POLYMARKET · PREDICTION MARKET · XRP PRICE ON JUNE 20?

Will the price of XRP be between $0.90 and $1.00 on June 20?

YES · live
0.3¢
NO · live
99.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-xrp-be-between-0pt90-1pt00-on-june-20-2026 · fresh · feed 9s old
24h sparkline · 60 pts
realized vol (ann.)
64.08%
max drawdown
64.71%
sharpe
ulcer index
36.89%
RMS drawdown
pain index
30.57%
mean drawdown
mod. VaR 95%
0.06%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
64.71%
cond. drawdown
gain/pain
0.79
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.79
upside/downside
roll spread
33.9 bps
implied (price-only)
bars used
553
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-xrp-be-between-0pt90-1pt00-on-june-20-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH8.6s--:--:-- 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
0.3¢
NO · live
99.7¢
YES price · live 24h
n=25 · μ=0.0064 · σ=0.0017 · range [0.0050, 0.0095] · R²=0.134 RISING +30.00%σ EXTREME 26.80%LAST 0.00650.00950.00840.00720.00610.0050μ = 0.0064max 0.0095min 0.0050dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.65¢
YES / NO split · live
YES 0.3%NO 99.7%NO99.7%99.70¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.029 / 1.00 bits (3%) · informative — one side favoured
YES
0.3%0.3¢333.33× +0.00pp
NO
99.7%99.7¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=225 · μ=9.4 · σ=12.3 · CV=1.31BURSTYcumulative energy ↗ · 50% by h=1809182635μ = 93550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 225bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
8.6s
YES mid
0.30¢ (0.30%)
NO mid
99.70¢ (99.70%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$123.6k
liquidity $
$9.1k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0064 · σ=0.0017 · range [0.0050, 0.0095] · R²=0.134 RISING +30.00%σ EXTREME 26.80%LAST 0.00650.00950.00840.00720.00610.0050μ = 0.0064max 0.0095min 0.0050dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.65¢
NO price · CLOB mid
n=25 · μ=0.9937 · σ=0.0017 · range [0.9905, 0.9950] · R²=0.105 FLATσ LOW 0.17%LAST 0.99450.99500.99390.99280.99160.9905μ = 0.9937max 0.9950min 0.9905dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0015 · skew=0.12 (symmetric) · kurt=0.20 (mesokurtic)1296303-0.27ppbin -0.27pp · n=3 · 25.0% peakbin -0.27pp · n=3 · 25.0% peak-0.20pp-0.14pp3-0.07ppbin -0.07pp · n=3 · 25.0% peakbin -0.07pp · n=3 · 25.0% peak12-0.01ppbin -0.01pp · n=12 · 100.0% peakbin -0.01pp · n=12 · 100.0% peak10.06ppbin 0.06pp · n=1 · 8.3% peakbin 0.06pp · n=1 · 8.3% peak10.12ppbin 0.12pp · n=1 · 8.3% peakbin 0.12pp · n=1 · 8.3% peak10.19ppbin 0.19pp · n=1 · 8.3% peakbin 0.19pp · n=1 · 8.3% peak20.25ppbin 0.25pp · n=2 · 16.7% peakbin 0.25pp · n=2 · 16.7% peak10.32ppbin 0.32pp · n=1 · 8.3% peakbin 0.32pp · 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=0.02 · kurt=0.45 · near 10 / mid 14 / far 0 · OLS slope=0.96 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=0.72)
μ MEAN0.64¢95% CI: [0.57¢, 0.71¢]
σ STD DEV0.17ppσ² = 0.029 · CV = 26.80%
med MEDIAN0.55¢Q₁ 0.50¢ · Q₃ 0.75¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.50¢Q₁ 0.50¢med 0.55¢Q₃ 0.75¢max 0.95¢μ
SKEWNESS · G₁0.719right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.160platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.51
σ × 1.349 ↔ IQRconsistent with normalratio = 0.92
range ↔ σconcentrated (range < 4σ)range / σ = 2.63
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-0.167within white-noise band
ρ(2) AUTOCORR-0.422lag-2 dependence detected
H · HURST EXPONENT0.652persistent
OLS TREND · t-STAT+1.886fails 5% test
HURST EXPONENT [0, 1]
H = 0.652PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.167k=2-0.422k=3+0.255k=4+0.059k=5-0.0950+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.47high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.89)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 ID2532532
SLUGwill-the-price-o…june-20-2026
CATEGORYXRP price on June 20?
TWO-SIDED PRICING
PRIMARY · YES0.30¢implied prob 0.30% · decimal odds 333.33×
COUNTER · NO99.70¢implied prob 99.70% · decimal odds 1.00×
0.30¢
99.70¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME123.63k USD 24h
LIQUIDITY9.09k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.994 · entropy 0.029 bits
LIQUIDITY DEPTHDEEP100k+ 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 0.3%NO 99.7%YES0.3%H = 0.029 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES333.33×(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) = 0.029 bits (3% 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 · HIGHresolves 2026-06-20 16:00 UTC
0days
06hrs
19min
YES$1.00(P = 0.3%)
NO$0.00(P = 99.7%)
current: $0.0030 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=0.17% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.837 pp/day
now6.32h left
0.837 pp/day×1.00
−25%4.74h left
