POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 21?

YES · live
99.2¢
NO · live
0.9¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-21-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
9.01%
max drawdown
0.20%
sharpe
—
ulcer index
0.12%
RMS drawdown
pain index
0.10%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.20%
cond. drawdown
gain/pain
1.14
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.14
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1026
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH407ms⏱--:--:-- 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
99.2¢
NO · live
0.9¢
YES price · live 24h
n=25 · μ=0.9825 · σ=0.0136 · range [0.9360, 0.9920] · R²=0.609▲ RISING +5.93%σ NORMAL 1.39%LAST 0.99150.99200.97800.96400.95000.9360μ = 0.9825max 0.9920min 0.9360dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.15¢
YES / NO split · live
YES 99.2%NO 0.9%YES99.2%99.15¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.071 / 1.00 bits (7%) · informative — one side favoured
YES
99.2%99.2¢1.01×▬ +0.00pp
NO
0.9%0.9¢117.65×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,015 · μ=42.3 · σ=71.1 · CV=1.68BURSTY · concentratedcumulative energy ↗ · 50% by h=4081162244325μ = 4232550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1015bp moved · peak 325bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
407ms
▲YES mid
99.15¢ (99.15%)
▼NO mid
0.85¢ (0.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$19.0k
≋liquidity $
$24.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9825 · σ=0.0136 · range [0.9360, 0.9920] · R²=0.609▲ RISING +5.93%σ NORMAL 1.39%LAST 0.99150.99200.97800.96400.95000.9360μ = 0.9825max 0.9920min 0.9360dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.15¢
NO price · CLOB mid
n=25 · μ=0.0175 · σ=0.0136 · range [0.0080, 0.0640] · R²=0.609▼ FALLING -86.72%σ EXTREME 77.67%LAST 0.00850.06400.05000.03600.02200.0080μ = 0.0175max 0.0640min 0.0080dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0023 · σ=0.0074 · skew=2.32 (right-skewed) · kurt=6.11 (leptokurtic (fat tails))975203-0.55ppbin -0.55pp · n=3 · 33.3% peakbin -0.55pp · n=3 · 33.3% peak8-0.15ppbin -0.15pp · n=8 · 88.9% peakbin -0.15pp · n=8 · 88.9% peak90.25ppbin 0.25pp · n=9 · 100.0% peakbin 0.25pp · n=9 · 100.0% peak10.65ppbin 0.65pp · n=1 · 11.1% peakbin 0.65pp · n=1 · 11.1% peak11.05ppbin 1.05pp · n=1 · 11.1% peakbin 1.05pp · n=1 · 11.1% peak11.45ppbin 1.45pp · n=1 · 11.1% peakbin 1.45pp · n=1 · 11.1% peak1.85pp2.25pp2.65pp13.05ppbin 3.05pp · n=1 · 11.1% peakbin 3.05pp · 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=2.48 · kurt=6.95 · near 8 / mid 15 / far 1 · OLS slope=0.86 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.83σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=3.15)
μ MEAN98.25¢95% CI: [97.71¢, 98.78¢]
σ STD DEV1.36ppσ² = 1.852 · CV = 1.39%
med MEDIAN98.80¢Q₁ 97.85¢ · Q₃ 99.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.60pp · IQR 1.25pp (1.349σ→1.84pp)
min 93.60¢Q₁ 97.85¢med 98.80¢Q₃ 99.10¢max 99.20¢μ
SKEWNESS · G₁-1.869left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.148leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.41
σ × 1.349 ↔ IQRdiverges from normalratio = 1.47
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.185within white-noise band
ρ(2) AUTOCORR-0.254lag-2 not significant
H · HURST EXPONENT0.780strongly persistent
OLS TREND · t-STAT+5.987significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.780
H = 0.780STRONGLY 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=1-0.185k=2-0.254k=3+0.355k=4+0.149k=5-0.1450+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|=5.99)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.75very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.99)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 ID2544099
SLUGbitcoin-above-60k-on-june-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (99¢)
PRIMARY · YES99.15¢implied prob 99.15% · decimal odds 1.01×
COUNTER · NO0.85¢implied prob 0.85% · decimal odds 117.65×
99.15¢
0.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME19.02k USD 24h
