POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $72,500 in June?

YES · live
4.2¢
NO · live
95.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-72pt5k-in-june-2026 · fresh · feed 8s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
18.03%
max drawdown
10.75%
sharpe
—
ulcer index
7.97%
RMS drawdown
pain index
6.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.75%
cond. drawdown
gain/pain
0.27
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.27
upside/downside
roll spread
3.4 bps
implied (price-only)
bars used
539
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-72pt5k-in-june-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8.3s⏱--:--:-- 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
4.2¢
NO · live
95.9¢
YES price · live 24h
n=25 · μ=0.0383 · σ=0.0060 · range [0.0250, 0.0465] · R²=0.335▲ RISING +66.00%σ EXTREME 15.69%LAST 0.04150.04650.04110.03580.03040.0250μ = 0.0383max 0.0465min 0.0250dataMA(5)OLS R²=0.34μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.15¢
YES / NO split · live
YES 4.2%NO 95.9%NO95.9%95.85¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.249 / 1.00 bits (25%) · informative — one side favoured
YES
4.2%4.2¢24.10×▬ +0.00pp
NO
95.9%95.9¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=635 · μ=26.5 · σ=30.1 · CV=1.14BURSTYcumulative energy ↗ · 50% by h=100255075100μ = 2610050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 635bp moved · peak 100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8.3s
▲YES mid
4.15¢ (4.15%)
▼NO mid
95.85¢ (95.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$53.3k
≋liquidity $
$105.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0383 · σ=0.0060 · range [0.0250, 0.0465] · R²=0.335▲ RISING +66.00%σ EXTREME 15.69%LAST 0.04150.04650.04110.03580.03040.0250μ = 0.0383max 0.0465min 0.0250dataMA(5)OLS R²=0.34μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.15¢
NO price · CLOB mid
n=25 · μ=0.9617 · σ=0.0060 · range [0.9535, 0.9750] · R²=0.335▼ FALLING -1.69%σ LOW 0.63%LAST 0.95850.97500.96960.96430.95890.9535μ = 0.9617max 0.9750min 0.9535dataMA(5)OLS R²=0.34μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0008 · σ=0.0038 · skew=0.44 (symmetric) · kurt=-0.03 (mesokurtic)864201-0.71ppbin -0.71pp · n=1 · 12.5% peakbin -0.71pp · n=1 · 12.5% peak-0.53pp3-0.35ppbin -0.35pp · n=3 · 37.5% peakbin -0.35pp · n=3 · 37.5% peak3-0.17ppbin -0.17pp · n=3 · 37.5% peakbin -0.17pp · n=3 · 37.5% peak80.01ppbin 0.01pp · n=8 · 100.0% peakbin 0.01pp · n=8 · 100.0% peak40.19ppbin 0.19pp · n=4 · 50.0% peakbin 0.19pp · n=4 · 50.0% peak10.37ppbin 0.37pp · n=1 · 12.5% peakbin 0.37pp · n=1 · 12.5% peak0.55pp30.73ppbin 0.73pp · n=3 · 37.5% peakbin 0.73pp · n=3 · 37.5% peak10.91ppbin 0.91pp · n=1 · 12.5% peakbin 0.91pp · n=1 · 12.5% 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=0.52 · kurt=0.50 · near 15 / mid 9 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=25LEFT-SKEWED (G₁=-0.54)
μ MEAN3.83¢95% CI: [3.60¢, 4.07¢]
σ STD DEV0.60ppσ² = 0.362 · CV = 15.69%
med MEDIAN3.85¢Q₁ 3.35¢ · Q₃ 4.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.15pp · IQR 1.00pp (1.349σ→0.81pp)
min 2.50¢Q₁ 3.35¢med 3.85¢Q₃ 4.35¢max 4.65¢μ
SKEWNESS · G₁-0.535left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.900mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRconsistent with normalratio = 0.81
range ↔ σconcentrated (range < 4σ)range / σ = 3.57
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-0.043within white-noise band
ρ(2) AUTOCORR-0.009lag-2 not significant
H · HURST EXPONENT0.921strongly persistent
OLS TREND · t-STAT+3.404significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.921
H = 0.921STRONGLY 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=1-0.043k=2-0.009k=3+0.196k=4-0.207k=5-0.0710+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|=3.40)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.88very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.40)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 ID2410569
SLUGwill-bitcoin-reach-72pt5k-in-june-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.15¢implied prob 4.15% · decimal odds 24.10×
