POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be between $58,000 and $60,000 on June 18?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-bitcoin-be-between-58000-60000-on-june-18-2026 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
22.58%
max drawdown
77.78%
sharpe
—
ulcer index
46.92%
RMS drawdown
pain index
39.73%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
77.78%
cond. drawdown
gain/pain
0.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.95
upside/downside
roll spread
4.2 bps
implied (price-only)
bars used
1959
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-bitcoin-be-between-58000-60000-on-june-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.6s⏱--:--:-- 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
99.9¢
YES price · live 24h
n=25 · μ=0.0037 · σ=0.0022 · range [0.0010, 0.0085] · R²=0.317▼ FALLING -75.00%σ EXTREME 59.77%LAST 0.00100.00850.00660.00480.00290.0010μ = 0.0037max 0.0085min 0.0010dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.10¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%99.90¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.011 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢1000.00×▬ +0.00pp
NO
99.9%99.9¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=300 · μ=12.5 · σ=12.7 · CV=1.01BURSTYcumulative energy ↗ · 50% by h=11013253850μ = 135050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 300bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.6s
▲YES mid
0.10¢ (0.10%)
▼NO mid
99.90¢ (99.90%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$35.8k
≋liquidity $
$19.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0037 · σ=0.0022 · range [0.0010, 0.0085] · R²=0.317▼ FALLING -75.00%σ EXTREME 59.77%LAST 0.00100.00850.00660.00480.00290.0010μ = 0.0037max 0.0085min 0.0010dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.10¢
NO price · CLOB mid
n=25 · μ=0.9963 · σ=0.0022 · range [0.9915, 0.9990] · R²=0.317▲ RISING +0.30%σ LOW 0.22%LAST 0.99900.99900.99710.99520.99340.9915μ = 0.9963max 0.9990min 0.9915dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.90¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0017 · skew=0.86 (right-skewed) · kurt=0.66 (mesokurtic)975202-0.26ppbin -0.26pp · n=2 · 22.2% peakbin -0.26pp · n=2 · 22.2% peak5-0.18ppbin -0.18pp · n=5 · 55.6% peakbin -0.18pp · n=5 · 55.6% peak1-0.10ppbin -0.10pp · n=1 · 11.1% peakbin -0.10pp · n=1 · 11.1% peak9-0.02ppbin -0.02pp · n=9 · 100.0% peakbin -0.02pp · n=9 · 100.0% peak20.06ppbin 0.06pp · n=2 · 22.2% peakbin 0.06pp · n=2 · 22.2% peak20.14ppbin 0.14pp · n=2 · 22.2% peakbin 0.14pp · n=2 · 22.2% peak10.22ppbin 0.22pp · n=1 · 11.1% peakbin 0.22pp · n=1 · 11.1% peak10.30ppbin 0.30pp · n=1 · 11.1% peakbin 0.30pp · n=1 · 11.1% peak0.38pp10.46ppbin 0.46pp · n=1 · 11.1% peakbin 0.46pp · n=1 · 11.1% 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=0.89 · kurt=1.27 · near 19 / mid 5 / far 0 · OLS slope=0.99 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=25RIGHT-SKEWED (G₁=0.85)
μ MEAN0.37¢95% CI: [0.28¢, 0.45¢]
σ STD DEV0.22ppσ² = 0.048 · CV = 59.77%
med MEDIAN0.30¢Q₁ 0.25¢ · Q₃ 0.40¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.75pp · IQR 0.15pp (1.349σ→0.30pp)
min 0.10¢Q₁ 0.25¢med 0.30¢Q₃ 0.40¢max 0.85¢μ
SKEWNESS · G₁0.850right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.249mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.30
σ × 1.349 ↔ IQRdiverges from normalratio = 1.97
range ↔ σconcentrated (range < 4σ)range / σ = 3.43
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.130within white-noise band
ρ(2) AUTOCORR-0.225lag-2 not significant
H · HURST EXPONENT0.643persistent
OLS TREND · t-STAT-3.266significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.643
H = 0.643PERSISTENT
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=1-0.130k=2-0.225k=3+0.024k=4-0.161k=5+0.1590+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|=3.27)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.42high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.27)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 ID2506598
