POLYMARKET · PREDICTION MARKET · CRYPTO

Bitcoin Up or Down on June 14?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-up-or-down-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -98.97%
realized vol (ann.)
1547.34%
max drawdown
99.41%
sharpe
—
ulcer index
36.97%
RMS drawdown
pain index
23.40%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
90.09%
cond. drawdown
gain/pain
0.62
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.62
upside/downside
roll spread
10.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-98.97%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -98.97%
Same bundle via M2M API: /api/m2m/pm-bitcoin-up-or-down-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH10ms⏱--:--:-- 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=0.5365 · σ=0.2129 · range [0.0005, 0.7850] · R²=0.050▼ FALLING -99.88%σ EXTREME 39.69%LAST 0.00050.78500.58890.39270.19660.0005μ = 0.5365max 0.7850min 0.0005dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.50¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.045 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢200.00×▬ +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=18,245 · μ=760.2 · σ=937.4 · CV=1.23BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,1502,3003,4504,600μ = 7604,60050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 18245bp moved · peak 4600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10ms
▲YES mid
0.50¢ (0.50%)
▼NO mid
99.50¢ (99.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$296.9k
≋liquidity $
$15.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5365 · σ=0.2129 · range [0.0005, 0.7850] · R²=0.050▼ FALLING -99.88%σ EXTREME 39.69%LAST 0.00050.78500.58890.39270.19660.0005μ = 0.5365max 0.7850min 0.0005dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.4635 · σ=0.2129 · range [0.2150, 0.9995] · R²=0.050▲ RISING +70.85%σ EXTREME 45.94%LAST 0.99950.99950.80340.60730.41110.2150μ = 0.4635max 0.9995min 0.2150dataMA(5)OLS R²=0.05μ 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=-0.0202 · σ=0.1122 · skew=-2.05 (left-skewed) · kurt=5.03 (leptokurtic (fat tails))864201-43.10ppbin -43.10pp · n=1 · 12.5% peakbin -43.10pp · n=1 · 12.5% peak-37.30pp-31.50pp-25.70pp1-19.90ppbin -19.90pp · n=1 · 12.5% peakbin -19.90pp · n=1 · 12.5% peak1-14.10ppbin -14.10pp · n=1 · 12.5% peakbin -14.10pp · n=1 · 12.5% peak2-8.30ppbin -8.30pp · n=2 · 25.0% peakbin -8.30pp · n=2 · 25.0% peak8-2.50ppbin -2.50pp · n=8 · 100.0% peakbin -2.50pp · n=8 · 100.0% peak63.30ppbin 3.30pp · n=6 · 75.0% peakbin 3.30pp · n=6 · 75.0% peak59.10ppbin 9.10pp · n=5 · 62.5% peakbin 9.10pp · n=5 · 62.5% 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=-2.17 · kurt=5.77 · near 16 / mid 7 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.72σsample ↓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 LEFT-SKEWED (G₁=-1.31)
μ MEAN53.65¢95% CI: [45.30¢, 61.99¢]
σ STD DEV21.29ppσ² = 453.441 · CV = 39.69%
med MEDIAN58.50¢Q₁ 50.50¢ · Q₃ 66.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 78.45pp · IQR 16.00pp (1.349σ→28.73pp)
min 0.05¢Q₁ 50.50¢med 58.50¢Q₃ 66.50¢max 78.50¢μ
SKEWNESS · G₁-1.307left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.845mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 1.80
range ↔ σconcentrated (range < 4σ)range / σ = 3.68
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+0.075within white-noise band
ρ(2) AUTOCORR+0.390lag-2 not significant
H · HURST EXPONENT1.122strongly persistent
OLS TREND · t-STAT-1.105fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.122
H = 1.122STRONGLY 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+0.075k=2+0.390k=3-0.092k=4+0.031k=5-0.2630+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]NOT SIGNIFICANT (|t|=1.10)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.10)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 ID2518159
