POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $68,000 on June 18?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-68k-on-june-18-2026 · fresh · feed 7s old
24h sparkline · 60 pts▼ -95.24%
realized vol (ann.)
18.36%
max drawdown
94.74%
sharpe
—
ulcer index
72.97%
RMS drawdown
pain index
69.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
94.74%
cond. drawdown
gain/pain
0.50
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.50
upside/downside
roll spread
27.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-95.24%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -95.24%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-68k-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.1s⏱--:--:-- 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
0.1¢
NO · live
99.9¢
YES price · live 24h
n=25 · μ=0.0199 · σ=0.0244 · range [0.0005, 0.0955] · R²=0.331▼ FALLING -95.08%σ EXTREME 122.13%LAST 0.00150.09550.07180.04800.02420.0005μ = 0.0199max 0.0955min 0.0005dataMA(5)OLS R²=0.33μ 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=1,970 · μ=82.1 · σ=126.9 · CV=1.55BURSTY · concentratedcumulative energy ↗ · 50% by h=90123245368490μ = 8249050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1970bp moved · peak 490bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.1s
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$234.5k
≋liquidity $
$39.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0199 · σ=0.0244 · range [0.0005, 0.0955] · R²=0.331▼ FALLING -95.08%σ EXTREME 122.13%LAST 0.00150.09550.07180.04800.02420.0005μ = 0.0199max 0.0955min 0.0005dataMA(5)OLS R²=0.33μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.15¢
NO price · CLOB mid
n=25 · μ=0.9802 · σ=0.0238 · range [0.9085, 0.9995] · R²=0.341▲ RISING +2.99%σ NORMAL 2.43%LAST 0.99850.99950.97680.95400.93130.9085μ = 0.9802max 0.9995min 0.9085dataMA(5)OLS R²=0.34μ 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=-0.0009 · σ=0.0140 · skew=-1.26 (left-skewed) · kurt=2.86 (leptokurtic (fat tails))13107301-4.54ppbin -4.54pp · n=1 · 7.7% peakbin -4.54pp · n=1 · 7.7% peak-3.81pp1-3.08ppbin -3.08pp · n=1 · 7.7% peakbin -3.08pp · n=1 · 7.7% peak-2.34pp-1.61pp2-0.88ppbin -0.88pp · n=2 · 15.4% peakbin -0.88pp · n=2 · 15.4% peak13-0.15ppbin -0.15pp · n=13 · 100.0% peakbin -0.15pp · n=13 · 100.0% peak30.58ppbin 0.58pp · n=3 · 23.1% peakbin 0.58pp · n=3 · 23.1% peak11.31ppbin 1.31pp · n=1 · 7.7% peakbin 1.31pp · n=1 · 7.7% peak32.04ppbin 2.04pp · n=3 · 23.1% peakbin 2.04pp · n=3 · 23.1% 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=-1.37 · kurt=3.26 · near 9 / mid 14 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25STRONGLY RIGHT-SKEWED (G₁=1.60)
μ MEAN1.99¢95% CI: [1.04¢, 2.95¢]
σ STD DEV2.44ppσ² = 5.931 · CV = 122.13%
med MEDIAN1.25¢Q₁ 0.15¢ · Q₃ 2.80¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.50pp · IQR 2.65pp (1.349σ→3.29pp)
min 0.05¢Q₁ 0.15¢med 1.25¢Q₃ 2.80¢max 9.55¢μ
SKEWNESS · G₁1.604right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.918leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 1.24
range ↔ σconcentrated (range < 4σ)range / σ = 3.90
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+0.259within white-noise band
ρ(2) AUTOCORR-0.219lag-2 not significant
H · HURST EXPONENT0.787strongly persistent
OLS TREND · t-STAT-3.373significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.787
H = 0.787STRONGLY 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+0.259k=2-0.219k=3-0.251k=4-0.108k=5-0.0090+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|=3.37)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.83very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.37)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 ID2506712
