POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $58,000 on June 15?

YES · live
99.7¢
NO · live
0.4¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-58k-on-june-15-2026 · 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-bitcoin-above-58k-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH14ms⏱--:--:-- 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
99.7¢
NO · live
0.4¢
YES price · live 24h
n=25 · μ=0.9971 · σ=0.0013 · range [0.9945, 0.9990] · R²=0.248▲ RISING +0.20%σ LOW 0.13%LAST 0.99650.99900.99790.99680.99560.9945μ = 0.9971max 0.9990min 0.9945dataMA(5)OLS R²=0.25μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.65¢
YES / NO split · live
YES 99.7%NO 0.4%YES99.7%99.65¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.034 / 1.00 bits (3%) · informative — one side favoured
YES
99.7%99.7¢1.00×▬ +0.00pp
NO
0.4%0.4¢285.71×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=170 · μ=7.1 · σ=9.3 · CV=1.32BURSTY · concentratedcumulative energy ↗ · 50% by h=1908152330μ = 73050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 170bp moved · peak 30bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14ms
▲YES mid
99.65¢ (99.65%)
▼NO mid
0.35¢ (0.35%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$94.7k
≋liquidity $
$30.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9971 · σ=0.0013 · range [0.9945, 0.9990] · R²=0.248▲ RISING +0.20%σ LOW 0.13%LAST 0.99650.99900.99790.99680.99560.9945μ = 0.9971max 0.9990min 0.9945dataMA(5)OLS R²=0.25μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.65¢
NO price · CLOB mid
n=25 · μ=0.0029 · σ=0.0012 · range [0.0010, 0.0055] · R²=0.248▼ FALLING -36.36%σ EXTREME 43.10%LAST 0.00350.00550.00440.00320.00210.0010μ = 0.0029max 0.0055min 0.0010dataMA(5)OLS R²=0.25μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.35¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0012 · skew=-0.17 (symmetric) · kurt=0.59 (mesokurtic)1296303-0.22ppbin -0.22pp · n=3 · 25.0% peakbin -0.22pp · n=3 · 25.0% peak-0.17pp1-0.11ppbin -0.11pp · n=1 · 8.3% peakbin -0.11pp · n=1 · 8.3% peak-0.06pp12-0.00ppbin -0.00pp · n=12 · 100.0% peakbin -0.00pp · n=12 · 100.0% peak30.05ppbin 0.05pp · n=3 · 25.0% peakbin 0.05pp · n=3 · 25.0% peak30.11ppbin 0.11pp · n=3 · 25.0% peakbin 0.11pp · n=3 · 25.0% peak0.16pp10.22ppbin 0.22pp · n=1 · 8.3% peakbin 0.22pp · n=1 · 8.3% peak10.27ppbin 0.27pp · n=1 · 8.3% peakbin 0.27pp · 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=-0.06 · kurt=1.07 · near 13 / mid 11 / far 0 · OLS slope=0.95 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=25PLATYKURTIC · THIN TAILS (G₂=-1.00)
μ MEAN99.71¢95% CI: [99.66¢, 99.76¢]
σ STD DEV0.13ppσ² = 0.016 · CV = 0.13%
med MEDIAN99.75¢Q₁ 99.65¢ · Q₃ 99.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.45pp · IQR 0.20pp (1.349σ→0.17pp)
min 99.45¢Q₁ 99.65¢med 99.75¢Q₃ 99.85¢max 99.90¢μ
SKEWNESS · G₁-0.341approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.004platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.32
σ × 1.349 ↔ IQRconsistent with normalratio = 0.84
range ↔ σconcentrated (range < 4σ)range / σ = 3.60
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) -0.57 + ADF rejected
ρ(1) AUTOCORR-0.570negative · reversal
ρ(2) AUTOCORR+0.023lag-2 not significant
H · HURST EXPONENT0.870strongly persistent
OLS TREND · t-STAT+2.756significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.870
H = 0.870STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..52 SIGNIFICANT LAGS · k=1,3
k=1 ★-0.570k=2+0.023k=3+0.439k=4-0.380k=5+0.1350+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|=2.76)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.57 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.76)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 ID2471062
SLUGbitcoin-above-58k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (100¢)
