POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 14?

YES · live
99.9¢
NO · live
0.1¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-14-2026 · fresh · feed 5s old
24h sparkline · 60 pts
realized vol (ann.)
11.27%
max drawdown
0.20%
sharpe
ulcer index
0.09%
RMS drawdown
pain index
0.07%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.18%
cond. drawdown
gain/pain
2.11
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.11
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-14-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4.8s--:--:-- 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
99.9¢
NO · live
0.1¢
YES price · live 24h
n=25 · μ=0.9902 · σ=0.0081 · range [0.9745, 0.9985] · R²=0.531 RISING +1.94%σ LOW 0.82%LAST 0.99850.99850.99250.98650.98050.9745μ = 0.9902max 0.9985min 0.9745dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 99.85¢
YES / NO split · live
YES 99.9%NO 0.1%YES99.9%99.85¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.016 / 1.00 bits (2%) · informative — one side favoured
YES
99.9%99.9¢1.00× +0.00pp
NO
0.1%0.1¢666.67× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=650 · μ=27.1 · σ=39.2 · CV=1.45BURSTY · concentratedcumulative energy ↗ · 50% by h=503570105140μ = 2714050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 650bp moved · peak 140bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.8s
YES mid
99.85¢ (99.85%)
NO mid
0.15¢ (0.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$164.8k
liquidity $
$46.4k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9902 · σ=0.0081 · range [0.9745, 0.9985] · R²=0.531 RISING +1.94%σ LOW 0.82%LAST 0.99850.99850.99250.98650.98050.9745μ = 0.9902max 0.9985min 0.9745dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 99.85¢
NO price · CLOB mid
n=25 · μ=0.0098 · σ=0.0081 · range [0.0015, 0.0255] · R²=0.531 FALLING -92.68%σ EXTREME 82.48%LAST 0.00150.02550.01950.01350.00750.0015μ = 0.0098max 0.0255min 0.0015dataMA(5)OLS R²=0.53μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 0.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0010 · σ=0.0043 · skew=-0.35 (symmetric) · kurt=3.75 (leptokurtic (fat tails))15118401-1.27ppbin -1.27pp · n=1 · 6.7% peakbin -1.27pp · n=1 · 6.7% peak-1.01pp-0.75pp-0.49pp2-0.23ppbin -0.23pp · n=2 · 13.3% peakbin -0.23pp · n=2 · 13.3% peak150.03ppbin 0.03pp · n=15 · 100.0% peakbin 0.03pp · n=15 · 100.0% peak30.29ppbin 0.29pp · n=3 · 20.0% peakbin 0.29pp · n=3 · 20.0% peak10.55ppbin 0.55pp · n=1 · 6.7% peakbin 0.55pp · n=1 · 6.7% peak0.81pp21.07ppbin 1.07pp · n=2 · 13.3% peakbin 1.07pp · n=2 · 13.3% 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=-0.43 · kurt=3.52 · near 7 / mid 16 / far 1 · OLS slope=0.92 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=-0.67)
μ MEAN99.02¢95% CI: [98.70¢, 99.34¢]
σ STD DEV0.81ppσ² = 0.656 · CV = 0.82%
med MEDIAN99.15¢Q₁ 98.80¢ · Q₃ 99.70¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 97.45¢Q₁ 98.80¢med 99.15¢Q₃ 99.70¢max 99.85¢μ
SKEWNESS · G₁-0.670left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.083platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.16
σ × 1.349 ↔ IQRdiverges from normalratio = 1.21
range ↔ σconcentrated (range < 4σ)range / σ = 2.96
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.030within white-noise band
ρ(2) AUTOCORR-0.125lag-2 not significant
H · HURST EXPONENT1.170strongly persistent
OLS TREND · t-STAT+5.103significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.170STRONGLY 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=1-0.030k=2-0.125k=3+0.190k=4-0.266k=5-0.3730+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 CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.10)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 ID2462706
SLUGbitcoin-above-62k-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES99.85¢implied prob 99.85% · decimal odds 1.00×
COUNTER · NO0.15¢implied prob 0.15% · decimal odds 666.67×
99.85¢
0.15¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME164.78k USD 24h
LIQUIDITY46.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.997 · entropy 0.016 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 99.9%NO 0.1%YES99.9%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.00×(100¢)NO666.67×(0¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.016 bits (2% 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 · VERY HIGHresolves 2026-06-14 16:00 UTC
0days
04hrs
52min
YES$1.00(P = 99.9%)
NO$0.00(P = 0.1%)
current: $0.9985 · expected return per side: $0.00 on YES hit · $1.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4hRESOLVESP projection · σ=0.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.968 pp/day
now4.87h left
3.968 pp/day×1.00
−25%3.65h left
4.582 pp/day×1.15
−50%2.44h left
5.611 pp/day×1.41
−75%1.22h left
7.936 pp/day×2.00
−90%0.49h left