COUNTER · NO95.85¢implied prob 95.85% · decimal odds 1.04×
4.15¢
95.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME53.30k USD 24h
LIQUIDITY105.26k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.917 · entropy 0.249 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 4.2%NO 95.9%YES p̂4.2%H = 0.249 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES24.10×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.249 bits (25% 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 2026-07-01 04:00 UTC
10days
18hrs
18min
10.76 days·θ = 2.947 pp/day
YES →$1.00(P = 4.2%)
NO →$0.00(P = 95.9%)
current: $0.0415 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.4dRESOLVESP projection · σ=0.60% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.947 pp/day
now10.76d left
2.947 pp/day×1.00
−25%8.07d left
3.403 pp/day×1.15
−50%5.38d left
4.167 pp/day×1.41
−75%2.69d left
5.894 pp/day×2.00
−90%1.08d left
9.319 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 1.00% · worst -0.80% · typical |Δ| 0.26%MILD BULLISH +1.65%BEST+1.00%4hWORST-0.80%10hTYPICAL |Δ|0.26%mean absoluteCUMULATIVE+1.65%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.28% · Σ +1.95%EUROPE · 08-16 UTCμ -0.09% · Σ -0.70%US · 16-24 UTCμ +0.05% · Σ +0.40%CUMULATIVE Δ PATH · final +1.65%+2.15%0.00%0.75% · 1h0.75% · 1h0.75%1h-0.35% · 2h-0.35% · 2h-0.35%2h-0.05% · 3h-0.05% · 3h-0.05%3h1.00% · 4h1.00% · 4h1.00%4h★ BEST0.20% · 5h0.20% · 5h0.20%5h0.30% · 6h0.30% · 6h0.30%6h0.10% · 7h0.10% · 7h0.10%7h-0.15% · 8h-0.15% · 8h-0.15%8h0.05% · 9h0.05% · 9h0.05%9h-0.80% · 10h-0.80% · 10h-0.80%10h▼ WORST-0.20% · 11h-0.20% · 11h-0.20%11h0.00% · 12h0.00% · 12h·12h-0.30% · 13h-0.30% · 13h-0.30%13h0.70% · 14h0.70% · 14h0.70%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.70% · 18h0.70% · 18h0.70%18h0.00% · 19h0.00% · 19h·19h0.10% · 20h0.10% · 20h0.10%20h0.10% · 21h0.10% · 21h0.10%21h-0.35% · 22h-0.35% · 22h-0.35%22h-0.15% · 23h-0.15% · 23h-0.15%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.95%)RUNSup max 4 · down max 2BREADTH42% up · 33% down · 25% flat
10 up bars · 8 down · best 1.00% · worst -0.80% · typical |Δ| 0.265%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.64%FINAL+1.64%MAX DD-1.39%RECOVERYONGOING · 12 barsMAX RUN-UP+2.15%UNDERWATER17/25 (68%)STREAK▬ 0EQUITY CURVE · end 1.0164 · peak 1.0215 · range [1.0000, 1.0215]1.02151.0000break-even = 1★ PEAK 1.0215UNDERWATER DRAWDOWN · max -1.39% · moderate0%-1.39%▼ TROUGH -1.39%TOP DRAWDOWN PERIODS · 3 total#1 -1.39%bar 9-20 · 12 bars · recovered#2 -0.50%bar 23-25 · 3 bars · ONGOING#3 -0.40%bar 3-4 · 2 bars · recoveredDD SEVERITYmoderate (max -1.39%)RECOVERYongoing · 17 barsTIME UNDER WATER68% of session · 17/25 bars
final equity 1.0164 (1.64%) · max DD -1.39% · time-under-water 17/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=13.50 · σ=40.06MIXED EDGELAST -27.02 (-1.01σ vs μ)71.3635.680.00-35.68-71.36μ = 13.5057.7857.7841.3441.3453.3353.3358.8758.87-11.77-11.77-28.71-28.71-47.10-47.10-71.36-71.36-17.43-17.43-19.10-19.108.918.9118.7618.7641.1841.1860.4260.4244.4944.4951.2651.2625.1525.1517.6017.60-27.02-27.02v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -27.019 · range [-71.36, 60.42] · μ 13.505 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.6834 · σ=7.7310 · range [16.2111, 46.7428] · R²=0.422▼ FALLING -65.32%σ EXTREME 22.29%LAST 16.211146.742839.109931.477023.844016.2111μ = 34.6834max 46.7428min 16.2111dataMA(3)OLS R²=0.42μ lineμ ± σ bandmaxmin
latest 16.21% · range [16.21%, 46.74%] · μ 34.68% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.182 · σ=0.184MEAN-REVERSIONLAST 0.067 (+1.36σ vs μ)0.4360.2180.000-0.218-0.436μ = -0.182-0.302-0.302-0.071-0.071-0.242-0.2420.1170.1170.0510.0510.0280.028-0.207-0.207-0.349-0.349-0.180-0.180-0.033-0.033-0.366-0.366-0.436-0.436-0.428-0.428-0.333-0.333-0.282-0.282-0.353-0.353-0.199-0.1990.0530.0530.0670.067v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.067 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.0965
p-VALUE (log scale)
0.3505
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
2.7001
p-VALUE (log scale)
0.7485
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
-2.5841
p-VALUE (log scale)