SLUGwill-the-price-o…june-18-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.10¢implied prob 0.10% · decimal odds 1000.00×
COUNTER · NO99.90¢implied prob 99.90% · decimal odds 1.00×
0.10¢
99.90¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME35.80k USD 24h
LIQUIDITY19.55k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.998 · entropy 0.011 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 99.9%YES p̂0.1%H = 0.011 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1000.00×(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) = 0.011 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · VERY HIGHresolves 2026-06-18 16:00 UTC
0days
03hrs
50min
3.8 hours·θ = 1.072 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 99.9%)
current: $0.0010 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.9hRESOLVESP projection · σ=0.22% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.072 pp/day
now3.85h left
1.072 pp/day×1.00
−25%2.89h left
1.238 pp/day×1.15
−50%1.92h left
1.516 pp/day×1.41
−75%0.96h left
2.143 pp/day×2.00
−90%0.38h left
3.389 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 0.50% · worst -0.30% · typical |Δ| 0.13%MILD BEARISH -0.30%BEST+0.50%7hWORST-0.30%5hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.30%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.06% · Σ +0.40%EUROPE · 08-16 UTCμ -0.07% · Σ -0.55%US · 16-24 UTCμ -0.02% · Σ -0.15%CUMULATIVE Δ PATH · final -0.30%+0.45%-0.30%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.20% · 4h0.20% · 4h0.20%4h-0.30% · 5h-0.30% · 5h-0.30%5h▼ WORST0.00% · 6h0.00% · 6h·6h0.50% · 7h0.50% · 7h0.50%7h★ BEST0.05% · 8h0.05% · 8h0.05%8h-0.05% · 9h-0.05% · 9h-0.05%9h-0.15% · 10h-0.15% · 10h-0.15%10h-0.30% · 11h-0.30% · 11h-0.30%11h0.00% · 12h0.00% · 12h·12h-0.15% · 13h-0.15% · 13h-0.15%13h0.10% · 14h0.10% · 14h0.10%14h-0.05% · 15h-0.05% · 15h-0.05%15h-0.15% · 16h-0.15% · 16h-0.15%16h0.30% · 17h0.30% · 17h0.30%17h-0.15% · 18h-0.15% · 18h-0.15%18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.10% · 20h-0.10% · 20h-0.10%20h0.15% · 21h0.15% · 21h0.15%21h0.05% · 22h0.05% · 22h0.05%22h-0.20% · 23h-0.20% · 23h-0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.40%)RUNSup max 2 · down max 3BREADTH29% up · 46% down · 25% flat
7 up bars · 11 down · best 0.50% · worst -0.30% · typical |Δ| 0.125%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.30%)FINAL-0.30%MAX DD-0.75%RECOVERYONGOING · 16 barsMAX RUN-UP+0.45%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9970 · peak 1.0045 · range [0.9970, 1.0045]1.00450.9970break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -0.75% · shallow0%-0.75%▼ TROUGH -0.75%TOP DRAWDOWN PERIODS · 2 total#1 -0.75%bar 10-25 · 16 bars · ONGOING#2 -0.30%bar 6-7 · 2 bars · recoveredDD SEVERITYshallow (max -0.75%)RECOVERYongoing · 16 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9970 (-0.30%) · max DD -0.75% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −9 (42% positive) · μ=-12.92 · σ=31.65MIXED EDGELAST -19.27 (-0.20σ vs μ)73.9937.000.00-37.00-73.99μ = -12.92-9.74-9.7423.4723.4726.5826.5823.3123.312.882.882.882.882.882.88-73.99-73.99-61.57-61.57-61.57-61.57-61.57-61.574.554.55-8.50-8.500.000.00-18.43-18.430.000.0018.4318.43-35.89-35.89-19.27-19.27v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -19.266 · range [-73.99, 26.58] · μ -12.924 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=17.8239 · σ=5.3750 · range [11.3671, 25.3600] · R²=0.397▼ FALLING -24.19%σ EXTREME 30.16%LAST 11.367125.360021.861818.363514.865311.3671μ = 17.8239max 25.3600min 11.3671dataMA(3)OLS R²=0.40μ lineμ ± σ bandmaxmin
latest 11.37% · range [11.37%, 25.36%] · μ 17.82% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.235 · σ=0.238MEAN-REVERSIONLAST -0.212 (+0.10σ vs μ)0.5910.2950.000-0.295-0.591μ = -0.235-0.483-0.483-0.164-0.164-0.203-0.203-0.164-0.1640.0700.0700.1960.1960.2140.214-0.125-0.125-0.267-0.267-0.160-0.160-0.310-0.310-0.377-0.377-0.591-0.591-0.533-0.533-0.508-0.508-0.544-0.544-0.252-0.252-0.059-0.059-0.212-0.212v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.212 · |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
