POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $70,000 on June 15?

YES · live
1.3¢
NO · live
98.8¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-70k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
50.29%
max drawdown
26.09%
sharpe
ulcer index
9.35%
RMS drawdown
pain index
4.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
26.09%
cond. drawdown
gain/pain
4.14
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
4.14
upside/downside
roll spread
75.8 bps
implied (price-only)
bars used
638
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-70k-on-june-15-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH244ms--:--:-- 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
1.3¢
NO · live
98.8¢
YES price · live 24h
n=25 · μ=0.0048 · σ=0.0034 · range [0.0015, 0.0120] · R²=0.001 RISING +140.00%σ EXTREME 70.60%LAST 0.01200.01200.00940.00670.00410.0015μ = 0.0048max 0.0120min 0.0015dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.20¢
YES / NO split · live
YES 1.3%NO 98.8%NO98.8%98.75¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.097 / 1.00 bits (10%) · informative — one side favoured
YES
1.3%1.3¢80.00× +0.00pp
NO
98.8%98.8¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=310 · μ=12.9 · σ=22.2 · CV=1.72BURSTY · concentratedcumulative energy ↗ · 50% by h=160255075100μ = 1310050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 310bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
244ms
YES mid
1.25¢ (1.25%)
NO mid
98.75¢ (98.75%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$60.0k
liquidity $
$29.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0048 · σ=0.0034 · range [0.0015, 0.0120] · R²=0.001 RISING +140.00%σ EXTREME 70.60%LAST 0.01200.01200.00940.00670.00410.0015μ = 0.0048max 0.0120min 0.0015dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.20¢
NO price · CLOB mid
n=25 · μ=0.9952 · σ=0.0034 · range [0.9880, 0.9985] · R²=0.001 FALLING -0.70%σ LOW 0.34%LAST 0.98800.99850.99590.99320.99060.9880μ = 0.9952max 0.9985min 0.9880dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0024 · skew=1.72 (right-skewed) · kurt=6.08 (leptokurtic (fat tails))14117401-0.47ppbin -0.47pp · n=1 · 7.1% peakbin -0.47pp · n=1 · 7.1% peak1-0.32ppbin -0.32pp · n=1 · 7.1% peakbin -0.32pp · n=1 · 7.1% peak2-0.16ppbin -0.16pp · n=2 · 14.3% peakbin -0.16pp · n=2 · 14.3% peak14-0.01ppbin -0.01pp · n=14 · 100.0% peakbin -0.01pp · n=14 · 100.0% peak40.15ppbin 0.15pp · n=4 · 28.6% peakbin 0.15pp · n=4 · 28.6% peak10.30ppbin 0.30pp · n=1 · 7.1% peakbin 0.30pp · n=1 · 7.1% peak0.46pp0.61pp0.77pp10.92ppbin 0.92pp · n=1 · 7.1% peakbin 0.92pp · n=1 · 7.1% 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=1.86 · kurt=7.65 · near 10 / mid 13 / far 1 · OLS slope=0.85 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.83σsample ↓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=0.83)
μ MEAN0.48¢95% CI: [0.35¢, 0.62¢]
σ STD DEV0.34ppσ² = 0.116 · CV = 70.60%
med MEDIAN0.35¢Q₁ 0.20¢ · Q₃ 0.70¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.15¢Q₁ 0.20¢med 0.35¢Q₃ 0.70¢max 1.20¢μ
SKEWNESS · G₁0.832right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.509mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.39
σ × 1.349 ↔ IQRconsistent with normalratio = 0.92
range ↔ σconcentrated (range < 4σ)range / σ = 3.09
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.101within white-noise band
ρ(2) AUTOCORR-0.061lag-2 not significant
H · HURST EXPONENT0.819strongly persistent
OLS TREND · t-STAT+0.120fails 5% test
HURST EXPONENT [0, 1]
H = 0.819STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.101k=2-0.061k=3+0.054k=4+0.035k=5-0.1770+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.74very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.12)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 ID2471084
SLUGbitcoin-above-70k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES1.25¢implied prob 1.25% · decimal odds 80.00×
COUNTER · NO98.75¢implied prob 98.75% · decimal odds 1.01×
1.25¢
98.75¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME60.00k USD 24h
LIQUIDITY29.50k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.975 · entropy 0.097 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 1.3%NO 98.8%YES1.3%H = 0.097 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES80.00×(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) = 0.097 bits (10% 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
16hrs
56min
YES$1.00(P = 1.3%)
NO$0.00(P = 98.8%)
current: $0.0125 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.5hRESOLVESP projection · σ=0.34% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.667 pp/day
now16.95h left
1.667 pp/day×1.00
−25%12.71h left
1.925 pp/day×1.15
−50%8.47h left
2.358 pp/day×1.41
−75%4.24h left
3.334 pp/day×2.00
−90%1.69h left
