POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be between $62,000 and $64,000 on June 20?

YES · live
84.5¢
NO · live
15.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-bitcoin-be-between-62000-64000-on-june-20-2026 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
718.90%
max drawdown
18.92%
sharpe
—
ulcer index
7.35%
RMS drawdown
pain index
5.44%
mean drawdown
mod. VaR 95%
0.24%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.96%
cond. drawdown
gain/pain
1.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.13
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
983
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-62000-64000-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.7s⏱--:--:-- 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
84.5¢
NO · live
15.5¢
YES price · live 24h
n=25 · μ=0.8080 · σ=0.1018 · range [0.5950, 0.9350] · R²=0.291▲ RISING +37.82%σ HIGH 12.60%LAST 0.82000.93500.85000.76500.68000.5950μ = 0.8080max 0.9350min 0.5950dataMA(5)OLS R²=0.29μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 82.00¢
YES / NO split · live
YES 84.5%NO 15.5%YES84.5%84.50¢ · odds 1/1.18
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.622 / 1.00 bits (62%) · moderate uncertainty
YES
84.5%84.5¢1.18×▬ +0.00pp
NO
15.5%15.5¢6.45×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=11,450 · μ=477.1 · σ=400.5 · CV=0.84BURSTYcumulative energy ↗ · 50% by h=1703887751,1631,550μ = 4771,55050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 11450bp moved · peak 1550bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.7s
▲YES mid
84.50¢ (84.50%)
▼NO mid
15.50¢ (15.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$30.7k
≋liquidity $
$13.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8080 · σ=0.1018 · range [0.5950, 0.9350] · R²=0.291▲ RISING +37.82%σ HIGH 12.60%LAST 0.82000.93500.85000.76500.68000.5950μ = 0.8080max 0.9350min 0.5950dataMA(5)OLS R²=0.29μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 82.00¢
NO price · CLOB mid
n=25 · μ=0.1918 · σ=0.1014 · range [0.0650, 0.4050] · R²=0.290▼ FALLING -55.56%σ EXTREME 52.87%LAST 0.18000.40500.32000.23500.15000.0650μ = 0.1918max 0.4050min 0.0650dataMA(5)OLS R²=0.29μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 18.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0092 · σ=0.0588 · skew=-0.62 (left-skewed) · kurt=0.12 (mesokurtic)653201-14.15ppbin -14.15pp · n=1 · 16.7% peakbin -14.15pp · n=1 · 16.7% peak-11.45pp2-8.75ppbin -8.75pp · n=2 · 33.3% peakbin -8.75pp · n=2 · 33.3% peak-6.05pp3-3.35ppbin -3.35pp · n=3 · 50.0% peakbin -3.35pp · n=3 · 50.0% peak6-0.65ppbin -0.65pp · n=6 · 100.0% peakbin -0.65pp · n=6 · 100.0% peak22.05ppbin 2.05pp · n=2 · 33.3% peakbin 2.05pp · n=2 · 33.3% peak64.75ppbin 4.75pp · n=6 · 100.0% peakbin 4.75pp · n=6 · 100.0% peak27.45ppbin 7.45pp · n=2 · 33.3% peakbin 7.45pp · n=2 · 33.3% peak210.15ppbin 10.15pp · n=2 · 33.3% peakbin 10.15pp · n=2 · 33.3% 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=-0.73 · kurt=0.52 · near 22 / mid 2 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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 MEAN80.80¢95% CI: [76.81¢, 84.79¢]
σ STD DEV10.18ppσ² = 103.583 · CV = 12.60%
med MEDIAN83.00¢Q₁ 75.00¢ · Q₃ 88.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 34.00pp · IQR 13.50pp (1.349σ→13.73pp)
min 59.50¢Q₁ 75.00¢med 83.00¢Q₃ 88.50¢max 93.50¢μ
SKEWNESS · G₁-0.539left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.801mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.22
σ × 1.349 ↔ IQRconsistent with normalratio = 1.02
range ↔ σconcentrated (range < 4σ)range / σ = 3.34
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-0.129within white-noise band
ρ(2) AUTOCORR+0.017lag-2 not significant
H · HURST EXPONENT0.908strongly persistent
OLS TREND · t-STAT+3.076significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.908
H = 0.908STRONGLY 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=1-0.129k=2+0.017k=3-0.227k=4+0.020k=5+0.0510+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|=3.08)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.95very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.08)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 ID2532324
SLUGwill-the-price-o…june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (85¢)
PRIMARY · YES84.50¢implied prob 84.50% · decimal odds 1.18×
COUNTER · NO15.50¢implied prob 15.50% · decimal odds 6.45×
84.50¢
15.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME30.65k USD 24h
LIQUIDITY13.39k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (85¢)|primary − counter| = 0.690 · entropy 0.622 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 84.5%NO 15.5%YES p̂84.5%H = 0.622 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.18×(85¢)NO6.45×(16¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.622 bits (62% of max) · moderate uncertainty
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 2026-06-20 16:00 UTC
0days
04hrs
10min
4.2 hours·θ = 49.860 pp/day
YES →$1.00(P = 84.5%)
NO →$0.00(P = 15.5%)