0.967 pp/day×1.15
−50%3.16h left
1.184 pp/day×1.41
−75%1.58h left
1.675 pp/day×2.00
−90%0.63h left
2.648 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 0.35% · worst -0.30% · typical |Δ| 0.09%MILD BULLISH +0.15%BEST+0.35%20hWORST-0.30%18hTYPICAL |Δ|0.09%mean absoluteCUMULATIVE+0.15%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.06% · Σ +0.45%US · 16-24 UTCμ -0.04% · Σ -0.35%CUMULATIVE Δ PATH · final +0.15%+0.45%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.25% · 9h0.25% · 9h0.25%9h0.00% · 10h0.00% · 10h·10h-0.25% · 11h-0.25% · 11h-0.25%11h0.20% · 12h0.20% · 12h0.20%12h0.25% · 13h0.25% · 13h0.25%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-0.10% · 16h-0.10% · 16h-0.10%16h0.00% · 17h0.00% · 17h·17h-0.30% · 18h-0.30% · 18h-0.30%18h▼ WORST-0.05% · 19h-0.05% · 19h-0.05%19h0.35% · 20h0.35% · 20h0.35%20h★ BEST-0.30% · 21h-0.30% · 21h-0.30%21h-0.05% · 22h-0.05% · 22h-0.05%22h0.10% · 23h0.10% · 23h0.10%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNEurope-led (+0.45%)RUNSup max 2 · down max 2BREADTH25% up · 25% down · 50% flat
6 up bars · 6 down · best 0.35% · worst -0.30% · typical |Δ| 0.094%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.15%FINAL+0.15%MAX DD-0.45%RECOVERYONGOING · 9 barsMAX RUN-UP+0.45%UNDERWATER11/25 (44%)STREAK↗ 2EQUITY CURVE · end 1.0015 · peak 1.0045 · range [1.0000, 1.0045]1.00451.0000break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -0.45% · shallow0%-0.45%▼ TROUGH -0.45%TOP DRAWDOWN PERIODS · 2 total#1 -0.45%bar 17-25 · 9 bars · ONGOING#2 -0.25%bar 12-13 · 2 bars · recoveredDD SEVERITYshallow (max -0.45%)RECOVERYongoing · 9 barsTIME UNDER WATER44% of session · 11/25 bars
final equity 1.0015 (0.15%) · max DD -0.45% · time-under-water 11/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −6 (47% positive) · μ=4.94 · σ=26.47MIXED EDGELAST 7.30 (+0.09σ vs μ)59.8629.930.00-29.93-59.86μ = 4.940.000.000.000.000.000.0038.2138.2138.2138.210.000.0017.5317.5335.6635.6635.6635.6617.5317.538.388.3840.2340.23-13.13-13.13-59.86-59.86-7.38-7.38-25.98-25.98-22.79-22.79-15.74-15.747.307.30v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 7.300 · range [-59.86, 40.23] · μ 4.938 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=14.1959 · σ=7.4807 · range [0.0000, 23.1950] · R²=0.677 FLATσ EXTREME 52.70%LAST 20.001023.195017.396311.59755.79880.0000μ = 14.1959max 23.1950min 0.0000dataMA(3)OLS R²=0.68μ lineμ ± σ bandmaxmin
latest 20.00% · range [0.00%, 23.20%] · μ 14.20% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −14 (5% positive) · μ=-0.129 · σ=0.208MEAN-REVERSIONLAST -0.479 (-1.69σ vs μ)0.4790.2400.000-0.240-0.479μ = -0.1290.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.2330.0000.000-0.323-0.323-0.106-0.106-0.106-0.106-0.049-0.049-0.045-0.0450.4110.411-0.020-0.020-0.300-0.300-0.046-0.046-0.388-0.388-0.395-0.395-0.330-0.330-0.479-0.479v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.479 · |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
0.7459
p-VALUE (log scale)
0.6887
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
8.1583
p-VALUE (log scale)
0.1465
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
-2.4380
p-VALUE (log scale)
0.1388
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
0.0000
p-VALUE (log scale)
1.0000
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
0.3243
p-VALUE (log scale)
0.1396
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
-1.5517
p-VALUE (log scale)
0.1207
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.528 ≈ 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=2.32e-6 · top T=3.43h (34.4%) · top-3 cover 66.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.6e-67.2e-64.8e-62.4e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.47e-7 · 3.4% energyperiod 24.0 · power 9.47e-7 · 3.4% energyperiod 12.0 · power 1.19e-6 · 4.3% energyperiod 12.0 · power 1.19e-6 · 4.3% energyperiod 8.0 · power 4.75e-7 · 1.7% energyperiod 8.0 · power 4.75e-7 · 1.7% energyperiod 6.0 · power 2.28e-6 · 8.2% energyperiod 6.0 · power 2.28e-6 · 8.2% energyperiod 4.8 · power 1.69e-6 · 6.1% energyperiod 4.8 · power 1.69e-6 · 6.1% energyperiod 4.0 · power 3.68e-6 · 13.2% energyperiod 4.0 · power 3.68e-6 · 13.2% energyperiod 3.4 · power 9.59e-6 · 34.4% energyperiod 3.4 · power 9.59e-6 · 34.4% energyperiod 3.0 · power 2.81e-7 · 1.0% energyperiod 3.0 · power 2.81e-7 · 1.0% energyperiod 2.7 · power 5.13e-6 · 18.4% energyperiod 2.7 · power 5.13e-6 · 18.4% energyperiod 2.4 · power 1.91e-6 · 6.9% energyperiod 2.4 · power 1.91e-6 · 6.9% energyperiod 2.2 · power 5.98e-7 · 2.1% energyperiod 2.2 · power 5.98e-7 · 2.1% energyperiod 2.0 · power 9.38e-8 · 0.3% energyperiod 2.0 · power 9.38e-8 · 0.3% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.67h#3T=4.00hT=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 34.4% of total energy · Σ|X̂|²/n = 2.788e-5