0.0976
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
-0.9300
p-VALUE (log scale)
0.3524
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3837
p-VALUE (log scale)
0.0842
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
-0.1233
p-VALUE (log scale)
0.9018
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.962 ≈ 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=1.53e-5 · top T=12.00h (23.2%) · top-3 cover 59.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.3e-53.2e-52.1e-51.1e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.94e-6 · 3.2% energyperiod 24.0 · power 5.94e-6 · 3.2% energyperiod 12.0 · power 4.27e-5 · 23.2% energyperiod 12.0 · power 4.27e-5 · 23.2% energyperiod 8.0 · power 3.13e-6 · 1.7% energyperiod 8.0 · power 3.13e-6 · 1.7% energyperiod 6.0 · power 8.51e-6 · 4.6% energyperiod 6.0 · power 8.51e-6 · 4.6% energyperiod 4.8 · power 1.17e-5 · 6.4% energyperiod 4.8 · power 1.17e-5 · 6.4% energyperiod 4.0 · power 7.39e-6 · 4.0% energyperiod 4.0 · power 7.39e-6 · 4.0% energyperiod 3.4 · power 3.78e-5 · 20.6% energyperiod 3.4 · power 3.78e-5 · 20.6% energyperiod 3.0 · power 3.03e-6 · 1.7% energyperiod 3.0 · power 3.03e-6 · 1.7% energyperiod 2.7 · power 2.56e-5 · 14.0% energyperiod 2.7 · power 2.56e-5 · 14.0% energyperiod 2.4 · power 2.80e-5 · 15.3% energyperiod 2.4 · power 2.80e-5 · 15.3% energyperiod 2.2 · power 8.01e-6 · 4.4% energyperiod 2.2 · power 8.01e-6 · 4.4% energyperiod 2.0 · power 1.76e-6 · 1.0% energyperiod 2.0 · power 1.76e-6 · 1.0% energy50% by T=3.4h#1 dominantT=12.00h#2T=3.43h#3T=2.40hT=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 ≈ 12.00h (freq 0.083) · concentrates 23.2% of total energy · Σ|X̂|²/n = 1.836e-4

▸ 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 10.8 d · σ/bar 0.069pp · expected |Δp| over horizon 1.10ppterminal variance p(1−p) = 0.0398 · n = 5000✓ n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.069pp
one-bar volatility · logit-free
Per-day movedaily
0.34pp
σ × √24
Per-horizon move11d
1.10pp
σ × √258.30537305555555
Terminal variancebinary
0.0398
p(1−p) at resolution
Current pricep
4.2¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
76.2pp
peak 14.5¢ → trough 3.5¢
Median step
0.20pp
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
4.2%
= price
Decimal oddsEU
24.096
total return per $1
AmericanUS
+2310
$100 wins $2310
FractionalUK
23.10 / 1
profit per $1 risked
Profit per $100stake
+$2309.64
clean dollar framing
-1000-5000+500+1000020406080100you · 4.2%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)
0.249 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.249 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.59 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
114106814786679865555224990919710662810138557505613183181168746100592963561
NO token ID
100476011491707614461709128586942396443456302829570944693243268501235514248307
Snapshot fetched
2026-06-20 09:41:32 UTC
Snapshot age
8.3s
History points
25 CLOB mids
Page rendered
2026-06-20 09:41:40 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
59e0e3dcf5dcc1798dcae56acf232af4ed2690f65445d213bd0666d9844724bf · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,628HL PERPHYPE-USD perpetual$70.65HL PERPETH-USD perpetual$1,727.9

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
0.041500
(best bid + best ask) / 2
Spread
241.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.063
bid-heavy
Imbalance (top-5)
+0.841
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-72pt5k-in-june-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0493941902.20bp0.05200010FILLED
BUY$10.00K0.10446115171.30bp0.50000041FILLED
BUY$100.00K0.43030393687.57bp0.99900065PARTIAL
SELL$1.00K0.039061587.72bp0.0390003FILLED
SELL$10.00K0.0115917206.95bp0.00100023PARTIAL
SELL$100.00K0.0115917206.95bp0.00100023PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1172.38%
σ per bar = 0.008856
Mean return (annualised)
-34173.48%
μ per bar = -0.000195
Sharpe (rf=0)
-29.15
annualised; risk-free assumed zero
Max drawdown
76.21%
peak 0.14 → trough 0.03 over 4288 bars

/api/asset/pm-will-bitcoin-reach-72pt5k-in-june-2026/risk · same metrics, JSON