POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $66,000 June 8-14?

YES · live
5.5¢
NO · live
94.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-66k-june-8-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -62.07%
realized vol (ann.)
274.57%
max drawdown
68.75%
sharpe
—
ulcer index
35.79%
RMS drawdown
pain index
28.90%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
66.27%
cond. drawdown
gain/pain
0.76
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.76
upside/downside
roll spread
5.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-62.07%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -62.07%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-66k-june-8-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH17ms⏱--:--:-- 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
5.5¢
NO · live
94.5¢
YES price · live 24h
n=25 · μ=0.1346 · σ=0.0435 · range [0.0550, 0.2000] · R²=0.364▼ FALLING -57.69%σ EXTREME 32.31%LAST 0.05500.20000.16380.12750.09120.0550μ = 0.1346max 0.2000min 0.0550dataMA(5)OLS R²=0.36μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.50¢
YES / NO split · live
YES 5.5%NO 94.5%NO94.5%94.50¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.307 / 1.00 bits (31%) · informative — one side favoured
YES
5.5%5.5¢18.18×▬ +0.00pp
NO
94.5%94.5¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,350 · μ=181.3 · σ=157.3 · CV=0.87BURSTYcumulative energy ↗ · 50% by h=130150300450600μ = 18160050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4350bp moved · peak 600bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17ms
▲YES mid
5.50¢ (5.50%)
▼NO mid
94.50¢ (94.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$39.4k
≋liquidity $
$18.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1346 · σ=0.0435 · range [0.0550, 0.2000] · R²=0.364▼ FALLING -57.69%σ EXTREME 32.31%LAST 0.05500.20000.16380.12750.09120.0550μ = 0.1346max 0.2000min 0.0550dataMA(5)OLS R²=0.36μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.50¢
NO price · CLOB mid
n=25 · μ=0.8654 · σ=0.0435 · range [0.8000, 0.9450] · R²=0.364▲ RISING +8.62%σ HIGH 5.03%LAST 0.94500.94500.90870.87250.83630.8000μ = 0.8654max 0.9450min 0.8000dataMA(5)OLS R²=0.36μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0040 · σ=0.0234 · skew=-0.08 (symmetric) · kurt=-0.45 (mesokurtic)543101-5.47ppbin -5.47pp · n=1 · 20.0% peakbin -5.47pp · n=1 · 20.0% peak-4.42pp4-3.37ppbin -3.37pp · n=4 · 80.0% peakbin -3.37pp · n=4 · 80.0% peak1-2.32ppbin -2.32pp · n=1 · 20.0% peakbin -2.32pp · n=1 · 20.0% peak4-1.27ppbin -1.27pp · n=4 · 80.0% peakbin -1.27pp · n=4 · 80.0% peak5-0.23ppbin -0.23pp · n=5 · 100.0% peakbin -0.23pp · n=5 · 100.0% peak30.82ppbin 0.82pp · n=3 · 60.0% peakbin 0.82pp · n=3 · 60.0% peak41.87ppbin 1.87pp · n=4 · 80.0% peakbin 1.87pp · n=4 · 80.0% peak2.92pp23.97ppbin 3.97pp · n=2 · 40.0% peakbin 3.97pp · n=2 · 40.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-0.11 · kurt=0.04 · near 22 / mid 2 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN13.46¢95% CI: [11.76¢, 15.16¢]
σ STD DEV4.35ppσ² = 18.915 · CV = 32.31%
med MEDIAN13.50¢Q₁ 12.00¢ · Q₃ 17.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 14.50pp · IQR 5.00pp (1.349σ→5.87pp)
min 5.50¢Q₁ 12.00¢med 13.50¢Q₃ 17.00¢max 20.00¢μ
SKEWNESS · G₁-0.370approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.805mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRconsistent with normalratio = 1.17
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.128within white-noise band
ρ(2) AUTOCORR+0.238lag-2 not significant
H · HURST EXPONENT1.086strongly persistent
OLS TREND · t-STAT-3.628significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.086
H = 1.086STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=5
k=1-0.128k=2+0.238k=3-0.061k=4-0.019k=5 ★-0.4660+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 1% (|t|=3.63)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.63)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 ID2467681
SLUGwill-bitcoin-reach-66k-june-8-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES5.50¢implied prob 5.50% · decimal odds 18.18×
COUNTER · NO94.50¢implied prob 94.50% · decimal odds 1.06×
5.50¢
94.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME39.38k USD 24h
LIQUIDITY18.68k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.890 · entropy 0.307 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 5.5%NO 94.5%YES p̂5.5%H = 0.307 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES18.18×(6¢)NO1.06×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.307 bits (31% 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 2026-06-15 04:00 UTC
0days
11hrs
50min
11.8 hours·θ = 21.306 pp/day
YES →$1.00(P = 5.5%)
NO →$0.00(P = 94.5%)
current: $0.0550 · expected return per side: $0.94 on YES hit · $0.06 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.9hRESOLVESP projection · σ=4.35% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 21.306 pp/day
now11.85h left
21.306 pp/day×1.00
−25%8.89h left
24.602 pp/day×1.15
−50%5.92h left
30.132 pp/day×1.41
−75%2.96h left
42.613 pp/day×2.00
−90%1.18h left