5.272 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 1.00% · worst -0.55% · typical |Δ| 0.13%MILD BULLISH +0.70%BEST+1.00%22hWORST-0.55%8hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE+0.70%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.04% · Σ +0.25%EUROPE · 08-16 UTCμ -0.07% · Σ -0.60%US · 16-24 UTCμ +0.13% · Σ +1.05%CUMULATIVE Δ PATH · final +0.70%+0.70%-0.35%0.05% · 1h0.05% · 1h0.05%1h0.15% · 2h0.15% · 2h0.15%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.05% · 7h0.05% · 7h0.05%7h-0.55% · 8h-0.55% · 8h-0.55%8h▼ WORST0.10% · 9h0.10% · 9h0.10%9h0.05% · 10h0.05% · 10h0.05%10h-0.15% · 11h-0.15% · 11h-0.15%11h0.10% · 12h0.10% · 12h0.10%12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.10% · 14h-0.10% · 14h-0.10%14h0.00% · 15h0.00% · 15h·15h0.25% · 16h0.25% · 16h0.25%16h-0.25% · 17h-0.25% · 17h-0.25%17h0.10% · 18h0.10% · 18h0.10%18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.05% · 20h-0.05% · 20h-0.05%20h0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h★ BEST0.05% · 23h0.05% · 23h0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.05%)RUNSup max 2 · down max 2BREADTH42% up · 29% down · 29% flat
10 up bars · 7 down · best 1.00% · worst -0.55% · typical |Δ| 0.129%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.69%FINAL+0.69%MAX DD-0.60%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.69%UNDERWATER14/25 (56%)STREAK▬ 0EQUITY CURVE · end 1.0069 · peak 1.0069 · range [0.9965, 1.0069]1.00690.9965break-even = 1★ PEAK 1.0069UNDERWATER DRAWDOWN · max -0.60% · shallow0%-0.60%▼ TROUGH -0.60%TOP DRAWDOWN PERIODS · 1 total#1 -0.60%bar 9-22 · 14 bars · recoveredDD SEVERITYshallow (max -0.60%)RECOVERYfully recoveredTIME UNDER WATER56% of session · 14/25 bars
final equity 1.0069 (0.69%) · max DD -0.60% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −11 (32% positive) · μ=-0.29 · σ=28.48UNPROFITABLE STRATEGYLAST 35.79 (+1.27σ vs μ)51.5225.760.00-25.76-51.52μ = -0.2951.5251.5251.5251.52-33.99-33.99-25.98-25.98-22.40-22.40-31.93-31.93-24.54-24.54-31.41-31.41-7.30-7.30-25.01-25.015.335.33-4.55-4.55-4.55-4.55-4.55-4.550.000.000.000.0026.3826.3840.1140.1135.7935.79v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 35.793 · range [-33.99, 51.52] · μ -0.292 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=19.9173 · σ=10.4273 · range [5.6675, 41.5154] · R²=0.282 RISING +583.74%σ EXTREME 52.35%LAST 38.750641.515432.553423.591414.62945.6675μ = 19.9173max 41.5154min 5.6675dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
latest 38.75% · range [5.67%, 41.52%] · μ 19.92% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.332 · σ=0.228MEAN-REVERSIONLAST -0.153 (+0.79σ vs μ)0.6430.3210.000-0.321-0.643μ = -0.3320.0760.076-0.061-0.061-0.115-0.115-0.417-0.417-0.351-0.351-0.406-0.406-0.436-0.436-0.247-0.247-0.315-0.315-0.643-0.643-0.137-0.137-0.420-0.420-0.567-0.567-0.624-0.624-0.643-0.643-0.643-0.643-0.044-0.044-0.169-0.169-0.153-0.153v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.153 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
112.1071
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
1.5345
p-VALUE (log scale)
0.9087
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
-1.2859
p-VALUE (log scale)
0.6337
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
0.9145
p-VALUE (log scale)
0.3605
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1677
p-VALUE (log scale)
0.4132
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
-0.3356
p-VALUE (log scale)
0.7372
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.898 ≈ 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=6.54e-6 · top T=3.00h (19.3%) · top-3 cover 46.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-51.1e-57.6e-63.8e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.42e-6 · 12.0% energyperiod 24.0 · power 9.42e-6 · 12.0% energyperiod 12.0 · power 3.43e-6 · 4.4% energyperiod 12.0 · power 3.43e-6 · 4.4% energyperiod 8.0 · power 3.12e-6 · 4.0% energyperiod 8.0 · power 3.12e-6 · 4.0% energyperiod 6.0 · power 7.87e-6 · 10.0% energyperiod 6.0 · power 7.87e-6 · 10.0% energyperiod 4.8 · power 2.23e-6 · 2.8% energyperiod 4.8 · power 2.23e-6 · 2.8% energyperiod 4.0 · power 8.77e-6 · 11.2% energyperiod 4.0 · power 8.77e-6 · 11.2% energyperiod 3.4 · power 7.44e-6 · 9.5% energyperiod 3.4 · power 7.44e-6 · 9.5% energyperiod 3.0 · power 1.52e-5 · 19.3% energyperiod 3.0 · power 1.52e-5 · 19.3% energyperiod 2.7 · power 1.67e-6 · 2.1% energyperiod 2.7 · power 1.67e-6 · 2.1% energyperiod 2.4 · power 1.48e-6 · 1.9% energyperiod 2.4 · power 1.48e-6 · 1.9% energyperiod 2.2 · power 1.19e-5 · 15.1% energyperiod 2.2 · power 1.19e-5 · 15.1% energyperiod 2.0 · power 6.00e-6 · 7.6% energyperiod 2.0 · power 6.00e-6 · 7.6% energy50% by T=3.4h#1 dominantT=3.00h#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 ≈ 3.00h (freq 0.333) · concentrates 19.3% of total energy · Σ|X̂|²/n = 7.848e-5

