POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $68,000 on June 20?

YES · live
2.6¢
NO · live
97.4¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-68k-on-june-20-2026 · fresh · feed 13s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
43.85%
max drawdown
46.07%
sharpe
—
ulcer index
34.01%
RMS drawdown
pain index
31.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
45.31%
cond. drawdown
gain/pain
0.69
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.69
upside/downside
roll spread
4.0 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-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.9s⏱--:--:-- 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
2.6¢
NO · live
97.4¢
YES price · live 24h
n=25 · μ=0.0566 · σ=0.0435 · range [0.0245, 0.1750] · R²=0.498▼ FALLING -64.67%σ EXTREME 76.88%LAST 0.02650.17500.13740.09970.06210.0245μ = 0.0566max 0.1750min 0.0245dataMA(5)OLS R²=0.50μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.65¢
YES / NO split · live
YES 2.6%NO 97.4%NO97.4%97.35¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.177 / 1.00 bits (18%) · informative — one side favoured
YES
2.6%2.6¢37.74×▬ +0.00pp
NO
97.4%97.4¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,125 · μ=130.2 · σ=211.4 · CV=1.62BURSTY · concentratedcumulative energy ↗ · 50% by h=60175350525700μ = 13070050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3125bp moved · peak 700bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.9s
▲YES mid
2.65¢ (2.65%)
▼NO mid
97.35¢ (97.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.1k
≋liquidity $
$15.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0566 · σ=0.0435 · range [0.0245, 0.1750] · R²=0.498▼ FALLING -64.67%σ EXTREME 76.88%LAST 0.02650.17500.13740.09970.06210.0245μ = 0.0566max 0.1750min 0.0245dataMA(5)OLS R²=0.50μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.65¢
NO price · CLOB mid
n=25 · μ=0.9436 · σ=0.0429 · range [0.8300, 0.9755] · R²=0.505▲ RISING +5.24%σ NORMAL 4.55%LAST 0.97350.97550.93910.90270.86640.8300μ = 0.9436max 0.9755min 0.8300dataMA(5)OLS R²=0.50μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0014 · σ=0.0237 · skew=-0.79 (left-skewed) · kurt=2.65 (leptokurtic (fat tails))1296302-6.33ppbin -6.33pp · n=2 · 16.7% peakbin -6.33pp · n=2 · 16.7% peak-4.98pp-3.63pp1-2.27ppbin -2.27pp · n=1 · 8.3% peakbin -2.27pp · n=1 · 8.3% peak5-0.93ppbin -0.93pp · n=5 · 41.7% peakbin -0.93pp · n=5 · 41.7% peak120.43ppbin 0.43pp · n=12 · 100.0% peakbin 0.43pp · n=12 · 100.0% peak31.78ppbin 1.78pp · n=3 · 25.0% peakbin 1.78pp · n=3 · 25.0% peak3.13pp4.48pp15.82ppbin 5.82pp · n=1 · 8.3% peakbin 5.82pp · n=1 · 8.3% 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=-0.54 · kurt=3.32 · near 7 / mid 17 / far 0 · OLS slope=0.89 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=25STRONGLY RIGHT-SKEWED (G₁=1.49)
μ MEAN5.66¢95% CI: [3.95¢, 7.36¢]
σ STD DEV4.35ppσ² = 18.920 · CV = 76.88%
med MEDIAN3.75¢Q₁ 3.05¢ · Q₃ 7.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 15.05pp · IQR 3.95pp (1.349σ→5.87pp)
min 2.45¢Q₁ 3.05¢med 3.75¢Q₃ 7.00¢max 17.50¢μ
SKEWNESS · G₁1.489right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.899mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 1.49
range ↔ σconcentrated (range < 4σ)range / σ = 3.46
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+0.205within white-noise band
ρ(2) AUTOCORR-0.034lag-2 not significant
H · HURST EXPONENT0.820strongly persistent
OLS TREND · t-STAT-4.778significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.820
H = 0.820STRONGLY 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+0.205k=2-0.034k=3-0.355k=4-0.234k=5+0.0120+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|=4.78)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.84very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.78)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 ID2532423
SLUGbitcoin-above-68k-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (97¢)
PRIMARY · YES2.65¢implied prob 2.65% · decimal odds 37.74×
COUNTER · NO97.35¢implied prob 97.35% · decimal odds 1.03×
2.65¢
97.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.11k USD 24h
LIQUIDITY15.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.947 · entropy 0.177 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 2.6%NO 97.4%YES p̂2.6%H = 0.177 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES37.74×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.177 bits (18% 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 2026-06-20 16:00 UTC
2days
03hrs
55min
2.16 days·θ = 21.309 pp/day
YES →$1.00(P = 2.6%)
NO →$0.00(P = 97.4%)
current: $0.0265 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1dRESOLVESP projection · σ=4.35% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 21.309 pp/day
now2.16d left
21.309 pp/day×1.00
−25%1.62d left
24.606 pp/day×1.15
−50%1.08d left
30.136 pp/day×1.41
−75%12.98h left
42.618 pp/day×2.00
