POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be between $64,000 and $66,000 on June 14?

YES · live
100.0¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH109ms⏱--:--:-- 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
100.0¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.8009 · σ=0.1346 · range [0.4450, 0.9995] · R²=0.421▲ RISING +59.92%σ EXTREME 16.81%LAST 0.99950.99950.86090.72230.58360.4450μ = 0.8009max 0.9995min 0.4450dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.95¢
YES / NO split · live
YES 100.0%NO 0.1%YES100.0%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
100.0%100.0¢1.00×▬ +0.00pp
NO
0.1%0.1¢2000.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=16,345 · μ=681.0 · σ=1149.2 · CV=1.69BURSTY · concentratedcumulative energy ↗ · 50% by h=1901,0632,1253,1884,250μ = 6814,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 16345bp moved · peak 4250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
109ms
▲YES mid
99.95¢ (99.95%)
▼NO mid
0.05¢ (0.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$60.2k
≋liquidity $
$157.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8009 · σ=0.1346 · range [0.4450, 0.9995] · R²=0.421▲ RISING +59.92%σ EXTREME 16.81%LAST 0.99950.99950.86090.72230.58360.4450μ = 0.8009max 0.9995min 0.4450dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.95¢
NO price · CLOB mid
n=25 · μ=0.1991 · σ=0.1346 · range [0.0005, 0.5550] · R²=0.421▼ FALLING -99.87%σ EXTREME 67.61%LAST 0.00050.55500.41640.27770.13910.0005μ = 0.1991max 0.5550min 0.0005dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0186 · σ=0.1201 · skew=-0.42 (symmetric) · kurt=5.60 (leptokurtic (fat tails))13107301-38.27ppbin -38.27pp · n=1 · 7.7% peakbin -38.27pp · n=1 · 7.7% peak-29.83pp-21.38pp-12.93pp7-4.48ppbin -4.48pp · n=7 · 53.8% peakbin -4.48pp · n=7 · 53.8% peak133.97ppbin 3.97pp · n=13 · 100.0% peakbin 3.97pp · n=13 · 100.0% peak212.42ppbin 12.42pp · n=2 · 15.4% peakbin 12.42pp · n=2 · 15.4% peak20.87pp29.32pp137.77ppbin 37.77pp · n=1 · 7.7% peakbin 37.77pp · n=1 · 7.7% 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=-0.34 · kurt=6.29 · near 7 / mid 15 / far 2 · OLS slope=0.86 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 MEAN80.09¢95% CI: [74.82¢, 85.37¢]
σ STD DEV13.46ppσ² = 181.169 · CV = 16.81%
med MEDIAN79.50¢Q₁ 72.50¢ · Q₃ 89.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 55.45pp · IQR 17.00pp (1.349σ→18.16pp)
min 44.50¢Q₁ 72.50¢med 79.50¢Q₃ 89.50¢max 99.95¢μ
SKEWNESS · G₁-0.396approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.047mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.04
σ × 1.349 ↔ IQRconsistent with normalratio = 1.07
range ↔ σwide tails (range > 4σ)range / σ = 4.12
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) -0.36 + ADF rejected
ρ(1) AUTOCORR-0.360within white-noise band
ρ(2) AUTOCORR-0.005lag-2 not significant
H · HURST EXPONENT0.765strongly persistent
OLS TREND · t-STAT+4.086significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.765
H = 0.765STRONGLY 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=1-0.360k=2-0.005k=3-0.136k=4+0.002k=5-0.1010+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|=4.09)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.36 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.89very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.09)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 ID2462652
SLUGwill-the-price-o…june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×
COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×
99.95¢
0.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME60.18k USD 24h
LIQUIDITY157.14k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (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 100.0%NO 0.1%YES p̂100.0%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO2000.00×(0¢)