7.1423
p-VALUE (log scale)
0.0281
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
3.5489
p-VALUE (log scale)
0.6184
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
-1.8950
p-VALUE (log scale)
0.3452
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
0.2279
p-VALUE (log scale)
0.8197
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4834
p-VALUE (log scale)
0.0454
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
-0.9026
p-VALUE (log scale)
0.3667
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.725 ≈ 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=3.09e-6 · top T=3.43h (20.9%) · top-3 cover 54.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.7e-65.8e-63.9e-61.9e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.48e-7 · 2.0% energyperiod 24.0 · power 7.48e-7 · 2.0% energyperiod 12.0 · power 2.70e-6 · 7.3% energyperiod 12.0 · power 2.70e-6 · 7.3% energyperiod 8.0 · power 2.55e-6 · 6.9% energyperiod 8.0 · power 2.55e-6 · 6.9% energyperiod 6.0 · power 2.91e-6 · 7.8% energyperiod 6.0 · power 2.91e-6 · 7.8% energyperiod 4.8 · power 6.45e-6 · 17.4% energyperiod 4.8 · power 6.45e-6 · 17.4% energyperiod 4.0 · power 1.04e-7 · 0.3% energyperiod 4.0 · power 1.04e-7 · 0.3% energyperiod 3.4 · power 7.74e-6 · 20.9% energyperiod 3.4 · power 7.74e-6 · 20.9% energyperiod 3.0 · power 1.53e-6 · 4.1% energyperiod 3.0 · power 1.53e-6 · 4.1% energyperiod 2.7 · power 4.99e-6 · 13.5% energyperiod 2.7 · power 4.99e-6 · 13.5% energyperiod 2.4 · power 5.95e-6 · 16.0% energyperiod 2.4 · power 5.95e-6 · 16.0% energyperiod 2.2 · power 1.39e-6 · 3.8% energyperiod 2.2 · power 1.39e-6 · 3.8% energyperiod 2.0 · power 6.16e-38 · 0.0% energyperiod 2.0 · power 6.16e-38 · 0.0% energy50% by T=3.4h#1 dominantT=3.43h#2T=4.80h#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 ≈ 3.43h (freq 0.292) · concentrates 20.9% of total energy · Σ|X̂|²/n = 3.706e-5

▸ Depth section using sovereign-store price series (1959 bars · effective 1752421 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 0.017pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0010 · n = 1959✓ n = 1959
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.017pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6
Terminal variancebinary
0.0010
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 -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1959
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
77.8pp
peak 0.4¢ → trough 0.1¢
Median step
0.05pp
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
1000.000
total return per $1
AmericanUS
+99900
$100 wins $99900
FractionalUK
999.00 / 1
profit per $1 risked
Profit per $100stake
+$99900.00
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)
0.011 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.011 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
9.97 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
24555912939414164182027709747625608279345753786906056957209481207985519691576
NO token ID
31638226226528501550527439054990711363095028440896757733889130284358453928897
Snapshot fetched
2026-06-18 12:09:06 UTC
Snapshot age
2.6s
History points
25 CLOB mids
Page rendered
2026-06-18 12:09:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
618bab01f6686892718fe877c3eeebef19c049545c571afaf168340cc6e6a3b8 · 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$63,941HL PERPHYPE-USD perpetual$70.8HL PERPETH-USD perpetual$1,743

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-the-price-of-bitcoin-be-between-58000-60000-on-june-18-2026/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 · 1,959 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9771.15%
σ per bar = 0.073812
Mean return (annualised)
-62037.07%
μ per bar = -0.000354
Sharpe (rf=0)
-6.35
annualised; risk-free assumed zero
Max drawdown
77.78%
peak 0.00 → trough 0.00 over 150 bars

/api/asset/pm-will-the-price-of-bitcoin-be-between-58000-60000-on-june-18-2026/risk · same metrics, JSON