POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $47,500 in June?

YES · live
2.8¢
NO · live
97.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-47pt5k-in-june-2026-352-889 · fresh · feed 0s old
24h sparkline · 60 pts▲ 17.02%
realized vol (ann.)
22.88%
max drawdown
11.76%
sharpe
—
ulcer index
2.90%
RMS drawdown
pain index
1.39%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.03%
cond. drawdown
gain/pain
2.36
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.36
upside/downside
roll spread
3.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
17.02%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +17.02%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-47pt5k-in-june-2026-352-889/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8ms⏱--:--:-- 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
2.8¢
NO · live
97.3¢
YES price · live 24h
n=25 · μ=0.0224 · σ=0.0024 · range [0.0195, 0.0275] · R²=0.038▲ RISING +22.22%σ HIGH 10.56%LAST 0.02750.02750.02550.02350.02150.0195μ = 0.0224max 0.0275min 0.0195dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.75¢
YES / NO split · live
YES 2.8%NO 97.3%NO97.3%97.25¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.182 / 1.00 bits (18%) · informative — one side favoured
YES
2.8%2.8¢36.36×▬ +0.00pp
NO
97.3%97.3¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=140 · μ=5.8 · σ=8.8 · CV=1.51BURSTY · concentratedcumulative energy ↗ · 50% by h=2008152330μ = 63050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 140bp moved · peak 30bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8ms
▲YES mid
2.75¢ (2.75%)
▼NO mid
97.25¢ (97.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$77.3k
≋liquidity $
$137.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0224 · σ=0.0024 · range [0.0195, 0.0275] · R²=0.038▲ RISING +22.22%σ HIGH 10.56%LAST 0.02750.02750.02550.02350.02150.0195μ = 0.0224max 0.0275min 0.0195dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.75¢
NO price · CLOB mid
n=25 · μ=0.9776 · σ=0.0024 · range [0.9725, 0.9805] · R²=0.038▼ FALLING -0.51%σ LOW 0.24%LAST 0.97250.98050.97850.97650.97450.9725μ = 0.9776max 0.9805min 0.9725dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0010 · skew=1.56 (right-skewed) · kurt=1.64 (leptokurtic (fat tails))13107303-0.08ppbin -0.08pp · n=3 · 23.1% peakbin -0.08pp · n=3 · 23.1% peak3-0.04ppbin -0.04pp · n=3 · 23.1% peakbin -0.04pp · n=3 · 23.1% peak130.00ppbin 0.00pp · n=13 · 100.0% peakbin 0.00pp · n=13 · 100.0% peak0.04pp0.08pp20.12ppbin 0.12pp · n=2 · 15.4% peakbin 0.12pp · n=2 · 15.4% peak10.16ppbin 0.16pp · n=1 · 7.7% peakbin 0.16pp · n=1 · 7.7% peak0.20pp0.24pp20.28ppbin 0.28pp · n=2 · 15.4% peakbin 0.28pp · n=2 · 15.4% 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=1.58 · kurt=2.09 · near 12 / mid 11 / far 1 · OLS slope=0.89 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=0.89)
μ MEAN2.24¢95% CI: [2.15¢, 2.34¢]
σ STD DEV0.24ppσ² = 0.056 · CV = 10.56%
med MEDIAN2.25¢Q₁ 2.05¢ · Q₃ 2.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.80pp · IQR 0.30pp (1.349σ→0.32pp)
min 1.95¢Q₁ 2.05¢med 2.25¢Q₃ 2.35¢max 2.75¢μ
SKEWNESS · G₁0.889right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.147mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRconsistent with normalratio = 1.07
range ↔ σconcentrated (range < 4σ)range / σ = 3.38
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+0.527positive · momentum
ρ(2) AUTOCORR+0.145lag-2 not significant
H · HURST EXPONENT1.066strongly persistent
OLS TREND · t-STAT+0.958fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.066
H = 1.066STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★+0.527k=2+0.145k=3-0.034k=4-0.060k=5+0.0910+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|=0.96)
−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|=0.96)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 ID2410579
SLUGwill-bitcoin-dip-to-47pt5k-in-june-2026-352-889
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (97¢)
PRIMARY · YES2.75¢implied prob 2.75% · decimal odds 36.36×
COUNTER · NO97.25¢implied prob 97.25% · decimal odds 1.03×
2.75¢
97.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME77.31k USD 24h
LIQUIDITY137.72k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.945 · entropy 0.182 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 2.8%NO 97.3%YES p̂2.8%H = 0.182 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES36.36×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.182 bits (18% 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 · DISTANTresolves 2026-07-01 04:00 UTC
16days
11hrs
45min
16.49 days·θ = 1.160 pp/day
YES →$1.00(P = 2.8%)
NO →$0.00(P = 97.3%)
current: $0.0275 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.2dRESOLVESP projection · σ=0.24% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.160 pp/day
now16.49d left
1.160 pp/day×1.00
