POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $66,000 on June 14?

YES · live
43.1¢
NO · live
56.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-66k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4098.88%
max drawdown
56.01%
sharpe
—
ulcer index
28.70%
RMS drawdown
pain index
19.56%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
56.01%
cond. drawdown
gain/pain
1.96
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.96
upside/downside
roll spread
69.6 bps
implied (price-only)
bars used
367
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-66k-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
43.1¢
NO · live
56.9¢
YES price · live 24h
n=20 · μ=0.1408 · σ=0.1412 · range [0.0350, 0.5525] · R²=0.163▲ RISING +284.50%σ EXTREME 100.29%LAST 0.38450.55250.42310.29380.16440.0350μ = 0.1408max 0.5525min 0.0350dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxminlive endpoint
20 ticks · last 38.45¢
YES / NO split · live
YES 43.1%NO 56.9%NO56.9%56.90¢ · odds 1/1.76
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.986 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
43.1%43.1¢2.32×▬ +0.00pp
NO
56.9%56.9¢1.76×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=19 · Σ=9,625 · μ=506.6 · σ=1164.3 · CV=2.30BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,2832,5653,8485,130μ = 5075,13050%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 9625bp moved · peak 5130bp · n=19 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
43.10¢ (43.10%)
▼NO mid
56.90¢ (56.90%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$70.2k
≋liquidity $
$1.1k
◳history points
20 ticks (live)