67.377 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=24 bars · best 4.50% · worst -6.00% · typical |Δ| 1.81%BEARISH SESSION -7.50%BEST+4.50%5hWORST-6.00%20hTYPICAL |Δ|1.81%mean absoluteCUMULATIVE-7.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.71% · Σ +5.00%EUROPE · 08-16 UTCμ -0.56% · Σ -4.50%US · 16-24 UTCμ -1.00% · Σ -8.00%CUMULATIVE Δ PATH · final -7.50%+7.00%-7.50%-1.00% · 1h-1.00% · 1h-1.00%1h1.50% · 2h1.50% · 2h1.50%2h1.00% · 3h1.00% · 3h1.00%3h-1.50% · 4h-1.50% · 4h-1.50%4h4.50% · 5h4.50% · 5h4.50%5h★ BEST2.00% · 6h2.00% · 6h2.00%6h-1.50% · 7h-1.50% · 7h-1.50%7h2.00% · 8h2.00% · 8h2.00%8h0.00% · 9h0.00% · 9h·9h-3.00% · 10h-3.00% · 10h-3.00%10h0.50% · 11h0.50% · 11h0.50%11h-3.00% · 12h-3.00% · 12h-3.00%12h-2.00% · 13h-2.00% · 13h-2.00%13h-3.00% · 14h-3.00% · 14h-3.00%14h4.00% · 15h4.00% · 15h4.00%15h0.00% · 16h0.00% · 16h·16h2.00% · 17h2.00% · 17h2.00%17h-1.50% · 18h-1.50% · 18h-1.50%18h0.50% · 19h0.50% · 19h0.50%19h-6.00% · 20h-6.00% · 20h-6.00%20h▼ WORST0.00% · 21h0.00% · 21h·21h-3.00% · 22h-3.00% · 22h-3.00%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+5.00%)RUNSup max 2 · down max 3BREADTH38% up · 42% down · 21% flat
9 up bars · 10 down · best 4.50% · worst -6.00% · typical |Δ| 1.813%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -7.86%FINAL-7.86%MAX DD-13.93%RECOVERYONGOING · 15 barsMAX RUN-UP+7.06%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9214 · peak 1.0706 · range [0.9214, 1.0706]1.07060.9214break-even = 1★ PEAK 1.0706UNDERWATER DRAWDOWN · max -13.93% · significant0%-13.93%▼ TROUGH -13.93%TOP DRAWDOWN PERIODS · 4 total#1 -13.93%bar 11-25 · 15 bars · ONGOING#2 -1.50%bar 8-8 · 1 bars · recovered#3 -1.50%bar 5-5 · 1 bars · recoveredDD SEVERITYsignificant (max -13.93%)RECOVERYongoing · 15 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9214 (-7.86%) · max DD -13.93% · time-under-water 18/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −12 (32% positive) · μ=-12.60 · σ=40.52UNPROFITABLE STRATEGYLAST -51.45 (-0.96σ vs μ)102.0751.040.00-51.04-102.07μ = -12.6046.5646.5641.0441.0443.8743.8736.4536.4522.9922.990.000.00-38.68-38.68-41.66-41.66-102.07-102.07-35.76-35.76-20.29-20.29-10.85-10.85-2.94-2.9412.5612.56-4.57-4.57-28.17-28.17-43.67-43.67-62.82-62.82-51.45-51.45v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.450 · range [-102.07, 46.56] · μ -12.602 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=232.1870 · σ=38.9159 · range [150.1899, 319.6873] · R²=0.266▲ RISING +18.35%σ EXTREME 16.76%LAST 241.2074319.6873277.3130234.9386192.5642150.1899μ = 232.1870max 319.6873min 150.1899dataMA(3)OLS R²=0.27μ lineμ ± σ bandmaxmin
latest 241.21% · range [150.19%, 319.69%] · μ 232.19% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.319 · σ=0.191MEAN-REVERSIONLAST -0.535 (-1.13σ vs μ)0.6710.3360.000-0.336-0.671μ = -0.319-0.269-0.269-0.298-0.298-0.382-0.382-0.397-0.3970.0240.024-0.385-0.385-0.350-0.350-0.136-0.136-0.558-0.558-0.306-0.306-0.115-0.115-0.011-0.011-0.249-0.249-0.563-0.563-0.113-0.113-0.303-0.303-0.437-0.437-0.671-0.671-0.535-0.535v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.535 · |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 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.1708
p-VALUE (log scale)
0.9181
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
9.3159
p-VALUE (log scale)
0.0961
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
-0.7050
p-VALUE (log scale)
0.8384
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
1.1963
p-VALUE (log scale)
0.2316
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4883
p-VALUE (log scale)
0.0443
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.2481
p-VALUE (log scale)
0.8041
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.075 ≈ 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=12 bins · noise floor μ=6.52e-4 · top T=2.00h (29.4%) · top-3 cover 55.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.3e-31.7e-31.2e-35.8e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.39e-4 · 5.6% energyperiod 24.0 · power 4.39e-4 · 5.6% energyperiod 12.0 · power 1.26e-3 · 16.0% energyperiod 12.0 · power 1.26e-3 · 16.0% energyperiod 8.0 · power 5.80e-4 · 7.4% energyperiod 8.0 · power 5.80e-4 · 7.4% energyperiod 6.0 · power 2.54e-4 · 3.2% energyperiod 6.0 · power 2.54e-4 · 3.2% energyperiod 4.8 · power 6.46e-5 · 0.8% energyperiod 4.8 · power 6.46e-5 · 0.8% energyperiod 4.0 · power 1.35e-5 · 0.2% energyperiod 4.0 · power 1.35e-5 · 0.2% energyperiod 3.4 · power 6.78e-4 · 8.7% energyperiod 3.4 · power 6.78e-4 · 8.7% energyperiod 3.0 · power 7.63e-4 · 9.7% energyperiod 3.0 · power 7.63e-4 · 9.7% energyperiod 2.7 · power 7.51e-4 · 9.6% energyperiod 2.7 · power 7.51e-4 · 9.6% energyperiod 2.4 · power 2.82e-5 · 0.4% energyperiod 2.4 · power 2.82e-5 · 0.4% energyperiod 2.2 · power 6.93e-4 · 8.9% energyperiod 2.2 · power 6.93e-4 · 8.9% energyperiod 2.0 · power 2.30e-3 · 29.4% energyperiod 2.0 · power 2.30e-3 · 29.4% energy50% by T=3.0h#1 dominantT=2.00h#2T=12.00h#3T=3.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← 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 ≈ 2.00h (freq 0.500) · concentrates 29.4% of total energy · Σ|X̂|²/n = 7.821e-3

