POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $52,500 in June?

YES · live
7.8¢
NO · live
92.3¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-52pt5k-in-june-2026-885 · fresh · feed 0s old
24h sparkline · 60 pts▲ 2.65%
realized vol (ann.)
30.84%
max drawdown
5.07%
sharpe
—
ulcer index
2.73%
RMS drawdown
pain index
1.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.07%
cond. drawdown
gain/pain
2.82
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.82
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
2.65%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +2.65%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-52pt5k-in-june-2026-885/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
7.8¢
NO · live
92.3¢
YES price · live 24h
n=25 · μ=0.0712 · σ=0.0051 · range [0.0655, 0.0805] · R²=0.016▲ RISING +11.51%σ HIGH 7.18%LAST 0.07750.08050.07670.07300.06930.0655μ = 0.0712max 0.0805min 0.0655dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 7.75¢
YES / NO split · live
YES 7.8%NO 92.3%NO92.3%92.25¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.393 / 1.00 bits (39%) · informative — one side favoured
YES
7.8%7.8¢12.90×▬ +0.00pp
NO
92.3%92.3¢1.08×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=480 · μ=20.0 · σ=33.0 · CV=1.65BURSTY · concentratedcumulative energy ↗ · 50% by h=90306090120μ = 2012050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 480bp moved · peak 120bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10ms
▲YES mid
7.75¢ (7.75%)
▼NO mid
92.25¢ (92.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$137.7k
≋liquidity $
$58.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0712 · σ=0.0051 · range [0.0655, 0.0805] · R²=0.016▲ RISING +11.51%σ HIGH 7.18%LAST 0.07750.08050.07670.07300.06930.0655μ = 0.0712max 0.0805min 0.0655dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 7.75¢
NO price · CLOB mid
n=25 · μ=0.9288 · σ=0.0051 · range [0.9195, 0.9345] · R²=0.016▼ FALLING -0.86%σ LOW 0.55%LAST 0.92250.93450.93070.92700.92330.9195μ = 0.9288max 0.9345min 0.9195dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 92.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0005 · σ=0.0036 · skew=1.78 (right-skewed) · kurt=3.27 (leptokurtic (fat tails))1296301-0.51ppbin -0.51pp · n=1 · 8.3% peakbin -0.51pp · n=1 · 8.3% peak2-0.33ppbin -0.33pp · n=2 · 16.7% peakbin -0.33pp · n=2 · 16.7% peak5-0.15ppbin -0.15pp · n=5 · 41.7% peakbin -0.15pp · n=5 · 41.7% peak120.03ppbin 0.03pp · n=12 · 100.0% peakbin 0.03pp · n=12 · 100.0% peak10.21ppbin 0.21pp · n=1 · 8.3% peakbin 0.21pp · n=1 · 8.3% peak10.39ppbin 0.39pp · n=1 · 8.3% peakbin 0.39pp · n=1 · 8.3% peak0.57pp0.75pp0.93pp21.11ppbin 1.11pp · n=2 · 16.7% peakbin 1.11pp · 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=1.89 · kurt=3.82 · near 10 / mid 12 / far 2 · OLS slope=0.86 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=0.52)
μ MEAN7.12¢95% CI: [6.92¢, 7.32¢]
σ STD DEV0.51ppσ² = 0.261 · CV = 7.18%
med MEDIAN6.95¢Q₁ 6.75¢ · Q₃ 7.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.50pp · IQR 1.00pp (1.349σ→0.69pp)
min 6.55¢Q₁ 6.75¢med 6.95¢Q₃ 7.75¢max 8.05¢μ
SKEWNESS · G₁0.522right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.296platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRdiverges from normalratio = 0.69
range ↔ σconcentrated (range < 4σ)range / σ = 2.93
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-0.011within white-noise band
ρ(2) AUTOCORR-0.167lag-2 not significant
H · HURST EXPONENT0.980strongly persistent
OLS TREND · t-STAT-0.610fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.980
H = 0.980STRONGLY 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=1-0.011k=2-0.167k=3+0.049k=4-0.135k=5+0.0950+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|=0.61)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.97very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.61)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 ID2410577
SLUGwill-bitcoin-dip-to-52pt5k-in-june-2026-885
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (92¢)
PRIMARY · YES7.75¢implied prob 7.75% · decimal odds 12.90×
COUNTER · NO92.25¢implied prob 92.25% · decimal odds 1.08×
7.75¢
92.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME137.72k USD 24h
LIQUIDITY58.89k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (92¢)|primary − counter| = 0.845 · entropy 0.393 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 7.8%NO 92.3%YES p̂7.8%H = 0.393 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES12.90×(8¢)NO1.08×(92¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.393 bits (39% 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
12hrs
57min
16.54 days·θ = 2.504 pp/day
YES →$1.00(P = 7.8%)
NO →$0.00(P = 92.3%)
current: $0.0775 · expected return per side: $0.92 on YES hit · $0.08 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.3dRESOLVESP projection · σ=0.51% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.504 pp/day