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

YES price · CLOB mid
n=20 · μ=0.1408 · σ=0.1412 · range [0.0350, 0.5525] · R²=0.163▲ RISING +284.50%σ EXTREME 100.29%LAST 0.38450.55250.42310.29380.16440.0350μ = 0.1408max 0.5525min 0.0350dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxmin
20 YES observations from clob.polymarket.com · last 38.45¢
NO price · CLOB mid
n=20 · μ=0.8595 · σ=0.1408 · range [0.4475, 0.9650] · R²=0.162▼ FALLING -31.06%σ EXTREME 16.38%LAST 0.62050.96500.83560.70630.57690.4475μ = 0.8595max 0.9650min 0.4475dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxmin
20 NO observations from clob.polymarket.com · last 62.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=19 · 10 bins · μ=0.0172 · σ=0.1156 · skew=3.26 (right-skewed) · kurt=10.63 (leptokurtic (fat tails))1186301-11.07ppbin -11.07pp · n=1 · 9.1% peakbin -11.07pp · n=1 · 9.1% peak6-4.50ppbin -4.50pp · n=6 · 54.5% peakbin -4.50pp · n=6 · 54.5% peak112.06ppbin 2.06pp · n=11 · 100.0% peakbin 2.06pp · n=11 · 100.0% peak8.63pp15.19pp21.76pp28.32pp34.89pp41.45pp148.02ppbin 48.02pp · n=1 · 9.1% peakbin 48.02pp · n=1 · 9.1% 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=3.34 · kurt=11.19 · near 6 / mid 10 / far 3 · OLS slope=0.71 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.10σsample ↓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=20STRONGLY RIGHT-SKEWED (G₁=1.71)
μ MEAN14.08¢95% CI: [7.89¢, 20.27¢]
σ STD DEV14.12ppσ² = 199.398 · CV = 100.29%
med MEDIAN9.75¢Q₁ 4.44¢ · Q₃ 13.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 51.75pp · IQR 9.31pp (1.349σ→19.05pp)
min 3.50¢Q₁ 4.44¢med 9.75¢Q₃ 13.75¢max 55.25¢μ
SKEWNESS · G₁1.711right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.795leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 2.05
range ↔ σconcentrated (range < 4σ)range / σ = 3.66
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: MEAN-REVERTING · ρ(1) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.265within white-noise band
ρ(2) AUTOCORR-0.061lag-2 not significant
H · HURST EXPONENT0.963strongly persistent
OLS TREND · t-STAT+1.872fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.963
H = 0.963STRONGLY 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=1-0.265k=2-0.061k=3-0.005k=4+0.023k=5-0.0500+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]MARGINAL @ 10% (|t|=1.87)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.26 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.87)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 ID2538725
SLUGwill-bitcoin-reach-66k-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (57¢)
PRIMARY · YES43.10¢implied prob 43.10% · decimal odds 2.32×
COUNTER · NO56.90¢implied prob 56.90% · decimal odds 1.76×
43.10¢
56.90¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME70.21k USD 24h
LIQUIDITY1.11k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (57¢)|primary − counter| = 0.138 · entropy 0.986 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 43.1%NO 56.9%YES p̂43.1%H = 0.986 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.32×(43¢)NO1.76×(57¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.986 bits (99% of max) · maximum uncertainty (~50/50)
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 = 69.178 pp/day
YES →$1.00(P = 43.1%)
NO →$0.00(P = 56.9%)
current: $0.4310 · expected return per side: $0.57 on YES hit · $0.43 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.5hRESOLVESP projection · σ=14.12% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 69.178 pp/day
now4.97h left
69.178 pp/day×1.00
−25%3.73h left
79.879 pp/day×1.15
−50%2.48h left
97.832 pp/day×1.41
−75%1.24h left
138.355 pp/day×2.00
−90%0.50h left
218.759 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 51.30% · worst -14.35% · typical |Δ| 5.07%MILD BULLISH +28.45%BEST+51.30%17hWORST-14.35%18hTYPICAL |Δ|5.07%mean absoluteCUMULATIVE+28.45%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +0.64% · Σ +4.50%EUROPE · 08-16 UTCμ -1.36% · Σ -10.85%US · 16-24 UTCμ +8.70% · Σ +34.80%CUMULATIVE Δ PATH · final +28.45%+45.25%-6.50%1.50% · 1h1.50% · 1h1.50%1h-2.00% · 2h-2.00% · 2h-2.00%2h4.00% · 3h4.00% · 3h4.00%3h-1.50% · 4h-1.50% · 4h-1.50%4h2.50% · 5h2.50% · 5h2.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h1.00% · 7h1.00% · 7h1.00%7h-5.00% · 8h-5.00% · 8h-5.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h-4.50% · 10h-4.50% · 10h-4.50%10h1.00% · 11h1.00% · 11h1.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h0.65% · 13h0.65% · 13h0.65%13h0.10% · 14h0.10% · 14h0.10%14h-0.60% · 15h-0.60% · 15h-0.60%15h0.30% · 16h0.30% · 16h0.30%16h51.30% · 17h51.30% · 17h51.30%17h★ BEST-14.35% · 18h-14.35% · 18h-14.35%18h▼ WORST-2.45% · 19h-2.45% · 19h-2.45%19hTIME PATTERNUS-led (+34.80%)RUNSup max 2 · down max 3BREADTH47% up · 53% down
9 up bars · 10 down · best 51.30% · worst -14.35% · typical |Δ| 5.066%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=20 barsPROFITABLE +18.49%FINAL+18.49%MAX DD-16.45%RECOVERYONGOING · 2 barsMAX RUN-UP+41.81%UNDERWATER15/20 (75%)STREAK↘ 2EQUITY CURVE · end 1.1849 · peak 1.4181 · range [0.9331, 1.4181]1.41810.9331break-even = 1★ PEAK 1.4181UNDERWATER DRAWDOWN · max -16.45% · severe0%-16.45%▼ TROUGH -16.45%TOP DRAWDOWN PERIODS · 4 total#1 -16.45%bar 19-20 · 2 bars · ONGOING#2 -10.66%bar 7-17 · 11 bars · recovered#3 -2.00%bar 3-3 · 1 bars · recoveredDD SEVERITYsevere (max -16.45%)RECOVERYongoing · 2 barsTIME UNDER WATER75% of session · 15/20 bars
final equity 1.1849 (18.49%) · max DD -16.45% · 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=-9.03 · σ=40.92MIXED EDGELAST 27.98 (+0.90σ vs μ)71.1935.600.00-35.60-71.19μ = -9.0316.7216.7223.7323.7334.9634.9612.6612.66-18.00-18.00-50.24-50.24-71.19-71.19-71.19-71.19-59.86-59.86-44.18-44.18-4.35-4.35-37.79-37.7920.0020.0046.5546.5529.6929.6927.9827.98v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 27.979 · range [-71.19, 46.55] · μ -9.032 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=664.5790 · σ=970.0931 · range [49.2856, 2723.8868] · R²=0.412▲ RISING +939.83%σ EXTREME 145.97%LAST 2723.88682723.88682055.23651386.5862717.935949.2856μ = 664.5790max 2723.8868min 49.2856dataMA(3)OLS R²=0.41μ lineμ ± σ bandmaxmin
latest 2723.89% · range [49.29%, 2723.89%] · μ 664.58% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +0 / −16 (0% positive) · μ=-0.525 · σ=0.220MEAN-REVERSIONLAST -0.426 (+0.45σ vs μ)0.7770.3880.000-0.388-0.777μ = -0.525-0.777-0.777-0.769-0.769-0.663-0.663-0.750-0.750-0.281-0.281-0.553-0.553-0.674-0.674-0.612-0.612-0.712-0.712-0.530-0.530-0.614-0.614-0.295-0.295-0.158-0.158-0.073-0.073-0.511-0.511-0.426-0.426v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.426 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
225.1151
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
1.7293
p-VALUE (log scale)
0.8855
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
-1.6779
p-VALUE (log scale)
0.4486
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
1.6698
p-VALUE (log scale)
0.0950
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2466
p-VALUE (log scale)
0.2754
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
-0.9795
p-VALUE (log scale)
0.3274
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.775 ≈ 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=1.60e-2 · top T=2.71h (16.9%) · top-3 cover 45.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.4e-21.8e-21.2e-26.1e-30.0e+0μ noise floorperiod 19.0 · power 9.67e-3 · 6.7% energyperiod 19.0 · power 9.67e-3 · 6.7% energyperiod 9.5 · power 7.85e-3 · 5.4% energyperiod 9.5 · power 7.85e-3 · 5.4% energyperiod 6.3 · power 1.18e-2 · 8.2% energyperiod 6.3 · power 1.18e-2 · 8.2% energyperiod 4.8 · power 1.46e-2 · 10.1% energyperiod 4.8 · power 1.46e-2 · 10.1% energyperiod 3.8 · power 1.64e-2 · 11.4% energyperiod 3.8 · power 1.64e-2 · 11.4% energyperiod 3.2 · power 1.84e-2 · 12.8% energyperiod 3.2 · power 1.84e-2 · 12.8% energyperiod 2.7 · power 2.43e-2 · 16.9% energyperiod 2.7 · power 2.43e-2 · 16.9% energyperiod 2.4 · power 2.08e-2 · 14.4% energyperiod 2.4 · power 2.08e-2 · 14.4% energyperiod 2.1 · power 2.04e-2 · 14.1% energyperiod 2.1 · power 2.04e-2 · 14.1% energy50% by T=3.2h#1 dominantT=2.71h#2T=2.38h#3T=2.11hT=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 ≈ 2.71h (freq 0.368) · concentrates 16.9% of total energy · Σ|X̂|²/n = 1.443e-1