SLUGbitcoin-above-68k-on-june-18-2026
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 VOLUME234.51k USD 24h
LIQUIDITY39.01k 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 2026-06-18 16:00 UTC
0days
06hrs
09min
6.2 hours·θ = 11.930 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+3.1hRESOLVESP projection · σ=2.44% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 11.930 pp/day
now6.15h left
11.930 pp/day×1.00
−25%4.61h left
13.776 pp/day×1.15
−50%3.08h left
16.872 pp/day×1.41
−75%1.54h left
23.861 pp/day×2.00
−90%0.62h left
37.728 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 2.40% · worst -4.90% · typical |Δ| 0.82%BEARISH SESSION -2.90%BEST+2.40%6hWORST-4.90%9hTYPICAL |Δ|0.82%mean absoluteCUMULATIVE-2.90%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.60% · Σ +4.20%EUROPE · 08-16 UTCμ -0.84% · Σ -6.70%US · 16-24 UTCμ -0.05% · Σ -0.40%CUMULATIVE Δ PATH · final -2.90%+6.50%-3.00%-1.25% · 1h-1.25% · 1h-1.25%1h-0.25% · 2h-0.25% · 2h-0.25%2h0.95% · 3h0.95% · 3h0.95%3h0.30% · 4h0.30% · 4h0.30%4h0.25% · 5h0.25% · 5h0.25%5h2.40% · 6h2.40% · 6h2.40%6h★ BEST1.80% · 7h1.80% · 7h1.80%7h2.30% · 8h2.30% · 8h2.30%8h-4.90% · 9h-4.90% · 9h-4.90%9h▼ WORST-3.40% · 10h-3.40% · 10h-3.40%10h0.30% · 11h0.30% · 11h0.30%11h-0.25% · 12h-0.25% · 12h-0.25%12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.65% · 14h-0.65% · 14h-0.65%14h-0.05% · 15h-0.05% · 15h-0.05%15h-0.10% · 16h-0.10% · 16h-0.10%16h-0.15% · 17h-0.15% · 17h-0.15%17h-0.15% · 18h-0.15% · 18h-0.15%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.10% · 22h-0.10% · 22h-0.10%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+4.20%)RUNSup max 6 · down max 7BREADTH33% up · 50% down · 17% flat
8 up bars · 12 down · best 2.40% · worst -4.90% · typical |Δ| 0.821%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.12%)FINAL-3.12%MAX DD-9.23%RECOVERYONGOING · 16 barsMAX RUN-UP+6.63%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9688 · peak 1.0663 · range [0.9678, 1.0663]1.06630.9678break-even = 1★ PEAK 1.0663UNDERWATER DRAWDOWN · max -9.23% · significant0%-9.23%▼ TROUGH -9.23%TOP DRAWDOWN PERIODS · 2 total#1 -9.23%bar 10-25 · 16 bars · ONGOING#2 -1.50%bar 2-6 · 5 bars · recoveredDD SEVERITYsignificant (max -9.23%)RECOVERYongoing · 16 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9688 (-3.12%) · max DD -9.23% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −14 (21% positive) · μ=-26.33 · σ=60.09UNPROFITABLE STRATEGYLAST 0.00 (+0.44σ vs μ)129.0164.510.00-64.51-129.01μ = -26.3330.6130.6183.6383.63129.01129.0112.2212.22-7.68-7.68-7.43-7.43-22.50-22.50-35.37-35.37-65.38-65.38-46.80-46.80-40.14-40.14-85.17-85.17-78.35-78.35-72.73-72.73-101.85-101.85-82.89-82.89-82.89-82.89-26.58-26.580.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-101.85, 129.01] · μ -26.331 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=111.5689 · σ=112.0843 · range [5.9195, 294.7124] · R²=0.454▼ FALLING -94.83%σ EXTREME 100.46%LAST 5.9195294.7124222.5142150.315978.11775.9195μ = 111.5689max 294.7124min 5.9195dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 5.92% · range [5.92%, 294.71%] · μ 111.57% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=-0.008 · σ=0.309CLOSE TO MARTINGALELAST -0.500 (-1.59σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.0080.0500.0500.1310.1310.2800.280-0.124-0.1240.2990.2990.2360.2360.0970.097-0.141-0.1410.3650.365-0.207-0.207-0.297-0.297-0.469-0.469-0.425-0.425-0.148-0.1480.2890.2890.4610.4610.2840.284-0.339-0.339-0.500-0.500v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.500 · |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
27.5467
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
5.4126
p-VALUE (log scale)
0.3677