LIQUIDITY24.30k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (99¢)|primary − counter| = 0.983 · entropy 0.071 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 99.2%NO 0.9%YES p̂99.2%H = 0.071 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.01×(99¢)NO117.65×(1¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.071 bits (7% 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 · MEDIUMresolves 2026-06-21 16:00 UTC
1days
03hrs
06min
1.13 days·θ = 6.667 pp/day
YES →$1.00(P = 99.2%)
NO →$0.00(P = 0.8%)
current: $0.9915 · expected return per side: $0.01 on YES hit · $0.99 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=1.36% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.667 pp/day
now1.13d left
6.667 pp/day×1.00
−25%20.33h left
7.698 pp/day×1.15
−50%13.55h left
9.428 pp/day×1.41
−75%6.78h left
13.333 pp/day×2.00
−90%2.71h left
21.081 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 3.25% · worst -0.75% · typical |Δ| 0.42%MILD BULLISH +5.55%BEST+3.25%1hWORST-0.75%2hTYPICAL |Δ|0.42%mean absoluteCUMULATIVE+5.55%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.61% · Σ +4.25%EUROPE · 08-16 UTCμ +0.15% · Σ +1.20%US · 16-24 UTCμ +0.01% · Σ +0.05%CUMULATIVE Δ PATH · final +5.55%+5.60%0.00%3.25% · 1h3.25% · 1h3.25%1h★ BEST-0.75% · 2h-0.75% · 2h-0.75%2h▼ WORST-0.15% · 3h-0.15% · 3h-0.15%3h1.60% · 4h1.60% · 4h1.60%4h0.50% · 5h0.50% · 5h0.50%5h-0.45% · 6h-0.45% · 6h-0.45%6h0.25% · 7h0.25% · 7h0.25%7h0.95% · 8h0.95% · 8h0.95%8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.20% · 11h0.20% · 11h0.20%11h-0.65% · 12h-0.65% · 12h-0.65%12h0.35% · 13h0.35% · 13h0.35%13h0.35% · 14h0.35% · 14h0.35%14h0.00% · 15h0.00% · 15h·15h0.15% · 16h0.15% · 16h0.15%16h-0.10% · 17h-0.10% · 17h-0.10%17h0.05% · 18h0.05% · 18h0.05%18h0.00% · 19h0.00% · 19h·19h-0.15% · 20h-0.15% · 20h-0.15%20h0.10% · 21h0.10% · 21h0.10%21h0.05% · 22h0.05% · 22h0.05%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNAsia-led (+4.25%)RUNSup max 2 · down max 2BREADTH54% up · 29% down · 17% flat
13 up bars · 7 down · best 3.25% · worst -0.75% · typical |Δ| 0.423%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +5.62% · SHALLOW DDFINAL+5.62%MAX DD-0.90%RECOVERYONGOING · 2 barsMAX RUN-UP+5.68%UNDERWATER14/25 (56%)STREAK↗ 1EQUITY CURVE · end 1.0562 · peak 1.0568 · range [1.0000, 1.0568]1.05681.0000break-even = 1★ PEAK 1.0568UNDERWATER DRAWDOWN · max -0.90% · shallow0%-0.90%▼ TROUGH -0.90%TOP DRAWDOWN PERIODS · 4 total#1 -0.90%bar 3-4 · 2 bars · recovered#2 -0.65%bar 13-14 · 2 bars · recovered#3 -0.45%bar 7-8 · 2 bars · recoveredDD SEVERITYshallow (max -0.90%)RECOVERYongoing · 23 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.0562 (5.62%) · max DD -0.90% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +15 / −2 (79% positive) · μ=23.32 · σ=23.16PROFITABLE STRATEGYLAST 0.00 (-1.01σ vs μ)67.0233.510.00-33.51-67.02μ = 23.3241.1641.1618.6618.6656.4356.4361.3761.3740.5340.5332.2332.2322.6522.6525.3625.3610.4410.4410.4410.4416.6416.644.174.1767.0267.0244.6244.62-7.30-7.306.736.73-8.04-8.040.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-8.04, 67.02] · μ 23.323 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=40.1010 · σ=33.0396 · range [8.3714, 141.9025] · R²=0.770▼ FALLING -94.10%σ EXTREME 82.39%LAST 8.3714141.9025108.519775.136941.75428.3714μ = 40.1010max 141.9025min 8.3714dataMA(3)OLS R²=0.77μ lineμ ± σ bandmaxmin
latest 8.37% · range [8.37%, 141.90%] · μ 40.10% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.226 · σ=0.164MEAN-REVERSIONLAST -0.375 (-0.91σ vs μ)0.4980.2490.000-0.249-0.498μ = -0.226-0.281-0.2810.0160.016-0.215-0.215-0.045-0.045-0.259-0.259-0.085-0.085-0.039-0.039-0.230-0.230-0.334-0.334-0.355-0.355-0.345-0.345-0.193-0.1930.1810.181-0.268-0.268-0.337-0.337-0.498-0.498-0.320-0.320-0.312-0.312-0.375-0.375v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.375 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
108.0393
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
7.8762
p-VALUE (log scale)
0.1619
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