▸ Depth section using sovereign-store price series (553 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 0.3 d · σ/bar 0.048pp · expected |Δp| over horizon 0.12ppterminal variance p(1−p) = 0.0030 · n = 553n = 553
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.048pp
one-bar volatility · logit-free
Per-day movedaily
0.24pp
σ × √24
Per-horizon move0d
0.12pp
σ × √6.320300277777778
Terminal variancebinary
0.0030
p(1−p) at resolution
Current pricep
0.3¢
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 0.08pp · ES₉₅ 0.10pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02n = 553
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.10pp
mean of the tail
Max drawdown
64.7pp
peak 0.9¢ → trough 0.3¢
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
0.3%
= price
Decimal oddsEU
333.333
total return per $1
AmericanUS
+33233
$100 wins $33233
FractionalUK
332.33 / 1
profit per $1 risked
Profit per $100stake
+$33233.33
clean dollar framing
-1000-5000+500+1000020406080100you · 0.3%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)
0.029 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.029 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
8.38 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
17098265621380464864008471061110591428145443399798020765832572414059316335335
NO token ID
95625630004068502270822423529027251172149753740510649563530177104422141315129
Snapshot fetched
2026-06-20 09:40:38 UTC
Snapshot age
8.6s
History points
25 CLOB mids
Page rendered
2026-06-20 09:40:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
14705d80d9876e7eb1bd0953bf61a38f241478865d6733740b66ea9c08c4b119 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in XRP price on June 20?

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
0.005500
(best bid + best ask) / 2
Spread
16363.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-0.998
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-xrp-be-between-0pt90-1pt00-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.253087450158.52bp0.69000020FILLED
BUY$10.00K0.6364001147090.41bp0.83900025FILLED
BUY$100.00K0.8938631615205.85bp0.99900037PARTIAL
SELL$1.00K0.0010008181.82bp0.0010001PARTIAL
SELL$10.00K0.0010008181.82bp0.0010001PARTIAL
SELL$100.00K0.0010008181.82bp0.0010001PARTIAL

Risk metrics

sovereign store · 553 barsperiods/year ≈ 1.75M
Realized vol (annualised)
10704.81%
σ per bar = 0.080863
Mean return (annualised)
-330646.22%
μ per bar = -0.001887
Sharpe (rf=0)
-30.89
annualised; risk-free assumed zero
Max drawdown
64.71%
peak 0.01 → trough 0.00 over 510 bars

/api/asset/pm-will-the-price-of-xrp-be-between-0pt90-1pt00-on-june-20-2026/risk · same metrics, JSON