POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $57,500 in June?

YES · live
16.0¢
NO · live
84.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-57pt5k-in-june-2026-623 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
118.63%
max drawdown
14.89%
sharpe
—
ulcer index
5.42%
RMS drawdown
pain index
3.77%
mean drawdown
mod. VaR 95%
0.11%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.88%
cond. drawdown
gain/pain
0.92
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.92
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
562
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-57pt5k-in-june-2026-623/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.6s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
16.0¢
NO · live
84.0¢
YES price · live 24h
n=25 · μ=0.2075 · σ=0.0381 · range [0.1575, 0.2875] · R²=0.834▼ FALLING -45.22%σ EXTREME 18.35%LAST 0.15750.28750.25500.22250.19000.1575μ = 0.2075max 0.2875min 0.1575dataMA(5)OLS R²=0.83μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 15.75¢
YES / NO split · live
YES 16.0%NO 84.0%NO84.0%84.00¢ · odds 1/1.19
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.634 / 1.00 bits (63%) · moderate uncertainty
YES
16.0%16.0¢6.25×▬ +0.00pp
NO
84.0%84.0¢1.19×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,640 · μ=110.0 · σ=131.8 · CV=1.20BURSTY · concentratedcumulative energy ↗ · 50% by h=110144288431575μ = 11057550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2640bp moved · peak 575bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.6s
▲YES mid
16.00¢ (16.00%)
▼NO mid
84.00¢ (84.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$34.3k
≋liquidity $
$95.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2075 · σ=0.0381 · range [0.1575, 0.2875] · R²=0.834▼ FALLING -45.22%σ EXTREME 18.35%LAST 0.15750.28750.25500.22250.19000.1575μ = 0.2075max 0.2875min 0.1575dataMA(5)OLS R²=0.83μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 15.75¢
NO price · CLOB mid
n=25 · μ=0.7925 · σ=0.0381 · range [0.7125, 0.8425] · R²=0.834▲ RISING +18.25%σ NORMAL 4.80%LAST 0.84250.84250.81000.77750.74500.7125μ = 0.7925max 0.8425min 0.7125dataMA(5)OLS R²=0.83μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 84.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0054 · σ=0.0150 · skew=-1.15 (left-skewed) · kurt=2.39 (leptokurtic (fat tails))975201-5.33ppbin -5.33pp · n=1 · 11.1% peakbin -5.33pp · n=1 · 11.1% peak-4.48pp-3.64pp1-2.79ppbin -2.79pp · n=1 · 11.1% peakbin -2.79pp · n=1 · 11.1% peak3-1.95ppbin -1.95pp · n=3 · 33.3% peakbin -1.95pp · n=3 · 33.3% peak3-1.10ppbin -1.10pp · n=3 · 33.3% peakbin -1.10pp · n=3 · 33.3% peak9-0.26ppbin -0.26pp · n=9 · 100.0% peakbin -0.26pp · n=9 · 100.0% peak50.59ppbin 0.59pp · n=5 · 55.6% peakbin 0.59pp · n=5 · 55.6% peak11.43ppbin 1.43pp · n=1 · 11.1% peakbin 1.43pp · n=1 · 11.1% peak12.28ppbin 2.28pp · n=1 · 11.1% peakbin 2.28pp · 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=-1.17 · kurt=2.75 · near 18 / mid 5 / far 1 · OLS slope=0.96 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25RIGHT-SKEWED (G₁=0.64)
μ MEAN20.75¢95% CI: [19.25¢, 22.24¢]
σ STD DEV3.81ppσ² = 14.490 · CV = 18.35%
med MEDIAN20.85¢Q₁ 18.20¢ · Q₃ 22.40¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 13.00pp · IQR 4.20pp (1.349σ→5.13pp)
min 15.75¢Q₁ 18.20¢med 20.85¢Q₃ 22.40¢max 28.75¢μ
SKEWNESS · G₁0.641right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.655mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRdiverges from normalratio = 1.22
range ↔ σconcentrated (range < 4σ)range / σ = 3.42
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: MEAN-REVERTING · ρ(1) -0.23 + ADF rejected
ρ(1) AUTOCORR-0.232within white-noise band
ρ(2) AUTOCORR-0.059lag-2 not significant
H · HURST EXPONENT1.173strongly persistent
OLS TREND · t-STAT-10.747significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.173
H = 1.173STRONGLY 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=1-0.232k=2-0.059k=3-0.075k=4-0.114k=5+0.0490+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]SIGNIFICANT @ 1% (|t|=10.75)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.23 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=10.75)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 ID2410575
SLUGwill-bitcoin-dip-to-57pt5k-in-june-2026-623
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (84¢)
