POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $68,000 on June 15?

YES · live
0.7¢
NO · live
99.4¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-68k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
34.19%
max drawdown
75.47%
sharpe
—
ulcer index
29.75%
RMS drawdown
pain index
23.63%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
72.48%
cond. drawdown
gain/pain
0.36
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.36
upside/downside
roll spread
9.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-68k-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH13ms⏱--:--:-- 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
0.7¢
NO · live
99.4¢
YES price · live 24h
n=25 · μ=0.0207 · σ=0.0052 · range [0.0065, 0.0255] · R²=0.314▼ FALLING -69.77%σ EXTREME 24.87%LAST 0.00650.02550.02070.01600.01120.0065μ = 0.0207max 0.0255min 0.0065dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.65¢
YES / NO split · live
YES 0.7%NO 99.4%NO99.4%99.35¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.057 / 1.00 bits (6%) · informative — one side favoured
YES
0.7%0.7¢153.85×▬ +0.00pp
NO
99.4%99.4¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=410 · μ=17.1 · σ=19.9 · CV=1.17BURSTYcumulative energy ↗ · 50% by h=16016334965μ = 176550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 410bp moved · peak 65bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
13ms
▲YES mid
0.65¢ (0.65%)
▼NO mid
99.35¢ (99.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$56.9k
≋liquidity $
$28.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0207 · σ=0.0052 · range [0.0065, 0.0255] · R²=0.314▼ FALLING -69.77%σ EXTREME 24.87%LAST 0.00650.02550.02070.01600.01120.0065μ = 0.0207max 0.0255min 0.0065dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.65¢
NO price · CLOB mid
n=25 · μ=0.9793 · σ=0.0052 · range [0.9745, 0.9935] · R²=0.311▲ RISING +1.53%σ LOW 0.53%LAST 0.99350.99350.98880.98400.97930.9745μ = 0.9793max 0.9935min 0.9745dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0005 · σ=0.0026 · skew=-0.89 (left-skewed) · kurt=0.14 (mesokurtic)1085303-0.60ppbin -0.60pp · n=3 · 30.0% peakbin -0.60pp · n=3 · 30.0% peak-0.49pp1-0.39ppbin -0.39pp · n=1 · 10.0% peakbin -0.39pp · n=1 · 10.0% peak-0.28pp3-0.18ppbin -0.18pp · n=3 · 30.0% peakbin -0.18pp · n=3 · 30.0% peak1-0.07ppbin -0.07pp · n=1 · 10.0% peakbin -0.07pp · n=1 · 10.0% peak100.03ppbin 0.03pp · n=10 · 100.0% peakbin 0.03pp · n=10 · 100.0% peak30.14ppbin 0.14pp · n=3 · 30.0% peakbin 0.14pp · n=3 · 30.0% peak10.24ppbin 0.24pp · n=1 · 10.0% peakbin 0.24pp · n=1 · 10.0% peak20.35ppbin 0.35pp · n=2 · 20.0% peakbin 0.35pp · n=2 · 20.0% 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=-0.73 · kurt=0.23 · near 16 / mid 8 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25LEPTOKURTIC · FAT TAILS (G₂=2.01)
μ MEAN2.07¢95% CI: [1.87¢, 2.27¢]
σ STD DEV0.52ppσ² = 0.266 · CV = 24.87%
med MEDIAN2.15¢Q₁ 2.00¢ · Q₃ 2.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.90pp · IQR 0.35pp (1.349σ→0.70pp)
min 0.65¢Q₁ 2.00¢med 2.15¢Q₃ 2.35¢max 2.55¢μ
SKEWNESS · G₁-1.623left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.011leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRdiverges from normalratio = 1.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.69
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.046within white-noise band
ρ(2) AUTOCORR-0.002lag-2 not significant
H · HURST EXPONENT0.899strongly persistent
OLS TREND · t-STAT-3.248significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.899
H = 0.899STRONGLY 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+0.046k=2-0.002k=3+0.036k=4+0.048k=5-0.1000+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|=3.25)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.25)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 ID2471081
SLUGbitcoin-above-68k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.65¢implied prob 0.65% · decimal odds 153.85×
COUNTER · NO99.35¢implied prob 99.35% · decimal odds 1.01×
0.65¢
99.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME56.87k USD 24h
LIQUIDITY28.04k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.987 · entropy 0.057 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 0.7%NO 99.4%YES p̂0.7%H = 0.057 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES153.85×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.057 bits (6% 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 2026-06-15 16:00 UTC
0days
23hrs
51min
23.9 hours·θ = 2.525 pp/day
YES →$1.00(P = 0.7%)
NO →$0.00(P = 99.4%)
current: $0.0065 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+11.9hRESOLVESP projection · σ=0.52% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.525 pp/day
now23.86h left
2.525 pp/day×1.00
−25%17.89h left
2.916 pp/day×1.15
−50%11.93h left
3.571 pp/day×1.41
−75%5.96h left
5.050 pp/day×2.00
−90%2.39h left