current: $0.8450 · expected return per side: $0.16 on YES hit · $0.84 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1hRESOLVESP projection · σ=10.18% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 49.860 pp/day
now4.17h left
49.860 pp/day×1.00
−25%3.13h left
57.573 pp/day×1.15
−50%2.08h left
70.512 pp/day×1.41
−75%1.04h left
99.720 pp/day×2.00
−90%0.42h left
157.671 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 11.50% · worst -15.50% · typical |Δ| 4.77%BULLISH SESSION +22.50%BEST+11.50%21hWORST-15.50%22hTYPICAL |Δ|4.77%mean absoluteCUMULATIVE+22.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +3.57% · Σ +25.00%EUROPE · 08-16 UTCμ +1.00% · Σ +8.00%US · 16-24 UTCμ -1.00% · Σ -8.00%CUMULATIVE Δ PATH · final +22.50%+34.00%0.00%2.50% · 1h2.50% · 1h2.50%1h1.50% · 2h1.50% · 2h1.50%2h4.00% · 3h4.00% · 3h4.00%3h4.00% · 4h4.00% · 4h4.00%4h3.50% · 5h3.50% · 5h3.50%5h0.50% · 6h0.50% · 6h0.50%6h9.00% · 7h9.00% · 7h9.00%7h4.00% · 8h4.00% · 8h4.00%8h5.00% · 9h5.00% · 9h5.00%9h0.00% · 10h0.00% · 10h·10h-1.00% · 11h-1.00% · 11h-1.00%11h-9.50% · 12h-9.50% · 12h-9.50%12h0.50% · 13h0.50% · 13h0.50%13h0.50% · 14h0.50% · 14h0.50%14h8.50% · 15h8.50% · 15h8.50%15h-1.00% · 16h-1.00% · 16h-1.00%16h-4.00% · 17h-4.00% · 17h-4.00%17h-8.50% · 18h-8.50% · 18h-8.50%18h-4.00% · 19h-4.00% · 19h-4.00%19h6.00% · 20h6.00% · 20h6.00%20h11.50% · 21h11.50% · 21h11.50%21h★ BEST-15.50% · 22h-15.50% · 22h-15.50%22h▼ WORST7.50% · 23h7.50% · 23h7.50%23h-2.50% · 24h-2.50% · 24h-2.50%24hTIME PATTERNAsia-led (+25.00%)RUNSup max 9 · down max 4BREADTH63% up · 33% down · 4% flat
15 up bars · 8 down · best 11.50% · worst -15.50% · typical |Δ| 4.771%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +19.54%FINAL+19.54%MAX DD-18.14%RECOVERYONGOING · 14 barsMAX RUN-UP+39.32%UNDERWATER14/25 (56%)STREAK↘ 1EQUITY CURVE · end 1.1954 · peak 1.3932 · range [1.0000, 1.3932]1.39321.0000break-even = 1★ PEAK 1.3932UNDERWATER DRAWDOWN · max -18.14% · severe0%-18.14%▼ TROUGH -18.14%TOP DRAWDOWN PERIODS · 1 total#1 -18.14%bar 12-25 · 14 bars · ONGOINGDD SEVERITYsevere (max -18.14%)RECOVERYongoing · 14 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.1954 (19.54%) · max DD -18.14% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=35.50 · σ=66.94MIXED EDGELAST 4.75 (-0.46σ vs μ)173.6186.810.00-86.81-173.61μ = 35.50173.61173.61119.16119.16142.72142.72147.44147.44104.59104.5971.8371.8318.3218.32-3.03-3.03-14.74-14.74-2.73-2.73-5.44-5.44-13.15-13.15-11.05-11.05-23.03-23.03-7.19-7.190.000.00-23.14-23.14-4.46-4.464.754.75v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 4.749 · range [-23.14, 173.61] · μ 35.498 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=522.4919 · σ=236.1935 · range [134.5511, 982.9690] · R²=0.864▲ RISING +585.45%σ EXTREME 45.21%LAST 922.2776982.9690770.8645558.7600346.6556134.5511μ = 522.4919max 982.9690min 134.5511dataMA(3)OLS R²=0.86μ lineμ ± σ bandmaxmin
latest 922.28% · range [134.55%, 982.97%] · μ 522.49% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.057 · σ=0.294CLOSE TO MARTINGALELAST -0.563 (-1.72σ vs μ)0.5630.2810.000-0.281-0.563μ = -0.057-0.027-0.027-0.388-0.388-0.427-0.427-0.428-0.428-0.353-0.353-0.007-0.0070.2650.2650.1800.180-0.027-0.0270.0470.0470.0040.0040.0090.0090.2270.2270.3540.3540.1440.1440.4280.428-0.124-0.124-0.393-0.393-0.563-0.563v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.563 · |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
3.3341
p-VALUE (log scale)
0.1888
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
2.0935
p-VALUE (log scale)
0.8374
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
-2.4165
p-VALUE (log scale)
0.1451
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
-1.6237
p-VALUE (log scale)
0.1044
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
0.4261
p-VALUE (log scale)
0.0659
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
-0.3053
p-VALUE (log scale)
0.7602
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.907 ≈ 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=4.43e-3 · top T=2.00h (31.6%) · top-3 cover 59.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.7e-21.3e-28.4e-34.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.07e-3 · 7.7% energyperiod 24.0 · power 4.07e-3 · 7.7% energyperiod 12.0 · power 6.97e-4 · 1.3% energyperiod 12.0 · power 6.97e-4 · 1.3% energyperiod 8.0 · power 1.97e-3 · 3.7% energyperiod 8.0 · power 1.97e-3 · 3.7% energyperiod 6.0 · power 9.46e-3 · 17.8% energyperiod 6.0 · power 9.46e-3 · 17.8% energyperiod 4.8 · power 3.43e-3 · 6.5% energyperiod 4.8 · power 3.43e-3 · 6.5% energyperiod 4.0 · power 2.21e-3 · 4.2% energyperiod 4.0 · power 2.21e-3 · 4.2% energyperiod 3.4 · power 3.31e-3 · 6.2% energyperiod 3.4 · power 3.31e-3 · 6.2% energyperiod 3.0 · power 1.60e-3 · 3.0% energyperiod 3.0 · power 1.60e-3 · 3.0% energyperiod 2.7 · power 5.33e-3 · 10.0% energyperiod 2.7 · power 5.33e-3 · 10.0% energyperiod 2.4 · power 3.23e-3 · 6.1% energyperiod 2.4 · power 3.23e-3 · 6.1% energyperiod 2.2 · power 9.96e-4 · 1.9% energyperiod 2.2 · power 9.96e-4 · 1.9% energyperiod 2.0 · power 1.68e-2 · 31.6% energyperiod 2.0 · power 1.68e-2 · 31.6% energy50% by T=3.0h#1 dominantT=2.00h#2T=6.00h#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 31.6% of total energy · Σ|X̂|²/n = 5.311e-2

