POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $60,000 on June 24?

YES · live
94.5¢
NO · live
5.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-24-2026 · fresh · feed 9s old
24h sparkline · 60 pts
realized vol (ann.)
98.11%
max drawdown
1.60%
sharpe
ulcer index
0.59%
RMS drawdown
pain index
0.34%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.10%
cond. drawdown
gain/pain
1.50
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.50
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
1048
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-24-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH8.9s--:--:-- 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
94.5¢
NO · live
5.5¢
YES price · live 24h
n=25 · μ=0.9154 · σ=0.0230 · range [0.8500, 0.9450] · R²=0.807 RISING +11.18%σ NORMAL 2.51%LAST 0.94500.94500.92120.89750.87380.8500μ = 0.9154max 0.9450min 0.8500dataMA(5)OLS R²=0.81μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 94.50¢
YES / NO split · live
YES 94.5%NO 5.5%YES94.5%94.50¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.307 / 1.00 bits (31%) · informative — one side favoured
YES
94.5%94.5¢1.06× +0.00pp
NO
5.5%5.5¢18.18× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,450 · μ=60.4 · σ=101.1 · CV=1.67BURSTY · concentratedcumulative energy ↗ · 50% by h=80113225338450μ = 6045050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1450bp moved · peak 450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
8.9s
YES mid
94.50¢ (94.50%)
NO mid
5.50¢ (5.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$17.4k
liquidity $
$18.2k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9154 · σ=0.0230 · range [0.8500, 0.9450] · R²=0.807 RISING +11.18%σ NORMAL 2.51%LAST 0.94500.94500.92120.89750.87380.8500μ = 0.9154max 0.9450min 0.8500dataMA(5)OLS R²=0.81μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 94.50¢
NO price · CLOB mid
n=25 · μ=0.0846 · σ=0.0230 · range [0.0550, 0.1500] · R²=0.807 FALLING -63.33%σ EXTREME 27.19%LAST 0.05500.15000.12630.10250.07870.0550μ = 0.0846max 0.1500min 0.0550dataMA(5)OLS R²=0.81μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 5.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0028 · σ=0.0106 · skew=2.26 (right-skewed) · kurt=5.44 (leptokurtic (fat tails))13107303-0.73ppbin -0.73pp · n=3 · 23.1% peakbin -0.73pp · n=3 · 23.1% peak13-0.18ppbin -0.18pp · n=13 · 100.0% peakbin -0.18pp · n=13 · 100.0% peak20.38ppbin 0.38pp · n=2 · 15.4% peakbin 0.38pp · n=2 · 15.4% peak30.93ppbin 0.93pp · n=3 · 23.1% peakbin 0.93pp · n=3 · 23.1% peak11.48ppbin 1.48pp · n=1 · 7.7% peakbin 1.48pp · n=1 · 7.7% peak12.03ppbin 2.03pp · n=1 · 7.7% peakbin 2.03pp · n=1 · 7.7% peak2.58pp3.13pp3.68pp14.23ppbin 4.23pp · n=1 · 7.7% peakbin 4.23pp · 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=2.20 · kurt=5.89 · near 9 / mid 14 / far 1 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.73σsample ↓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=-0.78)
μ MEAN91.54¢95% CI: [90.64¢, 92.44¢]
σ STD DEV2.30ppσ² = 5.290 · CV = 2.51%
med MEDIAN92.50¢Q₁ 89.50¢ · Q₃ 92.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 85.00¢Q₁ 89.50¢med 92.50¢Q₃ 92.50¢max 94.50¢μ
SKEWNESS · G₁-0.784left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.364mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.42
σ × 1.349 ↔ IQRconsistent with normalratio = 1.03
range ↔ σwide tails (range > 4σ)range / σ = 4.13
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-0.084within white-noise band
ρ(2) AUTOCORR-0.054lag-2 not significant
H · HURST EXPONENT0.868strongly persistent
OLS TREND · t-STAT+9.813significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.868STRONGLY PERSISTENT
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=1-0.084k=2-0.054k=3-0.209k=4+0.063k=5-0.0690+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 0.82very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=9.81)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 ID2583267
SLUGbitcoin-above-60k-on-june-24-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES94.50¢implied prob 94.50% · decimal odds 1.06×
COUNTER · NO5.50¢implied prob 5.50% · decimal odds 18.18×
94.50¢
5.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME17.42k USD 24h
LIQUIDITY18.16k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (95¢)|primary − counter| = 0.890 · entropy 0.307 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 94.5%NO 5.5%YES94.5%H = 0.307 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.06×(95¢)NO18.18×(6¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.307 bits (31% 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 2026-06-24 16:00 UTC
4days
03hrs
06min
YES$1.00(P = 94.5%)
NO$0.00(P = 5.5%)
current: $0.9450 · expected return per side: $0.06 on YES hit · $0.94 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.1dRESOLVESP projection · σ=2.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 11.268 pp/day