SLUGbitcoin-up-or-down-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.50¢implied prob 0.50% · decimal odds 200.00×
COUNTER · NO99.50¢implied prob 99.50% · decimal odds 1.01×
0.50¢
99.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME296.86k USD 24h
LIQUIDITY15.84k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.990 · entropy 0.045 bits
LIQUIDITY DEPTHDEEP100k+ 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%YES p̂0.5%H = 0.045 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES200.00×(1¢)NO1.01×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.045 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 12.00% · worst -46.00% · typical |Δ| 7.60%MILD BEARISH -41.45%BEST+12.00%15hWORST-46.00%22hTYPICAL |Δ|7.60%mean absoluteCUMULATIVE-41.45%Σ signed ΔSTREAK↘ 5down-runASIA · 00-08 UTCμ +2.57% · Σ +18.00%EUROPE · 08-16 UTCμ +0.63% · Σ +5.00%US · 16-24 UTCμ -7.80% · Σ -62.40%CUMULATIVE Δ PATH · final -41.45%+37.00%-41.45%-4.00% · 1h-4.00% · 1h-4.00%1h6.00% · 2h6.00% · 2h6.00%2h8.00% · 3h8.00% · 3h8.00%3h-1.00% · 4h-1.00% · 4h-1.00%4h10.00% · 5h10.00% · 5h10.00%5h2.00% · 6h2.00% · 6h2.00%6h-3.00% · 7h-3.00% · 7h-3.00%7h7.00% · 8h7.00% · 8h7.00%8h3.00% · 9h3.00% · 9h3.00%9h-4.00% · 10h-4.00% · 10h-4.00%10h4.50% · 11h4.50% · 11h4.50%11h-11.50% · 12h-11.50% · 12h-11.50%12h0.00% · 13h0.00% · 13h·13h-6.00% · 14h-6.00% · 14h-6.00%14h12.00% · 15h12.00% · 15h12.00%15h★ BEST3.00% · 16h3.00% · 16h3.00%16h11.00% · 17h11.00% · 17h11.00%17h-4.00% · 18h-4.00% · 18h-4.00%18h4.00% · 19h4.00% · 19h4.00%19h-20.00% · 20h-20.00% · 20h-20.00%20h-1.00% · 21h-1.00% · 21h-1.00%21h-46.00% · 22h-46.00% · 22h-46.00%22h▼ WORST-9.40% · 23h-9.40% · 23h-9.40%23h-2.05% · 24h-2.05% · 24h-2.05%24hTIME PATTERNAsia-led (+18.00%)RUNSup max 3 · down max 5BREADTH46% up · 50% down · 4% flat
11 up bars · 12 down · best 12.00% · worst -46.00% · typical |Δ| 7.602%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -47.15%FINAL-47.15%MAX DD-62.11%RECOVERYONGOING · 7 barsMAX RUN-UP+39.46%UNDERWATER16/25 (64%)STREAK↘ 5EQUITY CURVE · end 0.5285 · peak 1.3946 · range [0.5285, 1.3946]1.39460.5285break-even = 1★ PEAK 1.3946UNDERWATER DRAWDOWN · max -62.11% · severe0%-62.11%▼ TROUGH -62.11%TOP DRAWDOWN PERIODS · 6 total#1 -62.11%bar 19-25 · 7 bars · ONGOING#2 -16.81%bar 13-17 · 5 bars · recovered#3 -4.00%bar 2-2 · 1 bars · recoveredDD SEVERITYsevere (max -62.11%)RECOVERYongoing · 7 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.5285 (-47.15%) · max DD -62.11% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=10.17 · σ=42.06MIXED EDGELAST -62.95 (-1.74σ vs μ)68.0934.040.00-34.04-68.09μ = 10.1760.3160.3166.4666.4668.0968.0957.8057.8042.7942.7934.5134.51-9.14-9.14-2.32-2.32-36.31-36.31-9.40-9.403.783.7814.2914.2933.1633.1642.0442.047.917.91-10.37-10.37-42.15-42.15-65.32-65.32-62.95-62.95v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -62.951 · range [-65.32, 68.09] · μ 10.167 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=840.4548 · σ=462.9068 · range [401.9316, 1939.6206] · R²=0.696▲ RISING +239.67%σ EXTREME 55.08%LAST 1726.69831939.62061555.19831170.7761786.3538401.9316μ = 840.4548max 1939.6206min 401.9316dataMA(3)OLS R²=0.70μ lineμ ± σ bandmaxmin
latest 1726.70% · range [401.93%, 1939.62%] · μ 840.45% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.338 · σ=0.156MEAN-REVERSIONLAST -0.390 (-0.34σ vs μ)0.6240.3120.000-0.312-0.624μ = -0.338-0.453-0.453-0.293-0.293-0.507-0.507-0.449-0.449-0.179-0.179-0.469-0.469-0.323-0.323-0.274-0.274-0.624-0.624-0.445-0.445-0.252-0.252-0.041-0.041-0.379-0.379-0.536-0.536-0.123-0.123-0.178-0.178-0.166-0.166-0.338-0.338-0.390-0.390v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.390 · |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
77.4913
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
7.0023
p-VALUE (log scale)
