POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $62,000 on June 18?

YES · live
7.0¢
NO · live
93.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-62k-on-june-18 · fresh · feed 2s old
24h sparkline · 60 pts
realized vol (ann.)
312.86%
max drawdown
34.06%
sharpe
ulcer index
16.12%
RMS drawdown
pain index
12.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
34.06%
cond. drawdown
gain/pain
1.03
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.03
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
272
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-62k-on-june-18/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH2.1s--:--:-- 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
7.0¢
NO · live
93.0¢
YES price · live 24h
n=9 · μ=0.0556 · σ=0.0266 · range [0.0150, 0.0950] · R²=0.081 FALLING -24.21%σ EXTREME 47.85%LAST 0.07200.09500.07500.05500.03500.0150μ = 0.0556max 0.0950min 0.0150dataMA(2)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
9 ticks · last 7.20¢
YES / NO split · live
YES 7.0%NO 93.0%NO93.0%92.95¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.368 / 1.00 bits (37%) · informative — one side favoured
YES
7.0%7.0¢14.18× +0.00pp
NO
93.0%93.0¢1.08× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=8 · Σ=1,370 · μ=171.3 · σ=75.3 · CV=0.44STEADY FLOWcumulative energy ↗ · 50% by h=4075150225300μ = 17130050%h1h2h3h4h5h6h7h8#1 peak#2-3> μactivequietμ linecum energy
Σ 1370bp moved · peak 300bp · n=8 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
2.1s
YES mid
7.05¢ (7.05%)
NO mid
92.95¢ (92.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$22.7k
liquidity $
$10.7k
history points
9 ticks (live)

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

YES price · CLOB mid
n=9 · μ=0.0556 · σ=0.0266 · range [0.0150, 0.0950] · R²=0.081 FALLING -24.21%σ EXTREME 47.85%LAST 0.07200.09500.07500.05500.03500.0150μ = 0.0556max 0.0950min 0.0150dataMA(2)OLS R²=0.08μ lineμ ± σ bandmaxmin
9 YES observations from clob.polymarket.com · last 7.20¢
NO price · CLOB mid
n=9 · μ=0.9444 · σ=0.0266 · range [0.9050, 0.9850] · R²=0.081 RISING +2.54%σ NORMAL 2.82%LAST 0.92800.98500.96500.94500.92500.9050μ = 0.9444max 0.9850min 0.9050dataMA(2)OLS R²=0.08μ lineμ ± σ bandmaxmin
9 NO observations from clob.polymarket.com · last 92.80¢