PRIMARY · YES99.65¢implied prob 99.65% · decimal odds 1.00×
COUNTER · NO0.35¢implied prob 0.35% · decimal odds 285.71×
99.65¢
0.35¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME94.65k USD 24h
LIQUIDITY29.95k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.993 · entropy 0.034 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 99.7%NO 0.4%YES p̂99.7%H = 0.034 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.00×(100¢)NO285.71×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.034 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 2026-06-15 16:00 UTC
0days
20hrs
42min
20.7 hours·θ = 0.612 pp/day
YES →$1.00(P = 99.7%)
NO →$0.00(P = 0.3%)
current: $0.9965 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+10.4hRESOLVESP projection · σ=0.13% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.612 pp/day
now20.71h left
0.612 pp/day×1.00
−25%15.53h left
0.707 pp/day×1.15
−50%10.35h left
0.866 pp/day×1.41
−75%5.18h left
1.225 pp/day×2.00
−90%2.07h left
1.936 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 0.30% · worst -0.25% · typical |Δ| 0.07%MILD BULLISH +0.20%BEST+0.30%22hWORST-0.25%18hTYPICAL |Δ|0.07%mean absoluteCUMULATIVE+0.20%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.04% · Σ +0.30%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final +0.20%+0.45%0.00%0.05% · 1h0.05% · 1h0.05%1h0.05% · 2h0.05% · 2h0.05%2h0.00% · 3h0.00% · 3h·3h0.10% · 4h0.10% · 4h0.10%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.10% · 7h0.10% · 7h0.10%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.10% · 13h0.10% · 13h0.10%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.05% · 17h0.05% · 17h0.05%17h-0.25% · 18h-0.25% · 18h-0.25%18h▼ WORST0.20% · 19h0.20% · 19h0.20%19h-0.10% · 20h-0.10% · 20h-0.10%20h-0.20% · 21h-0.20% · 21h-0.20%21h0.30% · 22h0.30% · 22h0.30%22h★ BEST-0.20% · 23h-0.20% · 23h-0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.30%)RUNSup max 2 · down max 2BREADTH33% up · 17% down · 50% flat
8 up bars · 4 down · best 0.30% · worst -0.25% · typical |Δ| 0.071%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.20%FINAL+0.20%MAX DD-0.35%RECOVERYONGOING · 7 barsMAX RUN-UP+0.45%UNDERWATER7/25 (28%)STREAK▬ 0EQUITY CURVE · end 1.0020 · peak 1.0045 · range [1.0000, 1.0045]1.00451.0000break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -0.35% · shallow0%-0.35%▼ TROUGH -0.35%TOP DRAWDOWN PERIODS · 1 total#1 -0.35%bar 19-25 · 7 bars · ONGOINGDD SEVERITYshallow (max -0.35%)RECOVERYongoing · 7 barsTIME UNDER WATER28% of session · 7/25 bars
final equity 1.0020 (0.20%) · max DD -0.35% · time-under-water 7/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −4 (63% positive) · μ=28.00 · σ=32.67MIXED EDGELAST 0.00 (-0.86σ vs μ)79.3339.660.00-39.66-79.33μ = 28.0076.4276.4279.3379.3360.4260.4260.4260.4238.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2155.9355.93-12.88-12.880.000.00-10.36-10.36-27.97-27.970.000.00-16.72-16.720.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-27.97, 79.33] · μ 28.003 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=8.7150 · σ=6.6858 · range [3.8210, 21.8332] · R²=0.707▲ RISING +413.81%σ EXTREME 76.72%LAST 19.632621.833217.330212.82718.32413.8210μ = 8.7150max 21.8332min 3.8210dataMA(3)OLS R²=0.71μ lineμ ± σ bandmaxmin
latest 19.63% · range [3.82%, 21.83%] · μ 8.72% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −19 (0% positive) · μ=-0.372 · σ=0.201MEAN-REVERSIONLAST -0.545 (-0.86σ vs μ)0.7300.3650.000-0.365-0.730μ = -0.372-0.433-0.433-0.489-0.489-0.583-0.583-0.333-0.333-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.357-0.357-0.163-0.163-0.595-0.595-0.730-0.730-0.500-0.500-0.500-0.500-0.601-0.601-0.545-0.545v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.545 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.6572
p-VALUE (log scale)
0.2649
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀**