−90%5.19h left
67.386 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 6.50% · worst -7.00% · typical |Δ| 1.30%MILD BEARISH -4.85%BEST+6.50%3hWORST-7.00%7hTYPICAL |Δ|1.30%mean absoluteCUMULATIVE-4.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.43% · Σ -3.00%EUROPE · 08-16 UTCμ -0.17% · Σ -1.40%US · 16-24 UTCμ -0.06% · Σ -0.45%CUMULATIVE Δ PATH · final -4.85%+10.00%-5.05%1.50% · 1h1.50% · 1h1.50%1h-2.00% · 2h-2.00% · 2h-2.00%2h6.50% · 3h6.50% · 3h6.50%3h★ BEST2.00% · 4h2.00% · 4h2.00%4h2.00% · 5h2.00% · 5h2.00%5h-6.00% · 6h-6.00% · 6h-6.00%6h-7.00% · 7h-7.00% · 7h-7.00%7h▼ WORST0.00% · 8h0.00% · 8h·8h-0.50% · 9h-0.50% · 9h-0.50%9h-0.30% · 10h-0.30% · 10h-0.30%10h0.05% · 11h0.05% · 11h0.05%11h-0.20% · 12h-0.20% · 12h-0.20%12h0.20% · 13h0.20% · 13h0.20%13h0.30% · 14h0.30% · 14h0.30%14h-0.95% · 15h-0.95% · 15h-0.95%15h0.00% · 16h0.00% · 16h·16h0.05% · 17h0.05% · 17h0.05%17h-0.50% · 18h-0.50% · 18h-0.50%18h0.40% · 19h0.40% · 19h0.40%19h-0.30% · 20h-0.30% · 20h-0.30%20h-0.15% · 21h-0.15% · 21h-0.15%21h-0.15% · 22h-0.15% · 22h-0.15%22h0.20% · 23h0.20% · 23h0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+-0.45%)RUNSup max 3 · down max 3BREADTH42% up · 46% down · 13% flat
10 up bars · 11 down · best 6.50% · worst -7.00% · typical |Δ| 1.302%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.43%FINAL-5.43%MAX DD-14.36%RECOVERYONGOING · 19 barsMAX RUN-UP+10.22%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9457 · peak 1.1022 · range [0.9439, 1.1022]1.10220.9439break-even = 1★ PEAK 1.1022UNDERWATER DRAWDOWN · max -14.36% · significant0%-14.36%▼ TROUGH -14.36%TOP DRAWDOWN PERIODS · 2 total#1 -14.36%bar 7-25 · 19 bars · ONGOING#2 -2.00%bar 3-3 · 1 bars · recoveredDD SEVERITYsignificant (max -14.36%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9457 (-5.43%) · max DD -14.36% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −17 (5% positive) · μ=-27.36 · σ=18.66UNPROFITABLE STRATEGYLAST 0.00 (+1.47σ vs μ)65.3732.680.00-32.68-65.37μ = -27.3614.7214.72-13.47-13.47-7.53-7.53-37.47-37.47-50.61-50.61-65.37-65.37-44.49-44.49-45.63-45.63-22.69-22.69-30.93-30.93-20.77-20.77-20.77-20.77-29.27-29.27-21.23-21.23-42.78-42.78-25.09-25.09-32.82-32.82-23.66-23.660.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-65.37, 14.72] · μ -27.361 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=162.0186 · σ=176.9158 · range [23.9994, 487.9068] · R²=0.735▼ FALLING -93.89%σ EXTREME 109.19%LAST 24.2264487.9068371.9299255.9531139.976223.9994μ = 162.0186max 487.9068min 23.9994dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 24.23% · range [24.00%, 487.91%] · μ 162.02% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.178 · σ=0.336MEAN-REVERSIONLAST -0.246 (-0.20σ vs μ)0.7310.3660.000-0.366-0.731μ = -0.178-0.190-0.1900.2710.2710.3210.3210.1800.180-0.004-0.0040.3530.353-0.068-0.068-0.150-0.1500.2520.252-0.252-0.252-0.345-0.345-0.315-0.315-0.315-0.315-0.519-0.519-0.359-0.359-0.695-0.695-0.731-0.731-0.563-0.563-0.246-0.246v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.246 · |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
20.9687
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
6.6305
p-VALUE (log scale)
0.2487
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
-1.3225
p-VALUE (log scale)
0.6171
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
0.6840
p-VALUE (log scale)
0.4940
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5739
p-VALUE (log scale)
0.0250
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
1.1849
p-VALUE (log scale)
0.2360
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.361 ≈ 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=6.09e-4 · top T=8.00h (18.3%) · top-3 cover 46.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-31.0e-36.7e-43.3e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.94e-4 · 5.4% energyperiod 24.0 · power 3.94e-4 · 5.4% energyperiod 12.0 · power 1.03e-3 · 14.1% energyperiod 12.0 · power 1.03e-3 · 14.1% energyperiod 8.0 · power 1.34e-3 · 18.3% energyperiod 8.0 · power 1.34e-3 · 18.3% energyperiod 6.0 · power 1.03e-3 · 14.1% energyperiod 6.0 · power 1.03e-3 · 14.1% energyperiod 4.8 · power 1.01e-3 · 13.9% energyperiod 4.8 · power 1.01e-3 · 13.9% energyperiod 4.0 · power 4.93e-4 · 6.7% energyperiod 4.0 · power 4.93e-4 · 6.7% energyperiod 3.4 · power 5.21e-5 · 0.7% energyperiod 3.4 · power 5.21e-5 · 0.7% energyperiod 3.0 · power 4.19e-5 · 0.6% energyperiod 3.0 · power 4.19e-5 · 0.6% energyperiod 2.7 · power 5.68e-4 · 7.8% energyperiod 2.7 · power 5.68e-4 · 7.8% energyperiod 2.4 · power 4.52e-4 · 6.2% energyperiod 2.4 · power 4.52e-4 · 6.2% energyperiod 2.2 · power 5.25e-4 · 7.2% energyperiod 2.2 · power 5.25e-4 · 7.2% energyperiod 2.0 · power 3.72e-4 · 5.1% energyperiod 2.0 · power 3.72e-4 · 5.1% energy50% by T=6.0h#1 dominantT=8.00h#2T=12.00h#3T=6.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 18.3% of total energy · Σ|X̂|²/n = 7.312e-3