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

STATISTIC
-4.8446
p-VALUE (log scale)
0.0002
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
1.4724
p-VALUE (log scale)
0.1409
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7483
p-VALUE (log scale)
0.0095
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
-2.3661
p-VALUE (log scale)
0.0180
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.280 → 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=6.27e-5 · top T=3.43h (25.3%) · top-3 cover 57.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.9e-41.4e-49.5e-54.8e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.58e-5 · 7.4% energyperiod 24.0 · power 5.58e-5 · 7.4% energyperiod 12.0 · power 2.08e-5 · 2.8% energyperiod 12.0 · power 2.08e-5 · 2.8% energyperiod 8.0 · power 1.95e-5 · 2.6% energyperiod 8.0 · power 1.95e-5 · 2.6% energyperiod 6.0 · power 1.14e-5 · 1.5% energyperiod 6.0 · power 1.14e-5 · 1.5% energyperiod 4.8 · power 3.38e-5 · 4.5% energyperiod 4.8 · power 3.38e-5 · 4.5% energyperiod 4.0 · power 9.21e-5 · 12.3% energyperiod 4.0 · power 9.21e-5 · 12.3% energyperiod 3.4 · power 1.91e-4 · 25.3% energyperiod 3.4 · power 1.91e-4 · 25.3% energyperiod 3.0 · power 1.48e-4 · 19.7% energyperiod 3.0 · power 1.48e-4 · 19.7% energyperiod 2.7 · power 2.55e-5 · 3.4% energyperiod 2.7 · power 2.55e-5 · 3.4% energyperiod 2.4 · power 8.35e-5 · 11.1% energyperiod 2.4 · power 8.35e-5 · 11.1% energyperiod 2.2 · power 2.97e-5 · 3.9% energyperiod 2.2 · power 2.97e-5 · 3.9% energyperiod 2.0 · power 4.13e-5 · 5.5% energyperiod 2.0 · power 4.13e-5 · 5.5% energy50% by T=3.4h#1 dominantT=3.43h#2T=3.00h#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 25.3% of total energy · Σ|X̂|²/n = 7.519e-4

▸ Depth section using sovereign-store price series (1026 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 1.1 d · σ/bar 0.007pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0084 · n = 1026✓ n = 1026
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.007pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move1d
0.04pp
σ × √27.100834722222224
Terminal variancebinary
0.0084
p(1−p) at resolution
Current pricep
99.2¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1026
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
0.2pp
peak 99.2¢ → trough 99.0¢
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
99.2%
= price
Decimal oddsEU
1.009
total return per $1
AmericanUS
-11665
risk $11665 to win $100
FractionalUK
0.01 / 1
profit per $1 risked
Profit per $100stake
+$0.86
clean dollar framing
-1000-5000+500+1000020406080100you · 99.2%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)
0.071 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.071 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.01 bit
self-information
Surprise · NO−log₂(1−p)
6.88 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
3620183155479357795131229064264530544506134600317433032757509526824140040242
NO token ID
108454726279394680812750403350957111537407698951708458587442424735772489173674
Snapshot fetched
2026-06-20 12:53:56 UTC
Snapshot age
407ms
History points
25 CLOB mids
Page rendered
2026-06-20 12:53:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5958905b90334d051b66beaf33076ca22f0646f730cfb2ac13e003207b22a6b0 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDPortugal86.5¢HL PREDEcuador86.3¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢HL PERPBTC-USD perpetual$63,541HL PERPHYPE-USD perpetual$70.72HL PERPETH-USD perpetual$1,725.1

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
$3.74K
bid $716 · ask $3.02K
Mid price
0.991500
(best bid + best ask) / 2
Spread
50.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.335
bid-heavy
Imbalance (top-5)
-0.962
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-60k-on-june-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.99400025.21bp0.9940001FILLED
BUY$10.00K0.99678653.31bp0.9990005FILLED
BUY$100.00K0.99860471.65bp0.9990005PARTIAL
SELL$1.00K0.98701245.27bp0.9860004FILLED
SELL$10.00K0.967081246.28bp0.96100016FILLED
SELL$100.00K0.2200417780.73bp0.00100058PARTIAL

Risk metrics

▸ sovereign store · 1,026 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9.10%
σ per bar = 0.000069
Mean return (annualised)
86.25%
μ per bar = 0.000000
Sharpe (rf=0)
9.48
annualised; risk-free assumed zero
Max drawdown
0.20%
peak 0.99 → trough 0.99 over 299 bars

/api/asset/pm-bitcoin-above-60k-on-june-21-2026/risk · same metrics, JSON