POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $68,000 on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-68k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
33.76%
max drawdown
90.91%
sharpe
—
ulcer index
47.81%
RMS drawdown
pain index
28.98%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
90.91%
cond. drawdown
gain/pain
0.10
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.10
upside/downside
roll spread
73.5 bps
implied (price-only)
bars used
320
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-68k-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH45ms⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0091 · σ=0.0103 · range [0.0005, 0.0555] · R²=0.008▼ FALLING -91.67%σ EXTREME 113.23%LAST 0.00050.05550.04180.02800.01420.0005μ = 0.0091max 0.0555min 0.0005dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,195 · μ=49.8 · σ=125.2 · CV=2.51BURSTY · concentratedcumulative energy ↗ · 50% by h=170128255383510μ = 5051050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1195bp moved · peak 510bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
45ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$68.6k
≋liquidity $
$71.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0091 · σ=0.0103 · range [0.0005, 0.0555] · R²=0.008▼ FALLING -91.67%σ EXTREME 113.23%LAST 0.00050.05550.04180.02800.01420.0005μ = 0.0091max 0.0555min 0.0005dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9911 · σ=0.0103 · range [0.9445, 0.9995] · R²=0.012▲ RISING +0.55%σ NORMAL 1.04%LAST 0.99950.99950.98580.97200.95830.9445μ = 0.9911max 0.9995min 0.9445dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0010 · σ=0.0121 · skew=1.16 (right-skewed) · kurt=8.31 (leptokurtic (fat tails))191410501-3.40ppbin -3.40pp · n=1 · 5.3% peakbin -3.40pp · n=1 · 5.3% peak-2.51pp-1.61pp3-0.72ppbin -0.72pp · n=3 · 15.8% peakbin -0.72pp · n=3 · 15.8% peak190.18ppbin 0.18pp · n=19 · 100.0% peakbin 0.18pp · n=19 · 100.0% peak1.07pp1.97pp2.86pp3.76pp14.65ppbin 4.65pp · n=1 · 5.3% peakbin 4.65pp · n=1 · 5.3% 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=1.41 · kurt=9.31 · near 6 / mid 13 / far 5 · OLS slope=0.71 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.84σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=13.35)
μ MEAN0.91¢95% CI: [0.51¢, 1.32¢]
σ STD DEV1.03ppσ² = 1.066 · CV = 113.23%
med MEDIAN0.70¢Q₁ 0.55¢ · Q₃ 0.80¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.50pp · IQR 0.25pp (1.349σ→1.39pp)
min 0.05¢Q₁ 0.55¢med 0.70¢Q₃ 0.80¢max 5.55¢μ
SKEWNESS · G₁3.589right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂13.345leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRdiverges from normalratio = 5.57
range ↔ σwide tails (range > 4σ)range / σ = 5.33
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: MEAN-REVERTING · ρ(1) -0.46 + ADF rejected
ρ(1) AUTOCORR-0.464negative · reversal
ρ(2) AUTOCORR+0.060lag-2 not significant
H · HURST EXPONENT0.865strongly persistent
OLS TREND · t-STAT+0.429fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.865
H = 0.865STRONGLY 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=1
k=1 ★-0.464k=2+0.060k=3-0.049k=4-0.015k=5+0.0120+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]NOT SIGNIFICANT (|t|=0.43)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.46 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.43)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 ID2538723
SLUGwill-bitcoin-reach-68k-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME68.60k USD 24h
LIQUIDITY71.16k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 5.10% · worst -3.85% · typical |Δ| 0.50%BEARISH SESSION -0.55%BEST+5.10%17hWORST-3.85%18hTYPICAL |Δ|0.50%mean absoluteCUMULATIVE-0.55%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.03% · Σ +0.20%EUROPE · 08-16 UTCμ -0.03% · Σ -0.25%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final -0.55%+4.95%-0.55%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.55% · 3h0.55% · 3h0.55%3h-0.15% · 4h-0.15% · 4h-0.15%4h-0.20% · 5h-0.20% · 5h-0.20%5h0.05% · 6h0.05% · 6h0.05%6h0.00% · 7h0.00% · 7h·7h-0.05% · 8h-0.05% · 8h-0.05%8h0.00% · 9h0.00% · 9h·9h-0.05% · 10h-0.05% · 10h-0.05%10h0.00% · 11h0.00% · 11h·11h-0.10% · 12h-0.10% · 12h-0.10%12h0.00% · 13h0.00% · 13h·13h-0.05% · 14h-0.05% · 14h-0.05%14h0.00% · 15h0.00% · 15h·15h-0.10% · 16h-0.10% · 16h-0.10%16h5.10% · 17h5.10% · 17h5.10%17h★ BEST-3.85% · 18h-3.85% · 18h-3.85%18h▼ WORST-0.10% · 19h-0.10% · 19h-0.10%19h-0.65% · 20h-0.65% · 20h-0.65%20h-0.30% · 21h-0.30% · 21h-0.30%21h-0.15% · 22h-0.15% · 22h-0.15%22h-0.45% · 23h-0.45% · 23h-0.45%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.20%)RUNSup max 1 · down max 6BREADTH13% up · 58% down · 29% flat
3 up bars · 14 down · best 5.10% · worst -3.85% · typical |Δ| 0.498%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.75%)FINAL-0.75%MAX DD-5.43%RECOVERYONGOING · 7 barsMAX RUN-UP+4.94%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9925 · peak 1.0494 · range [0.9925, 1.0494]1.04940.9925break-even = 1★ PEAK 1.0494UNDERWATER DRAWDOWN · max -5.43% · significant0%-5.43%▼ TROUGH -5.43%TOP DRAWDOWN PERIODS · 3 total#1 -5.43%bar 19-25 · 7 bars · ONGOING#2 -0.65%bar 5-17 · 13 bars · recovered#3 -0.05%bar 2-3 · 2 bars · recoveredDD SEVERITYsignificant (max -5.43%)RECOVERYongoing · 7 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9925 (-0.75%) · max DD -5.43% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=-30.76 · σ=43.42MIXED EDGELAST -106.19 (-1.74σ vs μ)106.1953.090.00-53.09-106.19μ = -30.7611.5711.5714.5914.5911.5711.57-56.26-56.26-45.28-45.28-20.72-20.72-76.42-76.42-76.42-76.42-76.42-76.42-76.42-76.42-79.33-79.3335.9835.986.026.025.475.472.172.170.540.540.270.27-59.12-59.12-106.19-106.19v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -106.189 · range [-106.19, 35.98] · μ -30.758 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=95.3926 · σ=117.0624 · range [3.5228, 269.2446] · R²=0.418▼ FALLING -10.08%σ EXTREME 122.72%LAST 22.6859269.2446202.8141136.383769.95323.5228μ = 95.3926max 269.2446min 3.5228dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
latest 22.69% · range [3.52%, 269.24%] · μ 95.39% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.384 · σ=0.252MEAN-REVERSIONLAST -0.440 (-0.22σ vs μ)0.7330.3670.000-0.367-0.733μ = -0.384-0.193-0.193-0.209-0.209-0.148-0.1480.1050.105-0.316-0.316-0.127-0.127-0.533-0.533-0.733-0.733-0.733-0.733-0.733-0.733-0.661-0.661-0.047-0.047-0.519-0.519-0.491-0.491-0.479-0.479-0.472-0.472-0.457-0.457-0.112-0.112-0.440-0.440v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.440 · |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
150.4651
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
6.0197
p-VALUE (log scale)
0.3038
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