12.548 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 1.20% · worst -1.40% · typical |Δ| 0.27%MILD BULLISH +1.90%BEST+1.20%1hWORST-1.40%5hTYPICAL |Δ|0.27%mean absoluteCUMULATIVE+1.90%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.23% · Σ +1.80%US · 16-24 UTCμ +0.03% · Σ +0.20%CUMULATIVE Δ PATH · final +1.90%+1.90%-0.50%1.20% · 1h1.20% · 1h1.20%1h★ BEST-0.35% · 2h-0.35% · 2h-0.35%2h0.35% · 3h0.35% · 3h0.35%3h-0.20% · 4h-0.20% · 4h-0.20%4h-1.40% · 5h-1.40% · 5h-1.40%5h▼ WORST-0.10% · 6h-0.10% · 6h-0.10%6h0.40% · 7h0.40% · 7h0.40%7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h1.00% · 10h1.00% · 10h1.00%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.50% · 13h0.50% · 13h0.50%13h0.35% · 14h0.35% · 14h0.35%14h-0.05% · 15h-0.05% · 15h-0.05%15h0.05% · 16h0.05% · 16h0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.00% · 18h0.00% · 18h·18h-0.05% · 19h-0.05% · 19h-0.05%19h0.15% · 20h0.15% · 20h0.15%20h0.10% · 21h0.10% · 21h0.10%21h-0.10% · 22h-0.10% · 22h-0.10%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+1.80%)RUNSup max 2 · down max 3BREADTH42% up · 33% down · 25% flat
10 up bars · 8 down · best 1.20% · worst -1.40% · typical |Δ| 0.271%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.89%FINAL+1.89%MAX DD-1.70%RECOVERYONGOING · 11 barsMAX RUN-UP+1.89%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0189 · peak 1.0189 · range [0.9948, 1.0189]1.01890.9948break-even = 1★ PEAK 1.0189UNDERWATER DRAWDOWN · max -1.70% · moderate0%-1.70%▼ TROUGH -1.70%TOP DRAWDOWN PERIODS · 3 total#1 -1.70%bar 3-13 · 11 bars · recovered#2 -0.10%bar 23-25 · 3 bars · ONGOING#3 -0.10%bar 16-20 · 5 bars · recoveredDD SEVERITYmoderate (max -1.70%)RECOVERYongoing · 23 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0189 (1.89%) · max DD -1.70% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −5 (74% positive) · μ=26.85 · σ=33.78PROFITABLE STRATEGYLAST 31.73 (+0.14σ vs μ)72.0536.030.00-36.03-72.05μ = 26.85-9.12-9.12-31.05-31.05-22.64-22.64-33.00-33.00-1.97-1.9748.1148.1153.4953.4955.9355.9372.0572.0568.7168.7158.4758.4753.3753.3753.3753.3724.9624.969.749.7438.2138.218.048.0431.7331.7331.7331.73v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 31.732 · range [-33.00, 72.05] · μ 26.850 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.1443 · σ=23.4942 · range [7.4973, 80.0040] · R²=0.893 FALLING -88.50%σ EXTREME 68.81%LAST 9.202280.004061.877343.750725.62407.4973μ = 34.1443max 80.0040min 7.4973dataMA(3)OLS R²=0.89μ lineμ ± σ bandmaxmin
latest 9.20% · range [7.50%, 80.00%] · μ 34.14% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.145 · σ=0.234CLOSE TO MARTINGALELAST -0.454 (-1.32σ vs μ)0.4770.2380.000-0.238-0.477μ = -0.145-0.091-0.091-0.071-0.0710.0370.0370.0500.0500.0330.033-0.439-0.439-0.345-0.345-0.357-0.357-0.477-0.477-0.225-0.2250.0840.0840.0780.0780.3470.347-0.181-0.181-0.379-0.3790.0670.067-0.090-0.090-0.351-0.351-0.454-0.454v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.454 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
22.7828
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
8.3296
p-VALUE (log scale)
0.1377
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
-1.5789
p-VALUE (log scale)
0.4958
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
0.5471
p-VALUE (log scale)
0.5843
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6392
p-VALUE (log scale)
0.0191
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
-0.5669
p-VALUE (log scale)
0.5708
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.828 ≈ 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=2.14e-5 · top T=3.00h (19.8%) · top-3 cover 55.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.1e-53.8e-52.6e-51.3e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.08e-6 · 2.4% energyperiod 24.0 · power 6.08e-6 · 2.4% energyperiod 12.0 · power 4.27e-5 · 16.6% energyperiod 12.0 · power 4.27e-5 · 16.6% energyperiod 8.0 · power 2.36e-5 · 9.2% energyperiod 8.0 · power 2.36e-5 · 9.2% energyperiod 6.0 · power 2.60e-5 · 10.1% energyperiod 6.0 · power 2.60e-5 · 10.1% energyperiod 4.8 · power 2.00e-6 · 0.8% energyperiod 4.8 · power 2.00e-6 · 0.8% energyperiod 4.0 · power 3.33e-6 · 1.3% energyperiod 4.0 · power 3.33e-6 · 1.3% energyperiod 3.4 · power 4.84e-5 · 18.8% energyperiod 3.4 · power 4.84e-5 · 18.8% energyperiod 3.0 · power 5.10e-5 · 19.8% energyperiod 3.0 · power 5.10e-5 · 19.8% energyperiod 2.7 · power 1.05e-5 · 4.1% energyperiod 2.7 · power 1.05e-5 · 4.1% energyperiod 2.4 · power 2.14e-5 · 8.3% energyperiod 2.4 · power 2.14e-5 · 8.3% energyperiod 2.2 · power 2.17e-5 · 8.4% energyperiod 2.2 · power 2.17e-5 · 8.4% energyperiod 2.0 · power 3.75e-7 · 0.1% energyperiod 2.0 · power 3.75e-7 · 0.1% energy50% by T=3.4h#1 dominantT=3.00h#2T=3.43h#3T=12.00hT=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 ≈ 3.00h (freq 0.333) · concentrates 19.8% of total energy · Σ|X̂|²/n = 2.572e-4

