POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $58,000 June 8-14?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-58k-june-8-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
23.12%
max drawdown
75.00%
sharpe
ulcer index
68.37%
RMS drawdown
pain index
62.33%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
75.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
135.7 bps
implied (price-only)
bars used
296
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-58k-june-8-14-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH33ms--:--:-- 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
0.1¢
NO · live
99.9¢
YES price · live 24h
n=25 · μ=0.0026 · σ=0.0016 · range [0.0005, 0.0060] · R²=0.393 FALLING -75.00%σ EXTREME 62.46%LAST 0.00100.00600.00460.00330.00190.0005μ = 0.0026max 0.0060min 0.0005dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.10¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.90¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.011 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢1000.00× +0.00pp
NO
99.9%99.9¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=180 · μ=7.5 · σ=11.1 · CV=1.48BURSTY · concentratedcumulative energy ↗ · 50% by h=9010203040μ = 84050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 180bp moved · peak 40bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
33ms
YES mid
0.10¢ (0.10%)
NO mid
99.90¢ (99.90%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$51.2k
liquidity $
$13.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0026 · σ=0.0016 · range [0.0005, 0.0060] · R²=0.393 FALLING -75.00%σ EXTREME 62.46%LAST 0.00100.00600.00460.00330.00190.0005μ = 0.0026max 0.0060min 0.0005dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.10¢
NO price · CLOB mid
n=25 · μ=0.9974 · σ=0.0016 · range [0.9940, 0.9995] · R²=0.393 RISING +0.30%σ LOW 0.17%LAST 0.99900.99950.99810.99680.99540.9940μ = 0.9974max 0.9995min 0.9940dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.90¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0013 · skew=0.55 (right-skewed) · kurt=1.85 (leptokurtic (fat tails))1296302-0.26ppbin -0.26pp · n=2 · 16.7% peakbin -0.26pp · n=2 · 16.7% peak-0.19pp2-0.12ppbin -0.12pp · n=2 · 16.7% peakbin -0.12pp · n=2 · 16.7% peak5-0.06ppbin -0.06pp · n=5 · 41.7% peakbin -0.06pp · n=5 · 41.7% peak120.01ppbin 0.01pp · n=12 · 100.0% peakbin 0.01pp · n=12 · 100.0% peak0.08pp10.15ppbin 0.15pp · n=1 · 8.3% peakbin 0.15pp · n=1 · 8.3% peak10.22ppbin 0.22pp · n=1 · 8.3% peakbin 0.22pp · n=1 · 8.3% peak0.29pp10.36ppbin 0.36pp · n=1 · 8.3% peakbin 0.36pp · n=1 · 8.3% 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=0.79 · kurt=2.84 · near 13 / mid 10 / far 1 · OLS slope=0.92 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=-1.43)
μ MEAN0.26¢95% CI: [0.20¢, 0.33¢]
σ STD DEV0.16ppσ² = 0.027 · CV = 62.46%
med MEDIAN0.15¢Q₁ 0.10¢ · Q₃ 0.40¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.10¢med 0.15¢Q₃ 0.40¢max 0.60¢μ
SKEWNESS · G₁0.345approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.435platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.69
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 3.34
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.154within white-noise band
ρ(2) AUTOCORR-0.094lag-2 not significant
H · HURST EXPONENT0.661persistent
OLS TREND · t-STAT-3.856significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.661PERSISTENT
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=1-0.154k=2-0.094k=3-0.189k=4+0.017k=5-0.0000+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 CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.48high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.86)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 ID2467687
SLUGwill-bitcoin-dip-to-58k-june-8-14-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES0.10¢implied prob 0.10% · decimal odds 1000.00×
COUNTER · NO99.90¢implied prob 99.90% · decimal odds 1.00×
0.10¢
99.90¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME51.21k USD 24h
LIQUIDITY13.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.998 · entropy 0.011 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 0.1%NO 99.9%YES0.1%H = 0.011 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.011 bits (1% 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 · VERY HIGHresolves 2026-06-15 04:00 UTC
0days
04hrs
55min
YES$1.00(P = 0.1%)
NO$0.00(P = 99.9%)
current: $0.0010 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=0.16% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.808 pp/day
now4.92h left
0.808 pp/day×1.00
−25%3.69h left
0.933 pp/day×1.15
−50%2.46h left
1.142 pp/day×1.41
−75%1.23h left
1.616 pp/day×2.00
−90%0.49h left
2.555 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 0.40% · worst -0.30% · typical |Δ| 0.08%MILD BEARISH -0.30%BEST+0.40%15hWORST-0.30%18hTYPICAL |Δ|0.08%mean absoluteCUMULATIVE-0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ -0.04% · Σ -0.35%CUMULATIVE Δ PATH · final -0.30%+0.20%-0.35%0.00% · 1h0.00% · 1h·1h0.20% · 2h0.20% · 2h0.20%2h-0.25% · 3h-0.25% · 3h-0.25%3h0.00% · 4h0.00% · 4h·4h0.15% · 5h0.15% · 5h0.15%5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.10% · 7h-0.10% · 7h-0.10%7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.15% · 9h-0.15% · 9h-0.15%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h-0.05% · 12h-0.05% · 12h-0.05%12h0.00% · 13h0.00% · 13h·13h-0.05% · 14h-0.05% · 14h-0.05%14h0.40% · 15h0.40% · 15h0.40%15h★ BEST0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.30% · 18h-0.30% · 18h-0.30%18h▼ WORST0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.05% · 21h-0.05% · 21h-0.05%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.10%)RUNSup max 1 · down max 4BREADTH13% up · 38% down · 50% flat
