POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $68,000 June 15-21?

YES · live
4.5¢
NO · live
95.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-68k-june-15-21-2026 · fresh · feed 10s old
24h sparkline · 60 pts▼ -75.68%
realized vol (ann.)
161.40%
max drawdown
68.00%
sharpe
—
ulcer index
43.14%
RMS drawdown
pain index
39.11%
mean drawdown
mod. VaR 95%
0.01%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
64.38%
cond. drawdown
gain/pain
0.59
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.59
upside/downside
roll spread
9.9 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-75.68%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -75.68%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-68k-june-15-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.4s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
4.5¢
NO · live
95.5¢
YES price · live 24h
n=25 · μ=0.1480 · σ=0.1075 · range [0.0450, 0.4200] · R²=0.633▼ FALLING -79.55%σ EXTREME 72.64%LAST 0.04500.42000.32620.23250.13870.0450μ = 0.1480max 0.4200min 0.0450dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.50¢
YES / NO split · live
YES 4.5%NO 95.5%NO95.5%95.50¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.265 / 1.00 bits (26%) · informative — one side favoured
YES
4.5%4.5¢22.22×▬ +0.00pp
NO
95.5%95.5¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,050 · μ=293.7 · σ=452.4 · CV=1.54BURSTY · concentratedcumulative energy ↗ · 50% by h=604128251,2371,650μ = 2941,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7050bp moved · peak 1650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.4s
▲YES mid
4.50¢ (4.50%)
▼NO mid
95.50¢ (95.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$41.1k
≋liquidity $
$18.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1480 · σ=0.1075 · range [0.0450, 0.4200] · R²=0.633▼ FALLING -79.55%σ EXTREME 72.64%LAST 0.04500.42000.32620.23250.13870.0450μ = 0.1480max 0.4200min 0.0450dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.50¢
NO price · CLOB mid
n=25 · μ=0.8518 · σ=0.1080 · range [0.5750, 0.9550] · R²=0.630▲ RISING +22.44%σ HIGH 12.68%LAST 0.95500.95500.86000.76500.67000.5750μ = 0.8518max 0.9550min 0.5750dataMA(5)OLS R²=0.63μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0094 · σ=0.0510 · skew=-1.20 (left-skewed) · kurt=3.08 (leptokurtic (fat tails))13107302-15.07ppbin -15.07pp · n=2 · 15.4% peakbin -15.07pp · n=2 · 15.4% peak-12.22pp-9.38pp-6.53pp2-3.68ppbin -3.68pp · n=2 · 15.4% peakbin -3.68pp · n=2 · 15.4% peak13-0.83ppbin -0.83pp · n=13 · 100.0% peakbin -0.83pp · n=13 · 100.0% peak52.02ppbin 2.02pp · n=5 · 38.5% peakbin 2.02pp · n=5 · 38.5% peak14.87ppbin 4.87pp · n=1 · 7.7% peakbin 4.87pp · n=1 · 7.7% peak7.72pp110.57ppbin 10.57pp · n=1 · 7.7% peakbin 10.57pp · n=1 · 7.7% 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=-1.14 · kurt=3.52 · near 8 / mid 16 / far 0 · OLS slope=0.89 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25STRONGLY RIGHT-SKEWED (G₁=1.21)
μ MEAN14.80¢95% CI: [10.59¢, 19.01¢]
σ STD DEV10.75ppσ² = 115.562 · CV = 72.64%
med MEDIAN11.50¢Q₁ 7.50¢ · Q₃ 22.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 37.50pp · IQR 14.50pp (1.349σ→14.50pp)
min 4.50¢Q₁ 7.50¢med 11.50¢Q₃ 22.00¢max 42.00¢μ
SKEWNESS · G₁1.208right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.252mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRconsistent with normalratio = 1.00
range ↔ σconcentrated (range < 4σ)range / σ = 3.49
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.212within white-noise band
ρ(2) AUTOCORR-0.072lag-2 not significant
H · HURST EXPONENT0.824strongly persistent
OLS TREND · t-STAT-6.301significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.824
H = 0.824STRONGLY 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+0.212k=2-0.072k=3-0.310k=4-0.276k=5-0.0310+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|=6.30)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.86very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.30)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 ID2549212
SLUGwill-bitcoin-reach-68k-june-15-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.50¢implied prob 4.50% · decimal odds 22.22×
COUNTER · NO95.50¢implied prob 95.50% · decimal odds 1.05×
4.50¢
95.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME41.05k USD 24h