▸ Depth section using sovereign-store price series (2825 bars · effective 1752810 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 0.017pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0015 · n = 2825n = 2825
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.017pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6
Terminal variancebinary
0.0015
p(1−p) at resolution
Current pricep
99.9¢
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 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01n = 2825
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
0.2pp
peak 99.8¢ → 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
99.9%
= price
Decimal oddsEU
1.002
total return per $1
AmericanUS
-66567
risk $66567 to win $100
FractionalUK
0.00 / 1
profit per $1 risked
Profit per $100stake
+$0.15
clean dollar framing
-1000-5000+500+1000020406080100you · 99.9%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)
0.016 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.016 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.00 bit
self-information
Surprise · NO−log₂(1−p)
9.38 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
24263007049311544381149874427246491010362852457986556661717075902445320044187
NO token ID
41864523372202600045662802580468115995435401217414770171466940334945492803241
Snapshot fetched
2026-06-14 11:07:38 UTC
Snapshot age
4.8s
History points
25 CLOB mids
Page rendered
2026-06-14 11:07:43 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c91ba49d6bc543129979aa12269a85de1acac4d95810f12423cf2b94c91e2e60 · 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
$68.31K
bid $23.87K · ask $44.44K
Depth within 50bp
$76.83K
bid $32.40K · ask $44.44K
Mid price
0.998500
(best bid + best ask) / 2
Spread
10.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.523
bid-heavy
Imbalance (top-5)
-0.155
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-62k-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.9990005.01bp0.9990001FILLED
BUY$10.00K0.9990005.01bp0.9990001FILLED
BUY$100.00K0.9990005.01bp0.9990001PARTIAL
SELL$1.00K0.9980005.01bp0.9980001FILLED
SELL$10.00K0.9980005.01bp0.9980001FILLED
SELL$100.00K0.4192405801.30bp0.00100096PARTIAL

Risk metrics

sovereign store · 2,825 barsperiods/year ≈ 1.75M
Realized vol (annualised)
22.71%
σ per bar = 0.000172
Mean return (annualised)
1255.85%
μ per bar = 0.000007
Sharpe (rf=0)
55.29
annualised; risk-free assumed zero
Max drawdown
0.20%
peak 1.00 → trough 1.00 over 1001 bars

/api/asset/pm-bitcoin-above-62k-on-june-14-2026/risk · same metrics, JSON