POLYMARKET · PREDICTION MARKET · CRYPTO
Will Bitcoin reach $65,000 on June 20?
5.3¢
94.7¢
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-reach-65k-on-june-20 · fresh · feed 6s old24h sparkline · 60 pts▼ —
realized vol (ann.)
114.31%
max drawdown
28.10%
sharpe
—
ulcer index
12.39%
RMS drawdown
pain index
6.43%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.90%
cond. drawdown
gain/pain
0.59
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.59
upside/downside
roll spread
7.1 bps
implied (price-only)
bars used
349
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-reach-65k-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
5.3¢
NO · live
94.7¢
8 ticks · last 3.90¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.301 / 1.00 bits (30%) · informative — one side favoured
YES5.3%5.3¢18.69×▬ +0.00pp
NO94.7%94.7¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 1245bp moved · peak 375bp · n=7 ticks
5.9s
5.35¢ (5.35%)
94.65¢ (94.65%)
100.00%
0.000pp
$18.0k
$6.0k
8 ticks (live)
§1 · 24h price history (YES + NO tokens)
8 YES observations from clob.polymarket.com · last 3.90¢
8 NO observations from clob.polymarket.com · last 96.15¢
§2 · Distribution of Δp
n=7
§3 · Sample moments
SAMPLE MOMENTS · N=8PLATYKURTIC · THIN TAILS (G₂=-1.65)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.163approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.654platykurtic · 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) -0.40 + 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
5.35¢
94.65¢
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
YES18.69×(5¢)NO1.06×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.301 bits (30% of max) · informative — one side strongly favoured
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
01min
YES →$1.00
NO →$0.00
current: $0.0535 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.089 pp/day
now16.03h left8.089 pp/day×1.00
−25%12.02h left9.340 pp/day×1.15
−50%8.01h left11.439 pp/day×1.41
−75%4.01h left16.177 pp/day×2.00
−90%1.60h left25.578 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 (349 bars · effective 1752908 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 0.086pp · expected |Δp| over horizon 0.35ppterminal variance p(1−p) = 0.0506 · n = 349✓ n = 349
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.086pp
one-bar volatility · logit-free
Per-day movedaily
0.42pp
σ × √24
Per-horizon move1d
0.35pp
σ × √16.025931944444444
Terminal variancebinary
0.0506
p(1−p) at resolution
Current pricep
5.3¢
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 0.14pp · ES₉₅ 0.18pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 349
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.18pp
mean of the tail
Max drawdown
28.1pp
peak 6.0¢ → trough 4.3¢
Median step
0.15pp
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
5.3%
= price
Decimal oddsEU
18.692
total return per $1
AmericanUS
+1769
$100 wins $1769
FractionalUK
17.69 / 1
profit per $1 risked
Profit per $100stake
+$1769.16
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)
0.301 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.301 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.22 bit
self-information
Surprise · NO−log₂(1−p)
0.08 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
23558580209266351931436808431706100308687562011181601479385968752735465342354- NO token ID
64148185483803865071321507335069939464174092182235300152953120809916909993157- Snapshot fetched
- 2026-06-20 11:58:20 UTC
- Snapshot age
- 5.9s
- History points
- 8 CLOB mids
- Page rendered
- 2026-06-20 11:58:26 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
1f194ebd89bc30ebddcf96a86fb28838fcf7d7c162f08579f050fcad8fa589c7· 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?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,660HL PERPHYPE-USD perpetual$71.08HL PERPETH-USD perpetual$1,726.8
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
0.038500
(best bid + best ask) / 2
Spread
5454.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.373
ask-heavy
Imbalance (top-5)
+0.057
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-65k-on-june-20/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.093192 | 14205.84bp | 0.680000 | 20 | FILLED |
| BUY | $10.00K | 0.471449 | 112454.28bp | 0.940000 | 27 | FILLED |
| BUY | $100.00K | 0.735499 | 181038.65bp | 0.999000 | 35 | PARTIAL |
| SELL | $1.00K | 0.008389 | 7821.11bp | 0.001000 | 10 | PARTIAL |
| SELL | $10.00K | 0.008389 | 7821.11bp | 0.001000 | 10 | PARTIAL |
| SELL | $100.00K | 0.008389 | 7821.11bp | 0.001000 | 10 | PARTIAL |
Risk metrics
▸ sovereign store · 349 barsperiods/year ≈ 1.75MRealized vol (annualised)
2195.23%
σ per bar = 0.016581
Mean return (annualised)
-61936.94%
μ per bar = -0.000353
Sharpe (rf=0)
-28.21
annualised; risk-free assumed zero
Max drawdown
28.10%
peak 0.06 → trough 0.04 over 283 bars
/api/asset/pm-will-bitcoin-reach-65k-on-june-20/risk · same metrics, JSON