PRIMARY · YES16.00¢implied prob 16.00% · decimal odds 6.25×
COUNTER · NO84.00¢implied prob 84.00% · decimal odds 1.19×
16.00¢
84.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME34.27k USD 24h
LIQUIDITY95.13k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (84¢)|primary − counter| = 0.680 · entropy 0.634 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 16.0%NO 84.0%YES p̂16.0%H = 0.634 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES6.25×(16¢)NO1.19×(84¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.634 bits (63% 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 · LOWresolves 2026-07-01 04:00 UTC
10days
18hrs
16min
10.76 days·θ = 18.648 pp/day
YES →$1.00(P = 16.0%)
NO →$0.00(P = 84.0%)
current: $0.1600 · expected return per side: $0.84 on YES hit · $0.16 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.4dRESOLVESP projection · σ=3.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 18.648 pp/day
now10.76d left
18.648 pp/day×1.00
−25%8.07d left
21.533 pp/day×1.15
−50%5.38d left
26.372 pp/day×1.41
−75%2.69d left
37.296 pp/day×2.00
−90%1.08d left
58.970 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 2.70% · worst -5.75% · typical |Δ| 1.10%BEARISH SESSION -13.00%BEST+2.70%23hWORST-5.75%4hTYPICAL |Δ|1.10%mean absoluteCUMULATIVE-13.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.80% · Σ -5.60%EUROPE · 08-16 UTCμ -0.61% · Σ -4.90%US · 16-24 UTCμ +0.06% · Σ +0.50%CUMULATIVE Δ PATH · final -13.00%+0.00%-13.00%-1.00% · 1h-1.00% · 1h-1.00%1h-0.45% · 2h-0.45% · 2h-0.45%2h-0.20% · 3h-0.20% · 3h-0.20%3h-5.75% · 4h-5.75% · 4h-5.75%4h▼ WORST-0.10% · 5h-0.10% · 5h-0.10%5h0.40% · 6h0.40% · 6h0.40%6h1.50% · 7h1.50% · 7h1.50%7h-1.30% · 8h-1.30% · 8h-1.30%8h0.55% · 9h0.55% · 9h0.55%9h0.20% · 10h0.20% · 10h0.20%10h-1.75% · 11h-1.75% · 11h-1.75%11h0.70% · 12h0.70% · 12h0.70%12h-2.15% · 13h-2.15% · 13h-2.15%13h-1.30% · 14h-1.30% · 14h-1.30%14h0.15% · 15h0.15% · 15h0.15%15h-0.05% · 16h-0.05% · 16h-0.05%16h0.10% · 17h0.10% · 17h0.10%17h0.40% · 18h0.40% · 18h0.40%18h-1.90% · 19h-1.90% · 19h-1.90%19h-0.40% · 20h-0.40% · 20h-0.40%20h0.00% · 21h0.00% · 21h·21h-0.35% · 22h-0.35% · 22h-0.35%22h2.70% · 23h2.70% · 23h2.70%23h★ BEST-3.00% · 24h-3.00% · 24h-3.00%24hTIME PATTERNUS-led (+0.50%)RUNSup max 2 · down max 5BREADTH38% up · 58% down · 4% flat
9 up bars · 14 down · best 2.70% · worst -5.75% · typical |Δ| 1.100%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -12.50%FINAL-12.50%MAX DD-12.50%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 1EQUITY CURVE · end 0.8750 · peak 1.0000 · range [0.8750, 1.0000]1.00000.8750break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -12.50% · significant0%-12.50%▼ TROUGH -12.50%TOP DRAWDOWN PERIODS · 1 total#1 -12.50%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsignificant (max -12.50%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.8750 (-12.50%) · max DD -12.50% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-30.65 · σ=21.43UNPROFITABLE STRATEGYLAST -23.77 (+0.32σ vs μ)59.4629.730.00-29.73-59.46μ = -30.65-48.50-48.50-28.28-28.28-33.47-33.47-28.20-28.2021.3021.30-5.10-5.10-1.25-1.25-46.64-46.64-46.64-46.64-54.49-54.49-59.46-59.46-37.08-37.08-43.79-43.79-43.39-43.39-31.77-31.77-35.14-35.14-41.33-41.334.674.67-23.77-23.77v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -23.775 · range [-59.46, 21.30] · μ -30.650 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=133.6512 · σ=58.3893 · range [75.9456, 243.3227] · R²=0.341▼ FALLING -15.24%σ EXTREME 43.69%LAST 181.1591243.3227201.4784159.6341117.789875.9456μ = 133.6512max 243.3227min 75.9456dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
latest 181.16% · range [75.95%, 243.32%] · μ 133.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.245 · σ=0.230MEAN-REVERSIONLAST -0.404 (-0.69σ vs μ)0.5770.2880.000-0.288-0.577μ = -0.245-0.263-0.263-0.079-0.079-0.126-0.126-0.052-0.052-0.543-0.543-0.300-0.300-0.532-0.532-0.542-0.542-0.310-0.310-0.577-0.577-0.387-0.387-0.091-0.0910.3650.365-0.196-0.196-0.133-0.133-0.182-0.182-0.234-0.234-0.066-0.066-0.404-0.404v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.404 · |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
20.0940
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
2.2178
p-VALUE (log scale)
0.8199
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
-1.8311