now16.54d left
2.504 pp/day×1.00
−25%12.40d left
2.891 pp/day×1.15
−50%8.27d left
3.541 pp/day×1.41
−75%4.13d left
5.008 pp/day×2.00
−90%1.65d left
7.919 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 1.20% · worst -0.60% · typical |Δ| 0.20%MILD BULLISH +0.80%BEST+1.20%21hWORST-0.60%6hTYPICAL |Δ|0.20%mean absoluteCUMULATIVE+0.80%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.03% · Σ +0.20%EUROPE · 08-16 UTCμ -0.07% · Σ -0.60%US · 16-24 UTCμ +0.15% · Σ +1.20%CUMULATIVE Δ PATH · final +0.80%+1.10%-0.40%0.00% · 1h0.00% · 1h·1h1.10% · 2h1.10% · 2h1.10%2h0.00% · 3h0.00% · 3h·3h-0.30% · 4h-0.30% · 4h-0.30%4h-0.20% · 5h-0.20% · 5h-0.20%5h-0.60% · 6h-0.60% · 6h-0.60%6h▼ WORST0.20% · 7h0.20% · 7h0.20%7h0.00% · 8h0.00% · 8h·8h-0.20% · 9h-0.20% · 9h-0.20%9h-0.10% · 10h-0.10% · 10h-0.10%10h0.00% · 11h0.00% · 11h·11h-0.10% · 12h-0.10% · 12h-0.10%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.20% · 15h-0.20% · 15h-0.20%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.30% · 18h0.30% · 18h0.30%18h-0.30% · 19h-0.30% · 19h-0.30%19h0.00% · 20h0.00% · 20h·20h1.20% · 21h1.20% · 21h1.20%21h★ BEST0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.20%)RUNSup max 1 · down max 3BREADTH17% up · 33% down · 50% flat
4 up bars · 8 down · best 1.20% · worst -0.60% · typical |Δ| 0.200%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.79%FINAL+0.79%MAX DD-1.49%RECOVERYONGOING · 21 barsMAX RUN-UP+1.10%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0079 · peak 1.0110 · range [0.9959, 1.0110]1.01100.9959break-even = 1★ PEAK 1.0110UNDERWATER DRAWDOWN · max -1.49% · moderate0%-1.49%▼ TROUGH -1.49%TOP DRAWDOWN PERIODS · 1 total#1 -1.49%bar 5-25 · 21 bars · ONGOINGDD SEVERITYmoderate (max -1.49%)RECOVERYongoing · 21 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0079 (0.79%) · max DD -1.49% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-23.78 · σ=40.51UNPROFITABLE STRATEGYLAST 26.58 (+1.24σ vs μ)76.4238.210.00-38.21-76.42μ = -23.780.000.005.305.30-49.95-49.95-63.22-63.22-52.69-52.69-40.23-40.23-22.83-22.83-76.42-76.42-76.42-76.42-76.42-76.42-55.93-55.93-55.93-55.939.749.74-15.10-15.10-15.10-15.1035.6335.6335.6335.6335.6335.6326.5826.58v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 26.579 · range [-76.42, 35.63] · μ -23.776 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=27.0378 · σ=18.0448 · range [7.6420, 55.1072] · R²=0.008▼ FALLING -9.41%σ EXTREME 66.74%LAST 49.437255.107243.240931.374619.50837.6420μ = 27.0378max 55.1072min 7.6420dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 49.44% · range [7.64%, 55.11%] · μ 27.04% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.201 · σ=0.191MEAN-REVERSIONLAST -0.145 (+0.29σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.2010.1060.1060.0550.055-0.247-0.247-0.227-0.227-0.261-0.261-0.340-0.3400.0950.095-0.333-0.3330.0670.067-0.333-0.333-0.500-0.500-0.357-0.3570.0240.024-0.411-0.411-0.427-0.427-0.094-0.094-0.268-0.268-0.225-0.225-0.145-0.145v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.145 · |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
41.7813
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
1.7315
p-VALUE (log scale)
0.8852
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
-1.6979
p-VALUE (log scale)
0.4391
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
0.4599
p-VALUE (log scale)
0.6456
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1935
p-VALUE (log scale)
0.3680
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
-0.5281
p-VALUE (log scale)
0.5974
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.839 ≈ 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=1.43e-5 · top T=2.67h (23.9%) · top-3 cover 58.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.1e-53.1e-52.0e-51.0e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.19e-5 · 12.7% energyperiod 24.0 · power 2.19e-5 · 12.7% energyperiod 12.0 · power 6.05e-6 · 3.5% energyperiod 12.0 · power 6.05e-6 · 3.5% energyperiod 8.0 · power 3.17e-6 · 1.8% energyperiod 8.0 · power 3.17e-6 · 1.8% energyperiod 6.0 · power 2.00e-5 · 11.7% energyperiod 6.0 · power 2.00e-5 · 11.7% energyperiod 4.8 · power 3.75e-5 · 21.9% energyperiod 4.8 · power 3.75e-5 · 21.9% energyperiod 4.0 · power 1.01e-5 · 5.9% energyperiod 4.0 · power 1.01e-5 · 5.9% energyperiod 3.4 · power 6.89e-6 · 4.0% energyperiod 3.4 · power 6.89e-6 · 4.0% energyperiod 3.0 · power 6.29e-6 · 3.7% energyperiod 3.0 · power 6.29e-6 · 3.7% energyperiod 2.7 · power 4.10e-5 · 23.9% energyperiod 2.7 · power 4.10e-5 · 23.9% energyperiod 2.4 · power 1.86e-5 · 10.8% energyperiod 2.4 · power 1.86e-5 · 10.8% energyperiod 2.2 · power 4.89e-8 · 0.0% energyperiod 2.2 · power 4.89e-8 · 0.0% energyperiod 2.0 · power 1.67e-7 · 0.1% energyperiod 2.0 · power 1.67e-7 · 0.1% energy50% by T=4.8h#1 dominantT=2.67h#2T=4.80h#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 ≈ 2.67h (freq 0.375) · concentrates 23.9% of total energy · Σ|X̂|²/n = 1.717e-4