▸ Depth section using sovereign-store price series (3816 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

Returns · per bar / per day / per horizon
Horizon 0.5 d · σ/bar 0.226pp · expected |Δp| over horizon 0.78ppterminal variance p(1−p) = 0.0520 · n = 3816✓ n = 3816
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.226pp
one-bar volatility · logit-free
Per-day movedaily
1.11pp
σ × √24
Per-horizon move0d
0.78pp
σ × √11.848743333333333
Terminal variancebinary
0.0520
p(1−p) at resolution
Current pricep
5.5¢
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 0.37pp · ES₉₅ 0.47pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 3816
VaR 95%
0.37pp
1.645·σ (parametric) of Δp
ES 95%
0.47pp
mean of the tail
Max drawdown
78.7pp
peak 23.5¢ → trough 5.0¢
Median step
0.50pp
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
5.5%
= price
Decimal oddsEU
18.182
total return per $1
AmericanUS
+1718
$100 wins $1718
FractionalUK
17.18 / 1
profit per $1 risked
Profit per $100stake
+$1718.18
clean dollar framing
-1000-5000+500+1000020406080100you · 5.5%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)
0.307 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.307 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.18 bit
self-information
Surprise · NO−log₂(1−p)
0.08 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
100047939745574032075369460025777933616287081160851953158931940615526370191201
NO token ID
18991907042581795784167442372659715442886847483738401225641339736560357532697
Snapshot fetched
2026-06-14 16:09:04 UTC
Snapshot age
17ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:09:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c6d1859a877b5a0ee1d28552618a0fb6981621682be3fb6867cf4eb8ae71112b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.7¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,029HL PERPETH-USD perpetual$1,663.4HL PERPHYPE-USD perpetual$60.34

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
0.055000
(best bid + best ask) / 2
Spread
1818.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.624
ask-heavy
Imbalance (top-5)
+0.084
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-reach-66k-june-8-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0756103747.23bp0.1000005FILLED
BUY$10.00K0.37296357811.38bp0.84000024FILLED
BUY$100.00K0.734445123535.44bp0.99000033PARTIAL
SELL$1.00K0.0351353611.87bp0.0100005PARTIAL
SELL$10.00K0.0351353611.87bp0.0100005PARTIAL
SELL$100.00K0.0351353611.87bp0.0100005PARTIAL

Risk metrics

▸ sovereign store · 3,816 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2143.46%
σ per bar = 0.016190
Mean return (annualised)
-44541.80%
μ per bar = -0.000254
Sharpe (rf=0)
-20.78
annualised; risk-free assumed zero
Max drawdown
78.72%
peak 0.23 → trough 0.05 over 2707 bars

/api/asset/pm-will-bitcoin-reach-66k-june-8-14-2026/risk · same metrics, JSON