POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $60,000 June 15-21?

YES · live
5.9¢
NO · live
94.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-60k-june-15-21-2026 · fresh · feed 10s old
24h sparkline · 60 pts▼ -33.89%
realized vol (ann.)
165.88%
max drawdown
62.55%
sharpe
—
ulcer index
36.56%
RMS drawdown
pain index
28.58%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
61.66%
cond. drawdown
gain/pain
0.93
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.93
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-33.89%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -33.89%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-60k-june-15-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.9s⏱--:--:-- 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
5.9¢
NO · live
94.0¢
YES price · live 24h
n=25 · μ=0.0791 · σ=0.0246 · range [0.0465, 0.1390] · R²=0.044▼ FALLING -31.61%σ EXTREME 31.14%LAST 0.05950.13900.11590.09270.06960.0465μ = 0.0791max 0.1390min 0.0465dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.95¢
YES / NO split · live
YES 5.9%NO 94.0%NO94.0%94.05¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.325 / 1.00 bits (33%) · informative — one side favoured
YES
5.9%5.9¢16.81×▬ +0.00pp
NO
94.0%94.0¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,845 · μ=160.2 · σ=145.3 · CV=0.91BURSTYcumulative energy ↗ · 50% by h=110168335503670μ = 16067050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3845bp moved · peak 670bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.9s
▲YES mid
5.95¢ (5.95%)
▼NO mid
94.05¢ (94.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$52.6k
≋liquidity $
$19.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0791 · σ=0.0246 · range [0.0465, 0.1390] · R²=0.044▼ FALLING -31.61%σ EXTREME 31.14%LAST 0.05950.13900.11590.09270.06960.0465μ = 0.0791max 0.1390min 0.0465dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.95¢
NO price · CLOB mid
n=25 · μ=0.9211 · σ=0.0247 · range [0.8610, 0.9535] · R²=0.040▲ RISING +3.01%σ NORMAL 2.68%LAST 0.94050.95350.93040.90730.88410.8610μ = 0.9211max 0.9535min 0.8610dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0022 · σ=0.0209 · skew=1.45 (right-skewed) · kurt=2.05 (leptokurtic (fat tails))653205-2.37ppbin -2.37pp · n=5 · 83.3% peakbin -2.37pp · n=5 · 83.3% peak6-1.42ppbin -1.42pp · n=6 · 100.0% peakbin -1.42pp · n=6 · 100.0% peak4-0.46ppbin -0.46pp · n=4 · 66.7% peakbin -0.46pp · n=4 · 66.7% peak40.49ppbin 0.49pp · n=4 · 66.7% peakbin 0.49pp · n=4 · 66.7% peak31.45ppbin 1.45pp · n=3 · 50.0% peakbin 1.45pp · n=3 · 50.0% peak2.40pp3.36pp14.31ppbin 4.31pp · n=1 · 16.7% peakbin 4.31pp · n=1 · 16.7% peak5.27pp16.22ppbin 6.22pp · n=1 · 16.7% peakbin 6.22pp · n=1 · 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=1.44 · kurt=2.25 · near 18 / mid 5 / far 1 · OLS slope=0.96 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=0.75)
μ MEAN7.91¢95% CI: [6.95¢, 8.88¢]
σ STD DEV2.46ppσ² = 6.070 · CV = 31.14%
med MEDIAN7.15¢Q₁ 5.95¢ · Q₃ 9.65¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.25pp · IQR 3.70pp (1.349σ→3.32pp)
min 4.65¢Q₁ 5.95¢med 7.15¢Q₃ 9.65¢max 13.90¢μ
SKEWNESS · G₁0.747right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.539mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRconsistent with normalratio = 0.90
range ↔ σconcentrated (range < 4σ)range / σ = 3.75
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+0.107within white-noise band
ρ(2) AUTOCORR-0.140lag-2 not significant
H · HURST EXPONENT0.966strongly persistent
OLS TREND · t-STAT-1.027fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.966
H = 0.966STRONGLY 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+0.107k=2-0.140k=3-0.272k=4-0.278k=5-0.0420+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|=1.03)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.03)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 ID2549219
SLUGwill-bitcoin-dip-to-60k-june-15-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES5.95¢implied prob 5.95% · decimal odds 16.81×
COUNTER · NO94.05¢implied prob 94.05% · decimal odds 1.06×
5.95¢
94.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME52.57k USD 24h
