POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $72,000 on June 15?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-72k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
18.80%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
103.7 bps
implied (price-only)
bars used
520
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-72k-on-june-15-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH9ms--:--:-- 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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.0017 · σ=0.0014 · range [0.0005, 0.0055] · R²=0.206 RISING +450.00%σ EXTREME 84.62%LAST 0.00550.00550.00430.00300.00180.0005μ = 0.0017max 0.0055min 0.0005dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.55¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.45¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.049 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢181.82× +0.00pp
NO
99.5%99.5¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=125 · μ=5.2 · σ=8.9 · CV=1.71BURSTY · concentratedcumulative energy ↗ · 50% by h=18010203040μ = 54050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 125bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
9ms
YES mid
0.55¢ (0.55%)
NO mid
99.45¢ (99.45%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$32.8k
liquidity $
$24.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0017 · σ=0.0014 · range [0.0005, 0.0055] · R²=0.206 RISING +450.00%σ EXTREME 84.62%LAST 0.00550.00550.00430.00300.00180.0005μ = 0.0017max 0.0055min 0.0005dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.55¢
NO price · CLOB mid
n=25 · μ=0.9983 · σ=0.0014 · range [0.9945, 0.9995] · R²=0.206 FALLING -0.45%σ LOW 0.14%LAST 0.99450.99950.99830.99700.99580.9945μ = 0.9983max 0.9995min 0.9945dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0010 · skew=2.11 (right-skewed) · kurt=5.66 (leptokurtic (fat tails))13107302-0.12ppbin -0.12pp · n=2 · 15.4% peakbin -0.12pp · n=2 · 15.4% peak3-0.07ppbin -0.07pp · n=3 · 23.1% peakbin -0.07pp · n=3 · 23.1% peak13-0.01ppbin -0.01pp · n=13 · 100.0% peakbin -0.01pp · n=13 · 100.0% peak20.04ppbin 0.04pp · n=2 · 15.4% peakbin 0.04pp · n=2 · 15.4% peak20.10ppbin 0.10pp · n=2 · 15.4% peakbin 0.10pp · n=2 · 15.4% peak10.15ppbin 0.15pp · n=1 · 7.7% peakbin 0.15pp · n=1 · 7.7% peak0.21pp0.26pp0.32pp10.37ppbin 0.37pp · n=1 · 7.7% peakbin 0.37pp · n=1 · 7.7% 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=2.15 · kurt=6.49 · near 8 / mid 15 / far 1 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.78σsample ↓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=2.23)
μ MEAN0.17¢95% CI: [0.11¢, 0.22¢]
σ STD DEV0.14ppσ² = 0.020 · CV = 84.62%
med MEDIAN0.15¢Q₁ 0.10¢ · Q₃ 0.15¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.10¢med 0.15¢Q₃ 0.15¢max 0.55¢μ
SKEWNESS · G₁1.849right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.230leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRdiverges from normalratio = 3.79
range ↔ σconcentrated (range < 4σ)range / σ = 3.56
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+0.030within white-noise band
ρ(2) AUTOCORR-0.089lag-2 not significant
H · HURST EXPONENT0.786strongly persistent
OLS TREND · t-STAT+2.440significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.786STRONGLY 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+0.030k=2-0.089k=3-0.070k=4-0.305k=5+0.2270+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 0.60very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.44)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 ID2471087
SLUGbitcoin-above-72k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES0.55¢implied prob 0.55% · decimal odds 181.82×
COUNTER · NO99.45¢implied prob 99.45% · decimal odds 1.01×
0.55¢
99.45¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME32.81k USD 24h
LIQUIDITY24.86k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.989 · entropy 0.049 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 0.5%NO 99.5%YES0.5%H = 0.049 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES181.82×(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) = 0.049 bits (5% 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
57min
YES$1.00(P = 0.5%)
NO$0.00(P = 99.5%)
current: $0.0055 · 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=0.14% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.688 pp/day
now16.95h left
0.688 pp/day×1.00
−25%12.72h left
0.795 pp/day×1.15
−50%8.48h left
0.973 pp/day×1.41
−75%4.24h left
1.376 pp/day×2.00
−90%1.70h left
2.176 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 -0.15% · typical |Δ| 0.05%MILD BULLISH +0.45%BEST+0.40%22hWORST-0.15%18hTYPICAL |Δ|0.05%mean absoluteCUMULATIVE+0.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ +0.06% · Σ +0.45%CUMULATIVE Δ PATH · final +0.45%+0.45%-0.05%0.05% · 1h0.05% · 1h0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.05% · 4h-0.05% · 4h-0.05%4h0.00% · 5h0.00% · 5h·5h0.05% · 6h0.05% · 6h0.05%6h0.00% · 7h0.00% · 7h·7h-0.10% · 8h-0.10% · 8h-0.10%8h0.10% · 9h0.10% · 9h0.10%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.15% · 17h0.15% · 17h0.15%17h-0.15% · 18h-0.15% · 18h-0.15%18h▼ WORST-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.40% · 22h0.40% · 22h0.40%22h★ BEST0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.45%)RUNSup max 2 · down max 2BREADTH25% up · 21% down · 54% flat
6 up bars · 5 down · best 0.40% · worst -0.15% · typical |Δ| 0.052%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.45%FINAL+0.45%MAX DD-0.20%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.45%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 1.0045 · peak 1.0045 · range [0.9995, 1.0045]1.00450.9995break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -0.20% · shallow0%-0.20%▼ TROUGH -0.20%TOP DRAWDOWN PERIODS · 2 total#1 -0.20%bar 19-22 · 4 bars · recovered#2 -0.10%bar 5-17 · 13 bars · recoveredDD SEVERITYshallow (max -0.20%)RECOVERYfully recoveredTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0045 (0.45%) · max DD -0.20% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −8 (42% positive) · μ=1.44 · σ=22.17MIXED EDGELAST 42.14 (+1.84σ vs μ)42.1421.070.00-21.07-42.14μ = 1.4420.7220.720.000.00-30.21-30.210.000.0011.7411.7411.7411.740.000.00-11.74-11.7415.8715.87-38.21-38.21-38.21-38.2122.8322.83-8.04-8.04-8.04-8.04-8.04-8.04-8.04-8.0428.2328.2324.6624.6642.1442.14v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 42.139 · range [-38.21, 42.14] · μ 1.443 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.6375 · σ=4.8112 · range [1.9105, 18.1044] · R²=0.569 RISING +342.59%σ EXTREME 62.99%LAST 15.591318.104414.055910.00755.95901.9105μ = 7.6375max 18.1044min 1.9105dataMA(3)OLS R²=0.57μ lineμ ± σ bandmaxmin
latest 15.59% · range [1.91%, 18.10%] · μ 7.64% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −14 (21% positive) · μ=-0.209 · σ=0.217MEAN-REVERSIONLAST -0.023 (+0.86σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.2090.0490.0490.0000.000-0.021-0.021-0.400-0.400-0.475-0.475-0.456-0.456-0.500-0.500-0.418-0.4180.0290.029-0.233-0.233-0.233-0.2330.0240.024-0.453-0.453-0.320-0.320-0.329-0.329-0.329-0.329-0.036-0.0360.1530.153-0.023-0.023v > 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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
91.1609
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
4.9883
p-VALUE (log scale)
0.4180
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
-0.7734
p-VALUE (log scale)
0.8225
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
1.6330
p-VALUE (log scale)
0.1025
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3203
p-VALUE (log scale)
0.1466
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
0.2136
p-VALUE (log scale)
0.8309
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.065 ≈ 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=1.00e-6 · top T=2.67h (24.7%) · top-3 cover 51.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-62.2e-61.5e-67.4e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.16e-7 · 7.6% energyperiod 24.0 · power 9.16e-7 · 7.6% energyperiod 12.0 · power 1.11e-6 · 9.2% energyperiod 12.0 · power 1.11e-6 · 9.2% energyperiod 8.0 · power 1.26e-6 · 10.5% energyperiod 8.0 · power 1.26e-6 · 10.5% energyperiod 6.0 · power 1.97e-6 · 16.4% energyperiod 6.0 · power 1.97e-6 · 16.4% energyperiod 4.8 · power 6.45e-7 · 5.4% energyperiod 4.8 · power 6.45e-7 · 5.4% energyperiod 4.0 · power 1.01e-6 · 8.4% energyperiod 4.0 · power 1.01e-6 · 8.4% energyperiod 3.4 · power 4.76e-7 · 4.0% energyperiod 3.4 · power 4.76e-7 · 4.0% energyperiod 3.0 · power 2.81e-7 · 2.3% energyperiod 3.0 · power 2.81e-7 · 2.3% energyperiod 2.7 · power 2.97e-6 · 24.7% energyperiod 2.7 · power 2.97e-6 · 24.7% energyperiod 2.4 · power 8.53e-7 · 7.1% energyperiod 2.4 · power 8.53e-7 · 7.1% energyperiod 2.2 · power 4.22e-7 · 3.5% energyperiod 2.2 · power 4.22e-7 · 3.5% energyperiod 2.0 · power 9.38e-8 · 0.8% energyperiod 2.0 · power 9.38e-8 · 0.8% energy50% by T=4.0h#1 dominantT=2.67h#2T=6.00h#3T=8.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 24.7% of total energy · Σ|X̂|²/n = 1.200e-5