▸ Depth section using sovereign-store price series (638 bars · effective 1753103 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 0.7 d · σ/bar 0.038pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.0123 · n = 638n = 638
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.038pp
one-bar volatility · logit-free
Per-day movedaily
0.19pp
σ × √24
Per-horizon move1d
0.16pp
σ × √16.945184722222223
Terminal variancebinary
0.0123
p(1−p) at resolution
Current pricep
1.3¢
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 +0.002pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.01n = 638
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
26.1pp
peak 1.1¢ → trough 0.9¢
Median step
0.20pp
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
1.3%
= price
Decimal oddsEU
80.000
total return per $1
AmericanUS
+7900
$100 wins $7900
FractionalUK
79.00 / 1
profit per $1 risked
Profit per $100stake
+$7900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 1.3%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)
0.097 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.097 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.32 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
26587394933762913066389524884631202389250486320713720120790052433611351162650
NO token ID
114881649442690378707034461685982232058111507310046039144601165079626085891452
Snapshot fetched
2026-06-14 23:03:17 UTC
Snapshot age
244ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:03:17 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
81abc8ed78b75f6f7fc6f39f29bdf23960eee679b108c64e6dbf6fe44ff50920 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.012000
(best bid + best ask) / 2
Spread
1666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.614
ask-heavy
Imbalance (top-5)
-0.165
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-70k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.05701237510.17bp0.44900031FILLED
BUY$10.00K0.302506242087.97bp0.68000041FILLED
BUY$100.00K0.771917633264.49bp0.99900060FILLED
SELL$1.00K0.0025917841.02bp0.0010009PARTIAL
SELL$10.00K0.0025917841.02bp0.0010009PARTIAL
SELL$100.00K0.0025917841.02bp0.0010009PARTIAL

Risk metrics

sovereign store · 638 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8450.14%
σ per bar = 0.063821
Mean return (annualised)
583522.69%
μ per bar = 0.003329
Sharpe (rf=0)
69.05
annualised; risk-free assumed zero
Max drawdown
26.09%
peak 0.01 → trough 0.01 over 50 bars

/api/asset/pm-bitcoin-above-70k-on-june-15-2026/risk · same metrics, JSON