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
-1.4461
p-VALUE (log scale)
0.5590
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-2.2067
p-VALUE (log scale)
0.0273
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4584
p-VALUE (log scale)
0.0520
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
0.9589
p-VALUE (log scale)
0.3376
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.292 ≈ 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=2.22e-4 · top T=8.00h (17.8%) · top-3 cover 49.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.7e-43.6e-42.4e-41.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.30e-4 · 4.9% energyperiod 24.0 · power 1.30e-4 · 4.9% energyperiod 12.0 · power 3.78e-4 · 14.2% energyperiod 12.0 · power 3.78e-4 · 14.2% energyperiod 8.0 · power 4.74e-4 · 17.8% energyperiod 8.0 · power 4.74e-4 · 17.8% energyperiod 6.0 · power 3.00e-4 · 11.3% energyperiod 6.0 · power 3.00e-4 · 11.3% energyperiod 4.8 · power 4.05e-4 · 15.2% energyperiod 4.8 · power 4.05e-4 · 15.2% energyperiod 4.0 · power 4.33e-4 · 16.3% energyperiod 4.0 · power 4.33e-4 · 16.3% energyperiod 3.4 · power 7.04e-5 · 2.6% energyperiod 3.4 · power 7.04e-5 · 2.6% energyperiod 3.0 · power 7.90e-5 · 3.0% energyperiod 3.0 · power 7.90e-5 · 3.0% energyperiod 2.7 · power 1.67e-4 · 6.3% energyperiod 2.7 · power 1.67e-4 · 6.3% energyperiod 2.4 · power 1.08e-4 · 4.0% energyperiod 2.4 · power 1.08e-4 · 4.0% energyperiod 2.2 · power 7.81e-5 · 2.9% energyperiod 2.2 · power 7.81e-5 · 2.9% energyperiod 2.0 · power 4.00e-5 · 1.5% energyperiod 2.0 · power 4.00e-5 · 1.5% energy50% by T=4.8h#1 dominantT=8.00h#2T=4.00h#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 17.8% of total energy · Σ|X̂|²/n = 2.662e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 0.106pp · expected |Δp| over horizon 0.26ppterminal variance p(1−p) = 0.0015 · n = 5000✓ n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.106pp
one-bar volatility · logit-free
Per-day movedaily
0.52pp
σ × √24
Per-horizon move0d
0.26pp
σ × √6.1514750000000005
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 0.17pp · ES₉₅ 0.22pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 5000
VaR 95%
0.17pp
1.645·σ (parametric) of Δp
ES 95%
0.22pp
mean of the tail
Max drawdown
99.5pp
peak 10.4¢ → trough 0.1¢
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
0.1%
= 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
33648866195223287563148504131233361705143203545177755999961973500989937435995
NO token ID
97797305119702327627968927186298400328106132351602222483714839830473487484798
Snapshot fetched
2026-06-18 09:50:47 UTC
Snapshot age
7.1s
History points
25 CLOB mids
Page rendered
2026-06-18 09:50:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1772ce4bc508dab6eaf1cb55480a0c81c9da1850f45dc9addd8717c260b36ff4 · 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$64,218HL PERPHYPE-USD perpetual$71.84HL PERPETH-USD perpetual$1,746.6

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)
-0.971
ask-heavy
Imbalance (top-5)
-0.589
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-68k-on-june-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.029493186620.23bp0.39900036FILLED
BUY$10.00K0.2039901349930.53bp0.78900052FILLED
BUY$100.00K0.6869444569623.79bp0.99900070PARTIAL
SELL$1.00K0.0010003333.33bp0.0010001PARTIAL
SELL$10.00K0.0010003333.33bp0.0010001PARTIAL
SELL$100.00K0.0010003333.33bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5726.07%
σ per bar = 0.043255
Mean return (annualised)
-119230.45%
μ per bar = -0.000680
Sharpe (rf=0)
-20.82
annualised; risk-free assumed zero
Max drawdown
99.52%
peak 0.10 → trough 0.00 over 2973 bars

/api/asset/pm-bitcoin-above-68k-on-june-18-2026/risk · same metrics, JSON