0.2194
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
-0.2279
p-VALUE (log scale)
0.9287
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
0.2231
p-VALUE (log scale)
0.8234
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2012
p-VALUE (log scale)
0.3548
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
1.5698
p-VALUE (log scale)
0.1165
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.478 ≈ 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=1.61e-2 · top T=2.00h (26.9%) · top-3 cover 60.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.2e-23.9e-22.6e-21.3e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.14e-2 · 11.1% energyperiod 24.0 · power 2.14e-2 · 11.1% energyperiod 12.0 · power 4.38e-2 · 22.7% energyperiod 12.0 · power 4.38e-2 · 22.7% energyperiod 8.0 · power 1.89e-2 · 9.8% energyperiod 8.0 · power 1.89e-2 · 9.8% energyperiod 6.0 · power 7.91e-4 · 0.4% energyperiod 6.0 · power 7.91e-4 · 0.4% energyperiod 4.8 · power 4.75e-3 · 2.5% energyperiod 4.8 · power 4.75e-3 · 2.5% energyperiod 4.0 · power 3.17e-3 · 1.6% energyperiod 4.0 · power 3.17e-3 · 1.6% energyperiod 3.4 · power 8.46e-4 · 0.4% energyperiod 3.4 · power 8.46e-4 · 0.4% energyperiod 3.0 · power 1.30e-2 · 6.7% energyperiod 3.0 · power 1.30e-2 · 6.7% energyperiod 2.7 · power 1.63e-2 · 8.5% energyperiod 2.7 · power 1.63e-2 · 8.5% energyperiod 2.4 · power 3.31e-3 · 1.7% energyperiod 2.4 · power 3.31e-3 · 1.7% energyperiod 2.2 · power 1.45e-2 · 7.5% energyperiod 2.2 · power 1.45e-2 · 7.5% energyperiod 2.0 · power 5.19e-2 · 26.9% energyperiod 2.0 · power 5.19e-2 · 26.9% energy50% by T=3.0h#1 dominantT=2.00h#2T=12.00h#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 ≈ 2.00h (freq 0.500) · concentrates 26.9% of total energy · Σ|X̂|²/n = 1.928e-1

▸ Depth section using sovereign-store price series (3814 bars · effective 1752908 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 0.3 d · σ/bar 0.913pp · expected |Δp| over horizon 2.24ppterminal variance p(1−p) = 0.0050 · n = 3814✓ n = 3814
μ per bar
-0.013pp
average Δp · drift
σ per bar
0.913pp
one-bar volatility · logit-free
Per-day movedaily
4.47pp
σ × √24
Per-horizon move0d
2.24pp
σ × √6
Terminal variancebinary
0.0050
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 1.51pp · ES₉₅ 1.89pp · method parametric · drift-correcteddrift -0.013pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 3814
VaR 95%
1.51pp
1.645·σ (parametric) of Δp
ES 95%
1.89pp
mean of the tail
Max drawdown
99.4pp
peak 84.5¢ → trough 0.5¢
Median step
1.00pp
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
200.000
total return per $1
AmericanUS
+19900
$100 wins $19900
FractionalUK
199.00 / 1
profit per $1 risked
Profit per $100stake
+$19900.00
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)
0.045 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.045 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.64 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
5899295666205456225720137274645776975430358870900871513946721099423308686177
NO token ID
8257977891786439186217615380527962801950763048802789780278639140636047288388
Snapshot fetched
2026-06-14 16:06:17 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:06:17 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b1475cb3860c7fce72123ce50141bdea2882e4a1672dcd454288efa8171f71c8 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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-up-or-down-on-june-14-2026/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 · 3,814 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6489.22%
σ per bar = 0.049013
Mean return (annualised)
-210308.07%
μ per bar = -0.001200
Sharpe (rf=0)
-32.41
annualised; risk-free assumed zero
Max drawdown
99.41%
peak 0.84 → trough 0.01 over 813 bars

/api/asset/pm-bitcoin-up-or-down-on-june-14-2026/risk · same metrics, JSON