POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $60,000 June 8-14?

YES · live
0.4¢
NO · live
99.6¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-60k-june-8-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
32.03%
max drawdown
57.14%
sharpe
—
ulcer index
19.34%
RMS drawdown
pain index
14.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
28.16%
cond. drawdown
gain/pain
0.14
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.14
upside/downside
roll spread
42.4 bps
implied (price-only)
bars used
316
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-60k-june-8-14-2026/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
0.4¢
NO · live
99.6¢
YES price · live 24h
n=25 · μ=0.0099 · σ=0.0028 · range [0.0045, 0.0140] · R²=0.535▼ FALLING -64.00%σ EXTREME 28.69%LAST 0.00450.01400.01160.00920.00690.0045μ = 0.0099max 0.0140min 0.0045dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.45¢
YES / NO split · live
YES 0.4%NO 99.6%NO99.6%99.55¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.042 / 1.00 bits (4%) · informative — one side favoured
YES
0.4%0.4¢222.22×▬ +0.00pp
NO
99.6%99.6¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=300 · μ=12.5 · σ=16.0 · CV=1.28BURSTY · concentratedcumulative energy ↗ · 50% by h=16015304560μ = 136050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 300bp moved · peak 60bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10ms
▲YES mid
0.45¢ (0.45%)
▼NO mid
99.55¢ (99.55%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$32.5k
≋liquidity $
$20.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0099 · σ=0.0028 · range [0.0045, 0.0140] · R²=0.535▼ FALLING -64.00%σ EXTREME 28.69%LAST 0.00450.01400.01160.00920.00690.0045μ = 0.0099max 0.0140min 0.0045dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.45¢
NO price · CLOB mid
n=25 · μ=0.9901 · σ=0.0028 · range [0.9860, 0.9955] · R²=0.535▲ RISING +0.81%σ LOW 0.29%LAST 0.99550.99550.99310.99080.98840.9860μ = 0.9901max 0.9955min 0.9860dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0003 · σ=0.0019 · skew=0.62 (right-skewed) · kurt=1.99 (leptokurtic (fat tails))864202-0.40ppbin -0.40pp · n=2 · 25.0% peakbin -0.40pp · n=2 · 25.0% peak1-0.29ppbin -0.29pp · n=1 · 12.5% peakbin -0.29pp · n=1 · 12.5% peak2-0.19ppbin -0.19pp · n=2 · 25.0% peakbin -0.19pp · n=2 · 25.0% peak7-0.08ppbin -0.08pp · n=7 · 87.5% peakbin -0.08pp · n=7 · 87.5% peak80.02ppbin 0.02pp · n=8 · 100.0% peakbin 0.02pp · n=8 · 100.0% peak20.13ppbin 0.13pp · n=2 · 25.0% peakbin 0.13pp · n=2 · 25.0% peak10.23ppbin 0.23pp · n=1 · 12.5% peakbin 0.23pp · n=1 · 12.5% peak0.34pp0.44pp10.55ppbin 0.55pp · n=1 · 12.5% peakbin 0.55pp · n=1 · 12.5% 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=0.76 · kurt=2.93 · near 14 / mid 9 / far 1 · OLS slope=0.95 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.99¢95% CI: [0.88¢, 1.10¢]
σ STD DEV0.28ppσ² = 0.081 · CV = 28.69%
med MEDIAN0.95¢Q₁ 0.85¢ · Q₃ 1.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.95pp · IQR 0.40pp (1.349σ→0.38pp)
min 0.45¢Q₁ 0.85¢med 0.95¢Q₃ 1.25¢max 1.40¢μ
SKEWNESS · G₁-0.067approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.937mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRconsistent with normalratio = 0.96
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 · ρ(1) -0.23 + ADF rejected
ρ(1) AUTOCORR-0.229within white-noise band
ρ(2) AUTOCORR-0.041lag-2 not significant
H · HURST EXPONENT0.766strongly persistent
OLS TREND · t-STAT-5.140significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.766
H = 0.766STRONGLY 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=1-0.229k=2-0.041k=3-0.072k=4-0.041k=5-0.0840+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|=5.14)
−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 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.14)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 ID2467685
SLUGwill-bitcoin-dip-to-60k-june-8-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.45¢implied prob 0.45% · decimal odds 222.22×
COUNTER · NO99.55¢implied prob 99.55% · decimal odds 1.00×
0.45¢
99.55¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME32.47k USD 24h