▸ Depth section using sovereign-store price series (983 bars · effective 1752713 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 0.543pp · expected |Δp| over horizon 1.33ppterminal variance p(1−p) = 0.1310 · n = 983✓ n = 983
μ per bar
+0.006pp
average Δp · drift
σ per bar
0.543pp
one-bar volatility · logit-free
Per-day movedaily
2.66pp
σ × √24
Per-horizon move0d
1.33pp
σ × √6
Terminal variancebinary
0.1310
p(1−p) at resolution
Current pricep
84.5¢
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 0.89pp · ES₉₅ 1.11pp · method parametric · drift-correcteddrift +0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.03✓ n = 983
VaR 95%
0.89pp
1.645·σ (parametric) of Δp
ES 95%
1.11pp
mean of the tail
Max drawdown
18.9pp
peak 92.5¢ → trough 75.0¢
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
84.5%
= price
Decimal oddsEU
1.183
total return per $1
AmericanUS
-545
risk $545 to win $100
FractionalUK
0.18 / 1
profit per $1 risked
Profit per $100stake
+$18.34
clean dollar framing
-1000-5000+500+1000020406080100you · 84.5%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)
0.622 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.622 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.24 bit
self-information
Surprise · NO−log₂(1−p)
2.69 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
114691684627585352854303095286729108829849324371929056966257776753354218770408
NO token ID
107941507515696274903359871052097126128826007638679117471690981847031133856738
Snapshot fetched
2026-06-20 11:49:38 UTC
Snapshot age
16.7s
History points
25 CLOB mids
Page rendered
2026-06-20 11:49:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4cab8d0c69a93182807e6521f1f3f9260a7eebb4b45d0bdd5b1ba689d9290bc5 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,720HL PERPHYPE-USD perpetual$71.16HL PERPETH-USD perpetual$1,728.5

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
0.830000
(best bid + best ask) / 2
Spread
241.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.797
bid-heavy
Imbalance (top-5)
-0.044
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-62000-64000-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.862662393.52bp0.8700004FILLED
BUY$10.00K0.899499837.33bp0.99000015PARTIAL
BUY$100.00K0.899499837.33bp0.99000015PARTIAL
SELL$1.00K0.820000120.48bp0.8200001FILLED
SELL$10.00K0.3861035348.15bp0.19000015FILLED
SELL$100.00K0.1363628357.08bp0.01000023PARTIAL

Risk metrics

▸ sovereign store · 983 barsperiods/year ≈ 1.75M
Realized vol (annualised)
895.83%
σ per bar = 0.006767
Mean return (annualised)
13145.87%
μ per bar = 0.000075
Sharpe (rf=0)
14.67
annualised; risk-free assumed zero
Max drawdown
18.92%
peak 0.93 → trough 0.75 over 217 bars

/api/asset/pm-will-the-price-of-bitcoin-be-between-62000-64000-on-june-20-2026/risk · same metrics, JSON