H₀: p has a unit root (non-stationary)

STATISTIC
-3.9043
p-VALUE (log scale)
0.0025
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.9597
p-VALUE (log scale)
0.3372
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1052
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.7742
p-VALUE (log scale)
0.0760
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.460 ≈ 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=1.91e-4 · top T=2.00h (16.9%) · top-3 cover 46.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.9e-42.9e-41.9e-49.7e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.63e-5 · 0.7% energyperiod 24.0 · power 1.63e-5 · 0.7% energyperiod 12.0 · power 7.02e-5 · 3.1% energyperiod 12.0 · power 7.02e-5 · 3.1% energyperiod 8.0 · power 7.07e-5 · 3.1% energyperiod 8.0 · power 7.07e-5 · 3.1% energyperiod 6.0 · power 8.32e-5 · 3.6% energyperiod 6.0 · power 8.32e-5 · 3.6% energyperiod 4.8 · power 1.51e-4 · 6.6% energyperiod 4.8 · power 1.51e-4 · 6.6% energyperiod 4.0 · power 1.24e-4 · 5.4% energyperiod 4.0 · power 1.24e-4 · 5.4% energyperiod 3.4 · power 2.25e-4 · 9.8% energyperiod 3.4 · power 2.25e-4 · 9.8% energyperiod 3.0 · power 1.70e-4 · 7.4% energyperiod 3.0 · power 1.70e-4 · 7.4% energyperiod 2.7 · power 3.15e-4 · 13.7% energyperiod 2.7 · power 3.15e-4 · 13.7% energyperiod 2.4 · power 3.49e-4 · 15.2% energyperiod 2.4 · power 3.49e-4 · 15.2% energyperiod 2.2 · power 3.29e-4 · 14.4% energyperiod 2.2 · power 3.29e-4 · 14.4% energyperiod 2.0 · power 3.88e-4 · 16.9% energyperiod 2.0 · power 3.88e-4 · 16.9% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.40h#3T=2.18hT=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 16.9% of total energy · Σ|X̂|²/n = 2.292e-3

▸ Depth section using sovereign-store price series (320 bars · effective 1753297 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 0.026pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.0005 · n = 320✓ n = 320
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.026pp
one-bar volatility · logit-free
Per-day movedaily
0.12pp
σ × √24
Per-horizon move0d
0.06pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.45pp · unique ratio 0.01✓ n = 320
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
90.9pp
peak 0.5¢ → trough 0.1¢
Median step
0.45pp
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
59922227577531516012358171602641203698407444872045697584186116302165887808706
NO token ID
90171517215344214659801854174241285082381307996773945011401510172682068833326
Snapshot fetched
2026-06-15 04:13:05 UTC
Snapshot age
45ms
History points
25 CLOB mids
Page rendered
2026-06-15 04:13:05 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e742c7a50728a88256f332869d6ac359195c5cb35a4c75ac9cb9b334edffeedf · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSweden99.7¢HL PREDSpain91.6¢HL PREDUruguay66.0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?82¢POLYMARKETWill Sweden win on 2026-06-14?100¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,711.5HL PERPETH-USD perpetual$1,719.05HL PERPHYPE-USD perpetual$65.74

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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
ask-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-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 320 barsperiods/year ≈ 1.75M
Realized vol (annualised)
17099.89%
σ per bar = 0.129141
Mean return (annualised)
-1265553.75%
μ per bar = -0.007218
Sharpe (rf=0)
-74.01
annualised; risk-free assumed zero
Max drawdown
90.91%
peak 0.01 → trough 0.00 over 200 bars

/api/asset/pm-will-bitcoin-reach-68k-on-june-14/risk · same metrics, JSON