LIQUIDITY20.84k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.991 · entropy 0.042 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 0.4%NO 99.6%YES p̂0.4%H = 0.042 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES222.22×(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) = 0.042 bits (4% 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
48min
4.8 hours·θ = 1.394 pp/day
YES →$1.00(P = 0.4%)
NO →$0.00(P = 99.6%)
current: $0.0045 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4hRESOLVESP projection · σ=0.28% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.394 pp/day
now4.81h left
1.394 pp/day×1.00
−25%3.61h left
1.610 pp/day×1.15
−50%2.41h left
1.971 pp/day×1.41
−75%1.20h left
2.788 pp/day×2.00
−90%0.48h left
4.408 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 0.60% · worst -0.45% · typical |Δ| 0.13%BEARISH SESSION -0.80%BEST+0.60%16hWORST-0.45%17hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.80%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.04% · Σ -0.25%EUROPE · 08-16 UTCμ -0.03% · Σ -0.20%US · 16-24 UTCμ -0.04% · Σ -0.35%CUMULATIVE Δ PATH · final -0.80%+0.15%-0.80%0.00% · 1h0.00% · 1h·1h0.15% · 2h0.15% · 2h0.15%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h-0.05% · 5h-0.05% · 5h-0.05%5h-0.10% · 6h-0.10% · 6h-0.10%6h-0.25% · 7h-0.25% · 7h-0.25%7h0.00% · 8h0.00% · 8h·8h-0.15% · 9h-0.15% · 9h-0.15%9h0.20% · 10h0.20% · 10h0.20%10h-0.20% · 11h-0.20% · 11h-0.20%11h-0.05% · 12h-0.05% · 12h-0.05%12h-0.10% · 13h-0.10% · 13h-0.10%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.15% · 15h0.15% · 15h0.15%15h0.60% · 16h0.60% · 16h0.60%16h★ BEST-0.45% · 17h-0.45% · 17h-0.45%17h▼ WORST0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-0.05% · 20h-0.05% · 20h-0.05%20h0.00% · 21h0.00% · 21h·21h-0.05% · 22h-0.05% · 22h-0.05%22h-0.40% · 23h-0.40% · 23h-0.40%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 4BREADTH17% up · 50% down · 33% flat
4 up bars · 12 down · best 0.60% · worst -0.45% · typical |Δ| 0.125%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.80%)FINAL-0.80%MAX DD-0.95%RECOVERYONGOING · 20 barsMAX RUN-UP+0.15%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9920 · peak 1.0015 · range [0.9920, 1.0015]1.00150.9920break-even = 1★ PEAK 1.0015UNDERWATER DRAWDOWN · max -0.95% · shallow0%-0.95%▼ TROUGH -0.95%TOP DRAWDOWN PERIODS · 1 total#1 -0.95%bar 6-25 · 20 bars · ONGOINGDD SEVERITYshallow (max -0.95%)RECOVERYongoing · 20 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9920 (-0.80%) · max DD -0.95% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-25.00 · σ=30.62UNPROFITABLE STRATEGYLAST -49.66 (-0.81σ vs μ)88.4144.210.00-44.21-88.41μ = -25.000.000.00-29.55-29.55-63.46-63.46-88.41-88.41-35.68-35.68-47.76-47.76-42.92-42.92-33.09-33.09-39.18-39.18-5.10-5.1018.9018.904.514.516.796.7911.4811.4811.4811.484.654.65-48.40-48.40-49.66-49.66-49.66-49.66v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -49.661 · range [-88.41, 18.90] · μ -25.004 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=18.7707 · σ=8.9623 · range [7.8307, 32.3772] · R²=0.332▲ RISING +87.72%σ EXTREME 47.75%LAST 14.699732.377226.240520.103913.96737.8307μ = 18.7707max 32.3772min 7.8307dataMA(3)OLS R²=0.33μ lineμ ± σ bandmaxmin
latest 14.70% · range [7.83%, 32.38%] · μ 18.77% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.247 · σ=0.279MEAN-REVERSIONLAST -0.232 (+0.05σ vs μ)0.6750.3370.000-0.337-0.675μ = -0.2470.1430.1430.2530.253-0.023-0.023-0.320-0.320-0.278-0.278-0.515-0.515-0.575-0.575-0.675-0.675-0.640-0.640-0.264-0.2640.2450.245-0.314-0.314-0.319-0.319-0.350-0.350-0.326-0.326-0.465-0.465-0.083-0.0830.0380.038-0.232-0.232v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.232 · |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
18.1877
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
1.9134
p-VALUE (log scale)
0.8619
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
-1.3842
p-VALUE (log scale)
0.5885
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
-0.7071
p-VALUE (log scale)
0.4795
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
