POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 21?

YES · live
97.2¢
NO · live
2.8¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-21-2026 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
89.46%
max drawdown
2.47%
sharpe
—
ulcer index
1.07%
RMS drawdown
pain index
0.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.29%
cond. drawdown
gain/pain
0.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.95
upside/downside
roll spread
0.1 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-62k-on-june-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.7s⏱--:--:-- 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
97.2¢
NO · live
2.8¢
YES price · live 24h
n=25 · μ=0.9089 · σ=0.0737 · range [0.7160, 0.9780] · R²=0.764▲ RISING +35.68%σ HIGH 8.11%LAST 0.97150.97800.91250.84700.78150.7160μ = 0.9089max 0.9780min 0.7160dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 97.15¢
YES / NO split · live
YES 97.2%NO 2.8%YES97.2%97.20¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.184 / 1.00 bits (18%) · informative — one side favoured
YES
97.2%97.2¢1.03×▬ +0.00pp
NO
2.8%2.8¢35.71×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,645 · μ=193.5 · σ=252.9 · CV=1.31BURSTY · concentratedcumulative energy ↗ · 50% by h=802725458171,090μ = 1941,09050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4645bp moved · peak 1090bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.7s
▲YES mid
97.20¢ (97.20%)
▼NO mid
2.80¢ (2.80%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.3k
≋liquidity $
$23.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.9089 · σ=0.0737 · range [0.7160, 0.9780] · R²=0.764▲ RISING +35.68%σ HIGH 8.11%LAST 0.97150.97800.91250.84700.78150.7160μ = 0.9089max 0.9780min 0.7160dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 97.15¢
NO price · CLOB mid
n=25 · μ=0.0911 · σ=0.0737 · range [0.0220, 0.2840] · R²=0.764▼ FALLING -89.96%σ EXTREME 80.90%LAST 0.02850.28400.21850.15300.08750.0220μ = 0.0911max 0.2840min 0.0220dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 2.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0121 · σ=0.0274 · skew=1.58 (right-skewed) · kurt=2.69 (leptokurtic (fat tails))1085302-2.26ppbin -2.26pp · n=2 · 20.0% peakbin -2.26pp · n=2 · 20.0% peak5-0.87ppbin -0.87pp · n=5 · 50.0% peakbin -0.87pp · n=5 · 50.0% peak100.51ppbin 0.51pp · n=10 · 100.0% peakbin 0.51pp · n=10 · 100.0% peak11.90ppbin 1.90pp · n=1 · 10.0% peakbin 1.90pp · n=1 · 10.0% peak33.28ppbin 3.28pp · n=3 · 30.0% peakbin 3.28pp · n=3 · 30.0% peak14.67ppbin 4.67pp · n=1 · 10.0% peakbin 4.67pp · n=1 · 10.0% peak16.05ppbin 6.05pp · n=1 · 10.0% peakbin 6.05pp · n=1 · 10.0% peak7.44pp8.82pp110.21ppbin 10.21pp · n=1 · 10.0% peakbin 10.21pp · n=1 · 10.0% 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=1.66 · kurt=3.08 · near 12 / mid 11 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=-0.87)
μ MEAN90.89¢95% CI: [88.00¢, 93.78¢]
σ STD DEV7.37ppσ² = 54.363 · CV = 8.11%
med MEDIAN94.85¢Q₁ 83.25¢ · Q₃ 96.80¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 26.20pp · IQR 13.55pp (1.349σ→9.95pp)
min 71.60¢Q₁ 83.25¢med 94.85¢Q₃ 96.80¢max 97.80¢μ
SKEWNESS · G₁-0.868left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.446mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.54
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 3.55
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-0.123within white-noise band