LIQUIDITY19.72k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.881 · entropy 0.325 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 5.9%NO 94.0%YES p̂5.9%H = 0.325 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES16.81×(6¢)NO1.06×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.325 bits (33% 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 · LOWresolves 2026-06-22 04:00 UTC
3days
15hrs
51min
3.66 days·θ = 12.070 pp/day
YES →$1.00(P = 5.9%)
NO →$0.00(P = 94.0%)
current: $0.0595 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.8dRESOLVESP projection · σ=2.46% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 12.070 pp/day
now3.66d left
12.070 pp/day×1.00
−25%2.75d left
13.937 pp/day×1.15
−50%1.83d left
17.070 pp/day×1.41
−75%21.97h left
24.140 pp/day×2.00
−90%8.79h left
38.169 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 6.70% · worst -2.85% · typical |Δ| 1.60%BEARISH SESSION -2.75%BEST+6.70%7hWORST-2.85%20hTYPICAL |Δ|1.60%mean absoluteCUMULATIVE-2.75%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.74% · Σ +5.20%EUROPE · 08-16 UTCμ -0.86% · Σ -6.85%US · 16-24 UTCμ -0.14% · Σ -1.10%CUMULATIVE Δ PATH · final -2.75%+5.20%-4.05%-2.20% · 1h-2.20% · 1h-2.20%1h1.55% · 2h1.55% · 2h1.55%2h-1.60% · 3h-1.60% · 3h-1.60%3h-0.05% · 4h-0.05% · 4h-0.05%4h-1.00% · 5h-1.00% · 5h-1.00%5h1.80% · 6h1.80% · 6h1.80%6h6.70% · 7h6.70% · 7h6.70%7h★ BEST-2.25% · 8h-2.25% · 8h-2.25%8h-0.70% · 9h-0.70% · 9h-0.70%9h-1.30% · 10h-1.30% · 10h-1.30%10h-1.05% · 11h-1.05% · 11h-1.05%11h-1.45% · 12h-1.45% · 12h-1.45%12h-0.20% · 13h-0.20% · 13h-0.20%13h-1.55% · 14h-1.55% · 14h-1.55%14h1.65% · 15h1.65% · 15h1.65%15h4.05% · 16h4.05% · 16h4.05%16h0.80% · 17h0.80% · 17h0.80%17h-2.05% · 18h-2.05% · 18h-2.05%18h-2.35% · 19h-2.35% · 19h-2.35%19h-2.85% · 20h-2.85% · 20h-2.85%20h▼ WORST0.45% · 21h0.45% · 21h0.45%21h0.70% · 22h0.70% · 22h0.70%22h0.15% · 23h0.15% · 23h0.15%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+5.20%)RUNSup max 3 · down max 7BREADTH38% up · 58% down · 4% flat
9 up bars · 14 down · best 6.70% · worst -2.85% · typical |Δ| 1.602%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.24%)FINAL-3.24%MAX DD-9.06%RECOVERYONGOING · 17 barsMAX RUN-UP+5.04%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9676 · peak 1.0504 · range [0.9552, 1.0504]1.05040.9552break-even = 1★ PEAK 1.0504UNDERWATER DRAWDOWN · max -9.06% · significant0%-9.06%▼ TROUGH -9.06%TOP DRAWDOWN PERIODS · 2 total#1 -9.06%bar 9-25 · 17 bars · ONGOING#2 -3.30%bar 2-7 · 6 bars · recoveredDD SEVERITYsignificant (max -9.06%)RECOVERYongoing · 17 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9676 (-3.24%) · max DD -9.06% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=-21.42 · σ=60.27MIXED EDGELAST -39.56 (-0.30σ vs μ)189.9694.980.00-94.98-189.96μ = -21.42-14.15-14.1538.4938.4916.9916.9921.9121.9115.3415.3415.0815.08-0.23-0.23-155.29-155.29-189.96-189.96-49.59-49.5910.2310.2324.2724.2718.7618.763.403.40-4.27-4.27-11.59-11.59-48.55-48.55-58.32-58.32-39.56-39.56v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -39.559 · range [-189.96, 38.49] · μ -21.423 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=211.0112 · σ=84.0543 · range [48.0368, 311.3689] · R²=0.121▼ FALLING -6.99%σ EXTREME 39.83%LAST 143.9354311.3689245.5358179.7028113.869848.0368μ = 211.0112max 311.3689min 48.0368dataMA(3)OLS R²=0.12μ lineμ ± σ bandmaxmin
latest 143.94% · range [48.04%, 311.37%] · μ 211.01% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=0.021 · σ=0.338CLOSE TO MARTINGALELAST 0.373 (+1.04σ vs μ)0.6490.3240.000-0.324-0.649μ = 0.021-0.578-0.5780.1650.165-0.174-0.174-0.150-0.150-0.103-0.103-0.014-0.014-0.176-0.176-0.366-0.366-0.649-0.649-0.300-0.3000.2690.2690.2440.2440.1430.1430.3180.3180.5290.5290.2790.2790.1460.1460.4460.4460.3730.373v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.373 · |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
19.0351
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
5.5442
p-VALUE (log scale)
0.3531
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
-2.2134
p-VALUE (log scale)
0.2069
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
-1.7768
p-VALUE (log scale)
0.0756
