POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $70,000 on June 19?

YES · live
0.4¢
NO · live
99.7¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-70k-on-june-19-2026 · fresh · feed 2s old
24h sparkline · 60 pts▼ -76.67%
realized vol (ann.)
18.07%
max drawdown
63.16%
sharpe
—
ulcer index
38.57%
RMS drawdown
pain index
33.59%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
63.16%
cond. drawdown
gain/pain
0.61
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.61
upside/downside
roll spread
8.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-76.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -76.67%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-70k-on-june-19-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.7s⏱--:--:-- 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
0.4¢
NO · live
99.7¢
YES price · live 24h
n=25 · μ=0.0132 · σ=0.0094 · range [0.0035, 0.0350] · R²=0.687▼ FALLING -75.86%σ EXTREME 71.06%LAST 0.00350.03500.02710.01930.01140.0035μ = 0.0132max 0.0350min 0.0035dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.35¢
YES / NO split · live
YES 0.4%NO 99.7%NO99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
0.4%0.4¢285.71×▬ +0.00pp
NO
99.7%99.7¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=590 · μ=24.6 · σ=34.1 · CV=1.39BURSTY · concentratedcumulative energy ↗ · 50% by h=60275582110μ = 2511050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 590bp moved · peak 110bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.7s
▲YES mid
0.35¢ (0.35%)
▼NO mid
99.65¢ (99.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$35.0k
≋liquidity $
$24.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0132 · σ=0.0094 · range [0.0035, 0.0350] · R²=0.687▼ FALLING -75.86%σ EXTREME 71.06%LAST 0.00350.03500.02710.01930.01140.0035μ = 0.0132max 0.0350min 0.0035dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.35¢
NO price · CLOB mid
n=25 · μ=0.9868 · σ=0.0093 · range [0.9655, 0.9965] · R²=0.691▲ RISING +1.12%σ LOW 0.95%LAST 0.99650.99650.98880.98100.97330.9655μ = 0.9868max 0.9965min 0.9655dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0040 · skew=-0.42 (symmetric) · kurt=1.83 (leptokurtic (fat tails))1085302-0.99ppbin -0.99pp · n=2 · 20.0% peakbin -0.99pp · n=2 · 20.0% peak-0.78pp-0.56pp1-0.35ppbin -0.35pp · n=1 · 10.0% peakbin -0.35pp · n=1 · 10.0% peak7-0.13ppbin -0.13pp · n=7 · 70.0% peakbin -0.13pp · n=7 · 70.0% peak100.08ppbin 0.08pp · n=10 · 100.0% peakbin 0.08pp · n=10 · 100.0% peak20.30ppbin 0.30pp · n=2 · 20.0% peakbin 0.30pp · n=2 · 20.0% peak0.51pp10.73ppbin 0.73pp · n=1 · 10.0% peakbin 0.73pp · n=1 · 10.0% peak10.94ppbin 0.94pp · n=1 · 10.0% peakbin 0.94pp · n=1 · 10.0% 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=-0.10 · kurt=2.32 · near 10 / mid 14 / far 0 · OLS slope=0.94 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=25RIGHT-SKEWED (G₁=0.95)
μ MEAN1.32¢95% CI: [0.95¢, 1.69¢]
σ STD DEV0.94ppσ² = 0.880 · CV = 71.06%
med MEDIAN0.85¢Q₁ 0.65¢ · Q₃ 1.45¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 3.15pp · IQR 0.80pp (1.349σ→1.27pp)
min 0.35¢Q₁ 0.65¢med 0.85¢Q₃ 1.45¢max 3.50¢μ
SKEWNESS · G₁0.950right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.440mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.50
σ × 1.349 ↔ IQRdiverges from normalratio = 1.58
range ↔ σconcentrated (range < 4σ)range / σ = 3.36
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: MILD PERSISTENCE · ρ(1) 0.30
ρ(1) AUTOCORR+0.298within white-noise band
ρ(2) AUTOCORR-0.249lag-2 not significant
H · HURST EXPONENT0.957strongly persistent
OLS TREND · t-STAT-7.109significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.957
H = 0.957STRONGLY 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+0.298k=2-0.249k=3-0.041k=4+0.114k=5-0.1490+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|=7.11)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMILD PERSISTENCE · ρ(1) 0.30from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.11)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 ID2518265
