POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $55,000 in June?

YES · live
12.0¢
NO · live
87.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-55k-in-june-2026-779 · fresh · feed 0s old
24h sparkline · 60 pts▲ 5.24%
realized vol (ann.)
55.32%
max drawdown
20.33%
sharpe
—
ulcer index
13.12%
RMS drawdown
pain index
10.62%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.03%
cond. drawdown
gain/pain
1.11
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.11
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
5.24%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +5.24%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-55k-in-june-2026-779/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
12.0¢
NO · live
87.9¢
YES price · live 24h
n=25 · μ=0.1078 · σ=0.0091 · range [0.0955, 0.1205] · R²=0.010▲ RISING +5.24%σ HIGH 8.40%LAST 0.12050.12050.11420.10800.10180.0955μ = 0.1078max 0.1205min 0.0955dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 12.05¢
YES / NO split · live
YES 12.0%NO 87.9%NO87.9%87.95¢ · odds 1/1.14
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.531 / 1.00 bits (53%) · moderate uncertainty
YES
12.0%12.0¢8.30×▬ +0.00pp
NO
87.9%87.9¢1.14×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,020 · μ=42.5 · σ=46.2 · CV=1.09BURSTYcumulative energy ↗ · 50% by h=1204080120160μ = 4216050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1020bp moved · peak 160bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
12.05¢ (12.05%)
▼NO mid
87.95¢ (87.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$85.3k
≋liquidity $
$51.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1078 · σ=0.0091 · range [0.0955, 0.1205] · R²=0.010▲ RISING +5.24%σ HIGH 8.40%LAST 0.12050.12050.11420.10800.10180.0955μ = 0.1078max 0.1205min 0.0955dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 12.05¢
NO price · CLOB mid
n=25 · μ=0.8922 · σ=0.0091 · range [0.8795, 0.9045] · R²=0.010▼ FALLING -0.68%σ NORMAL 1.02%LAST 0.87950.90450.89820.89200.88570.8795μ = 0.8922max 0.9045min 0.8795dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 87.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0061 · skew=-0.55 (left-skewed) · kurt=0.06 (mesokurtic)864201-1.47ppbin -1.47pp · n=1 · 12.5% peakbin -1.47pp · n=1 · 12.5% peak1-1.20ppbin -1.20pp · n=1 · 12.5% peakbin -1.20pp · n=1 · 12.5% peak1-0.93ppbin -0.93pp · n=1 · 12.5% peakbin -0.93pp · n=1 · 12.5% peak1-0.66ppbin -0.66pp · n=1 · 12.5% peakbin -0.66pp · n=1 · 12.5% peak1-0.39ppbin -0.39pp · n=1 · 12.5% peakbin -0.39pp · n=1 · 12.5% peak8-0.12ppbin -0.12pp · n=8 · 100.0% peakbin -0.12pp · n=8 · 100.0% peak40.15ppbin 0.15pp · n=4 · 50.0% peakbin 0.15pp · n=4 · 50.0% peak20.42ppbin 0.42pp · n=2 · 25.0% peakbin 0.42pp · n=2 · 25.0% peak30.69ppbin 0.69pp · n=3 · 37.5% peakbin 0.69pp · n=3 · 37.5% peak20.96ppbin 0.96pp · n=2 · 25.0% peakbin 0.96pp · n=2 · 25.0% 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=-0.65 · kurt=0.55 · near 17 / mid 7 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=-1.65)
μ MEAN10.78¢95% CI: [10.42¢, 11.14¢]
σ STD DEV0.91ppσ² = 0.821 · CV = 8.40%
med MEDIAN10.75¢Q₁ 9.75¢ · Q₃ 11.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.50pp · IQR 1.75pp (1.349σ→1.22pp)
min 9.55¢Q₁ 9.75¢med 10.75¢Q₃ 11.50¢max 12.05¢μ
SKEWNESS · G₁-0.052approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.648platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRdiverges from normalratio = 0.70
range ↔ σconcentrated (range < 4σ)range / σ = 2.76
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+0.260within white-noise band
ρ(2) AUTOCORR+0.006lag-2 not significant
H · HURST EXPONENT1.017strongly persistent
OLS TREND · t-STAT+0.483fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.017
H = 1.017STRONGLY 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+0.260k=2+0.006k=3-0.173k=4-0.177k=5-0.2180+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|=0.48)
−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|=0.48)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 ID2410576
SLUGwill-bitcoin-dip-to-55k-in-june-2026-779
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (88¢)
PRIMARY · YES12.05¢implied prob 12.05% · decimal odds 8.30×
COUNTER · NO87.95¢implied prob 87.95% · decimal odds 1.14×
12.05¢
87.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME85.31k USD 24h
LIQUIDITY51.72k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (88¢)|primary − counter| = 0.759 · entropy 0.531 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 12.0%NO 87.9%YES p̂12.0%H = 0.531 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES8.30×(12¢)NO1.14×(88¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.531 bits (53% of max) · moderate uncertainty
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
16.49 days·θ = 4.438 pp/day
YES →$1.00(P = 12.0%)
NO →$0.00(P = 87.9%)
current: $0.1205 · expected return per side: $0.88 on YES hit · $0.12 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.2dRESOLVESP projection · σ=0.91% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.438 pp/day