▸ Depth section using sovereign-store price series (520 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 0.014pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.0055 · n = 520n = 520
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.014pp
one-bar volatility · logit-free
Per-day movedaily
0.07pp
σ × √24
Per-horizon move1d
0.06pp
σ × √16.954642777777778
Terminal variancebinary
0.0055
p(1−p) at resolution
Current pricep
0.5¢
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01n = 520
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
0.0pp
peak 0.1¢ → 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
0.5%
= price
Decimal oddsEU
181.818
total return per $1
AmericanUS
+18082
$100 wins $18082
FractionalUK
180.82 / 1
profit per $1 risked
Profit per $100stake
+$18081.82
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.049 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.049 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.51 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
79374206969883726198525873916047968586641135054429592263989551632091994064522
NO token ID
11243350546654925750480481657702053529930676671636356579020530417807486349339
Snapshot fetched
2026-06-14 23:02:43 UTC
Snapshot age
9ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:02:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
af0b4932931687f299e692b3bc3041aa1870f53b54de7a94dafdb58cc7770a8d · 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
0.005500
(best bid + best ask) / 2
Spread
5454.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.695
ask-heavy
Imbalance (top-5)
+0.326
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-72k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.05358287422.01bp0.50700035FILLED
BUY$10.00K0.320409572562.18bp0.79000045FILLED
BUY$100.00K0.7845951416535.46bp0.99900059PARTIAL
SELL$1.00K0.0013937468.04bp0.0010004PARTIAL
SELL$10.00K0.0013937468.04bp0.0010004PARTIAL
SELL$100.00K0.0013937468.04bp0.0010004PARTIAL

Risk metrics

sovereign store · 520 barsperiods/year ≈ 1.75M
Realized vol (annualised)
7978.71%
σ per bar = 0.060260
Mean return (annualised)
809972.34%
μ per bar = 0.004620
Sharpe (rf=0)
101.52
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars

/api/asset/pm-bitcoin-above-72k-on-june-15-2026/risk · same metrics, JSON