7.985 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 0.40% · worst -0.65% · typical |Δ| 0.17%BEARISH SESSION -1.50%BEST+0.40%6hWORST-0.65%23hTYPICAL |Δ|0.17%mean absoluteCUMULATIVE-1.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ +0.04% · Σ +0.30%US · 16-24 UTCμ -0.24% · Σ -1.90%CUMULATIVE Δ PATH · final -1.50%+0.40%-1.50%0.00% · 1h0.00% · 1h·1h0.20% · 2h0.20% · 2h0.20%2h-0.20% · 3h-0.20% · 3h-0.20%3h-0.20% · 4h-0.20% · 4h-0.20%4h0.10% · 5h0.10% · 5h0.10%5h0.40% · 6h0.40% · 6h0.40%6h★ BEST-0.20% · 7h-0.20% · 7h-0.20%7h0.10% · 8h0.10% · 8h0.10%8h0.00% · 9h0.00% · 9h·9h-0.10% · 10h-0.10% · 10h-0.10%10h0.30% · 11h0.30% · 11h0.30%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.55% · 16h-0.55% · 16h-0.55%16h0.05% · 17h0.05% · 17h0.05%17h0.00% · 18h0.00% · 18h·18h0.15% · 19h0.15% · 19h0.15%19h-0.35% · 20h-0.35% · 20h-0.35%20h0.00% · 21h0.00% · 21h·21h-0.55% · 22h-0.55% · 22h-0.55%22h-0.65% · 23h-0.65% · 23h-0.65%23h▼ WORST0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.30%)RUNSup max 2 · down max 2BREADTH29% up · 33% down · 38% flat
7 up bars · 8 down · best 0.40% · worst -0.65% · typical |Δ| 0.171%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-1.50%)FINAL-1.50%MAX DD-1.89%RECOVERYONGOING · 9 barsMAX RUN-UP+0.40%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 0.9850 · peak 1.0040 · range [0.9850, 1.0040]1.00400.9850break-even = 1★ PEAK 1.0040UNDERWATER DRAWDOWN · max -1.89% · moderate0%-1.89%▼ TROUGH -1.89%TOP DRAWDOWN PERIODS · 3 total#1 -1.89%bar 17-25 · 9 bars · ONGOING#2 -0.40%bar 4-6 · 3 bars · recovered#3 -0.20%bar 8-11 · 4 bars · recoveredDD SEVERITYmoderate (max -1.89%)RECOVERYongoing · 9 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.9850 (-1.50%) · max DD -1.89% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −9 (47% positive) · μ=-9.08 · σ=33.01MIXED EDGELAST -66.25 (-1.73σ vs μ)66.2533.120.00-33.12-66.25μ = -9.0819.9519.956.096.090.000.0013.8613.8622.5722.5733.6733.679.069.0633.9533.9522.8322.8322.8322.83-14.11-14.11-33.99-33.99-33.99-33.99-22.03-22.03-40.23-40.23-40.23-40.23-40.23-40.23-66.25-66.25-66.25-66.25v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -66.249 · range [-66.25, 33.95] · μ -9.078 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=21.8714 · σ=5.3111 · range [12.7875, 30.8532] · R²=0.235▲ RISING +40.56%σ EXTREME 24.28%LAST 30.853230.853226.336821.820317.303912.7875μ = 21.8714max 30.8532min 12.7875dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 30.85% · range [12.79%, 30.85%] · μ 21.87% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.256 · σ=0.174MEAN-REVERSIONLAST -0.204 (+0.29σ vs μ)0.4480.2240.000-0.224-0.448μ = -0.2560.0820.082-0.189-0.189-0.133-0.133-0.373-0.373-0.360-0.360-0.448-0.448-0.373-0.373-0.447-0.447-0.405-0.405-0.440-0.440-0.005-0.005-0.305-0.305-0.289-0.289-0.196-0.196-0.365-0.365-0.302-0.302-0.243-0.2430.1390.139-0.204-0.204v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.204 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.7752
p-VALUE (log scale)
0.2497
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
0.4983
p-VALUE (log scale)
0.9902
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
0.5361
p-VALUE (log scale)
0.9874
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
0.8257
p-VALUE (log scale)
0.4090
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4519
p-VALUE (log scale)
0.0548
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
0.2209
p-VALUE (log scale)
0.8252
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.067 ≈ 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=6.40e-6 · top T=6.00h (17.0%) · top-3 cover 49.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-59.8e-66.5e-63.3e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.26e-5 · 16.3% energyperiod 24.0 · power 1.26e-5 · 16.3% energyperiod 12.0 · power 1.70e-6 · 2.2% energyperiod 12.0 · power 1.70e-6 · 2.2% energyperiod 8.0 · power 6.22e-6 · 8.1% energyperiod 8.0 · power 6.22e-6 · 8.1% energyperiod 6.0 · power 1.30e-5 · 17.0% energyperiod 6.0 · power 1.30e-5 · 17.0% energyperiod 4.8 · power 5.12e-6 · 6.7% energyperiod 4.8 · power 5.12e-6 · 6.7% energyperiod 4.0 · power 6.10e-6 · 7.9% energyperiod 4.0 · power 6.10e-6 · 7.9% energyperiod 3.4 · power 3.81e-6 · 5.0% energyperiod 3.4 · power 3.81e-6 · 5.0% energyperiod 3.0 · power 9.09e-6 · 11.8% energyperiod 3.0 · power 9.09e-6 · 11.8% energyperiod 2.7 · power 4.49e-6 · 5.8% energyperiod 2.7 · power 4.49e-6 · 5.8% energyperiod 2.4 · power 5.09e-7 · 0.7% energyperiod 2.4 · power 5.09e-7 · 0.7% energyperiod 2.2 · power 1.27e-5 · 16.5% energyperiod 2.2 · power 1.27e-5 · 16.5% energyperiod 2.0 · power 1.50e-6 · 2.0% energyperiod 2.0 · power 1.50e-6 · 2.0% energy50% by T=4.8h#1 dominantT=6.00h#2T=2.18h#3T=24.00hT=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 ≈ 6.00h (freq 0.167) · concentrates 17.0% of total energy · Σ|X̂|²/n = 7.681e-5

