POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $69,000 on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-69k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
26.39%
max drawdown
92.31%
sharpe
—
ulcer index
84.35%
RMS drawdown
pain index
78.76%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
92.31%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
192.9 bps
implied (price-only)
bars used
453
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-69k-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH60ms⏱--:--:-- 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=0.0049 · σ=0.0024 · range [0.0005, 0.0110] · R²=0.031▼ FALLING -90.91%σ EXTREME 47.95%LAST 0.00050.01100.00840.00570.00310.0005μ = 0.0049max 0.0110min 0.0005dataMA(5)OLS R²=0.03μ 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=270 · μ=11.3 · σ=15.1 · CV=1.34BURSTY · concentratedcumulative energy ↗ · 50% by h=17015304560μ = 116050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 270bp moved · peak 60bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
60ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$74.2k
≋liquidity $
$101.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0049 · σ=0.0024 · range [0.0005, 0.0110] · R²=0.031▼ FALLING -90.91%σ EXTREME 47.95%LAST 0.00050.01100.00840.00570.00310.0005μ = 0.0049max 0.0110min 0.0005dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9951 · σ=0.0024 · range [0.9890, 0.9995] · R²=0.031▲ RISING +0.50%σ LOW 0.24%LAST 0.99950.99950.99690.99430.99160.9890μ = 0.9951max 0.9995min 0.9890dataMA(5)OLS R²=0.03μ 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=-0.0002 · σ=0.0017 · skew=1.23 (right-skewed) · kurt=3.19 (leptokurtic (fat tails))1296304-0.26ppbin -0.26pp · n=4 · 33.3% peakbin -0.26pp · n=4 · 33.3% peak1-0.17ppbin -0.17pp · n=1 · 8.3% peakbin -0.17pp · n=1 · 8.3% peak4-0.08ppbin -0.08pp · n=4 · 33.3% peakbin -0.08pp · n=4 · 33.3% peak120.01ppbin 0.01pp · n=12 · 100.0% peakbin 0.01pp · n=12 · 100.0% peak0.10pp20.19ppbin 0.19pp · n=2 · 16.7% peakbin 0.19pp · n=2 · 16.7% peak0.29pp0.38pp0.46pp10.56ppbin 0.56pp · n=1 · 8.3% peakbin 0.56pp · n=1 · 8.3% 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=1.21 · kurt=3.32 · near 13 / mid 10 / far 1 · OLS slope=0.93 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.49¢95% CI: [0.40¢, 0.59¢]
σ STD DEV0.24ppσ² = 0.056 · CV = 47.95%
med MEDIAN0.50¢Q₁ 0.40¢ · Q₃ 0.55¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.05pp · IQR 0.15pp (1.349σ→0.32pp)
min 0.05¢Q₁ 0.40¢med 0.50¢Q₃ 0.55¢max 1.10¢μ
SKEWNESS · G₁0.115approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.560mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRdiverges from normalratio = 2.13
range ↔ σwide tails (range > 4σ)range / σ = 4.43
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.142within white-noise band
ρ(2) AUTOCORR+0.127lag-2 not significant
H · HURST EXPONENT0.976strongly persistent
OLS TREND · t-STAT-0.862fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.976
H = 0.976STRONGLY 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=1-0.142k=2+0.127k=3-0.118k=4+0.095k=5-0.2800+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|=0.86)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.86)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 ID2538722
SLUGwill-bitcoin-reach-69k-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 VOLUME74.16k USD 24h
LIQUIDITY101.80k 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 0.60% · worst -0.30% · typical |Δ| 0.11%MILD BEARISH -0.50%BEST+0.60%17hWORST-0.30%10hTYPICAL |Δ|0.11%mean absoluteCUMULATIVE-0.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ -0.07% · Σ -0.55%CUMULATIVE Δ PATH · final -0.50%+0.55%-0.50%0.00% · 1h0.00% · 1h·1h-0.10% · 2h-0.10% · 2h-0.10%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.05% · 5h0.05% · 5h0.05%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.20% · 9h0.20% · 9h0.20%9h-0.30% · 10h-0.30% · 10h-0.30%10h▼ WORST-0.05% · 11h-0.05% · 11h-0.05%11h0.00% · 12h0.00% · 12h·12h0.20% · 13h0.20% · 13h0.20%13h0.00% · 14h0.00% · 14h·14h0.05% · 15h0.05% · 15h0.05%15h-0.10% · 16h-0.10% · 16h-0.10%16h0.60% · 17h0.60% · 17h0.60%17h★ BEST-0.25% · 18h-0.25% · 18h-0.25%18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.15% · 20h-0.15% · 20h-0.15%20h-0.30% · 21h-0.30% · 21h-0.30%21h-0.30% · 22h-0.30% · 22h-0.30%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.10%)RUNSup max 1 · down max 5BREADTH21% up · 38% down · 42% flat