0.6204
p-VALUE (log scale)
0.0208
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
-1.0904
p-VALUE (log scale)
0.2755
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.668 ≈ 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=4.68e-6 · top T=2.00h (32.8%) · top-3 cover 59.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-51.4e-59.2e-64.6e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.38e-7 · 1.3% energyperiod 24.0 · power 7.38e-7 · 1.3% energyperiod 12.0 · power 3.73e-6 · 6.7% energyperiod 12.0 · power 3.73e-6 · 6.7% energyperiod 8.0 · power 9.41e-7 · 1.7% energyperiod 8.0 · power 9.41e-7 · 1.7% energyperiod 6.0 · power 6.78e-6 · 12.1% energyperiod 6.0 · power 6.78e-6 · 12.1% energyperiod 4.8 · power 6.01e-6 · 10.7% energyperiod 4.8 · power 6.01e-6 · 10.7% energyperiod 4.0 · power 5.21e-7 · 0.9% energyperiod 4.0 · power 5.21e-7 · 0.9% energyperiod 3.4 · power 2.91e-6 · 5.2% energyperiod 3.4 · power 2.91e-6 · 5.2% energyperiod 3.0 · power 6.70e-6 · 11.9% energyperiod 3.0 · power 6.70e-6 · 11.9% energyperiod 2.7 · power 8.10e-6 · 14.4% energyperiod 2.7 · power 8.10e-6 · 14.4% energyperiod 2.4 · power 1.23e-7 · 0.2% energyperiod 2.4 · power 1.23e-7 · 0.2% energyperiod 2.2 · power 1.18e-6 · 2.1% energyperiod 2.2 · power 1.18e-6 · 2.1% energyperiod 2.0 · power 1.84e-5 · 32.8% energyperiod 2.0 · power 1.84e-5 · 32.8% energy50% by T=3.0h#1 dominantT=2.00h#2T=2.67h#3T=6.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 32.8% of total energy · Σ|X̂|²/n = 5.610e-5

▸ Depth section using sovereign-store price series (316 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 0.024pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.0045 · n = 316✓ n = 316
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.024pp
one-bar volatility · logit-free
Per-day movedaily
0.12pp
σ × √24
Per-horizon move0d
0.06pp
σ × √6
Terminal variancebinary
0.0045
p(1−p) at resolution
Current pricep
0.4¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 316
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
57.1pp
peak 1.1¢ → trough 0.4¢
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
0.4%
= price
Decimal oddsEU
222.222
total return per $1
AmericanUS
+22122
$100 wins $22122
FractionalUK
221.22 / 1
profit per $1 risked
Profit per $100stake
+$22122.22
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.042 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.042 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.80 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
91266510127670055653271815354966145651513277151034228217760056145061756756490
NO token ID
31255576331588692639229725422895303440479503527073029715150039037980806683222
Snapshot fetched
2026-06-14 23:11:23 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:11:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
829d07e60c6a750346ffbda5a70f7cf43c05763ed37dea3d26a5c5491bae448a · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDDraw99.9¢HL PREDSpain91.1¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?84¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,448.5HL PERPETH-USD perpetual$1,722.95HL PERPHYPE-USD perpetual$63.44

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
0.004500
(best bid + best ask) / 2
Spread
15555.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.913
ask-heavy
Imbalance (top-5)
-0.612
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-60k-june-8-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.054799111776.34bp0.53900022FILLED
BUY$10.00K0.326754716119.86bp0.84000032FILLED
BUY$100.00K0.7235921597981.49bp0.99900043PARTIAL
SELL$1.00K0.0010007777.78bp0.0010001PARTIAL
SELL$10.00K0.0010007777.78bp0.0010001PARTIAL
SELL$100.00K0.0010007777.78bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 316 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4744.51%
σ per bar = 0.035831
Mean return (annualised)
-471607.98%
μ per bar = -0.002690
Sharpe (rf=0)
-99.40
annualised; risk-free assumed zero
Max drawdown
57.14%
peak 0.01 → trough 0.00 over 301 bars

/api/asset/pm-will-bitcoin-dip-to-60k-june-8-14-2026/risk · same metrics, JSON