POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $63,000 on June 14?

YES · live
2.5¢
NO · live
97.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-63k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
635.62%
max drawdown
92.31%
sharpe
—
ulcer index
59.76%
RMS drawdown
pain index
50.79%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
92.31%
cond. drawdown
gain/pain
0.14
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.14
upside/downside
roll spread
54.6 bps
implied (price-only)
bars used
645
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-63k-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
2.5¢
NO · live
97.5¢
YES price · live 24h
n=20 · μ=0.1760 · σ=0.1040 · range [0.0155, 0.3800] · R²=0.000▼ FALLING -90.88%σ EXTREME 59.08%LAST 0.01550.38000.28890.19780.10660.0155μ = 0.1760max 0.3800min 0.0155dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 1.55¢
YES / NO split · live
YES 2.5%NO 97.5%NO97.5%97.50¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.169 / 1.00 bits (17%) · informative — one side favoured
YES
2.5%2.5¢40.00×▬ +0.00pp
NO
97.5%97.5¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=8,645 · μ=455.0 · σ=466.4 · CV=1.03BURSTYcumulative energy ↗ · 50% by h=1303637251,0881,450μ = 4551,45050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 8645bp moved · peak 1450bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
2.50¢ (2.50%)
▼NO mid
97.50¢ (97.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$83.6k
≋liquidity $
$2.5k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.1760 · σ=0.1040 · range [0.0155, 0.3800] · R²=0.000▼ FALLING -90.88%σ EXTREME 59.08%LAST 0.01550.38000.28890.19780.10660.0155μ = 0.1760max 0.3800min 0.0155dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 1.55¢
NO price · CLOB mid
n=20 · μ=0.8239 · σ=0.1040 · range [0.6200, 0.9845] · R²=0.000▲ RISING +18.61%σ HIGH 12.62%LAST 0.98450.98450.89340.80230.71110.6200μ = 0.8239max 0.9845min 0.6200dataMA(4)OLS R²=0.00μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 98.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=-0.0061 · σ=0.0609 · skew=0.17 (symmetric) · kurt=0.33 (mesokurtic)543102-12.10ppbin -12.10pp · n=2 · 40.0% peakbin -12.10pp · n=2 · 40.0% peak-9.30pp1-6.50ppbin -6.50pp · n=1 · 20.0% peakbin -6.50pp · n=1 · 20.0% peak4-3.70ppbin -3.70pp · n=4 · 80.0% peakbin -3.70pp · n=4 · 80.0% peak4-0.90ppbin -0.90pp · n=4 · 80.0% peakbin -0.90pp · n=4 · 80.0% peak51.90ppbin 1.90pp · n=5 · 100.0% peakbin 1.90pp · n=5 · 100.0% peak14.70ppbin 4.70pp · n=1 · 20.0% peakbin 4.70pp · n=1 · 20.0% peak7.50pp110.30ppbin 10.30pp · n=1 · 20.0% peakbin 10.30pp · n=1 · 20.0% peak113.10ppbin 13.10pp · n=1 · 20.0% peakbin 13.10pp · n=1 · 20.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=19
Q-Q plot · standardised Δp vs N(0,1)
n=19 · skew=0.26 · kurt=0.56 · near 15 / mid 4 / far 0 · OLS slope=1.01 intercept=0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=20PLATYKURTIC · THIN TAILS (G₂=-1.05)
μ MEAN17.61¢95% CI: [13.05¢, 22.16¢]
σ STD DEV10.40ppσ² = 108.189 · CV = 59.08%
med MEDIAN16.50¢Q₁ 9.88¢ · Q₃ 26.63¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 36.45pp · IQR 16.75pp (1.349σ→14.03pp)
min 1.55¢Q₁ 9.88¢med 16.50¢Q₃ 26.63¢max 38.00¢μ
SKEWNESS · G₁0.232approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.047platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRconsistent with normalratio = 0.84
range ↔ σconcentrated (range < 4σ)range / σ = 3.50
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.145within white-noise band
ρ(2) AUTOCORR+0.238lag-2 not significant
H · HURST EXPONENT0.983strongly persistent
OLS TREND · t-STAT+0.032fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.983
H = 0.983STRONGLY 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+0.145k=2+0.238k=3+0.126k=4-0.272k=5-0.0370+1−1+0.46−0.46+ momentum (ρ > +0.46)− reversal (ρ < −0.46)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.03)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.03)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 ID2538735
SLUGwill-bitcoin-dip-to-63k-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES2.50¢implied prob 2.50% · decimal odds 40.00×
COUNTER · NO97.50¢implied prob 97.50% · decimal odds 1.03×
2.50¢
97.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME83.60k USD 24h
LIQUIDITY2.46k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.950 · entropy 0.169 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 2.5%NO 97.5%YES p̂2.5%H = 0.169 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES40.00×(3¢)NO1.03×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.169 bits (17% 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
58min
5.0 hours·θ = 50.956 pp/day
YES →$1.00(P = 2.5%)
NO →$0.00(P = 97.5%)
current: $0.0250 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=10.40% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 50.956 pp/day
