POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $50,000 in June?

YES · live
4.3¢
NO · live
95.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-50k-in-june-2026-212 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
18.42%
max drawdown
7.79%
sharpe
ulcer index
3.75%
RMS drawdown
pain index
2.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
6.68%
cond. drawdown
gain/pain
1.91
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.91
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
1964
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-50k-in-june-2026-212/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH3ms--:--:-- 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
4.3¢
NO · live
95.7¢
YES price · live 24h
n=25 · μ=0.0393 · σ=0.0029 · range [0.0355, 0.0445] · R²=0.004 RISING +7.23%σ HIGH 7.25%LAST 0.04450.04450.04220.04000.03770.0355μ = 0.0393max 0.0445min 0.0355dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.45¢
YES / NO split · live
YES 4.3%NO 95.7%NO95.7%95.65¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.258 / 1.00 bits (26%) · informative — one side favoured
YES
4.3%4.3¢22.99× +0.00pp
NO
95.7%95.7¢1.05× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=200 · μ=8.3 · σ=11.5 · CV=1.38BURSTY · concentratedcumulative energy ↗ · 50% by h=17013253850μ = 85050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 200bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
3ms
YES mid
4.35¢ (4.35%)
NO mid
95.65¢ (95.65%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$54.8k
liquidity $
$66.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0393 · σ=0.0029 · range [0.0355, 0.0445] · R²=0.004 RISING +7.23%σ HIGH 7.25%LAST 0.04450.04450.04220.04000.03770.0355μ = 0.0393max 0.0445min 0.0355dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.45¢
NO price · CLOB mid
n=25 · μ=0.9607 · σ=0.0029 · range [0.9555, 0.9645] · R²=0.004 FALLING -0.31%σ LOW 0.30%LAST 0.95550.96450.96230.96000.95770.9555μ = 0.9607max 0.9645min 0.9555dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0013 · skew=1.94 (right-skewed) · kurt=4.46 (leptokurtic (fat tails))975205-0.12ppbin -0.12pp · n=5 · 55.6% peakbin -0.12pp · n=5 · 55.6% peak4-0.05ppbin -0.05pp · n=4 · 44.4% peakbin -0.05pp · n=4 · 44.4% peak90.01ppbin 0.01pp · n=9 · 100.0% peakbin 0.01pp · n=9 · 100.0% peak40.08ppbin 0.08pp · n=4 · 44.4% peakbin 0.08pp · n=4 · 44.4% peak0.14pp0.21pp10.27ppbin 0.27pp · n=1 · 11.1% peakbin 0.27pp · n=1 · 11.1% peak0.34pp0.40pp10.47ppbin 0.47pp · n=1 · 11.1% peakbin 0.47pp · n=1 · 11.1% 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=1.92 · kurt=4.28 · near 13 / mid 10 / far 1 · OLS slope=0.90 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=25PLATYKURTIC · THIN TAILS (G₂=-1.17)
μ MEAN3.93¢95% CI: [3.82¢, 4.04¢]
σ STD DEV0.29ppσ² = 0.081 · CV = 7.25%
med MEDIAN3.95¢Q₁ 3.65¢ · Q₃ 4.15¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 3.55¢Q₁ 3.65¢med 3.95¢Q₃ 4.15¢max 4.45¢μ
SKEWNESS · G₁0.147approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.167platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRdiverges from normalratio = 0.77
range ↔ σconcentrated (range < 4σ)range / σ = 3.16
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+0.051within white-noise band
ρ(2) AUTOCORR+0.149lag-2 not significant
H · HURST EXPONENT1.153strongly persistent
OLS TREND · t-STAT-0.296fails 5% test
HURST EXPONENT [0, 1]
H = 1.153STRONGLY 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+0.051k=2+0.149k=3+0.345k=4+0.011k=5-0.0710+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 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|=0.30)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 ID2410578
SLUGwill-bitcoin-dip-to-50k-in-june-2026-212
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES4.35¢implied prob 4.35% · decimal odds 22.99×
COUNTER · NO95.65¢implied prob 95.65% · decimal odds 1.05×
4.35¢
95.65¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME54.84k USD 24h
LIQUIDITY66.89k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.913 · entropy 0.258 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 4.3%NO 95.7%YES4.3%H = 0.258 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES22.99×(4¢)NO1.05×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.258 bits (26% 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
46min
YES$1.00(P = 4.3%)
NO$0.00(P = 95.7%)
current: $0.0435 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.2dRESOLVESP projection · σ=0.29% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.396 pp/day
now16.49d left
1.396 pp/day×1.00
−25%12.37d left
1.612 pp/day×1.15
−50%8.25d left
1.975 pp/day×1.41
−75%4.12d left
2.793 pp/day×2.00
−90%1.65d left