§2 · Distribution of Δp

Histogram of hourly increments
n=8 · 10 bins · μ=-0.0031 · σ=0.0174 · skew=-0.02 (symmetric) · kurt=-1.64 (platykurtic (thin tails))221101-2.74ppbin -2.74pp · n=1 · 50.0% peakbin -2.74pp · n=1 · 50.0% peak1-2.21ppbin -2.21pp · n=1 · 50.0% peakbin -2.21pp · n=1 · 50.0% peak1-1.69ppbin -1.69pp · n=1 · 50.0% peakbin -1.69pp · n=1 · 50.0% peak1-1.16ppbin -1.16pp · n=1 · 50.0% peakbin -1.16pp · n=1 · 50.0% peak-0.64pp-0.11pp10.41ppbin 0.41pp · n=1 · 50.0% peakbin 0.41pp · n=1 · 50.0% peak0.94pp21.46ppbin 1.46pp · n=2 · 100.0% peakbin 1.46pp · n=2 · 100.0% peak11.99ppbin 1.99pp · n=1 · 50.0% peakbin 1.99pp · n=1 · 50.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=8
Q-Q plot · standardised Δp vs N(0,1)
n=8 · skew=-0.07 · kurt=-1.54 · near 5 / mid 3 / far 0 · OLS slope=1.05 intercept=0.00APPROXIMATELY NORMALUPPER 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=9PLATYKURTIC · THIN TAILS (G₂=-1.51)
μ MEAN5.56¢95% CI: [3.82¢, 7.30¢]
σ STD DEV2.66ppσ² = 7.082 · CV = 47.85%
med MEDIAN5.50¢Q₁ 3.45¢ · Q₃ 7.20¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.50¢Q₁ 3.45¢med 5.50¢Q₃ 7.20¢max 9.50¢μ
SKEWNESS · G₁-0.034approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.508platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRconsistent with normalratio = 0.96
range ↔ σconcentrated (range < 4σ)range / σ = 3.01
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+0.644within white-noise band
ρ(2) AUTOCORR+0.148lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-0.786fails 5% test
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
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+0.644k=2+0.148k=3-0.339k=4-0.475k=5-0.3100+1−1+0.710.71+ momentum (ρ > +0.71)− reversal (ρ < −0.71)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.64very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.79)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 ID2591800
SLUGwill-bitcoin-dip-to-62k-on-june-18
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES7.05¢implied prob 7.05% · decimal odds 14.18×
COUNTER · NO92.95¢implied prob 92.95% · decimal odds 1.08×
7.05¢
92.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME22.71k USD 24h
LIQUIDITY10.68k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (93¢)|primary − counter| = 0.859 · entropy 0.368 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 7.0%NO 93.0%YES7.0%H = 0.368 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES14.18×(7¢)NO1.08×(93¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.368 bits (37% 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 · HIGHresolves 2026-06-19 04:00 UTC
0days
15hrs
56min
YES$1.00(P = 7.0%)
NO$0.00(P = 93.0%)
current: $0.0705 · expected return per side: $0.93 on YES hit · $0.07 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.0hRESOLVESP projection · σ=2.66% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 13.037 pp/day
now15.95h left
13.037 pp/day×1.00
−25%11.96h left
15.054 pp/day×1.15
−50%7.97h left
18.437 pp/day×1.41
−75%3.99h left
26.074 pp/day×2.00
−90%1.59h left
41.226 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=8 bars · best 2.25% · worst -3.00% · typical |Δ| 1.71%MILD BEARISH -2.30%BEST+2.25%6hWORST-3.00%2hTYPICAL |Δ|1.71%mean absoluteCUMULATIVE-2.30%Σ signed ΔSTREAK↗ 4up-runASIA · 00-08 UTCμ -0.42% · Σ -2.95%EUROPE · 08-16 UTCμ +0.65% · Σ +0.65%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final -2.30%+0.00%-8.00%-1.00% · 1h-1.00% · 1h-1.00%1h-3.00% · 2h-3.00% · 2h-3.00%2h▼ WORST-2.05% · 3h-2.05% · 3h-2.05%3h-1.95% · 4h-1.95% · 4h-1.95%4h1.30% · 5h1.30% · 5h1.30%5h2.25% · 6h2.25% · 6h2.25%6h★ BEST1.50% · 7h1.50% · 7h1.50%7h0.65% · 8h0.65% · 8h0.65%8hTIME PATTERNEurope-led (+0.65%)RUNSup max 4 · down max 4BREADTH50% up · 50% down
4 up bars · 4 down · best 2.25% · worst -3.00% · typical |Δ| 1.713%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=9 barsLOSS WITH MODERATE DD (-2.41%)FINAL-2.41%MAX DD-7.77%RECOVERYONGOING · 8 barsMAX RUN-UP+0.00%UNDERWATER8/9 (89%)STREAK↗ 4EQUITY CURVE · end 0.9759 · peak 1.0000 · range [0.9223, 1.0000]1.00000.9223break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -7.77% · significant0%-7.77%▼ TROUGH -7.77%TOP DRAWDOWN PERIODS · 1 total#1 -7.77%bar 2-9 · 8 bars · ONGOINGDD SEVERITYsignificant (max -7.77%)RECOVERYongoing · 8 barsTIME UNDER WATER89% of session · 8/9 bars
final equity 0.9759 (-2.41%) · max DD -7.77% · time-under-water 8/9 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=5 · +2 / −3 (40% positive) · μ=-12.68 · σ=157.47MIXED EDGELAST 202.41 (+1.37σ vs μ)228.97114.490.00-114.49-228.97μ = -12.68-228.97-228.97-71.05-71.05-4.76-4.7638.9538.95202.41202.41v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 202.413 · range [-228.97, 202.41] · μ -12.682 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=5 · μ=139.0809 · σ=65.4437 · range [61.6709, 207.2295] · R²=0.006 FALLING -19.40%σ EXTREME 47.05%LAST 61.6709207.2295170.8399134.450298.060661.6709μ = 139.0809max 207.2295min 61.6709dataMA(2)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 61.67% · range [61.67%, 207.23%] · μ 139.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=5 · +2 / −3 (40% positive) · μ=-0.046 · σ=0.278CLOSE TO MARTINGALELAST -0.076 (-0.11σ vs μ)0.4750.2380.000-0.238-0.475μ = -0.046-0.475-0.475-0.011-0.0110.2920.2920.0400.040-0.076-0.076v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.076 · |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 5 REJECT · mixed evidence1 reject·4 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.1405
p-VALUE (log scale)
0.5654
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
5.0352
p-VALUE (log scale)
0.0786
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

