POLYMARKET · PREDICTION MARKET · CRYPTO
Will Bitcoin reach $64,000 on June 20?
55.5¢
44.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-reach-64k-on-june-20 · fresh · feed 10s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1303.53%
max drawdown
56.85%
sharpe
—
ulcer index
32.31%
RMS drawdown
pain index
27.54%
mean drawdown
mod. VaR 95%
0.77%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
55.95%
cond. drawdown
gain/pain
1.01
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.01
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
889
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-reach-64k-on-june-20/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
55.5¢
NO · live
44.5¢
8 ticks · last 54.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.991 / 1.00 bits (99%) · max uncertainty (~50/50)
YES55.5%55.5¢1.80×▬ +0.00pp
NO44.5%44.5¢2.25×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 10200bp moved · peak 3300bp · n=7 ticks
9.7s
55.50¢ (55.50%)
44.50¢ (44.50%)
100.00%
0.000pp
$38.3k
$9.6k
8 ticks (live)
§1 · 24h price history (YES + NO tokens)
8 YES observations from clob.polymarket.com · last 54.00¢
8 NO observations from clob.polymarket.com · last 47.50¢
§2 · Distribution of Δp
n=7
§3 · Sample moments
SAMPLE MOMENTS · N=8LEFT-SKEWED (G₁=-0.69)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.686left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.090platykurtic · 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: MEAN-REVERTING · ρ(1) -0.42 + ADF rejected
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
55.50¢
44.50¢
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
YES1.80×(56¢)NO2.25×(45¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.991 bits (99% of max) · maximum uncertainty (~50/50)
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 2026-06-21 04:00 UTC
0days
16hrs
24min
YES →$1.00
NO →$0.00
current: $0.5550 · expected return per side: $0.44 on YES hit · $0.56 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 57.113 pp/day
now16.41h left57.113 pp/day×1.00
−25%12.31h left65.948 pp/day×1.15
−50%8.20h left80.770 pp/day×1.41
−75%4.10h left114.225 pp/day×2.00
−90%1.64h left180.606 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.
▸ Depth section using sovereign-store price series (889 bars · effective 1752713 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 0.985pp · expected |Δp| over horizon 3.99ppterminal variance p(1−p) = 0.2470 · n = 889✓ n = 889
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.985pp
one-bar volatility · logit-free
Per-day movedaily
4.83pp
σ × √24
Per-horizon move1d
3.99pp
σ × √16.409907500000003
Terminal variancebinary
0.2470
p(1−p) at resolution
Current pricep
55.5¢
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 1.62pp · ES₉₅ 2.03pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.04✓ n = 889
VaR 95%
1.62pp
1.645·σ (parametric) of Δp
ES 95%
2.03pp
mean of the tail
Max drawdown
56.8pp
peak 73.0¢ → trough 31.5¢
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
55.5%
= price
Decimal oddsEU
1.802
total return per $1
AmericanUS
-125
risk $125 to win $100
FractionalUK
0.80 / 1
profit per $1 risked
Profit per $100stake
+$80.18
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)
0.991 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.991 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.85 bit
self-information
Surprise · NO−log₂(1−p)
1.17 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
102451138161390475471644696178951679721104653210401054662305470424222106924961- NO token ID
72421892323044463922396377368453304573537996004274484711582025706353037774644- Snapshot fetched
- 2026-06-20 11:35:14 UTC
- Snapshot age
- 9.7s
- History points
- 8 CLOB mids
- Page rendered
- 2026-06-20 11:35:24 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
54731d0845974a75b5e6a0ce17b2313f8d298aca02ab6319972d67b931cabf2e· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,661HL PERPHYPE-USD perpetual$70.68HL PERPETH-USD perpetual$1,726
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
0.525000
(best bid + best ask) / 2
Spread
571.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.003
bid-heavy
Imbalance (top-5)
+0.127
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-reach-64k-on-june-20/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.556937 | 608.32bp | 0.560000 | 3 | FILLED |
| BUY | $10.00K | 0.679721 | 2947.08bp | 0.940000 | 15 | FILLED |
| BUY | $100.00K | 0.839721 | 5994.68bp | 0.990000 | 18 | PARTIAL |
| SELL | $1.00K | 0.510000 | 285.71bp | 0.510000 | 1 | FILLED |
| SELL | $10.00K | 0.177998 | 6609.57bp | 0.010000 | 21 | PARTIAL |
| SELL | $100.00K | 0.177998 | 6609.57bp | 0.010000 | 21 | PARTIAL |
Risk metrics
▸ sovereign store · 889 barsperiods/year ≈ 1.75MRealized vol (annualised)
2427.18%
σ per bar = 0.018334
Mean return (annualised)
3588.78%
μ per bar = 0.000020
Sharpe (rf=0)
1.48
annualised; risk-free assumed zero
Max drawdown
56.85%
peak 0.73 → trough 0.32 over 297 bars
/api/asset/pm-will-bitcoin-reach-64k-on-june-20/risk · same metrics, JSON