POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $72,000 on June 19?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-72k-on-june-19-2026 · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
3.13%
max drawdown
66.67%
sharpe
—
ulcer index
66.37%
RMS drawdown
pain index
66.07%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
66.67%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
22.0 bps
implied (price-only)
bars used
1789
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-72k-on-june-19-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.4s⏱--:--:-- 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
100.0¢
YES price · live 24h
n=25 · μ=0.0032 · σ=0.0031 · range [0.0005, 0.0100] · R²=0.708▼ FALLING -90.00%σ EXTREME 96.81%LAST 0.00050.01000.00760.00530.00290.0005μ = 0.0032max 0.0100min 0.0005dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=225 · μ=9.4 · σ=11.3 · CV=1.20BURSTYcumulative energy ↗ · 50% by h=809182635μ = 93550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 225bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.4s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$35.6k
≋liquidity $
$41.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0032 · σ=0.0031 · range [0.0005, 0.0100] · R²=0.708▼ FALLING -90.00%σ EXTREME 96.81%LAST 0.00050.01000.00760.00530.00290.0005μ = 0.0032max 0.0100min 0.0005dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9967 · σ=0.0032 · range [0.9900, 0.9995] · R²=0.683▲ RISING +0.45%σ LOW 0.32%LAST 0.99950.99950.99710.99480.99240.9900μ = 0.9967max 0.9995min 0.9900dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0014 · skew=-0.04 (symmetric) · kurt=0.27 (mesokurtic)1296301-0.32ppbin -0.32pp · n=1 · 8.3% peakbin -0.32pp · n=1 · 8.3% peak1-0.25ppbin -0.25pp · n=1 · 8.3% peakbin -0.25pp · n=1 · 8.3% peak2-0.19ppbin -0.19pp · n=2 · 16.7% peakbin -0.19pp · n=2 · 16.7% peak3-0.12ppbin -0.12pp · n=3 · 25.0% peakbin -0.12pp · n=3 · 25.0% peak-0.06pp120.01ppbin 0.01pp · n=12 · 100.0% peakbin 0.01pp · n=12 · 100.0% peak20.07ppbin 0.07pp · n=2 · 16.7% peakbin 0.07pp · n=2 · 16.7% peak10.14ppbin 0.14pp · n=1 · 8.3% peakbin 0.14pp · n=1 · 8.3% peak0.20pp20.27ppbin 0.27pp · n=2 · 16.7% peakbin 0.27pp · n=2 · 16.7% 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=-0.06 · kurt=0.36 · near 17 / mid 7 / far 0 · OLS slope=0.98 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=0.79)
μ MEAN0.32¢95% CI: [0.20¢, 0.44¢]
σ STD DEV0.31ppσ² = 0.095 · CV = 96.81%
med MEDIAN0.25¢Q₁ 0.05¢ · Q₃ 0.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.95pp · IQR 0.45pp (1.349σ→0.42pp)
min 0.05¢Q₁ 0.05¢med 0.25¢Q₃ 0.50¢max 1.00¢μ
SKEWNESS · G₁0.789right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.800mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.22
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.033within white-noise band
ρ(2) AUTOCORR-0.139lag-2 not significant
H · HURST EXPONENT0.791strongly persistent
OLS TREND · t-STAT-7.466significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.791
H = 0.791STRONGLY 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+0.033k=2-0.139k=3-0.156k=4-0.074k=5+0.1650+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|=7.47)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.61very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.47)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 ID2518268
SLUGbitcoin-above-72k-on-june-19-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME35.63k USD 24h
LIQUIDITY41.78k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(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) = 0.006 bits (1% 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
56min
1.16 days·θ = 1.508 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · 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=0.31% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.508 pp/day
now1.16d left
1.508 pp/day×1.00
−25%20.95h left
1.741 pp/day×1.15
−50%13.97h left
2.133 pp/day×1.41
−75%6.98h left
3.016 pp/day×2.00
−90%2.79h left
4.769 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 0.30% · worst -0.35% · typical |Δ| 0.09%MILD BEARISH -0.45%BEST+0.30%9hWORST-0.35%10hTYPICAL |Δ|0.09%mean absoluteCUMULATIVE-0.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ -0.04% · Σ -0.35%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.45%+0.50%-0.45%0.00% · 1h0.00% · 1h·1h0.25% · 2h0.25% · 2h0.25%2h0.15% · 3h0.15% · 3h0.15%3h0.10% · 4h0.10% · 4h0.10%4h-0.20% · 5h-0.20% · 5h-0.20%5h-0.15% · 6h-0.15% · 6h-0.15%6h-0.25% · 7h-0.25% · 7h-0.25%7h-0.10% · 8h-0.10% · 8h-0.10%8h0.30% · 9h0.30% · 9h0.30%9h★ BEST-0.35% · 10h-0.35% · 10h-0.35%10h▼ WORST-0.10% · 11h-0.10% · 11h-0.10%11h0.00% · 12h0.00% · 12h·12h0.10% · 13h0.10% · 13h0.10%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·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.00%)RUNSup max 3 · down max 4BREADTH21% up · 29% down · 50% flat
5 up bars · 7 down · best 0.30% · worst -0.35% · typical |Δ| 0.094%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.45%)FINAL-0.45%MAX DD-0.95%RECOVERYONGOING · 20 barsMAX RUN-UP+0.50%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9955 · peak 1.0050 · range [0.9955, 1.0050]1.00500.9955break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -0.95% · shallow0%-0.95%▼ TROUGH -0.95%TOP DRAWDOWN PERIODS · 1 total#1 -0.95%bar 6-25 · 20 bars · ONGOINGDD SEVERITYshallow (max -0.95%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9955 (-0.45%) · max DD -0.95% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −14 (5% positive) · μ=-20.90 · σ=20.42UNPROFITABLE STRATEGYLAST 0.00 (+1.02σ vs μ)52.7926.390.00-26.39-52.79μ = -20.9013.3413.34-7.46-7.46-42.92-42.92-22.31-22.31-51.93-51.93-45.61-45.61-34.65-34.65-10.71-10.71-3.62-3.62-52.79-52.79-30.21-30.21-15.87-15.87-15.87-15.87-38.21-38.21-38.21-38.210.000.000.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-52.79, 13.34] · μ -20.896 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=12.2660 · σ=8.0631 · range [0.0000, 21.0848] · R²=0.772▼ FALLING -100.00%σ EXTREME 65.74%LAST 0.000021.084815.813610.54245.27120.0000μ = 12.2660max 21.0848min 0.0000dataMA(3)OLS R²=0.77μ lineμ ± σ bandmaxmin
latest 0.00% · range [0.00%, 21.08%] · μ 12.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −10 (26% positive) · μ=-0.051 · σ=0.258MEAN-REVERSIONLAST 0.000 (+0.20σ vs μ)0.4490.2250.000-0.225-0.449μ = -0.0510.3540.3540.4490.4490.3320.3320.0230.023-0.328-0.328-0.375-0.375-0.406-0.406-0.437-0.437-0.314-0.3140.2010.201-0.083-0.083-0.040-0.040-0.075-0.075-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.000v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.5749
p-VALUE (log scale)
0.7502
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.3712
p-VALUE (log scale)
0.7977
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
-1.0459
p-VALUE (log scale)
0.7349
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
-0.5205
p-VALUE (log scale)
0.6027
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
0.7429
p-VALUE (log scale)
0.0098
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
-0.0842
p-VALUE (log scale)
0.9329
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.974 ≈ 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=2.06e-6 · top T=4.80h (18.6%) · top-3 cover 43.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.6e-63.5e-62.3e-61.2e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.07e-6 · 8.4% energyperiod 24.0 · power 2.07e-6 · 8.4% energyperiod 12.0 · power 1.91e-6 · 7.7% energyperiod 12.0 · power 1.91e-6 · 7.7% energyperiod 8.0 · power 2.27e-6 · 9.2% energyperiod 8.0 · power 2.27e-6 · 9.2% energyperiod 6.0 · power 2.32e-6 · 9.4% energyperiod 6.0 · power 2.32e-6 · 9.4% energyperiod 4.8 · power 4.60e-6 · 18.6% energyperiod 4.8 · power 4.60e-6 · 18.6% energyperiod 4.0 · power 1.76e-6 · 7.1% energyperiod 4.0 · power 1.76e-6 · 7.1% energyperiod 3.4 · power 2.13e-6 · 8.6% energyperiod 3.4 · power 2.13e-6 · 8.6% energyperiod 3.0 · power 7.81e-7 · 3.2% energyperiod 3.0 · power 7.81e-7 · 3.2% energyperiod 2.7 · power 1.50e-6 · 6.1% energyperiod 2.7 · power 1.50e-6 · 6.1% energyperiod 2.4 · power 3.86e-6 · 15.6% energyperiod 2.4 · power 3.86e-6 · 15.6% energyperiod 2.2 · power 1.48e-6 · 6.0% energyperiod 2.2 · power 1.48e-6 · 6.0% energyperiod 2.0 · power 1.04e-8 · 0.0% energyperiod 2.0 · power 1.04e-8 · 0.0% energy50% by T=4.8h#1 dominantT=4.80h#2T=2.40h#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 ≈ 4.80h (freq 0.208) · concentrates 18.6% of total energy · Σ|X̂|²/n = 2.471e-5

