POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 23?

YES · live
96.6¢
NO · live
3.4¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-23-2026 · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
99.30%
max drawdown
1.71%
sharpe
—
ulcer index
0.62%
RMS drawdown
pain index
0.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.57%
cond. drawdown
gain/pain
1.09
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.09
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
1045
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-23-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.4s⏱--:--:-- 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
96.6¢
NO · live
3.4¢
YES price · live 24h
n=25 · μ=0.9398 · σ=0.0258 · range [0.8725, 0.9655] · R²=0.779▲ RISING +10.60%σ NORMAL 2.74%LAST 0.96500.96550.94230.91900.89580.8725μ = 0.9398max 0.9655min 0.8725dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 96.50¢
YES / NO split · live
YES 96.6%NO 3.4%YES96.6%96.60¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.214 / 1.00 bits (21%) · informative — one side favoured
YES
96.6%96.6¢1.04×▬ +0.00pp
NO
3.4%3.4¢29.41×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,005 · μ=83.5 · σ=87.5 · CV=1.05BURSTY · concentratedcumulative energy ↗ · 50% by h=90107215322430μ = 8443050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2005bp moved · peak 430bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.4s
▲YES mid
96.60¢ (96.60%)
▼NO mid
3.40¢ (3.40%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$17.5k
≋liquidity $
$19.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9398 · σ=0.0258 · range [0.8725, 0.9655] · R²=0.779▲ RISING +10.60%σ NORMAL 2.74%LAST 0.96500.96550.94230.91900.89580.8725μ = 0.9398max 0.9655min 0.8725dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 96.50¢
NO price · CLOB mid
n=25 · μ=0.0602 · σ=0.0258 · range [0.0345, 0.1275] · R²=0.781▼ FALLING -72.55%σ EXTREME 42.78%LAST 0.03500.12750.10430.08100.05770.0345μ = 0.0602max 0.1275min 0.0345dataMA(5)OLS R²=0.78μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 3.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0035 · σ=0.0108 · skew=1.12 (right-skewed) · kurt=3.39 (leptokurtic (fat tails))754202-1.54ppbin -1.54pp · n=2 · 28.6% peakbin -1.54pp · n=2 · 28.6% peak1-0.93ppbin -0.93pp · n=1 · 14.3% peakbin -0.93pp · n=1 · 14.3% peak5-0.31ppbin -0.31pp · n=5 · 71.4% peakbin -0.31pp · n=5 · 71.4% peak70.30ppbin 0.30pp · n=7 · 100.0% peakbin 0.30pp · n=7 · 100.0% peak70.92ppbin 0.92pp · n=7 · 100.0% peakbin 0.92pp · n=7 · 100.0% peak11.53ppbin 1.53pp · n=1 · 14.3% peakbin 1.53pp · n=1 · 14.3% peak2.15pp2.76pp3.38pp13.99ppbin 3.99pp · n=1 · 14.3% peakbin 3.99pp · n=1 · 14.3% 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=1.23 · kurt=3.96 · near 17 / mid 6 / far 1 · OLS slope=0.95 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=25LEFT-SKEWED (G₁=-0.88)
μ MEAN93.98¢95% CI: [92.97¢, 94.99¢]
σ STD DEV2.58ppσ² = 6.650 · CV = 2.74%
med MEDIAN94.95¢Q₁ 91.90¢ · Q₃ 96.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 9.30pp · IQR 4.20pp (1.349σ→3.48pp)
min 87.25¢Q₁ 91.90¢med 94.95¢Q₃ 96.10¢max 96.55¢μ
SKEWNESS · G₁-0.875left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.283mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRconsistent with normalratio = 0.83
range ↔ σconcentrated (range < 4σ)range / σ = 3.61
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) -0.32 + ADF rejected
ρ(1) AUTOCORR-0.323within white-noise band
ρ(2) AUTOCORR+0.013lag-2 not significant
H · HURST EXPONENT0.863strongly persistent
OLS TREND · t-STAT+8.997significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.863
H = 0.863STRONGLY 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=1-0.323k=2+0.013k=3+0.014k=4+0.052k=5+0.0470+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|=9.00)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.32 + 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|=9.00)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 ID2566468
SLUGbitcoin-above-60k-on-june-23-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES96.60¢implied prob 96.60% · decimal odds 1.04×
COUNTER · NO3.40¢implied prob 3.40% · decimal odds 29.41×
96.60¢
3.40¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME17.54k USD 24h
LIQUIDITY19.86k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.932 · entropy 0.214 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 96.6%NO 3.4%YES p̂96.6%H = 0.214 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.04×(97¢)NO29.41×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.214 bits (21% 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 · LOWresolves 2026-06-23 16:00 UTC
3days
03hrs
06min
3.13 days·θ = 12.633 pp/day
YES →$1.00(P = 96.6%)
NO →$0.00(P = 3.4%)
current: $0.9660 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6dRESOLVESP projection · σ=2.58% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 12.633 pp/day
now3.13d left
12.633 pp/day×1.00
−25%2.35d left
14.587 pp/day×1.15
−50%1.56d left