now4.13d left
11.268 pp/day×1.00
−25%3.10d left
13.011 pp/day×1.15
−50%2.06d left
15.935 pp/day×1.41
−75%1.03d left
22.535 pp/day×2.00
−90%9.91h left
35.631 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 4.50% · worst -1.00% · typical |Δ| 0.60%MILD BULLISH +9.50%BEST+4.50%1hWORST-1.00%4hTYPICAL |Δ|0.60%mean absoluteCUMULATIVE+9.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.64% · Σ +4.50%EUROPE · 08-16 UTCμ +0.38% · Σ +3.00%US · 16-24 UTCμ +0.25% · Σ +2.00%CUMULATIVE Δ PATH · final +9.50%+9.50%0.00%4.50% · 1h4.50% · 1h4.50%1h★ BEST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-1.00% · 4h-1.00% · 4h-1.00%4h▼ WORST1.00% · 5h1.00% · 5h1.00%5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h1.00% · 8h1.00% · 8h1.00%8h0.50% · 9h0.50% · 9h0.50%9h1.00% · 10h1.00% · 10h1.00%10h1.50% · 11h1.50% · 11h1.50%11h-1.00% · 12h-1.00% · 12h-1.00%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.50% · 17h0.50% · 17h0.50%17h-0.50% · 18h-0.50% · 18h-0.50%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h2.00% · 21h2.00% · 21h2.00%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+4.50%)RUNSup max 4 · down max 1BREADTH33% up · 13% down · 54% flat
8 up bars · 3 down · best 4.50% · worst -1.00% · typical |Δ| 0.604%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +9.79% · SHALLOW DDFINAL+9.79%MAX DD-1.00%RECOVERYFULLY RECOVEREDMAX RUN-UP+9.79%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 1.0979 · peak 1.0979 · range [1.0000, 1.0979]1.09791.0000break-even = 1★ PEAK 1.0979UNDERWATER DRAWDOWN · max -1.00% · moderate0%-1.00%▼ TROUGH -1.00%TOP DRAWDOWN PERIODS · 2 total#1 -1.00%bar 13-21 · 9 bars · recovered#2 -1.00%bar 5-8 · 4 bars · recoveredDD SEVERITYmoderate (max -1.00%)RECOVERYfully recoveredTIME UNDER WATER52% of session · 13/25 bars
final equity 1.0979 (9.79%) · max DD -1.00% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −1 (74% positive) · μ=31.50 · σ=32.73PROFITABLE STRATEGYLAST 38.21 (+0.20σ vs μ)111.0655.530.00-55.53-111.06μ = 31.5036.1336.130.000.0020.7220.7230.8630.86111.06111.06103.04103.0452.3252.3252.3252.3235.6335.6326.5826.589.749.74-15.87-15.870.000.000.000.000.000.0035.6335.6335.6335.6326.5826.5838.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-15.87, 111.06] · μ 31.505 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=71.0223 · σ=33.3431 · range [29.5973, 181.8488] · R²=0.097 FALLING -57.98%σ EXTREME 46.95%LAST 76.4199181.8488143.7860105.723167.660229.5973μ = 71.0223max 181.8488min 29.5973dataMA(3)OLS R²=0.10μ lineμ ± σ bandmaxmin
latest 76.42% · range [29.60%, 181.85%] · μ 71.02% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.231 · σ=0.208MEAN-REVERSIONLAST -0.233 (-0.01σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.231-0.083-0.083-0.500-0.500-0.363-0.363-0.370-0.370-0.178-0.1780.2120.212-0.313-0.313-0.062-0.062-0.029-0.029-0.048-0.048-0.444-0.444-0.006-0.006-0.500-0.500-0.500-0.500-0.500-0.500-0.094-0.094-0.225-0.225-0.145-0.145-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
80.3758
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
1.8495
p-VALUE (log scale)
0.8703
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
-3.1016
p-VALUE (log scale)
0.0268
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
1.3507
p-VALUE (log scale)
0.1768
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8769
p-VALUE (log scale)
0.0047
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
-1.6243
p-VALUE (log scale)
0.1043
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.506 ≈ 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=1.38e-4 · top T=2.00h (27.8%) · top-3 cover 57.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.6e-43.4e-42.3e-41.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.95e-5 · 3.6% energyperiod 24.0 · power 5.95e-5 · 3.6% energyperiod 12.0 · power 9.71e-5 · 5.9% energyperiod 12.0 · power 9.71e-5 · 5.9% energyperiod 8.0 · power 1.03e-4 · 6.3% energyperiod 8.0 · power 1.03e-4 · 6.3% energyperiod 6.0 · power 2.19e-5 · 1.3% energyperiod 6.0 · power 2.19e-5 · 1.3% energyperiod 4.8 · power 2.70e-4 · 16.3% energyperiod 4.8 · power 2.70e-4 · 16.3% energyperiod 4.0 · power 2.14e-4 · 12.9% energyperiod 4.0 · power 2.14e-4 · 12.9% energyperiod 3.4 · power 1.51e-4 · 9.1% energyperiod 3.4 · power 1.51e-4 · 9.1% energyperiod 3.0 · power 4.48e-5 · 2.7% energyperiod 3.0 · power 4.48e-5 · 2.7% energyperiod 2.7 · power 4.45e-5 · 2.7% energyperiod 2.7 · power 4.45e-5 · 2.7% energyperiod 2.4 · power 8.63e-5 · 5.2% energyperiod 2.4 · power 8.63e-5 · 5.2% energyperiod 2.2 · power 1.02e-4 · 6.2% energyperiod 2.2 · power 1.02e-4 · 6.2% energyperiod 2.0 · power 4.59e-4 · 27.8% energyperiod 2.0 · power 4.59e-4 · 27.8% energy50% by T=3.4h#1 dominantT=2.00h#2T=4.80h#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 ≈ 2.00h (freq 0.500) · concentrates 27.8% of total energy · Σ|X̂|²/n = 1.654e-3