▸ Depth section using sovereign-store price series (2578 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 1.0 d · σ/bar 0.024pp · expected |Δp| over horizon 0.12ppterminal variance p(1−p) = 0.0065 · n = 2578✓ n = 2578
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.024pp
one-bar volatility · logit-free
Per-day movedaily
0.12pp
σ × √24
Per-horizon move1d
0.12pp
σ × √23.855005
Terminal variancebinary
0.0065
p(1−p) at resolution
Current pricep
0.7¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 2578
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
75.5pp
peak 2.6¢ → trough 0.7¢
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
0.7%
= price
Decimal oddsEU
153.846
total return per $1
AmericanUS
+15285
$100 wins $15285
FractionalUK
152.85 / 1
profit per $1 risked
Profit per $100stake
+$15284.62
clean dollar framing
-1000-5000+500+1000020406080100you · 0.7%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)
0.057 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.057 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.27 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
78758869381364259854159889398585634509371909763020187876374890357059117129598
NO token ID
41451856579527684231317477410363671100798377769322956673968392384534241453466
Snapshot fetched
2026-06-14 16:08:41 UTC
Snapshot age
13ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:08:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
706a4e7b1e2c62d9c7850c0321169426e6c31ac43ebec449eb8723bb71c69087 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,031.5HL PERPETH-USD perpetual$1,663.15HL PERPHYPE-USD perpetual$60.32

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
0.006500
(best bid + best ask) / 2
Spread
1538.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.336
ask-heavy
Imbalance (top-5)
+0.845
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-68k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.05267571037.88bp0.50700041FILLED
BUY$10.00K0.317887479056.91bp0.78900052FILLED
BUY$100.00K0.7863141199713.43bp0.99900065PARTIAL
SELL$1.00K0.0010638363.98bp0.0010005PARTIAL
SELL$10.00K0.0010638363.98bp0.0010005PARTIAL
SELL$100.00K0.0010638363.98bp0.0010005PARTIAL

Risk metrics

▸ sovereign store · 2,578 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2145.36%
σ per bar = 0.016204
Mean return (annualised)
-84462.89%
μ per bar = -0.000482
Sharpe (rf=0)
-39.37
annualised; risk-free assumed zero
Max drawdown
75.47%
peak 0.03 → trough 0.01 over 2423 bars

/api/asset/pm-bitcoin-above-68k-on-june-15-2026/risk · same metrics, JSON