−25%12.37d left
1.340 pp/day×1.15
−50%8.24d left
1.641 pp/day×1.41
−75%4.12d left
2.321 pp/day×2.00
−90%1.65d left
3.670 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 -0.10% · typical |Δ| 0.06%MILD BULLISH +0.50%BEST+0.30%21hWORST-0.10%8hTYPICAL |Δ|0.06%mean absoluteCUMULATIVE+0.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ -0.04% · Σ -0.30%US · 16-24 UTCμ +0.09% · Σ +0.70%CUMULATIVE Δ PATH · final +0.50%+0.50%-0.30%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.10% · 3h0.10% · 3h0.10%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h-0.10% · 8h-0.10% · 8h-0.10%8h▼ WORST-0.10% · 9h-0.10% · 9h-0.10%9h0.00% · 10h0.00% · 10h·10h-0.10% · 11h-0.10% · 11h-0.10%11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.10% · 15h0.10% · 15h0.10%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.05% · 18h-0.05% · 18h-0.05%18h0.00% · 19h0.00% · 19h·19h0.15% · 20h0.15% · 20h0.15%20h0.30% · 21h0.30% · 21h0.30%21h★ BEST0.30% · 22h0.30% · 22h0.30%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.70%)RUNSup max 3 · down max 2BREADTH21% up · 25% down · 54% flat
5 up bars · 6 down · best 0.30% · worst -0.10% · typical |Δ| 0.058%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.50%FINAL+0.50%MAX DD-0.40%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.50%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 1.0050 · peak 1.0050 · range [0.9970, 1.0050]1.00500.9970break-even = 1★ PEAK 1.0050UNDERWATER DRAWDOWN · max -0.40% · shallow0%-0.40%▼ TROUGH -0.40%TOP DRAWDOWN PERIODS · 1 total#1 -0.40%bar 9-21 · 13 bars · recoveredDD SEVERITYshallow (max -0.40%)RECOVERYfully recoveredTIME UNDER WATER52% of session · 13/25 bars
final equity 1.0050 (0.50%) · max DD -0.40% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −9 (37% positive) · μ=-9.64 · σ=61.21MIXED EDGELAST 79.33 (+1.45σ vs μ)111.0655.530.00-55.53-111.06μ = -9.6438.2138.2138.2138.210.000.00-60.42-60.42-60.42-60.42-85.44-85.44-85.44-85.44-111.06-111.06-104.64-104.64-22.83-22.83-22.83-22.830.000.00-13.34-13.340.000.0041.4441.4446.9446.9469.5369.5369.5369.5379.3379.33v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 79.329 · range [-111.06, 79.33] · μ -9.644 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=7.0246 · σ=3.7712 · range [3.8210, 14.6997] · R²=0.614▲ RISING +261.25%σ EXTREME 53.69%LAST 13.803314.699711.98009.26036.54073.8210μ = 7.0246max 14.6997min 3.8210dataMA(3)OLS R²=0.61μ lineμ ± σ bandmaxmin
latest 13.80% · range [3.82%, 14.70%] · μ 7.02% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −11 (37% positive) · μ=-0.064 · σ=0.344CLOSE TO MARTINGALELAST 0.236 (+0.87σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.064-0.233-0.233-0.233-0.2330.0000.0000.4170.4170.1670.167-0.167-0.167-0.500-0.500-0.420-0.420-0.750-0.750-0.262-0.262-0.119-0.119-0.167-0.167-0.126-0.126-0.333-0.3330.0200.0200.3840.3840.6060.6060.2750.2750.2360.236v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.236 · |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
19.8111
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
8.5628
p-VALUE (log scale)
0.1266
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
0.0772
p-VALUE (log scale)
0.9623
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
-0.9331
p-VALUE (log scale)
0.3507
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1922
p-VALUE (log scale)
0.3704
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
3.1683
p-VALUE (log scale)
0.0015
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.964 → trending
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=1.04e-6 · top T=24.00h (36.0%) · top-3 cover 71.6%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)4.5e-63.4e-62.2e-61.1e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.49e-6 · 36.0% energyperiod 24.0 · power 4.49e-6 · 36.0% energyperiod 12.0 · power 4.32e-7 · 3.5% energyperiod 12.0 · power 4.32e-7 · 3.5% energyperiod 8.0 · power 2.35e-6 · 18.8% energyperiod 8.0 · power 2.35e-6 · 18.8% energyperiod 6.0 · power 2.09e-6 · 16.8% energyperiod 6.0 · power 2.09e-6 · 16.8% energyperiod 4.8 · power 1.33e-6 · 10.7% energyperiod 4.8 · power 1.33e-6 · 10.7% energyperiod 4.0 · power 1.04e-7 · 0.8% energyperiod 4.0 · power 1.04e-7 · 0.8% energyperiod 3.4 · power 5.42e-8 · 0.4% energyperiod 3.4 · power 5.42e-8 · 0.4% energyperiod 3.0 · power 6.98e-7 · 5.6% energyperiod 3.0 · power 6.98e-7 · 5.6% energyperiod 2.7 · power 2.37e-8 · 0.2% energyperiod 2.7 · power 2.37e-8 · 0.2% energyperiod 2.4 · power 9.01e-7 · 7.2% energyperiod 2.4 · power 9.01e-7 · 7.2% energyperiod 2.2 · power 7.68e-11 · 0.0% energyperiod 2.2 · power 7.68e-11 · 0.0% energyperiod 2.0 · power 4.54e-36 · 0.0% energyperiod 2.0 · power 4.54e-36 · 0.0% energy50% by T=8.0h#1 dominantT=24.00h#2T=8.00h#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 ≈ 24.00h (freq 0.042) · concentrates 36.0% of total energy · Σ|X̂|²/n = 1.248e-5