▸ Depth section using sovereign-store price series (1048 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 4.1 d · σ/bar 0.074pp · expected |Δp| over horizon 0.74ppterminal variance p(1−p) = 0.0520 · n = 1048n = 1048
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.074pp
one-bar volatility · logit-free
Per-day movedaily
0.36pp
σ × √24
Per-horizon move4d
0.74pp
σ × √99.11353361111111
Terminal variancebinary
0.0520
p(1−p) at resolution
Current pricep
94.5¢
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 +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00n = 1048
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.15pp
mean of the tail
Max drawdown
1.6pp
peak 93.5¢ → trough 92.0¢
Median step
0.50pp
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
94.5%
= price
Decimal oddsEU
1.058
total return per $1
AmericanUS
-1718
risk $1718 to win $100
FractionalUK
0.06 / 1
profit per $1 risked
Profit per $100stake
+$5.82
clean dollar framing
-1000-5000+500+1000020406080100you · 94.5%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)
0.307 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.307 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.08 bit
self-information
Surprise · NO−log₂(1−p)
4.18 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
73623418241768397476659658734803534304564567500407628588980542237020061976852
NO token ID
82604019402542906833908114699191208616377704416479218983611256058619424644996
Snapshot fetched
2026-06-20 12:53:02 UTC
Snapshot age
8.9s
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
fc47990559b427973ad1097865b6fb179d43aba6818d894b47d0ce0d8bf5cde8 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
$0
bid $0 · ask $0
Mid price
0.945000
(best bid + best ask) / 2
Spread
105.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.752
bid-heavy
Imbalance (top-5)
-0.015
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-24-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.955117107.06bp0.9600002FILLED
BUY$10.00K0.959509153.54bp0.9600002FILLED
BUY$100.00K0.960644165.54bp0.9900005PARTIAL
SELL$1.00K0.930118157.48bp0.9300002FILLED
SELL$10.00K0.922125242.07bp0.9100004FILLED
SELL$100.00K0.1975497909.53bp0.01000017PARTIAL

Risk metrics

sovereign store · 1,048 barsperiods/year ≈ 1.75M
Realized vol (annualised)
105.42%
σ per bar = 0.000796
Mean return (annualised)
2678.51%
μ per bar = 0.000015
Sharpe (rf=0)
25.41
annualised; risk-free assumed zero
Max drawdown
1.60%
peak 0.94 → trough 0.92 over 284 bars

/api/asset/pm-bitcoin-above-60k-on-june-24-2026/risk · same metrics, JSON