▸ Depth section using sovereign-store price series (3604 bars · effective 1752810 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 0.020pp · expected |Δp| over horizon 0.40ppterminal variance p(1−p) = 0.0715 · n = 3604✓ n = 3604
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move17d
0.40pp
σ × √396.9540347222222
Terminal variancebinary
0.0715
p(1−p) at resolution
Current pricep
7.8¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3604
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
13.2pp
peak 7.5¢ → trough 6.6¢
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
7.8%
= price
Decimal oddsEU
12.903
total return per $1
AmericanUS
+1190
$100 wins $1190
FractionalUK
11.90 / 1
profit per $1 risked
Profit per $100stake
+$1190.32
clean dollar framing
-1000-5000+500+1000020406080100you · 7.8%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)
0.393 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.393 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.69 bit
self-information
Surprise · NO−log₂(1−p)
0.12 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
40924372452194894059824027978502035824140061227534345603992680050027534637928
NO token ID
85402997443158156096579111787705083261516798963209699105184282976927475958660
Snapshot fetched
2026-06-14 15:02:45 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:02:45 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0f82006f2e745a8d8ce57b29c7d128ddb3dd5736c97ebd2c7a31d336b8fafb7b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain90.2¢HL PREDUruguay66.7¢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$64,099HL PERPETH-USD perpetual$1,662.1HL PERPHYPE-USD perpetual$60.56

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
0.077500
(best bid + best ask) / 2
Spread
129.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.248
bid-heavy
Imbalance (top-5)
+0.294
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-52pt5k-in-june-2026-885/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0936402082.63bp0.10600010FILLED
BUY$10.00K0.23332220106.12bp0.66000088FILLED
BUY$100.00K0.67902877616.48bp0.999000117FILLED
SELL$1.00K0.0687201132.90bp0.0640009FILLED
SELL$10.00K0.0082068941.12bp0.00100047PARTIAL
SELL$100.00K0.0082068941.12bp0.00100047PARTIAL

Risk metrics

▸ sovereign store · 3,604 barsperiods/year ≈ 1.75M
Realized vol (annualised)
375.76%
σ per bar = 0.002838
Mean return (annualised)
1271.93%
μ per bar = 0.000007
Sharpe (rf=0)
3.38
annualised; risk-free assumed zero
Max drawdown
13.25%
peak 0.08 → trough 0.07 over 1876 bars

/api/asset/pm-will-bitcoin-dip-to-52pt5k-in-june-2026-885/risk · same metrics, JSON