▸ Depth section using sovereign-store price series (367 bars · effective 1753200 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 3.097pp · expected |Δp| over horizon 7.59ppterminal variance p(1−p) = 0.2452 · n = 367✓ n = 367
μ per bar
+0.107pp
average Δp · drift
σ per bar
3.097pp
one-bar volatility · logit-free
Per-day movedaily
15.17pp
σ × √24
Per-horizon move0d
7.59pp
σ × √6
Terminal variancebinary
0.2452
p(1−p) at resolution
Current pricep
43.1¢
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 4.99pp · ES₉₅ 6.28pp · method parametric · drift-correcteddrift +0.107pp/bar · quantised: yes · median step 5.80pp · unique ratio 0.02✓ n = 367
VaR 95%
4.99pp
1.645·σ (parametric) of Δp
ES 95%
6.28pp
mean of the tail
Max drawdown
56.0pp
peak 63.2¢ → trough 27.8¢
Median step
5.80pp
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
43.1%
= price
Decimal oddsEU
2.320
total return per $1
AmericanUS
+132
$100 wins $132
FractionalUK
1.32 / 1
profit per $1 risked
Profit per $100stake
+$132.02
clean dollar framing
-1000-5000+500+1000020406080100you · 43.1%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)
0.986 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.986 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.21 bit
self-information
Surprise · NO−log₂(1−p)
0.81 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
68315541024969742433551086269194290471599434550543181397784265102246138495412
NO token ID
98987045672238270806306092007876222661658258821495972445805817256824636915483
Snapshot fetched
2026-06-14 23:01:50 UTC
Snapshot age
2ms
History points
20 CLOB mids
Page rendered
2026-06-14 23:01:50 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c4544444a8913bbdf96302fed742d4352409d2c51513830be07e50967a8779b3 · 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
0.398500
(best bid + best ask) / 2
Spread
828.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.136
ask-heavy
Imbalance (top-5)
+0.000
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-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.4553191425.83bp0.4560009FILLED
BUY$10.00K0.7135607906.14bp0.92800021FILLED
BUY$100.00K0.85515511459.34bp0.99900032PARTIAL
SELL$1.00K0.0354729109.87bp0.00100036PARTIAL
SELL$10.00K0.0354729109.87bp0.00100036PARTIAL
SELL$100.00K0.0354729109.87bp0.00100036PARTIAL

Risk metrics

▸ sovereign store · 367 barsperiods/year ≈ 1.75M
Realized vol (annualised)
17237.24%
σ per bar = 0.130182
Mean return (annualised)
1144756.93%
μ per bar = 0.006530
Sharpe (rf=0)
66.41
annualised; risk-free assumed zero
Max drawdown
56.01%
peak 0.63 → trough 0.28 over 37 bars

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