now4.97h left
50.956 pp/day×1.00
−25%3.73h left
58.839 pp/day×1.15
−50%2.48h left
72.063 pp/day×1.41
−75%1.24h left
101.912 pp/day×2.00
−90%0.50h left
161.137 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=19 bars · best 14.50% · worst -13.50% · typical |Δ| 4.55%MILD BEARISH -15.45%BEST+14.50%10hWORST-13.50%17hTYPICAL |Δ|4.55%mean absoluteCUMULATIVE-15.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.00% · Σ -7.00%EUROPE · 08-16 UTCμ +2.56% · Σ +20.50%US · 16-24 UTCμ -7.24% · Σ -28.95%CUMULATIVE Δ PATH · final -15.45%+21.00%-15.45%1.00% · 1h1.00% · 1h1.00%1h1.00% · 2h1.00% · 2h1.00%2h-5.00% · 3h-5.00% · 3h-5.00%3h-2.00% · 4h-2.00% · 4h-2.00%4h-3.00% · 5h-3.00% · 5h-3.00%5h0.50% · 6h0.50% · 6h0.50%6h0.50% · 7h0.50% · 7h0.50%7h6.00% · 8h6.00% · 8h6.00%8h0.00% · 9h0.00% · 9h·9h14.50% · 10h14.50% · 10h14.50%10h★ BEST-4.50% · 11h-4.50% · 11h-4.50%11h2.50% · 12h2.50% · 12h2.50%12h9.50% · 13h9.50% · 13h9.50%13h-6.50% · 14h-6.50% · 14h-6.50%14h-1.00% · 15h-1.00% · 15h-1.00%15h-12.00% · 16h-12.00% · 16h-12.00%16h-13.50% · 17h-13.50% · 17h-13.50%17h▼ WORST-3.45% · 18h-3.45% · 18h-3.45%18h0.00% · 19h0.00% · 19h·19hTIME PATTERNEurope-led (+20.50%)RUNSup max 3 · down max 5BREADTH42% up · 47% down · 11% flat
8 up bars · 9 down · best 14.50% · worst -13.50% · typical |Δ| 4.550%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsSEVERE DRAWDOWN -17.65%FINAL-17.65%MAX DD-31.97%RECOVERYONGOING · 6 barsMAX RUN-UP+21.05%UNDERWATER15/20 (75%)STREAK▬ 0EQUITY CURVE · end 0.8235 · peak 1.2105 · range [0.8235, 1.2105]1.21050.8235break-even = 1★ PEAK 1.2105UNDERWATER DRAWDOWN · max -31.97% · severe0%-31.97%▼ TROUGH -31.97%TOP DRAWDOWN PERIODS · 3 total#1 -31.97%bar 15-20 · 6 bars · ONGOING#2 -9.69%bar 4-10 · 7 bars · recovered#3 -4.50%bar 12-13 · 2 bars · recoveredDD SEVERITYsevere (max -31.97%)RECOVERYongoing · 6 barsTIME UNDER WATER75% of session · 15/20 bars
final equity 0.8235 (-17.65%) · max DD -31.97% · time-under-water 15/20 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +8 / −8 (50% positive) · μ=-20.89 · σ=69.91MIXED EDGELAST -103.45 (-1.18σ vs μ)135.6267.810.00-67.81-135.62μ = -20.89-40.73-40.73-84.24-84.24-97.21-97.21-52.60-52.6025.1625.1657.6157.6172.9172.9145.5745.5736.0336.0362.1262.123.223.2215.7115.71-25.50-25.50-135.62-135.62-113.24-113.24-103.45-103.45v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -103.451 · range [-135.62, 72.91] · μ -20.890 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=520.2674 · σ=233.6429 · range [166.5533, 858.6617] · R²=0.510▲ RISING +127.97%σ EXTREME 44.91%LAST 612.8544858.6617685.6346512.6075339.5804166.5533μ = 520.2674max 858.6617min 166.5533dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 612.85% · range [166.55%, 858.66%] · μ 520.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +3 / −13 (19% positive) · μ=-0.244 · σ=0.269MEAN-REVERSIONLAST 0.261 (+1.88σ vs μ)0.6880.3440.000-0.344-0.688μ = -0.244-0.023-0.023-0.523-0.523-0.192-0.1920.1320.132-0.006-0.006-0.461-0.461-0.411-0.411-0.688-0.688-0.594-0.594-0.350-0.350-0.330-0.330-0.268-0.268-0.270-0.2700.0530.053-0.230-0.2300.2610.261v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.261 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.2793
p-VALUE (log scale)
0.5275
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
4.1957
p-VALUE (log scale)
0.5233
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
-0.9013
p-VALUE (log scale)
0.7884
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
-1.7451
p-VALUE (log scale)
0.0810
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1237
p-VALUE (log scale)
0.4901
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.9145
p-VALUE (log scale)
0.3605
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.210 ≈ 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=9 bins · noise floor μ=4.29e-3 · top T=19.00h (27.2%) · top-3 cover 63.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.0e-27.9e-35.2e-32.6e-30.0e+0μ noise floor2× noise (significance)period 19.0 · power 1.05e-2 · 27.2% energyperiod 19.0 · power 1.05e-2 · 27.2% energyperiod 9.5 · power 6.15e-3 · 15.9% energyperiod 9.5 · power 6.15e-3 · 15.9% energyperiod 6.3 · power 4.19e-3 · 10.8% energyperiod 6.3 · power 4.19e-3 · 10.8% energyperiod 4.8 · power 1.79e-3 · 4.6% energyperiod 4.8 · power 1.79e-3 · 4.6% energyperiod 3.8 · power 2.19e-4 · 0.6% energyperiod 3.8 · power 2.19e-4 · 0.6% energyperiod 3.2 · power 1.56e-3 · 4.0% energyperiod 3.2 · power 1.56e-3 · 4.0% energyperiod 2.7 · power 7.86e-3 · 20.4% energyperiod 2.7 · power 7.86e-3 · 20.4% energyperiod 2.4 · power 4.05e-3 · 10.5% energyperiod 2.4 · power 4.05e-3 · 10.5% energyperiod 2.1 · power 2.31e-3 · 6.0% energyperiod 2.1 · power 2.31e-3 · 6.0% energy50% by T=6.3h#1 dominantT=19.00h#2T=2.71h#3T=9.50hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 19.00h (freq 0.053) · concentrates 27.2% of total energy · Σ|X̂|²/n = 3.862e-2