▸ Depth section using sovereign-store price series (2750 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 2.2 d · σ/bar 0.031pp · expected |Δp| over horizon 0.22ppterminal variance p(1−p) = 0.0258 · n = 2750✓ n = 2750
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.031pp
one-bar volatility · logit-free
Per-day movedaily
0.15pp
σ × √24
Per-horizon move2d
0.22pp
σ × √51.91969
Terminal variancebinary
0.0258
p(1−p) at resolution
Current pricep
2.6¢
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 0.05pp · ES₉₅ 0.06pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2750
VaR 95%
0.05pp
1.645·σ (parametric) of Δp
ES 95%
0.06pp
mean of the tail
Max drawdown
46.1pp
peak 4.5¢ → trough 2.4¢
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
2.6%
= price
Decimal oddsEU
37.736
total return per $1
AmericanUS
+3674
$100 wins $3674
FractionalUK
36.74 / 1
profit per $1 risked
Profit per $100stake
+$3673.58
clean dollar framing
-1000-5000+500+1000020406080100you · 2.6%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)
0.177 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.177 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.24 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
30228897047673402083562603410061152418523062011002812248440302807986053745342
NO token ID
12242903799841450815001328744910345117580737463907701625765101125213406088328
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
8c62e3cc5b3efccc2beac13e768cd61411ccb8aaab9be57d507b7dc33585a9d6 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢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$63,967HL PERPHYPE-USD perpetual$70.84HL PERPETH-USD perpetual$1,743.5

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
0.026500
(best bid + best ask) / 2
Spread
377.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.321
ask-heavy
Imbalance (top-5)
-0.362
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-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06201813403.08bp0.48800016FILLED
BUY$10.00K0.348737121598.96bp0.80800024FILLED
BUY$100.00K0.785653286472.68bp0.99900035PARTIAL
SELL$1.00K0.0015959398.02bp0.0010008PARTIAL
SELL$10.00K0.0015959398.02bp0.0010008PARTIAL
SELL$100.00K0.0015959398.02bp0.0010008PARTIAL

Risk metrics

▸ sovereign store · 2,750 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1178.02%
σ per bar = 0.008899
Mean return (annualised)
-26247.09%
μ per bar = -0.000150
Sharpe (rf=0)
-22.28
annualised; risk-free assumed zero
Max drawdown
46.07%
peak 0.04 → trough 0.02 over 1533 bars

/api/asset/pm-bitcoin-above-68k-on-june-20-2026/risk · same metrics, JSON