▸ Depth section using sovereign-store price series (3835 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 16.5 d · σ/bar 0.013pp · expected |Δp| over horizon 0.26ppterminal variance p(1−p) = 0.0267 · n = 3835✓ n = 3835
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.013pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move16d
0.26pp
σ × √395.75198222222224
Terminal variancebinary
0.0267
p(1−p) at resolution
Current pricep
2.8¢
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 +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3835
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
18.8pp
peak 2.4¢ → trough 1.9¢
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
2.8%
= price
Decimal oddsEU
36.364
total return per $1
AmericanUS
+3536
$100 wins $3536
FractionalUK
35.36 / 1
profit per $1 risked
Profit per $100stake
+$3536.36
clean dollar framing
-1000-5000+500+1000020406080100you · 2.8%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)
0.182 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.182 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.18 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
66688570202680980348054371425878724386180439159820402142886790910165609540845
NO token ID
38888545447178587736651600562005787233364986863136821825137462499182092188458
Snapshot fetched
2026-06-14 16:14:52 UTC
Snapshot age
8ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:14:52 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
bbd72f8242e5c5c5517bb4ec5b16d2911847d1b5192a5fb6bbf0432193436d43 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,084.5HL PERPETH-USD perpetual$1,664.85HL PERPHYPE-USD perpetual$60.33

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
0.027500
(best bid + best ask) / 2
Spread
363.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.283
bid-heavy
Imbalance (top-5)
-0.067
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-will-bitcoin-dip-to-47pt5k-in-june-2026-352-889/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0323501763.82bp0.0350007FILLED
BUY$10.00K0.08107119480.31bp0.19900055FILLED
BUY$100.00K0.405561137476.69bp0.999000113FILLED
SELL$1.00K0.0199802734.45bp0.0170008FILLED
SELL$10.00K0.0041628486.61bp0.00100020PARTIAL
SELL$100.00K0.0041628486.61bp0.00100020PARTIAL

Risk metrics

▸ sovereign store · 3,835 barsperiods/year ≈ 1.75M
Realized vol (annualised)
730.98%
σ per bar = 0.005521
Mean return (annualised)
7186.54%
μ per bar = 0.000041
Sharpe (rf=0)
9.83
annualised; risk-free assumed zero
Max drawdown
18.75%
peak 0.02 → trough 0.02 over 1214 bars

/api/asset/pm-will-bitcoin-dip-to-47pt5k-in-june-2026-352-889/risk · same metrics, JSON