▸ Depth section using sovereign-store price series (645 bars · effective 1753103 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 0.480pp · expected |Δp| over horizon 1.18ppterminal variance p(1−p) = 0.0244 · n = 645✓ n = 645
μ per bar
-0.043pp
average Δp · drift
σ per bar
0.480pp
one-bar volatility · logit-free
Per-day movedaily
2.35pp
σ × √24
Per-horizon move0d
1.18pp
σ × √6
Terminal variancebinary
0.0244
p(1−p) at resolution
Current pricep
2.5¢
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 0.83pp · ES₉₅ 1.03pp · method parametric · drift-correcteddrift -0.043pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.02✓ n = 645
VaR 95%
0.83pp
1.645·σ (parametric) of Δp
ES 95%
1.03pp
mean of the tail
Max drawdown
92.3pp
peak 32.5¢ → trough 2.5¢
Median step
2.00pp
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
2.5%
= price
Decimal oddsEU
40.000
total return per $1
AmericanUS
+3900
$100 wins $3900
FractionalUK
39.00 / 1
profit per $1 risked
Profit per $100stake
+$3900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 2.5%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)
0.169 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.169 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.32 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
53624714156755022498657870433670232519382397557463816659039317032599773535586
NO token ID
13777659350231121231784081878858253921422570769812601981442476394207301781280
Snapshot fetched
2026-06-14 23:01:48 UTC
Snapshot age
2ms
History points
20 CLOB mids
Page rendered
2026-06-14 23:01:48 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f266a77f78108dd45d81c46c51cf0bf093eedf65e7a3741ff092105ecbdad0c2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.015500
(best bid + best ask) / 2
Spread
5806.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.538
ask-heavy
Imbalance (top-5)
+0.011
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-63k-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.11675465325.29bp0.51000026FILLED
BUY$10.00K0.508347317965.53bp0.94000036FILLED
BUY$100.00K0.767085484893.53bp0.99900044PARTIAL
SELL$1.00K0.0060956067.56bp0.00100011PARTIAL
SELL$10.00K0.0060956067.56bp0.00100011PARTIAL
SELL$100.00K0.0060956067.56bp0.00100011PARTIAL

Risk metrics

▸ sovereign store · 645 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5858.92%
σ per bar = 0.044250
Mean return (annualised)
-680943.15%
μ per bar = -0.003884
Sharpe (rf=0)
-116.22
annualised; risk-free assumed zero
Max drawdown
92.31%
peak 0.33 → trough 0.03 over 584 bars

/api/asset/pm-will-bitcoin-dip-to-63k-on-june-14/risk · same metrics, JSON