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
0.1450
p-VALUE (log scale)
0.4528
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
0.4349
p-VALUE (log scale)
0.6636
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.132 ≈ 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=4.61e-4 · top T=8.00h (29.6%) · top-3 cover 63.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-31.2e-38.2e-44.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.19e-5 · 1.7% energyperiod 24.0 · power 9.19e-5 · 1.7% energyperiod 12.0 · power 3.62e-4 · 6.6% energyperiod 12.0 · power 3.62e-4 · 6.6% energyperiod 8.0 · power 1.64e-3 · 29.6% energyperiod 8.0 · power 1.64e-3 · 29.6% energyperiod 6.0 · power 9.30e-5 · 1.7% energyperiod 6.0 · power 9.30e-5 · 1.7% energyperiod 4.8 · power 1.24e-3 · 22.5% energyperiod 4.8 · power 1.24e-3 · 22.5% energyperiod 4.0 · power 1.80e-4 · 3.3% energyperiod 4.0 · power 1.80e-4 · 3.3% energyperiod 3.4 · power 1.91e-4 · 3.4% energyperiod 3.4 · power 1.91e-4 · 3.4% energyperiod 3.0 · power 4.26e-4 · 7.7% energyperiod 3.0 · power 4.26e-4 · 7.7% energyperiod 2.7 · power 2.75e-4 · 5.0% energyperiod 2.7 · power 2.75e-4 · 5.0% energyperiod 2.4 · power 6.42e-4 · 11.6% energyperiod 2.4 · power 6.42e-4 · 11.6% energyperiod 2.2 · power 3.19e-4 · 5.8% energyperiod 2.2 · power 3.19e-4 · 5.8% energyperiod 2.0 · power 6.83e-5 · 1.2% energyperiod 2.0 · power 6.83e-5 · 1.2% energy50% by T=4.8h#1 dominantT=8.00h#2T=4.80h#3T=2.40hT=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 ≈ 8.00h (freq 0.125) · concentrates 29.6% of total energy · Σ|X̂|²/n = 5.526e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 3.7 d · σ/bar 0.142pp · expected |Δp| over horizon 1.33ppterminal variance p(1−p) = 0.0560 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.142pp
one-bar volatility · logit-free
Per-day movedaily
0.69pp
σ × √24
Per-horizon move4d
1.33pp
σ × √87.86550694444443
Terminal variancebinary
0.0560
p(1−p) at resolution
Current pricep
5.9¢
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 0.23pp · ES₉₅ 0.29pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 5000
VaR 95%
0.23pp
1.645·σ (parametric) of Δp
ES 95%
0.29pp
mean of the tail
Max drawdown
69.5pp
peak 14.9¢ → trough 4.5¢
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
5.9%
= price
Decimal oddsEU
16.807
total return per $1
AmericanUS
+1581
$100 wins $1581
FractionalUK
15.81 / 1
profit per $1 risked
Profit per $100stake
+$1580.67
clean dollar framing
-1000-5000+500+1000020406080100you · 5.9%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)
0.325 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.325 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.07 bit
self-information
Surprise · NO−log₂(1−p)
0.09 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
101775479299178732840988757686408687592404125076834290193302754177276853366591
NO token ID
84445792169541528982209804593859557471975508929050021838339610855978214977967
Snapshot fetched
2026-06-18 12:07:54 UTC
Snapshot age
9.9s
History points
25 CLOB mids
Page rendered
2026-06-18 12:08:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4dd03a6fc2076f13d2958733c73b30460a7f9840b1e0dd8e8a7eff6db59ac048 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,923HL PERPHYPE-USD perpetual$70.81HL PERPETH-USD perpetual$1,742.5

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
0.059500
(best bid + best ask) / 2
Spread
168.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.616
ask-heavy
Imbalance (top-5)
+0.634
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-60k-june-15-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0910525302.92bp0.12000013FILLED
BUY$10.00K0.36576251472.59bp0.84000023FILLED
BUY$100.00K0.811527126391.17bp0.99900033PARTIAL
SELL$1.00K0.0241735937.25bp0.00100018PARTIAL
SELL$10.00K0.0241735937.25bp0.00100018PARTIAL
SELL$100.00K0.0241735937.25bp0.00100018PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2322.34%
σ per bar = 0.017543
Mean return (annualised)
-9714.64%
μ per bar = -0.000055
Sharpe (rf=0)
-4.18
annualised; risk-free assumed zero
Max drawdown
69.46%
peak 0.15 → trough 0.05 over 2555 bars

/api/asset/pm-will-bitcoin-dip-to-60k-june-15-21-2026/risk · same metrics, JSON