17.866 pp/day×1.41
−75%18.78h left
25.266 pp/day×2.00
−90%7.51h left
39.949 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 4.30% · worst -1.85% · typical |Δ| 0.84%BULLISH SESSION +9.25%BEST+4.30%1hWORST-1.85%2hTYPICAL |Δ|0.84%mean absoluteCUMULATIVE+9.25%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.72% · Σ +5.05%EUROPE · 08-16 UTCμ +0.41% · Σ +3.25%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final +9.25%+9.30%0.00%4.30% · 1h4.30% · 1h4.30%1h★ BEST-1.85% · 2h-1.85% · 2h-1.85%2h▼ WORST0.60% · 3h0.60% · 3h0.60%3h1.05% · 4h1.05% · 4h1.05%4h0.10% · 5h0.10% · 5h0.10%5h0.45% · 6h0.45% · 6h0.45%6h0.40% · 7h0.40% · 7h0.40%7h0.95% · 8h0.95% · 8h0.95%8h0.40% · 9h0.40% · 9h0.40%9h1.10% · 10h1.10% · 10h1.10%10h0.85% · 11h0.85% · 11h0.85%11h0.80% · 12h0.80% · 12h0.80%12h-0.50% · 13h-0.50% · 13h-0.50%13h-0.90% · 14h-0.90% · 14h-0.90%14h0.55% · 15h0.55% · 15h0.55%15h0.65% · 16h0.65% · 16h0.65%16h-0.10% · 17h-0.10% · 17h-0.10%17h-1.30% · 18h-1.30% · 18h-1.30%18h0.75% · 19h0.75% · 19h0.75%19h-0.60% · 20h-0.60% · 20h-0.60%20h1.60% · 21h1.60% · 21h1.60%21h-0.10% · 22h-0.10% · 22h-0.10%22h0.10% · 23h0.10% · 23h0.10%23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNAsia-led (+5.05%)RUNSup max 10 · down max 2BREADTH67% up · 33% down
16 up bars · 8 down · best 4.30% · worst -1.85% · typical |Δ| 0.835%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +9.51% · SHALLOW DDFINAL+9.51%MAX DD-1.85%RECOVERYONGOING · 4 barsMAX RUN-UP+9.56%UNDERWATER15/25 (60%)STREAK↘ 1EQUITY CURVE · end 1.0951 · peak 1.0956 · range [1.0000, 1.0956]1.09561.0000break-even = 1★ PEAK 1.0956UNDERWATER DRAWDOWN · max -1.85% · moderate0%-1.85%▼ TROUGH -1.85%TOP DRAWDOWN PERIODS · 3 total#1 -1.85%bar 3-6 · 4 bars · recovered#2 -1.60%bar 14-21 · 8 bars · recovered#3 -0.10%bar 23-25 · 3 bars · ONGOINGDD SEVERITYmoderate (max -1.85%)RECOVERYongoing · 23 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 1.0951 (9.51%) · max DD -1.85% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −3 (84% positive) · μ=61.23 · σ=78.59PROFITABLE STRATEGYLAST 34.10 (-0.35σ vs μ)242.20121.100.00-121.10-242.20μ = 61.2336.2836.2811.5111.51155.14155.14143.07143.07139.93139.93207.41207.41242.20242.2095.6195.6133.6933.6936.3036.3030.2430.2411.2711.27-31.91-31.91-6.28-6.28-0.95-0.9514.9614.963.833.836.916.9134.1034.10v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 34.103 · range [-31.91, 242.20] · μ 61.227 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=72.3942 · σ=36.5918 · range [27.1264, 187.1137] · R²=0.009▼ FALLING -61.10%σ EXTREME 50.55%LAST 72.7797187.1137147.1169107.120067.123227.1264μ = 72.3942max 187.1137min 27.1264dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 72.78% · range [27.13%, 187.11%] · μ 72.39% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.212 · σ=0.296MEAN-REVERSIONLAST -0.645 (-1.46σ vs μ)0.6450.3220.000-0.322-0.645μ = -0.212-0.441-0.441-0.085-0.085-0.304-0.304-0.424-0.424-0.199-0.199-0.276-0.276-0.530-0.530-0.125-0.1250.4150.4150.2970.2970.1950.195-0.060-0.0600.1180.118-0.281-0.281-0.300-0.300-0.393-0.393-0.470-0.470-0.520-0.520-0.645-0.645v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.645 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
34.1473
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
2.9961
p-VALUE (log scale)
0.7032
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
-2.8561
p-VALUE (log scale)
0.0507
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
0.1574
p-VALUE (log scale)
0.8749
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8267
p-VALUE (log scale)
0.0061
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
-1.9755
p-VALUE (log scale)
0.0482
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.399 → 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=1.42e-4 · top T=2.00h (19.2%) · top-3 cover 53.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.3e-42.4e-41.6e-48.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.94e-5 · 4.7% energyperiod 24.0 · power 7.94e-5 · 4.7% energyperiod 12.0 · power 5.11e-5 · 3.0% energyperiod 12.0 · power 5.11e-5 · 3.0% energyperiod 8.0 · power 2.72e-5 · 1.6% energyperiod 8.0 · power 2.72e-5 · 1.6% energyperiod 6.0 · power 4.62e-6 · 0.3% energyperiod 6.0 · power 4.62e-6 · 0.3% energyperiod 4.8 · power 1.72e-4 · 10.1% energyperiod 4.8 · power 1.72e-4 · 10.1% energyperiod 4.0 · power 1.49e-4 · 8.7% energyperiod 4.0 · power 1.49e-4 · 8.7% energyperiod 3.4 · power 1.48e-4 · 8.7% energyperiod 3.4 · power 1.48e-4 · 8.7% energyperiod 3.0 · power 2.59e-4 · 15.2% energyperiod 3.0 · power 2.59e-4 · 15.2% energyperiod 2.7 · power 9.97e-5 · 5.9% energyperiod 2.7 · power 9.97e-5 · 5.9% energyperiod 2.4 · power 6.67e-5 · 3.9% energyperiod 2.4 · power 6.67e-5 · 3.9% energyperiod 2.2 · power 3.22e-4 · 18.9% energyperiod 2.2 · power 3.22e-4 · 18.9% energyperiod 2.0 · power 3.26e-4 · 19.2% energyperiod 2.0 · power 3.26e-4 · 19.2% energy50% by T=3.0h#1 dominantT=2.00h#2T=2.18h#3T=3.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 19.2% of total energy · Σ|X̂|²/n = 1.704e-3