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 42.00% · worst -42.50% · typical |Δ| 6.81%MILD BULLISH +37.45%BEST+42.00%20hWORST-42.50%19hTYPICAL |Δ|6.81%mean absoluteCUMULATIVE+37.45%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +2.07% · Σ +14.50%EUROPE · 08-16 UTCμ +1.56% · Σ +12.50%US · 16-24 UTCμ +1.31% · Σ +10.45%CUMULATIVE Δ PATH · final +37.45%+37.45%-18.00%-0.50% · 1h-0.50% · 1h-0.50%1h9.50% · 2h9.50% · 2h9.50%2h1.00% · 3h1.00% · 3h1.00%3h-2.00% · 4h-2.00% · 4h-2.00%4h5.00% · 5h5.00% · 5h5.00%5h2.00% · 6h2.00% · 6h2.00%6h-0.50% · 7h-0.50% · 7h-0.50%7h2.50% · 8h2.50% · 8h2.50%8h-6.00% · 9h-6.00% · 9h-6.00%9h0.00% · 10h0.00% · 10h·10h-2.00% · 11h-2.00% · 11h-2.00%11h8.00% · 12h8.00% · 12h8.00%12h3.00% · 13h3.00% · 13h3.00%13h8.00% · 14h8.00% · 14h8.00%14h-1.00% · 15h-1.00% · 15h-1.00%15h2.50% · 16h2.50% · 16h2.50%16h-8.50% · 17h-8.50% · 17h-8.50%17h3.50% · 18h3.50% · 18h3.50%18h-42.50% · 19h-42.50% · 19h-42.50%19h▼ WORST42.00% · 20h42.00% · 20h42.00%20h★ BEST13.45% · 21h13.45% · 21h13.45%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+14.50%)RUNSup max 3 · down max 1BREADTH50% up · 33% down · 17% flat
12 up bars · 8 down · best 42.00% · worst -42.50% · typical |Δ| 6.810%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +16.05%FINAL+16.05%MAX DD-45.55%RECOVERYONGOING · 8 barsMAX RUN-UP+32.29%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 1.1605 · peak 1.3229 · range [0.7204, 1.3229]1.32290.7204break-even = 1★ PEAK 1.3229UNDERWATER DRAWDOWN · max -45.55% · severe0%-45.55%▼ TROUGH -45.55%TOP DRAWDOWN PERIODS · 6 total#1 -45.55%bar 18-25 · 8 bars · ONGOING#2 -7.88%bar 10-13 · 4 bars · recovered#3 -2.00%bar 5-5 · 1 bars · recoveredDD SEVERITYsevere (max -45.55%)RECOVERYongoing · 8 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.1605 (16.05%) · max DD -45.55% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=20.13 · σ=27.25PROFITABLE STRATEGYLAST 7.40 (-0.47σ vs μ)67.5733.780.00-33.78-67.57μ = 20.1356.0956.0956.0956.0951.0951.094.024.0212.5112.51-20.17-20.176.666.6617.9517.9530.6430.6456.0056.0067.5767.5730.1730.1720.9920.99-31.95-31.95-2.31-2.315.895.894.484.489.419.417.407.40v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 7.403 · range [-31.95, 67.57] · μ 20.133 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1047.0537 · σ=981.5298 · range [228.6220, 2588.7464] · R²=0.709▲ RISING +554.18%σ EXTREME 93.74%LAST 2554.02622588.74641998.71531408.6842818.6531228.6220μ = 1047.0537max 2588.7464min 228.6220dataMA(3)OLS R²=0.71μ lineμ ± σ bandmaxmin
latest 2554.03% · range [228.62%, 2588.75%] · μ 1047.05% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.280 · σ=0.164MEAN-REVERSIONLAST -0.361 (-0.49σ vs μ)0.5510.2760.000-0.276-0.551μ = -0.280-0.428-0.428-0.170-0.170-0.403-0.403-0.249-0.249-0.093-0.093-0.426-0.426-0.278-0.278-0.069-0.0690.0770.077-0.286-0.286-0.477-0.477-0.066-0.066-0.259-0.259-0.158-0.158-0.551-0.551-0.370-0.370-0.372-0.372-0.380-0.380-0.361-0.361v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.361 · |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
66.6290
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
4.4067
p-VALUE (log scale)
0.4939
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
-2.6990
p-VALUE (log scale)
0.0778
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
1.6311
p-VALUE (log scale)
0.1029
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5859
p-VALUE (log scale)
0.0239
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
-1.4436
p-VALUE (log scale)
0.1488
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.561 ≈ 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=1.93e-2 · top T=2.00h (23.6%) · top-3 cover 47.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)5.5e-24.1e-22.7e-21.4e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.23e-3 · 0.5% energyperiod 24.0 · power 1.23e-3 · 0.5% energyperiod 12.0 · power 3.91e-3 · 1.7% energyperiod 12.0 · power 3.91e-3 · 1.7% energyperiod 8.0 · power 1.78e-2 · 7.7% energyperiod 8.0 · power 1.78e-2 · 7.7% energyperiod 6.0 · power 1.19e-2 · 5.1% energyperiod 6.0 · power 1.19e-2 · 5.1% energyperiod 4.8 · power 1.94e-2 · 8.4% energyperiod 4.8 · power 1.94e-2 · 8.4% energyperiod 4.0 · power 1.48e-2 · 6.4% energyperiod 4.0 · power 1.48e-2 · 6.4% energyperiod 3.4 · power 1.20e-2 · 5.2% energyperiod 3.4 · power 1.20e-2 · 5.2% energyperiod 3.0 · power 2.98e-2 · 12.8% energyperiod 3.0 · power 2.98e-2 · 12.8% energyperiod 2.7 · power 2.34e-2 · 10.1% energyperiod 2.7 · power 2.34e-2 · 10.1% energyperiod 2.4 · power 1.71e-2 · 7.4% energyperiod 2.4 · power 1.71e-2 · 7.4% energyperiod 2.2 · power 2.59e-2 · 11.2% energyperiod 2.2 · power 2.59e-2 · 11.2% energyperiod 2.0 · power 5.47e-2 · 23.6% energyperiod 2.0 · power 5.47e-2 · 23.6% energy50% by T=2.7h#1 dominantT=2.00h#2T=3.00h#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 23.6% of total energy · Σ|X̂|²/n = 2.320e-1