LIQUIDITY18.87k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.910 · entropy 0.265 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 4.5%NO 95.5%YES p̂4.5%H = 0.265 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES22.22×(5¢)NO1.05×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.265 bits (26% 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 · LOWresolves 2026-06-22 04:00 UTC
3days
15hrs
53min
3.66 days·θ = 52.664 pp/day
YES →$1.00(P = 4.5%)
NO →$0.00(P = 95.5%)
current: $0.0450 · expected return per side: $0.95 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.8dRESOLVESP projection · σ=10.75% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 52.664 pp/day
now3.66d left
52.664 pp/day×1.00
−25%2.75d left
60.811 pp/day×1.15
−50%1.83d left
74.478 pp/day×1.41
−75%21.97h left
105.328 pp/day×2.00
−90%8.79h left
166.538 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 12.00% · worst -16.50% · typical |Δ| 2.94%BEARISH SESSION -17.50%BEST+12.00%3hWORST-16.50%6hTYPICAL |Δ|2.94%mean absoluteCUMULATIVE-17.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.50% · Σ -10.50%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ -0.63% · Σ -5.00%CUMULATIVE Δ PATH · final -17.50%+20.00%-17.50%2.00% · 1h2.00% · 1h2.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h12.00% · 3h12.00% · 3h12.00%3h★ BEST3.00% · 4h3.00% · 4h3.00%4h4.00% · 5h4.00% · 5h4.00%5h-16.50% · 6h-16.50% · 6h-16.50%6h▼ WORST-14.00% · 7h-14.00% · 7h-14.00%7h2.50% · 8h2.50% · 8h2.50%8h-3.00% · 9h-3.00% · 9h-3.00%9h0.50% · 10h0.50% · 10h0.50%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.50% · 13h-0.50% · 13h-0.50%13h1.00% · 14h1.00% · 14h1.00%14h-2.50% · 15h-2.50% · 15h-2.50%15h-2.00% · 16h-2.00% · 16h-2.00%16h0.00% · 17h0.00% · 17h·17h-1.00% · 18h-1.00% · 18h-1.00%18h1.50% · 19h1.50% · 19h1.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h-2.00% · 21h-2.00% · 21h-2.00%21h0.00% · 22h0.00% · 22h·22h-1.00% · 23h-1.00% · 23h-1.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+-2.00%)RUNSup max 3 · down max 2BREADTH33% up · 46% down · 21% flat
8 up bars · 11 down · best 12.00% · worst -16.50% · typical |Δ| 2.938%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -19.03%FINAL-19.03%MAX DD-33.16%RECOVERYONGOING · 19 barsMAX RUN-UP+21.15%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.8097 · peak 1.2115 · range [0.8097, 1.2115]1.21150.8097break-even = 1★ PEAK 1.2115UNDERWATER DRAWDOWN · max -33.16% · severe0%-33.16%▼ TROUGH -33.16%TOP DRAWDOWN PERIODS · 2 total#1 -33.16%bar 7-25 · 19 bars · ONGOING#2 -1.00%bar 3-3 · 1 bars · recoveredDD SEVERITYsevere (max -33.16%)RECOVERYongoing · 19 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.8097 (-19.03%) · max DD -33.16% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +1 / −18 (5% positive) · μ=-32.94 · σ=18.18UNPROFITABLE STRATEGYLAST -26.69 (+0.34σ vs μ)60.4230.210.00-30.21-60.42μ = -32.945.795.79-17.62-17.62-12.51-12.51-41.22-41.22-47.25-47.25-58.68-58.68-36.52-36.52-4.40-4.40-22.25-22.25-19.27-19.27-46.94-46.94-46.94-46.94-60.42-60.42-29.02-29.02-48.73-48.73-46.94-46.94-26.69-26.69-39.55-39.55-26.69-26.69v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -26.687 · range [-60.42, 5.79] · μ -32.939 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=393.4845 · σ=372.0146 · range [109.4166, 1050.5998] · R²=0.746▼ FALLING -87.60%σ EXTREME 94.54%LAST 109.41661050.5998815.3040580.0082344.7124109.4166μ = 393.4845max 1050.5998min 109.4166dataMA(3)OLS R²=0.75μ lineμ ± σ bandmaxmin
latest 109.42% · range [109.42%, 1050.60%] · μ 393.48% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.108 · σ=0.233MEAN-REVERSIONLAST -0.150 (-0.18σ vs μ)0.5870.2930.000-0.293-0.587μ = -0.108-0.096-0.0960.3300.3300.2230.2230.0550.055-0.093-0.0930.2740.274-0.276-0.276-0.587-0.587-0.215-0.215-0.398-0.3980.0250.025-0.126-0.126-0.193-0.193-0.154-0.1540.1020.102-0.192-0.192-0.297-0.297-0.286-0.286-0.150-0.150v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.150 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
27.7762
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
6.6294
p-VALUE (log scale)
0.2487
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
-1.1015
p-VALUE (log scale)
0.7143
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
0.8423
p-VALUE (log scale)
0.3996
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6738