4.416 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 0.50% · worst -0.15% · typical |Δ| 0.08%MILD BULLISH +0.30%BEST+0.50%20hWORST-0.15%5hTYPICAL |Δ|0.08%mean absoluteCUMULATIVE+0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.11% · Σ +0.90%CUMULATIVE Δ PATH · final +0.30%+0.30%-0.60%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.05% · 4h-0.05% · 4h-0.05%4h-0.15% · 5h-0.15% · 5h-0.15%5h▼ WORST0.10% · 6h0.10% · 6h0.10%6h0.00% · 7h0.00% · 7h·7h-0.15% · 8h-0.15% · 8h-0.15%8h-0.05% · 9h-0.05% · 9h-0.05%9h0.00% · 10h0.00% · 10h·10h-0.05% · 11h-0.05% · 11h-0.05%11h-0.15% · 12h-0.15% · 12h-0.15%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.05% · 14h0.05% · 14h0.05%14h-0.10% · 15h-0.10% · 15h-0.10%15h0.00% · 16h0.00% · 16h·16h0.10% · 17h0.10% · 17h0.10%17h-0.10% · 18h-0.10% · 18h-0.10%18h0.00% · 19h0.00% · 19h·19h0.50% · 20h0.50% · 20h0.50%20h★ BEST0.00% · 21h0.00% · 21h·21h0.30% · 22h0.30% · 22h0.30%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.90%)RUNSup max 2 · down max 3BREADTH25% up · 38% down · 38% flat
6 up bars · 9 down · best 0.50% · worst -0.15% · typical |Δ| 0.083%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.30%FINAL+0.30%MAX DD-0.60%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.30%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 1.0030 · peak 1.0030 · range [0.9940, 1.0030]1.00300.9940break-even = 1★ PEAK 1.0030UNDERWATER DRAWDOWN · max -0.60% · shallow0%-0.60%▼ TROUGH -0.60%TOP DRAWDOWN PERIODS · 1 total#1 -0.60%bar 5-22 · 18 bars · recoveredDD SEVERITYshallow (max -0.60%)RECOVERYfully recoveredTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0030 (0.30%) · max DD -0.60% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-21.29 · σ=50.66UNPROFITABLE STRATEGYLAST 67.70 (+1.76σ vs μ)114.6357.310.00-57.31-114.63μ = -21.29-19.10-19.10-19.10-19.10-40.19-40.19-49.33-49.33-40.19-40.19-28.48-28.48-91.34-91.34-114.63-114.63-58.68-58.68-66.18-66.18-66.18-66.18-25.01-25.01-19.10-19.10-9.74-9.7427.7227.7236.5036.5055.4455.4455.4455.4467.7067.70v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 67.703 · range [-114.63, 67.70] · μ -21.287 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=10.9529 · σ=5.9624 · range [5.7315, 21.0675] · R²=0.515 RISING +153.97%σ EXTREME 54.44%LAST 19.408221.067517.233513.39959.56555.7315μ = 10.9529max 21.0675min 5.7315dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 19.41% · range [5.73%, 21.07%] · μ 10.95% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.259 · σ=0.172MEAN-REVERSIONLAST -0.593 (-1.93σ vs μ)0.5930.2970.000-0.297-0.593μ = -0.259-0.333-0.333-0.283-0.283-0.285-0.285-0.278-0.278-0.285-0.2850.0560.056-0.262-0.262-0.100-0.1000.0160.016-0.200-0.200-0.300-0.300-0.071-0.071-0.508-0.508-0.496-0.496-0.057-0.057-0.257-0.257-0.320-0.320-0.373-0.373-0.593-0.593v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.593 · |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
48.5514
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
4.4075
p-VALUE (log scale)
0.4938
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
-0.6305
p-VALUE (log scale)
0.8557
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
-0.1120
p-VALUE (log scale)
0.9108
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2076
p-VALUE (log scale)
0.3434
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
0.8975
p-VALUE (log scale)
0.3694
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.273 ≈ 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=2.03e-6 · top T=24.00h (25.2%) · top-3 cover 57.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.1e-64.6e-63.1e-61.5e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.14e-6 · 25.2% energyperiod 24.0 · power 6.14e-6 · 25.2% energyperiod 12.0 · power 2.00e-6 · 8.2% energyperiod 12.0 · power 2.00e-6 · 8.2% energyperiod 8.0 · power 9.31e-7 · 3.8% energyperiod 8.0 · power 9.31e-7 · 3.8% energyperiod 6.0 · power 5.42e-7 · 2.2% energyperiod 6.0 · power 5.42e-7 · 2.2% energyperiod 4.8 · power 8.03e-7 · 3.3% energyperiod 4.8 · power 8.03e-7 · 3.3% energyperiod 4.0 · power 2.08e-7 · 0.9% energyperiod 4.0 · power 2.08e-7 · 0.9% energyperiod 3.4 · power 4.02e-6 · 16.5% energyperiod 3.4 · power 4.02e-6 · 16.5% energyperiod 3.0 · power 1.63e-6 · 6.7% energyperiod 3.0 · power 1.63e-6 · 6.7% energyperiod 2.7 · power 3.82e-6 · 15.7% energyperiod 2.7 · power 3.82e-6 · 15.7% energyperiod 2.4 · power 9.17e-7 · 3.8% energyperiod 2.4 · power 9.17e-7 · 3.8% energyperiod 2.2 · power 1.29e-6 · 5.3% energyperiod 2.2 · power 1.29e-6 · 5.3% energyperiod 2.0 · power 2.04e-6 · 8.4% energyperiod 2.0 · power 2.04e-6 · 8.4% energy50% by T=3.4h#1 dominantT=24.00h#2T=3.43h#3T=2.67hT=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 25.2% of total energy · Σ|X̂|²/n = 2.433e-5