3 up bars · 9 down · best 0.40% · worst -0.30% · typical |Δ| 0.075%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.30%)FINAL-0.30%MAX DD-0.55%RECOVERYONGOING · 22 barsMAX RUN-UP+0.20%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9970 · peak 1.0020 · range [0.9965, 1.0020]1.00200.9965break-even = 1★ PEAK 1.0020UNDERWATER DRAWDOWN · max -0.55% · shallow0%-0.55%▼ TROUGH -0.55%TOP DRAWDOWN PERIODS · 1 total#1 -0.55%bar 4-25 · 22 bars · ONGOINGDD SEVERITYshallow (max -0.55%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9970 (-0.30%) · max DD -0.55% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-26.10 · σ=38.36MIXED EDGELAST -38.21 (-0.32σ vs μ)93.4046.700.00-46.70-93.40μ = -26.104.894.89-4.71-4.71-35.89-35.89-30.21-30.21-30.21-30.21-93.40-93.40-93.40-93.40-66.72-66.72-66.72-66.7227.0227.0227.0227.0227.0227.023.473.473.473.477.007.00-45.47-45.47-45.47-45.47-45.47-45.47-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-93.40, 27.02] · μ -26.105 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=12.1571 · σ=5.7712 · range [1.9105, 21.0155] · R²=0.007 FALLING -87.20%σ EXTREME 47.47%LAST 1.910521.015516.239211.46306.68671.9105μ = 12.1571max 21.0155min 1.9105dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 1.91% · range [1.91%, 21.02%] · μ 12.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.170 · σ=0.148MEAN-REVERSIONLAST -0.233 (-0.43σ vs μ)0.4600.2300.000-0.230-0.460μ = -0.170-0.460-0.460-0.393-0.393-0.000-0.0000.1350.135-0.052-0.052-0.199-0.199-0.150-0.150-0.150-0.150-0.224-0.224-0.117-0.117-0.250-0.250-0.267-0.267-0.091-0.091-0.083-0.0830.0190.019-0.290-0.290-0.330-0.330-0.088-0.088-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
17.5132
p-VALUE (log scale)
0.0002
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
1.9571
p-VALUE (log scale)
0.8561
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
-2.0446
p-VALUE (log scale)
0.2772
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
0.4179
p-VALUE (log scale)
0.6761
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4818
p-VALUE (log scale)
0.0458
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
-0.8075
p-VALUE (log scale)
0.4194
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.754 ≈ 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=1.75e-6 · top T=4.80h (23.1%) · top-3 cover 55.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.8e-63.6e-62.4e-61.2e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.86e-8 · 0.5% energyperiod 24.0 · power 9.86e-8 · 0.5% energyperiod 12.0 · power 2.28e-6 · 10.9% energyperiod 12.0 · power 2.28e-6 · 10.9% energyperiod 8.0 · power 1.52e-6 · 7.2% energyperiod 8.0 · power 1.52e-6 · 7.2% energyperiod 6.0 · power 6.56e-7 · 3.1% energyperiod 6.0 · power 6.56e-7 · 3.1% energyperiod 4.8 · power 4.85e-6 · 23.1% energyperiod 4.8 · power 4.85e-6 · 23.1% energyperiod 4.0 · power 8.33e-8 · 0.4% energyperiod 4.0 · power 8.33e-8 · 0.4% energyperiod 3.4 · power 2.55e-6 · 12.1% energyperiod 3.4 · power 2.55e-6 · 12.1% energyperiod 3.0 · power 1.53e-6 · 7.3% energyperiod 3.0 · power 1.53e-6 · 7.3% energyperiod 2.7 · power 1.52e-6 · 7.2% energyperiod 2.7 · power 1.52e-6 · 7.2% energyperiod 2.4 · power 1.20e-6 · 5.7% energyperiod 2.4 · power 1.20e-6 · 5.7% energyperiod 2.2 · power 4.34e-6 · 20.7% energyperiod 2.2 · power 4.34e-6 · 20.7% energyperiod 2.0 · power 3.75e-7 · 1.8% energyperiod 2.0 · power 3.75e-7 · 1.8% energy50% by T=3.4h#1 dominantT=4.80h#2T=2.18h#3T=3.43hT=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 ≈ 4.80h (freq 0.208) · concentrates 23.1% of total energy · Σ|X̂|²/n = 2.100e-5

▸ Depth section using sovereign-store price series (296 bars · effective 1753297 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 0.3 d · σ/bar 0.017pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0010 · n = 296n = 296
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.017pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6
Terminal variancebinary
0.0010
p(1−p) at resolution
Current pricep
0.1¢
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 -0.001pp/bar · quantised: yes · median step 0.30pp · unique ratio 0.01n = 296
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
75.0pp
peak 0.4¢ → trough 0.1¢
Median step
0.30pp
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
0.1%
= price
Decimal oddsEU
1000.000
total return per $1
AmericanUS
+99900
$100 wins $99900
FractionalUK
999.00 / 1
profit per $1 risked
Profit per $100stake
+$99900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.011 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.011 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
53549560601200016508769364077541072758631490896964982419632215357883080391187
NO token ID
80467007987743661272770814021027471587010484638021994449814711031069214040850
Snapshot fetched
2026-06-14 23:04:50 UTC
Snapshot age
33ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:04:50 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1ba119665536bfcc284b9502f8d74fab420a4ebb1234f6f356e6216389a99d87 · 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
(best bid + best ask) / 2
Spread
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-58k-june-8-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 296 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10687.40%
σ per bar = 0.080713
Mean return (annualised)
-823927.56%
μ per bar = -0.004699
Sharpe (rf=0)
-77.09
annualised; risk-free assumed zero
Max drawdown
75.00%
peak 0.00 → trough 0.00 over 50 bars

/api/asset/pm-will-bitcoin-dip-to-58k-june-8-14-2026/risk · same metrics, JSON