p-VALUE (log scale)
0.0159
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
1.1299
p-VALUE (log scale)
0.2585
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.344 ≈ 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=2.79e-3 · top T=8.00h (22.7%) · top-3 cover 51.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.6e-35.7e-33.8e-31.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.52e-3 · 4.5% energyperiod 24.0 · power 1.52e-3 · 4.5% energyperiod 12.0 · power 4.56e-3 · 13.6% energyperiod 12.0 · power 4.56e-3 · 13.6% energyperiod 8.0 · power 7.61e-3 · 22.7% energyperiod 8.0 · power 7.61e-3 · 22.7% energyperiod 6.0 · power 3.78e-3 · 11.3% energyperiod 6.0 · power 3.78e-3 · 11.3% energyperiod 4.8 · power 4.90e-3 · 14.6% energyperiod 4.8 · power 4.90e-3 · 14.6% energyperiod 4.0 · power 1.75e-3 · 5.2% energyperiod 4.0 · power 1.75e-3 · 5.2% energyperiod 3.4 · power 9.29e-4 · 2.8% energyperiod 3.4 · power 9.29e-4 · 2.8% energyperiod 3.0 · power 1.14e-3 · 3.4% energyperiod 3.0 · power 1.14e-3 · 3.4% energyperiod 2.7 · power 2.12e-3 · 6.3% energyperiod 2.7 · power 2.12e-3 · 6.3% energyperiod 2.4 · power 2.96e-3 · 8.9% energyperiod 2.4 · power 2.96e-3 · 8.9% energyperiod 2.2 · power 1.76e-3 · 5.2% energyperiod 2.2 · power 1.76e-3 · 5.2% energyperiod 2.0 · power 4.59e-4 · 1.4% energyperiod 2.0 · power 4.59e-4 · 1.4% energy50% by T=6.0h#1 dominantT=8.00h#2T=4.80h#3T=12.00hT=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 ≈ 8.00h (freq 0.125) · concentrates 22.7% of total energy · Σ|X̂|²/n = 3.348e-2

▸ Depth section using sovereign-store price series (5000 bars · effective 1752518 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 3.7 d · σ/bar 0.268pp · expected |Δp| over horizon 2.51ppterminal variance p(1−p) = 0.0430 · n = 5000✓ n = 5000
μ per bar
-0.006pp
average Δp · drift
σ per bar
0.268pp
one-bar volatility · logit-free
Per-day movedaily
1.31pp
σ × √24
Per-horizon move4d
2.51pp
σ × √87.89036583333333
Terminal variancebinary
0.0430
p(1−p) at resolution
Current pricep
4.5¢
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 0.45pp · ES₉₅ 0.56pp · method parametric · drift-correcteddrift -0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.45pp
1.645·σ (parametric) of Δp
ES 95%
0.56pp
mean of the tail
Max drawdown
88.9pp
peak 36.0¢ → trough 4.0¢
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
4.5%
= price
Decimal oddsEU
22.222
total return per $1
AmericanUS
+2122
$100 wins $2122
FractionalUK
21.22 / 1
profit per $1 risked
Profit per $100stake
+$2122.22
clean dollar framing
-1000-5000+500+1000020406080100you · 4.5%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)
0.265 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.265 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.47 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
5931019223582719815744457667668629630644163405576311082683647060478153416044
NO token ID
104624570170684541993474013390920606533317410333912121798807969829223815237720
Snapshot fetched
2026-06-18 12:06:24 UTC
Snapshot age
10.4s
History points
25 CLOB mids
Page rendered
2026-06-18 12:06:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
844e24da68bd064ed514d6c181d7f5b348595c87bf4bbca789b9c97ea6a8f8de · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.7¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$63,921HL PERPHYPE-USD perpetual$70.8HL PERPETH-USD perpetual$1,742.7

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
0.045000
(best bid + best ask) / 2
Spread
2222.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.633
ask-heavy
Imbalance (top-5)
+0.045
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-68k-june-15-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0698285517.27bp0.4700009FILLED
BUY$10.00K0.37415273144.79bp0.84000016FILLED
BUY$100.00K0.730785152396.73bp0.99000023PARTIAL
SELL$1.00K0.0225184995.91bp0.0100003PARTIAL
SELL$10.00K0.0225184995.91bp0.0100003PARTIAL
SELL$100.00K0.0225184995.91bp0.0100003PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2042.23%
σ per bar = 0.015427
Mean return (annualised)
-72899.77%
μ per bar = -0.000416
Sharpe (rf=0)
-35.70
annualised; risk-free assumed zero
Max drawdown
88.89%
peak 0.36 → trough 0.04 over 4965 bars

/api/asset/pm-will-bitcoin-reach-68k-june-15-21-2026/risk · same metrics, JSON