now16.49d left
4.438 pp/day×1.00
−25%12.37d left
5.124 pp/day×1.15
−50%8.25d left
6.276 pp/day×1.41
−75%4.12d left
8.876 pp/day×2.00
−90%1.65d left
14.034 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 1.10% · worst -1.60% · typical |Δ| 0.42%MILD BULLISH +0.60%BEST+1.10%22hWORST-1.60%5hTYPICAL |Δ|0.42%mean absoluteCUMULATIVE+0.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.27% · Σ -1.90%EUROPE · 08-16 UTCμ +0.14% · Σ +1.10%US · 16-24 UTCμ +0.17% · Σ +1.40%CUMULATIVE Δ PATH · final +0.60%+0.60%-1.90%0.00% · 1h0.00% · 1h·1h0.10% · 2h0.10% · 2h0.10%2h-0.10% · 3h-0.10% · 3h-0.10%3h0.05% · 4h0.05% · 4h0.05%4h-1.60% · 5h-1.60% · 5h-1.60%5h▼ WORST-0.35% · 6h-0.35% · 6h-0.35%6h0.00% · 7h0.00% · 7h·7h0.80% · 8h0.80% · 8h0.80%8h-0.60% · 9h-0.60% · 9h-0.60%9h0.00% · 10h0.00% · 10h·10h1.00% · 11h1.00% · 11h1.00%11h0.60% · 12h0.60% · 12h0.60%12h0.40% · 13h0.40% · 13h0.40%13h0.00% · 14h0.00% · 14h·14h-1.10% · 15h-1.10% · 15h-1.10%15h-0.95% · 16h-0.95% · 16h-0.95%16h0.05% · 17h0.05% · 17h0.05%17h-0.10% · 18h-0.10% · 18h-0.10%18h0.40% · 19h0.40% · 19h0.40%19h0.70% · 20h0.70% · 20h0.70%20h0.20% · 21h0.20% · 21h0.20%21h1.10% · 22h1.10% · 22h1.10%22h★ BEST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.40%)RUNSup max 4 · down max 2BREADTH46% up · 29% down · 25% flat
11 up bars · 7 down · best 1.10% · worst -1.60% · typical |Δ| 0.425%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.56%FINAL+0.56%MAX DD-2.09%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.56%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 1.0056 · peak 1.0056 · range [0.9810, 1.0056]1.00560.9810break-even = 1★ PEAK 1.0056UNDERWATER DRAWDOWN · max -2.09% · moderate0%-2.09%▼ TROUGH -2.09%TOP DRAWDOWN PERIODS · 2 total#1 -2.09%bar 16-22 · 7 bars · recovered#2 -1.99%bar 4-13 · 10 bars · recoveredDD SEVERITYmoderate (max -2.09%)RECOVERYfully recoveredTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0056 (0.56%) · max DD -2.09% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=6.59 · σ=46.88MIXED EDGELAST 86.34 (+1.70σ vs μ)86.3443.170.00-43.17-86.34μ = 6.59-45.70-45.70-45.70-45.70-23.79-23.79-33.13-33.13-34.27-34.2720.9520.9546.5446.5458.6358.6339.1839.1819.4919.49-0.92-0.92-22.20-22.20-44.16-44.16-44.16-44.16-21.60-21.608.308.3082.3082.3079.1179.1186.3486.34v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 86.344 · range [-45.70, 86.34] · μ 6.591 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=59.8755 · σ=11.4521 · range [40.5818, 79.7710] · R²=0.345▼ FALLING -33.15%σ EXTREME 19.13%LAST 40.581879.771069.973760.176450.379140.5818μ = 59.8755max 79.7710min 40.5818dataMA(3)OLS R²=0.35μ lineμ ± σ bandmaxmin
latest 40.58% · range [40.58%, 79.77%] · μ 59.88% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=0.031 · σ=0.260CLOSE TO MARTINGALELAST -0.340 (-1.43σ vs μ)0.5190.2590.000-0.259-0.519μ = 0.031-0.060-0.060-0.128-0.1280.0180.018-0.127-0.127-0.015-0.015-0.264-0.264-0.181-0.181-0.082-0.0820.2050.2050.1990.1990.5190.5190.3790.3790.1920.1920.1540.1540.4240.4240.1710.171-0.029-0.029-0.454-0.454-0.340-0.340v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.340 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.8643
p-VALUE (log scale)
0.2388
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
5.2625
p-VALUE (log scale)
0.3850
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
-1.5348
p-VALUE (log scale)
0.5168
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
0.7407
p-VALUE (log scale)
0.4588
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1152
p-VALUE (log scale)
0.5000
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
1.5743
p-VALUE (log scale)
0.1154
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.479 ≈ 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=4.04e-5 · top T=12.00h (32.6%) · top-3 cover 58.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-41.2e-47.9e-53.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.01e-5 · 2.1% energyperiod 24.0 · power 1.01e-5 · 2.1% energyperiod 12.0 · power 1.58e-4 · 32.6% energyperiod 12.0 · power 1.58e-4 · 32.6% energyperiod 8.0 · power 4.12e-5 · 8.5% energyperiod 8.0 · power 4.12e-5 · 8.5% energyperiod 6.0 · power 2.76e-5 · 5.7% energyperiod 6.0 · power 2.76e-5 · 5.7% energyperiod 4.8 · power 8.12e-5 · 16.8% energyperiod 4.8 · power 8.12e-5 · 16.8% energyperiod 4.0 · power 1.36e-5 · 2.8% energyperiod 4.0 · power 1.36e-5 · 2.8% energyperiod 3.4 · power 2.22e-5 · 4.6% energyperiod 3.4 · power 2.22e-5 · 4.6% energyperiod 3.0 · power 2.55e-5 · 5.3% energyperiod 3.0 · power 2.55e-5 · 5.3% energyperiod 2.7 · power 3.19e-5 · 6.6% energyperiod 2.7 · power 3.19e-5 · 6.6% energyperiod 2.4 · power 6.22e-6 · 1.3% energyperiod 2.4 · power 6.22e-6 · 1.3% energyperiod 2.2 · power 2.18e-5 · 4.5% energyperiod 2.2 · power 2.18e-5 · 4.5% energyperiod 2.0 · power 4.54e-5 · 9.4% energyperiod 2.0 · power 4.54e-5 · 9.4% energy50% by T=4.8h#1 dominantT=12.00h#2T=4.80h#3T=2.00hT=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 ≈ 12.00h (freq 0.083) · concentrates 32.6% of total energy · Σ|X̂|²/n = 4.844e-4