N/An/a

H₀: p has a unit root (non-stationary)

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient data
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-2.2913
p-VALUE (log scale)
0.0219
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (2 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=4 bins · noise floor μ=3.40e-4 · top T=8.00h (92.2%) · top-3 cover 99.1%STRONG CYCLE @ T≈8.0cumulative energy ↗ (1 bin above 2× noise)1.3e-39.4e-46.3e-43.1e-40.0e+0μ noise floor2× noise (significance)period 8.0 · power 1.25e-3 · 92.2% energyperiod 8.0 · power 1.25e-3 · 92.2% energyperiod 4.0 · power 1.28e-5 · 0.9% energyperiod 4.0 · power 1.28e-5 · 0.9% energyperiod 2.7 · power 5.23e-5 · 3.9% energyperiod 2.7 · power 5.23e-5 · 3.9% energyperiod 2.0 · power 4.05e-5 · 3.0% energyperiod 2.0 · power 4.05e-5 · 3.0% energy50% by T=8.0h#1 dominantT=8.00h#2T=2.67h#3T=2.00hT=2hT=3hT=4hT=6hT=8h← 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 92.2% of total energy · Σ|X̂|²/n = 1.359e-3

▸ Depth section using sovereign-store price series (272 bars · effective 1752810 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 0.7 d · σ/bar 0.236pp · expected |Δp| over horizon 0.94ppterminal variance p(1−p) = 0.0655 · n = 272n = 272
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.236pp
one-bar volatility · logit-free
Per-day movedaily
1.16pp
σ × √24
Per-horizon move1d
0.94pp
σ × √15.947684444444445
Terminal variancebinary
0.0655
p(1−p) at resolution
Current pricep
7.0¢
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 0.39pp · ES₉₅ 0.49pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.04n = 272
VaR 95%
0.39pp
1.645·σ (parametric) of Δp
ES 95%
0.49pp
mean of the tail
Max drawdown
34.1pp
peak 6.9¢ → trough 4.5¢
Median step
0.25pp
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
7.0%
= price
Decimal oddsEU
14.184
total return per $1
AmericanUS
+1318
$100 wins $1318
FractionalUK
13.18 / 1
profit per $1 risked
Profit per $100stake
+$1318.44
clean dollar framing
-1000-5000+500+1000020406080100you · 7.0%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)
0.368 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.368 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.83 bit
self-information
Surprise · NO−log₂(1−p)
0.11 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
85968497912409808703190507574293217242740203664025062278423165091466595050661
NO token ID
90160476086702404823390757202050280953508189257648218626136425291657761605132
Snapshot fetched
2026-06-18 12:03:06 UTC
Snapshot age
2.1s
History points
9 CLOB mids
Page rendered
2026-06-18 12:03:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c8154f11054e5beb985d5d504ef07157ed0f8010952d2ace4700c718e4df7528 · 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
0.072000
(best bid + best ask) / 2
Spread
1944.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.436
ask-heavy
Imbalance (top-5)
+0.494
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-62k-on-june-18/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1007833997.68bp0.69000020FILLED
BUY$10.00K0.49446958676.23bp0.98000024FILLED
BUY$100.00K0.74755093826.43bp0.99900028PARTIAL
SELL$1.00K0.0190987347.49bp0.00100012PARTIAL
SELL$10.00K0.0190987347.49bp0.00100012PARTIAL
SELL$100.00K0.0190987347.49bp0.00100012PARTIAL

Risk metrics

sovereign store · 272 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5016.83%
σ per bar = 0.037893
Mean return (annualised)
13910.07%
μ per bar = 0.000079
Sharpe (rf=0)
2.77
annualised; risk-free assumed zero
Max drawdown
34.06%
peak 0.07 → trough 0.05 over 50 bars

/api/asset/pm-will-bitcoin-dip-to-62k-on-june-18/risk · same metrics, JSON