POLYMARKET · PREDICTION MARKET · CRYPTO
Will Bitcoin dip to $63,000 on June 18?
33.5¢
66.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-63k-on-june-18 · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1011.37%
max drawdown
23.88%
sharpe
—
ulcer index
13.46%
RMS drawdown
pain index
10.23%
mean drawdown
mod. VaR 95%
0.97%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
23.88%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
270
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-18/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
33.5¢
NO · live
66.5¢
9 ticks · last 32.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.920 / 1.00 bits (92%) · high uncertainty
YES33.5%33.5¢2.99×▬ +0.00pp
NO66.5%66.5¢1.50×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 5100bp moved · peak 1400bp · n=8 ticks
4.4s
33.50¢ (33.50%)
66.50¢ (66.50%)
100.00%
0.000pp
$34.0k
$11.1k
9 ticks (live)
§1 · 24h price history (YES + NO tokens)
9 YES observations from clob.polymarket.com · last 32.00¢
9 NO observations from clob.polymarket.com · last 68.00¢
§2 · Distribution of Δp
n=8
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=9PLATYKURTIC · THIN TAILS (G₂=-1.42)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.107approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.417platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.500RANDOM-WALK
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
33.50¢
66.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2.99×(34¢)NO1.50×(67¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.920 bits (92% of max) · high uncertainty
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
⏱ URGENCY · HIGHresolves 2026-06-19 04:00 UTC
0days
15hrs
57min
YES →$1.00
NO →$0.00
current: $0.3350 · expected return per side: $0.67 on YES hit · $0.34 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 49.139 pp/day
now15.96h left49.139 pp/day×1.00
−25%11.97h left56.741 pp/day×1.15
−50%7.98h left69.493 pp/day×1.41
−75%3.99h left98.279 pp/day×2.00
−90%1.60h left155.392 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
3 up bars · 5 down · best 8.00% · worst -14.00% · typical |Δ| 6.375%
§10 · Equity curve & underwater drawdown
final equity 0.8670 (-13.30%) · max DD -27.48% · time-under-water 8/9 bars
§11 · Rolling-window statistics (w = 4 bars)
latest 107.452 · range [-149.69, 107.45] · μ -4.204 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 377.05% · range [377.05%, 966.17%] · μ 630.89% · σ̂ scaled to annualised (×√8760)
latest 0.173 · |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)
ALL TESTS PASS · data behaves as nominal0 reject·5 pass·1 n/a·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
0.3549
p-VALUE (log scale)
0.8374
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
4.1237
p-VALUE (log scale)
0.1247
Dickey-Fuller (τ_μ)
N/An/aH₀: p has a unit root (non-stationary)
STATISTIC
—
p-VALUE (log scale)
—
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-1.4418
p-VALUE (log scale)
0.1494
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.0000
p-VALUE (log scale)
1.0000
Variance ratio q=1
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.0000
p-VALUE (log scale)
1.0000
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)
dominant period ≈ 8.00h (freq 0.125) · concentrates 86.7% of total energy · Σ|X̂|²/n = 2.085e-2
▸ Depth section using sovereign-store price series (270 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
Horizon 0.7 d · σ/bar 0.764pp · expected |Δp| over horizon 3.05ppterminal variance p(1−p) = 0.2228 · n = 270✓ n = 270
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.764pp
one-bar volatility · logit-free
Per-day movedaily
3.74pp
σ × √24
Per-horizon move1d
3.05pp
σ × √15.95702
Terminal variancebinary
0.2228
p(1−p) at resolution
Current pricep
33.5¢
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
VaR₉₅ 1.26pp · ES₉₅ 1.58pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.05✓ n = 270
VaR 95%
1.26pp
1.645·σ (parametric) of Δp
ES 95%
1.58pp
mean of the tail
Max drawdown
23.9pp
peak 33.5¢ → trough 25.5¢
Median step
1.00pp
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
Implied probabilityP
33.5%
= price
Decimal oddsEU
2.985
total return per $1
AmericanUS
+199
$100 wins $199
FractionalUK
1.99 / 1
profit per $1 risked
Profit per $100stake
+$198.51
clean dollar framing
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
Market entropyH(p)
0.920 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.920 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.58 bit
self-information
Surprise · NO−log₂(1−p)
0.59 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
52992797706855664907033761075271875099644659025235810398388111672886314438472- NO token ID
13137605295437225559875941428890311334169269042244427110257630380306915767036- Snapshot fetched
- 2026-06-18 12:02:30 UTC
- Snapshot age
- 4.4s
- History points
- 9 CLOB mids
- Page rendered
- 2026-06-18 12:02:34 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
19a3acac305c6834be71fc5c0789384487e691b7b2ec5ac405a9b59d95173952· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed · more in Crypto
Market depth
▸ live order book · Polymarket YESDepth 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
0.315000
(best bid + best ask) / 2
Spread
317.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.187
ask-heavy
Imbalance (top-5)
+0.003
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-18/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.328391 | 425.11bp | 0.330000 | 2 | FILLED |
| BUY | $10.00K | 0.633326 | 10105.58bp | 0.940000 | 20 | FILLED |
| BUY | $100.00K | 0.808215 | 15657.62bp | 0.990000 | 22 | PARTIAL |
| SELL | $1.00K | 0.281747 | 1055.66bp | 0.280000 | 4 | FILLED |
| SELL | $10.00K | 0.140694 | 5533.54bp | 0.010000 | 17 | PARTIAL |
| SELL | $100.00K | 0.140694 | 5533.54bp | 0.010000 | 17 | PARTIAL |
Risk metrics
▸ sovereign store · 270 barsperiods/year ≈ 1.75MRealized vol (annualised)
3265.84%
σ per bar = 0.024668
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
23.88%
peak 0.34 → trough 0.26 over 50 bars
/api/asset/pm-will-bitcoin-dip-to-63k-on-june-18/risk · same metrics, JSON