▸ Depth section using sovereign-store price series (5000 bars · effective 1752713 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 0.021pp · expected |Δp| over horizon 0.11ppterminal variance p(1−p) = 0.0005 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.021pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move1d
0.11pp
σ × √27.935631388888886
Terminal variancebinary
0.0005
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
97.4pp
peak 1.9¢ → 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
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 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
47786639125339539068419014544074403395381707121593595687031338466684906495417
NO token ID
6558167247156676736070724671717930111168032307226620459274503616734279277785
Snapshot fetched
2026-06-18 12:03:42 UTC
Snapshot age
9.4s
History points
25 CLOB mids
Page rendered
2026-06-18 12:03:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
987e3c8b681e7b9ad5498cddda3011fbc4cc3cdc505ed13777eae8c293997592 · 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$63,984HL PERPHYPE-USD perpetual$70.89HL PERPETH-USD perpetual$1,744.1

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-72k-on-june-19-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4026.97%
σ per bar = 0.030417
Mean return (annualised)
-127538.41%
μ per bar = -0.000728
Sharpe (rf=0)
-31.67
annualised; risk-free assumed zero
Max drawdown
97.37%
peak 0.02 → trough 0.00 over 3227 bars

/api/asset/pm-bitcoin-above-72k-on-june-19-2026/risk · same metrics, JSON