▸ Depth section using sovereign-store price series (3693 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 0.044pp · expected |Δp| over horizon 0.87ppterminal variance p(1−p) = 0.1060 · n = 3693✓ n = 3693
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.044pp
one-bar volatility · logit-free
Per-day movedaily
0.22pp
σ × √24
Per-horizon move16d
0.87pp
σ × √395.7669197222222
Terminal variancebinary
0.1060
p(1−p) at resolution
Current pricep
12.0¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 3693
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
22.7pp
peak 11.5¢ → trough 8.8¢
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
12.0%
= price
Decimal oddsEU
8.299
total return per $1
AmericanUS
+730
$100 wins $730
FractionalUK
7.30 / 1
profit per $1 risked
Profit per $100stake
+$729.88
clean dollar framing
-1000-5000+500+1000020406080100you · 12.0%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)
0.531 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.531 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.05 bit
self-information
Surprise · NO−log₂(1−p)
0.19 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
67468426477709602554310208148215284365777653659253739974001179907439821099486
NO token ID
99804635419555197078065585213516018464463225558341419098869403631831980757387
Snapshot fetched
2026-06-14 16:13:59 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:13:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
68cf7d9564536ef5f3006f1b41b7098189d6a897f274eacdffde9b7d157acda3 · 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$64,092.5HL PERPETH-USD perpetual$1,665.45HL PERPHYPE-USD perpetual$60.38

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
$146
bid $48 · ask $98
Mid price
0.120500
(best bid + best ask) / 2
Spread
83.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.906
bid-heavy
Imbalance (top-5)
-0.807
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-55k-in-june-2026-779/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.121901116.30bp0.1220002FILLED
BUY$10.00K0.1864215470.66bp0.55400066FILLED
BUY$100.00K0.62874042177.59bp0.99900095PARTIAL
SELL$1.00K0.1039541373.14bp0.09700014FILLED
SELL$10.00K0.0030769744.75bp0.00100056PARTIAL
SELL$100.00K0.0030769744.75bp0.00100056PARTIAL

Risk metrics

▸ sovereign store · 3,693 barsperiods/year ≈ 1.75M
Realized vol (annualised)
554.83%
σ per bar = 0.004191
Mean return (annualised)
2424.96%
μ per bar = 0.000014
Sharpe (rf=0)
4.37
annualised; risk-free assumed zero
Max drawdown
22.71%
peak 0.11 → trough 0.09 over 397 bars

/api/asset/pm-will-bitcoin-dip-to-55k-in-june-2026-779/risk · same metrics, JSON