SLUGbitcoin-above-70k-on-june-19-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.35¢implied prob 0.35% · decimal odds 285.71×
COUNTER · NO99.65¢implied prob 99.65% · decimal odds 1.00×
0.35¢
99.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME35.03k USD 24h
LIQUIDITY24.70k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.993 · entropy 0.034 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 0.4%NO 99.7%YES p̂0.4%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES285.71×(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) = 0.034 bits (3% 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 2026-06-19 16:00 UTC
1days
03hrs
47min
1.16 days·θ = 4.595 pp/day
YES →$1.00(P = 0.4%)
NO →$0.00(P = 99.7%)
current: $0.0035 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=0.94% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.595 pp/day
now1.16d left
4.595 pp/day×1.00
−25%20.84h left
5.306 pp/day×1.15
−50%13.90h left
6.498 pp/day×1.41
−75%6.95h left
9.190 pp/day×2.00
−90%2.78h left
14.531 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 1.05% · worst -1.10% · typical |Δ| 0.25%BEARISH SESSION -1.10%BEST+1.05%1hWORST-1.10%7hTYPICAL |Δ|0.25%mean absoluteCUMULATIVE-1.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.10% · Σ -0.80%US · 16-24 UTCμ -0.04% · Σ -0.30%CUMULATIVE Δ PATH · final -1.10%+2.05%-1.10%1.05% · 1h1.05% · 1h1.05%1h★ BEST0.05% · 2h0.05% · 2h0.05%2h0.00% · 3h0.00% · 3h·3h0.70% · 4h0.70% · 4h0.70%4h0.25% · 5h0.25% · 5h0.25%5h-0.95% · 6h-0.95% · 6h-0.95%6h-1.10% · 7h-1.10% · 7h-1.10%7h▼ WORST-0.20% · 8h-0.20% · 8h-0.20%8h0.15% · 9h0.15% · 9h0.15%9h-0.10% · 10h-0.10% · 10h-0.10%10h-0.30% · 11h-0.30% · 11h-0.30%11h-0.15% · 12h-0.15% · 12h-0.15%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.20% · 15h-0.20% · 15h-0.20%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.20% · 19h0.20% · 19h0.20%19h-0.15% · 20h-0.15% · 20h-0.15%20h-0.20% · 21h-0.20% · 21h-0.20%21h-0.15% · 22h-0.15% · 22h-0.15%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.00%)RUNSup max 2 · down max 3BREADTH25% up · 42% down · 33% flat
6 up bars · 10 down · best 1.05% · worst -1.10% · typical |Δ| 0.246%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.11%)FINAL-1.11%MAX DD-3.11%RECOVERYONGOING · 19 barsMAX RUN-UP+2.06%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 0.9889 · peak 1.0206 · range [0.9889, 1.0206]1.02060.9889break-even = 1★ PEAK 1.0206UNDERWATER DRAWDOWN · max -3.11% · moderate0%-3.11%▼ TROUGH -3.11%TOP DRAWDOWN PERIODS · 1 total#1 -3.11%bar 7-25 · 19 bars · ONGOINGDD SEVERITYmoderate (max -3.11%)RECOVERYongoing · 19 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9889 (-1.11%) · max DD -3.11% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −17 (5% positive) · μ=-39.53 · σ=29.58UNPROFITABLE STRATEGYLAST -31.55 (+0.27σ vs μ)99.7749.890.00-49.89-99.77μ = -39.5324.9824.98-23.24-23.24-29.13-29.13-25.33-25.33-53.54-53.54-78.52-78.52-62.05-62.05-59.19-59.19-40.56-40.56-99.77-99.77-79.14-79.14-59.51-59.51-38.21-38.210.000.00-16.65-16.65-16.65-16.65-31.55-31.55-31.55-31.55-31.55-31.55v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -31.551 · range [-99.77, 24.98] · μ -39.535 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=28.9223 · σ=23.2179 · range [7.6420, 66.2753] · R²=0.722▼ FALLING -78.40%σ EXTREME 80.28%LAST 13.882466.275351.616936.958622.30037.6420μ = 28.9223max 66.2753min 7.6420dataMA(3)OLS R²=0.72μ lineμ ± σ bandmaxmin
latest 13.88% · range [7.64%, 66.28%] · μ 28.92% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +12 / −6 (63% positive) · μ=0.055 · σ=0.224CLOSE TO MARTINGALELAST 0.023 (-0.14σ vs μ)0.4500.2250.000-0.225-0.450μ = 0.055-0.096-0.0960.3830.3830.3780.3780.3000.3000.1200.1200.4500.4500.0460.046-0.160-0.1600.1600.1600.0450.045-0.057-0.057-0.358-0.358-0.233-0.2330.0000.000-0.259-0.2590.0060.0060.1820.1820.1140.1140.0230.023v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.023 · |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
10.2249
p-VALUE (log scale)
0.0060
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
5.3491