H₀: No serial autocorrelation up to lag 5

STATISTIC
19.6622
p-VALUE (log scale)
0.0016
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.1700
p-VALUE (log scale)
0.0226
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.2300
p-VALUE (log scale)
0.8181
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4747
p-VALUE (log scale)
0.0474
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.5767
p-VALUE (log scale)
0.0100
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.216 → mean-reverting
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=1.33e-6 · top T=3.00h (37.4%) · top-3 cover 74.4%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)5.9e-64.5e-63.0e-61.5e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.82e-7 · 3.0% energyperiod 24.0 · power 4.82e-7 · 3.0% energyperiod 12.0 · power 2.04e-7 · 1.3% energyperiod 12.0 · power 2.04e-7 · 1.3% energyperiod 8.0 · power 1.10e-7 · 0.7% energyperiod 8.0 · power 1.10e-7 · 0.7% energyperiod 6.0 · power 9.38e-8 · 0.6% energyperiod 6.0 · power 9.38e-8 · 0.6% energyperiod 4.8 · power 1.61e-7 · 1.0% energyperiod 4.8 · power 1.61e-7 · 1.0% energyperiod 4.0 · power 8.33e-8 · 0.5% energyperiod 4.0 · power 8.33e-8 · 0.5% energyperiod 3.4 · power 7.64e-7 · 4.8% energyperiod 3.4 · power 7.64e-7 · 4.8% energyperiod 3.0 · power 5.95e-6 · 37.4% energyperiod 3.0 · power 5.95e-6 · 37.4% energyperiod 2.7 · power 3.06e-6 · 19.2% energyperiod 2.7 · power 3.06e-6 · 19.2% energyperiod 2.4 · power 2.84e-6 · 17.8% energyperiod 2.4 · power 2.84e-6 · 17.8% energyperiod 2.2 · power 2.18e-6 · 13.7% energyperiod 2.2 · power 2.18e-6 · 13.7% energyperiod 2.0 · power 2.05e-33 · 0.0% energyperiod 2.0 · power 2.05e-33 · 0.0% energy50% by T=2.7h#1 dominantT=3.00h#2T=2.67h#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 ≈ 3.00h (freq 0.333) · concentrates 37.4% of total energy · Σ|X̂|²/n = 1.592e-5

§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 0.9 d · σ/bar 0.118pp · expected |Δp| over horizon 0.54ppterminal variance p(1−p) = 0.0035 · n = 25⚠ low confidence · n < 100
μ per bar
+0.008pp
average Δp · drift
σ per bar
0.118pp
one-bar volatility · logit-free
Per-day movedaily
0.58pp
σ × √24
Per-horizon move1d
0.54pp
σ × √20.70721027777778
Terminal variancebinary
0.0035
p(1−p) at resolution
Current pricep
99.7¢
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 0.19pp · ES₉₅ 0.23pp · method parametric · drift-correcteddrift +0.008pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.28⊘ disabled · n < 30
VaR 95%
0.19pp
1.645·σ (parametric) of Δp
ES 95%
0.23pp
mean of the tail
Max drawdown
0.4pp
peak 99.9¢ → trough 99.6¢
Median step
0.10pp
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
99.7%
= price
Decimal oddsEU
1.004
total return per $1
AmericanUS
-28471
risk $28471 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.35
clean dollar framing
-1000-5000+500+1000020406080100you · 99.7%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)
0.034 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.034 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
8.16 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
101302227962925581734863572548023720772115988328287584597892968341585795182184
NO token ID
87772863092879561478997878401938036760340297684080232927516747427776822282359
Snapshot fetched
2026-06-14 19:17:34 UTC
Snapshot age
14ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:17:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
f6fad764240f3363dc7d681800b019315b6c4164fe50cbb244a938bd69a11c0f · 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$63,830HL PERPETH-USD perpetual$1,666.2HL PERPHYPE-USD perpetual$60.75

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
$10.72K
bid $1.66K · ask $9.06K
Depth within 50bp
$38.61K
bid $2.07K · ask $36.54K
Mid price
0.996500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.646
bid-heavy
Imbalance (top-5)
-0.892
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-bitcoin-above-58k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9970005.02bp0.9970001FILLED
BUY$10.00K0.9970945.96bp0.9980002FILLED
BUY$100.00K0.99844519.52bp0.9990003PARTIAL
SELL$1.00K0.9960005.02bp0.9960001FILLED
SELL$10.00K0.985284112.55bp0.98100015FILLED
SELL$100.00K0.2014227978.70bp0.00100059PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.001180
Mean return (annualised)
—
μ per bar = 0.000084
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
0.35%
peak 1.00 → trough 1.00 over 4 bars

/api/asset/pm-bitcoin-above-58k-on-june-15-2026/risk · same metrics, JSON