p-VALUE (log scale)
0.3757
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
0.4686
p-VALUE (log scale)
0.6394
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8484
p-VALUE (log scale)
0.0054
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.0853
p-VALUE (log scale)
0.2778
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.670 ≈ 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=2.72e-4 · top T=2.18h (19.0%) · top-3 cover 43.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.2e-44.6e-43.1e-41.5e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.56e-5 · 1.4% energyperiod 24.0 · power 4.56e-5 · 1.4% energyperiod 12.0 · power 2.42e-4 · 7.4% energyperiod 12.0 · power 2.42e-4 · 7.4% energyperiod 8.0 · power 3.22e-4 · 9.9% energyperiod 8.0 · power 3.22e-4 · 9.9% energyperiod 6.0 · power 2.07e-5 · 0.6% energyperiod 6.0 · power 2.07e-5 · 0.6% energyperiod 4.8 · power 3.14e-4 · 9.6% energyperiod 4.8 · power 3.14e-4 · 9.6% energyperiod 4.0 · power 3.55e-4 · 10.9% energyperiod 4.0 · power 3.55e-4 · 10.9% energyperiod 3.4 · power 4.34e-4 · 13.3% energyperiod 3.4 · power 4.34e-4 · 13.3% energyperiod 3.0 · power 2.57e-4 · 7.9% energyperiod 3.0 · power 2.57e-4 · 7.9% energyperiod 2.7 · power 2.95e-4 · 9.0% energyperiod 2.7 · power 2.95e-4 · 9.0% energyperiod 2.4 · power 3.24e-5 · 1.0% energyperiod 2.4 · power 3.24e-5 · 1.0% energyperiod 2.2 · power 6.18e-4 · 19.0% energyperiod 2.2 · power 6.18e-4 · 19.0% energyperiod 2.0 · power 3.23e-4 · 9.9% energyperiod 2.0 · power 3.23e-4 · 9.9% energy50% by T=3.4h#1 dominantT=2.18h#2T=3.43h#3T=4.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 19.0% of total energy · Σ|X̂|²/n = 3.259e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752518 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 10.8 d · σ/bar 0.267pp · expected |Δp| over horizon 4.29ppterminal variance p(1−p) = 0.1344 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.267pp
one-bar volatility · logit-free
Per-day movedaily
1.31pp
σ × √24
Per-horizon move11d
4.29pp
σ × √258.2780477777778
Terminal variancebinary
0.1344
p(1−p) at resolution
Current pricep
16.0¢
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 0.44pp · ES₉₅ 0.55pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 5000
VaR 95%
0.44pp
1.645·σ (parametric) of Δp
ES 95%
0.55pp
mean of the tail
Max drawdown
54.9pp
peak 34.9¢ → trough 15.8¢
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
16.0%
= price
Decimal oddsEU
6.250
total return per $1
AmericanUS
+525
$100 wins $525
FractionalUK
5.25 / 1
profit per $1 risked
Profit per $100stake
+$525.00
clean dollar framing
-1000-5000+500+1000020406080100you · 16.0%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)
0.634 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.634 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.64 bit
self-information
Surprise · NO−log₂(1−p)
0.25 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
1294301106000867191772806529332889741277848776146041262771462884723167975461
NO token ID
34504729363024343583013660428932205185055548965145764880893083922924931357463
Snapshot fetched
2026-06-20 09:43:02 UTC
Snapshot age
16.6s
History points
25 CLOB mids
Page rendered
2026-06-20 09:43:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
899a15dcba6761d3144f5cce2e14cc111a1bd57718a309c0752410d1e884d204 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,676HL PERPHYPE-USD perpetual$70.66HL PERPETH-USD perpetual$1,728.5

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
0.154000
(best bid + best ask) / 2
Spread
779.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.836
bid-heavy
Imbalance (top-5)
+0.573
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-57pt5k-in-june-2026-623/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1704061065.35bp0.1710004FILLED
BUY$10.00K0.1920092468.11bp0.20000012FILLED
BUY$100.00K0.57880627584.78bp0.99900078PARTIAL
SELL$1.00K0.148000389.61bp0.1480001FILLED
SELL$10.00K0.0171048889.34bp0.00100046FILLED
SELL$100.00K0.0060989604.00bp0.00100046PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1562.08%
σ per bar = 0.011800
Mean return (annualised)
4932.57%
μ per bar = 0.000028
Sharpe (rf=0)
3.16
annualised; risk-free assumed zero
Max drawdown
54.94%
peak 0.35 → trough 0.16 over 361 bars

/api/asset/pm-will-bitcoin-dip-to-57pt5k-in-june-2026-623/risk · same metrics, JSON