p-VALUE (log scale)
0.3750
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
-0.8171
p-VALUE (log scale)
0.8123
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
-1.3868
p-VALUE (log scale)
0.1655
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7154
p-VALUE (log scale)
0.0121
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
0.2934
p-VALUE (log scale)
0.7692
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.089 ≈ 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=1.71e-5 · top T=4.00h (18.0%) · top-3 cover 51.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.7e-52.8e-51.8e-59.2e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.13e-5 · 10.4% energyperiod 24.0 · power 2.13e-5 · 10.4% energyperiod 12.0 · power 3.40e-5 · 16.6% energyperiod 12.0 · power 3.40e-5 · 16.6% energyperiod 8.0 · power 3.23e-5 · 15.8% energyperiod 8.0 · power 3.23e-5 · 15.8% energyperiod 6.0 · power 4.14e-6 · 2.0% energyperiod 6.0 · power 4.14e-6 · 2.0% energyperiod 4.8 · power 3.37e-5 · 16.5% energyperiod 4.8 · power 3.37e-5 · 16.5% energyperiod 4.0 · power 3.69e-5 · 18.0% energyperiod 4.0 · power 3.69e-5 · 18.0% energyperiod 3.4 · power 1.82e-5 · 8.9% energyperiod 3.4 · power 1.82e-5 · 8.9% energyperiod 3.0 · power 1.19e-5 · 5.8% energyperiod 3.0 · power 1.19e-5 · 5.8% energyperiod 2.7 · power 2.89e-6 · 1.4% energyperiod 2.7 · power 2.89e-6 · 1.4% energyperiod 2.4 · power 1.99e-6 · 1.0% energyperiod 2.4 · power 1.99e-6 · 1.0% energyperiod 2.2 · power 4.84e-6 · 2.4% energyperiod 2.2 · power 4.84e-6 · 2.4% energyperiod 2.0 · power 2.67e-6 · 1.3% energyperiod 2.0 · power 2.67e-6 · 1.3% energy50% by T=4.8h#1 dominantT=4.00h#2T=12.00h#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 ≈ 4.00h (freq 0.250) · concentrates 18.0% of total energy · Σ|X̂|²/n = 2.048e-4

▸ 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 1.2 d · σ/bar 0.042pp · expected |Δp| over horizon 0.22ppterminal variance p(1−p) = 0.0035 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.042pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move1d
0.22pp
σ × √27.792781666666666
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
0.4¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
90.9pp
peak 3.9¢ → trough 0.4¢
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
0.4%
= price
Decimal oddsEU
285.714
total return per $1
AmericanUS
+28471
$100 wins $28471
FractionalUK
284.71 / 1
profit per $1 risked
Profit per $100stake
+$28471.43
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.16 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
114452524350955980493657175553615092053270153999373241598933247795923847661607
NO token ID
26178989380935714882792322631834419656162825385566659543502182097906662496151
Snapshot fetched
2026-06-18 12:12:24 UTC
Snapshot age
1.7s
History points
25 CLOB mids
Page rendered
2026-06-18 12:12:25 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
63c4fa178bbd942543ba585e278346b41ff9b2d0ec0ba8d2df01a1513ed0bf61 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.9¢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$63,972HL PERPHYPE-USD perpetual$70.96HL PERPETH-USD perpetual$1,744.8

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
0.003500
(best bid + best ask) / 2
Spread
2857.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.376
ask-heavy
Imbalance (top-5)
+0.839
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-70k-on-june-19-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.055562148749.35bp0.53900031FILLED
BUY$10.00K0.335968949909.46bp0.83800041FILLED
BUY$100.00K0.7770452210129.91bp0.99900052PARTIAL
SELL$1.00K0.0010057129.19bp0.0010003PARTIAL
SELL$10.00K0.0010057129.19bp0.0010003PARTIAL
SELL$100.00K0.0010057129.19bp0.0010003PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3102.57%
σ per bar = 0.023437
Mean return (annualised)
-51015.73%
μ per bar = -0.000291
Sharpe (rf=0)
-16.44
annualised; risk-free assumed zero
Max drawdown
90.91%
peak 0.04 → trough 0.00 over 3471 bars

/api/asset/pm-bitcoin-above-70k-on-june-19-2026/risk · same metrics, JSON