§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 13.339pp · expected |Δp| over horizon 32.67ppterminal variance p(1−p) = 0.0005 · n = 25⚠ low confidence · n < 100
μ per bar
+1.560pp
average Δp · drift
σ per bar
13.339pp
one-bar volatility · logit-free
Per-day movedaily
65.35pp
σ × √24
Per-horizon move0d
32.67pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
100.0¢
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 20.38pp · ES₉₅ 25.95pp · method parametric · drift-correcteddrift +1.560pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.76⊘ disabled · n < 30
VaR 95%
20.38pp
1.645·σ (parametric) of Δp
ES 95%
25.95pp
mean of the tail
Max drawdown
51.6pp
peak 92.0¢ → trough 44.5¢
Median step
1.50pp
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
100.0%
= price
Decimal oddsEU
1.001
total return per $1
AmericanUS
-199900
risk $199900 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.05
clean dollar framing
-1000-5000+500+1000020406080100you · 100.0%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
0.00 bit
self-information
Surprise · NO−log₂(1−p)
10.97 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
34191703922444323199025120609029926029757378095219237526387028294907510867086
NO token ID
95084552919621098936565264546858139911056959242059930054724524768664421668755
Snapshot fetched
2026-06-14 19:22:20 UTC
Snapshot age
109ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:22:20 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4f0ef4cfe3b786b890fbcce3e078e6eca067ed11fca5a63d79edd1b4ce63334d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.6¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,792HL PERPETH-USD perpetual$1,665.9HL PERPHYPE-USD perpetual$60.49

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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
bid-heavy
Imbalance (top-5)
+1.000
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-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026/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

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.205448
Mean return (annualised)
—
μ per bar = 0.019563
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
51.63%
peak 0.92 → trough 0.45 over 3 bars

/api/asset/pm-will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026/risk · same metrics, JSON