5 up bars · 9 down · best 0.60% · worst -0.30% · typical |Δ| 0.112%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.50%)FINAL-0.50%MAX DD-1.05%RECOVERYONGOING · 7 barsMAX RUN-UP+0.55%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9950 · peak 1.0055 · range [0.9950, 1.0055]1.00550.9950break-even = 1★ PEAK 1.0055UNDERWATER DRAWDOWN · max -1.05% · moderate0%-1.05%▼ TROUGH -1.05%TOP DRAWDOWN PERIODS · 3 total#1 -1.05%bar 19-25 · 7 bars · ONGOING#2 -0.35%bar 11-17 · 7 bars · recovered#3 -0.10%bar 3-9 · 7 bars · recoveredDD SEVERITYmoderate (max -1.05%)RECOVERYongoing · 7 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9950 (-0.50%) · max DD -1.05% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=-6.39 · σ=42.10MIXED EDGELAST -88.99 (-1.96σ vs μ)126.5663.280.00-63.28-126.56μ = -6.39-15.87-15.87-15.87-15.8738.2138.2148.6848.68-4.80-4.80-14.58-14.58-14.58-14.584.204.204.204.20-9.55-9.5515.1015.1046.3446.3426.4926.4913.3413.345.155.15-11.90-11.90-20.37-20.37-126.56-126.56-88.99-88.99v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -88.987 · range [-126.56, 48.68] · μ -6.386 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=16.7674 · σ=9.2560 · range [1.9105, 32.2529] · R²=0.474▲ RISING +185.27%σ EXTREME 55.20%LAST 13.125532.252924.667317.08179.49611.9105μ = 16.7674max 32.2529min 1.9105dataMA(3)OLS R²=0.47μ lineμ ± σ bandmaxmin
latest 13.13% · range [1.91%, 32.25%] · μ 16.77% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.225 · σ=0.219MEAN-REVERSIONLAST 0.251 (+2.17σ vs μ)0.6180.3090.000-0.309-0.618μ = -0.225-0.040-0.0400.0290.029-0.233-0.233-0.119-0.119-0.442-0.442-0.374-0.374-0.383-0.383-0.255-0.255-0.255-0.2550.1290.129-0.177-0.177-0.312-0.312-0.618-0.618-0.507-0.507-0.433-0.433-0.262-0.262-0.096-0.096-0.187-0.1870.2510.251v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.251 · |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
26.2658
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
4.2809
p-VALUE (log scale)
0.5113
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
-1.5712
p-VALUE (log scale)
0.4994
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
-0.2616
p-VALUE (log scale)
0.7936
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
0.1207
p-VALUE (log scale)
0.4954
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
-0.0741
p-VALUE (log scale)
0.9409
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.977 ≈ 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=4.02e-6 · top T=2.00h (31.2%) · top-3 cover 52.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-51.1e-57.5e-63.8e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.82e-6 · 5.8% energyperiod 24.0 · power 2.82e-6 · 5.8% energyperiod 12.0 · power 5.61e-6 · 11.6% energyperiod 12.0 · power 5.61e-6 · 11.6% energyperiod 8.0 · power 2.48e-6 · 5.1% energyperiod 8.0 · power 2.48e-6 · 5.1% energyperiod 6.0 · power 1.76e-6 · 3.6% energyperiod 6.0 · power 1.76e-6 · 3.6% energyperiod 4.8 · power 2.19e-6 · 4.5% energyperiod 4.8 · power 2.19e-6 · 4.5% energyperiod 4.0 · power 4.71e-6 · 9.8% energyperiod 4.0 · power 4.71e-6 · 9.8% energyperiod 3.4 · power 2.24e-6 · 4.6% energyperiod 3.4 · power 2.24e-6 · 4.6% energyperiod 3.0 · power 2.70e-6 · 5.6% energyperiod 3.0 · power 2.70e-6 · 5.6% energyperiod 2.7 · power 4.77e-6 · 9.9% energyperiod 2.7 · power 4.77e-6 · 9.9% energyperiod 2.4 · power 8.09e-7 · 1.7% energyperiod 2.4 · power 8.09e-7 · 1.7% energyperiod 2.2 · power 3.13e-6 · 6.5% energyperiod 2.2 · power 3.13e-6 · 6.5% energyperiod 2.0 · power 1.50e-5 · 31.2% energyperiod 2.0 · power 1.50e-5 · 31.2% energy50% by T=3.0h#1 dominantT=2.00h#2T=12.00h#3T=2.67hT=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 31.2% of total energy · Σ|X̂|²/n = 4.825e-5

▸ Depth section using sovereign-store price series (453 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 0.020pp · expected |Δp| over horizon 0.05ppterminal variance p(1−p) = 0.0005 · n = 453✓ n = 453
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.020pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move0d
0.05pp
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.30pp · unique ratio 0.01✓ n = 453
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
92.3pp
peak 0.7¢ → trough 0.1¢
Median step
0.30pp
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
38701241384035846317479744876641188860191056667096097401359725853803413596699
NO token ID
81583938679872331992431846722948765889976973039093405068811522142406822304858
Snapshot fetched
2026-06-15 04:13:06 UTC
Snapshot age
60ms
History points
25 CLOB mids
Page rendered
2026-06-15 04:13:06 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
39252413f30f3c3361ad086f70834e389da5cd08b4f9162c73b1e8a4b510248b · 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-69k-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 · 453 barsperiods/year ≈ 1.75M
Realized vol (annualised)
12709.74%
σ per bar = 0.095986
Mean return (annualised)
-994937.84%
μ per bar = -0.005675
Sharpe (rf=0)
-78.28
annualised; risk-free assumed zero
Max drawdown
92.31%
peak 0.01 → trough 0.00 over 83 bars

/api/asset/pm-will-bitcoin-reach-69k-on-june-14/risk · same metrics, JSON