▸ Depth section using sovereign-store price series (1964 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 0.014pp · expected |Δp| over horizon 0.28ppterminal variance p(1−p) = 0.0416 · n = 1964n = 1964
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.014pp
one-bar volatility · logit-free
Per-day movedaily
0.07pp
σ × √24
Per-horizon move16d
0.28pp
σ × √395.7669694444444
Terminal variancebinary
0.0416
p(1−p) at resolution
Current pricep
4.3¢
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 0.01n = 1964
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
7.8pp
peak 3.9¢ → trough 3.5¢
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
4.3%
= price
Decimal oddsEU
22.989
total return per $1
AmericanUS
+2199
$100 wins $2199
FractionalUK
21.99 / 1
profit per $1 risked
Profit per $100stake
+$2198.85
clean dollar framing
-1000-5000+500+1000020406080100you · 4.3%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)
0.258 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.258 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.52 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
101749127545307491315927590716033451355094513383289265062364696516616310276618
NO token ID
45411970322524842806915640335600534752913756047752974033824217098947822865264
Snapshot fetched
2026-06-14 16:13:58 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:13:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e72ef90daedf83fc6cfc3a14dde804cb48ba3e76734368f7eb96f42ada6c5881 · 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
0.044500
(best bid + best ask) / 2
Spread
224.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.029
ask-heavy
Imbalance (top-5)
+0.675
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-will-bitcoin-dip-to-50k-in-june-2026-212/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0544842243.64bp0.05900010FILLED
BUY$10.00K0.15278524333.61bp0.66000067FILLED
BUY$100.00K0.583513121126.50bp0.97900099FILLED
SELL$1.00K0.0372531628.49bp0.0340007FILLED
SELL$10.00K0.0080348194.58bp0.00100033PARTIAL
SELL$100.00K0.0080348194.58bp0.00100033PARTIAL

Risk metrics

sovereign store · 1,964 barsperiods/year ≈ 1.75M
Realized vol (annualised)
479.58%
σ per bar = 0.003622
Mean return (annualised)
10903.45%
μ per bar = 0.000062
Sharpe (rf=0)
22.74
annualised; risk-free assumed zero
Max drawdown
7.79%
peak 0.04 → trough 0.04 over 1247 bars

/api/asset/pm-will-bitcoin-dip-to-50k-in-june-2026-212/risk · same metrics, JSON