▸ Depth section using sovereign-store price series (1045 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 3.1 d · σ/bar 0.075pp · expected |Δp| over horizon 0.65ppterminal variance p(1−p) = 0.0333 · n = 1045✓ n = 1045
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.075pp
one-bar volatility · logit-free
Per-day movedaily
0.37pp
σ × √24
Per-horizon move3d
0.65pp
σ × √75.11338833333333
Terminal variancebinary
0.0333
p(1−p) at resolution
Current pricep
96.5¢
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 0.12pp · ES₉₅ 0.15pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.03✓ n = 1045
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
1.7pp
peak 96.3¢ → trough 94.6¢
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
96.6%
= price
Decimal oddsEU
1.035
total return per $1
AmericanUS
-2841
risk $2841 to win $100
FractionalUK
0.04 / 1
profit per $1 risked
Profit per $100stake
+$3.52
clean dollar framing
-1000-5000+500+1000020406080100you · 96.6%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)
0.214 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.214 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.05 bit
self-information
Surprise · NO−log₂(1−p)
4.88 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
69225526190943150784076716800028792259803276591302906002963428768114960951149
NO token ID
97850771187031539162789398134918643815784556616395903471476530972748970780418
Snapshot fetched
2026-06-20 12:53:02 UTC
Snapshot age
9.4s
History points
25 CLOB mids
Page rendered
2026-06-20 12:53:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ea26746d00354ea7d1d50446d0a8441b77c5b50383f483c5488e84db5498b602 · 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$63,546HL PERPHYPE-USD perpetual$70.69HL PERPETH-USD perpetual$1,725

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
$240
bid $28 · ask $213
Mid price
0.965000
(best bid + best ask) / 2
Spread
20.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.035
ask-heavy
Imbalance (top-5)
-0.614
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-23-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.97080460.15bp0.9740004FILLED
BUY$10.00K0.97454698.93bp0.9760006FILLED
BUY$100.00K0.995222313.19bp0.99900015FILLED
SELL$1.00K0.95779174.70bp0.9550004FILLED
SELL$10.00K0.941243246.18bp0.92900012FILLED
SELL$100.00K0.1930917999.06bp0.00100040PARTIAL

Risk metrics

▸ sovereign store · 1,045 barsperiods/year ≈ 1.75M
Realized vol (annualised)
104.01%
σ per bar = 0.000786
Mean return (annualised)
784.30%
μ per bar = 0.000004
Sharpe (rf=0)
7.54
annualised; risk-free assumed zero
Max drawdown
1.71%
peak 0.96 → trough 0.95 over 201 bars

/api/asset/pm-bitcoin-above-60k-on-june-23-2026/risk · same metrics, JSON