp
one-bar volatility · logit-free
Per-day movedaily
0.19pp
σ × √24
Per-horizon move1d
0.21pp
σ × √28.400666666666666
Terminal variancebinary
0.0215
p(1−p) at resolution
Current pricep
2.2¢
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 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 934
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
45.5pp
peak 1.7¢ → trough 0.9¢
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
2.2%
= price
Decimal oddsEU
45.455
total return per $1
AmericanUS
+4445
$100 wins $4445
FractionalUK
44.45 / 1
profit per $1 risked
Profit per $100stake
+$4445.45
clean dollar framing
-1000-5000+500+1000020406080100you · 2.2%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)
0.153 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.153 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.51 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
47427612635125569300632439747147194290889646895278210476718580271137667626267
NO token ID
24919168074161832535832601385343983517554798684776043505459977822931502924047
Snapshot fetched
2026-06-20 11:35:50 UTC
Snapshot age
6.9s
History points
25 CLOB mids
Page rendered
2026-06-20 11:35:57 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
39965802ef4055c13b83fa9f38c6aed7d2855767bd6927f2ae503cf94856a23f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢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$63,671HL PERPHYPE-USD perpetual$70.76HL PERPETH-USD perpetual$1,726.2

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
0.024000
(best bid + best ask) / 2
Spread
833.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.302
ask-heavy
Imbalance (top-5)
-0.384
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-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06093315388.59bp0.53900019FILLED
BUY$10.00K0.339676131531.50bp0.78900031FILLED
BUY$100.00K0.782799316166.09bp0.99900048PARTIAL
SELL$1.00K0.0023229032.48bp0.00100014PARTIAL
SELL$10.00K0.0023229032.48bp0.00100014PARTIAL
SELL$100.00K0.0023229032.48bp0.00100014PARTIAL

Risk metrics

▸ sovereign store · 934 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4069.35%
σ per bar = 0.030738
Mean return (annualised)
148109.63%
μ per bar = 0.000845
Sharpe (rf=0)
36.40
annualised; risk-free assumed zero
Max drawdown
45.45%
peak 0.02 → trough 0.01 over 266 bars

/api/asset/pm-bitcoin-above-66k-on-june-21-2026/risk · same metrics, JSON