ρ(2) AUTOCORR+0.077lag-2 not significant
H · HURST EXPONENT0.620persistent
OLS TREND · t-STAT+8.635significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.620
H = 0.620PERSISTENT
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=1-0.123k=2+0.077k=3-0.126k=4-0.089k=5+0.0730+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|=8.64)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.36high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.64)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 ID2544101
SLUGbitcoin-above-62k-on-june-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (97¢)
PRIMARY · YES97.20¢implied prob 97.20% · decimal odds 1.03×
COUNTER · NO2.80¢implied prob 2.80% · decimal odds 35.71×
97.20¢
2.80¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.31k USD 24h
LIQUIDITY23.18k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (97¢)|primary − counter| = 0.944 · entropy 0.184 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 97.2%NO 2.8%YES p̂97.2%H = 0.184 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.03×(97¢)NO35.71×(3¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.184 bits (18% 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 = 36.121 pp/day
YES →$1.00(P = 97.2%)
NO →$0.00(P = 2.8%)
current: $0.9720 · expected return per side: $0.03 on YES hit · $0.97 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.6dRESOLVESP projection · σ=7.37% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 36.121 pp/day
now1.13d left
36.121 pp/day×1.00
−25%20.33h left
41.709 pp/day×1.15
−50%13.56h left
51.083 pp/day×1.41
−75%6.78h left
72.242 pp/day×2.00
−90%2.71h left
114.224 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 10.90% · worst -2.95% · typical |Δ| 1.94%BULLISH SESSION +25.55%BEST+10.90%1hWORST-2.95%4hTYPICAL |Δ|1.94%mean absoluteCUMULATIVE+25.55%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +1.67% · Σ +11.70%EUROPE · 08-16 UTCμ +1.51% · Σ +12.10%US · 16-24 UTCμ +0.18% · Σ +1.45%CUMULATIVE Δ PATH · final +25.55%+26.20%0.00%10.90% · 1h10.90% · 1h10.90%1h★ BEST0.60% · 2h0.60% · 2h0.60%2h0.15% · 3h0.15% · 3h0.15%3h-2.95% · 4h-2.95% · 4h-2.95%4h▼ WORST2.65% · 5h2.65% · 5h2.65%5h0.30% · 6h0.30% · 6h0.30%6h0.05% · 7h0.05% · 7h0.05%7h6.55% · 8h6.55% · 8h6.55%8h-1.20% · 9h-1.20% · 9h-1.20%9h5.20% · 10h5.20% · 10h5.20%10h2.60% · 11h2.60% · 11h2.60%11h0.35% · 12h0.35% · 12h0.35%12h0.05% · 13h0.05% · 13h0.05%13h-2.70% · 14h-2.70% · 14h-2.70%14h1.25% · 15h1.25% · 15h1.25%15h0.75% · 16h0.75% · 16h0.75%16h1.05% · 17h1.05% · 17h1.05%17h-0.20% · 18h-0.20% · 18h-0.20%18h-0.65% · 19h-0.65% · 19h-0.65%19h-1.50% · 20h-1.50% · 20h-1.50%20h2.95% · 21h2.95% · 21h2.95%21h-1.25% · 22h-1.25% · 22h-1.25%22h0.30% · 23h0.30% · 23h0.30%23h0.30% · 24h0.30% · 24h0.30%24hTIME PATTERNEurope-led (+12.10%)RUNSup max 4 · down max 3BREADTH71% up · 29% down
17 up bars · 7 down · best 10.90% · worst -2.95% · typical |Δ| 1.935%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +27.66%FINAL+27.66%MAX DD-2.95%RECOVERYONGOING · 4 barsMAX RUN-UP+28.50%UNDERWATER14/25 (56%)STREAK↗ 2EQUITY CURVE · end 1.2766 · peak 1.2850 · range [1.0000, 1.2850]1.28501.0000break-even = 1★ PEAK 1.2850UNDERWATER DRAWDOWN · max -2.95% · moderate0%-2.95%▼ TROUGH -2.95%TOP DRAWDOWN PERIODS · 5 total#1 -2.95%bar 5-8 · 4 bars · recovered#2 -2.70%bar 15-17 · 3 bars · recovered#3 -2.34%bar 19-21 · 3 bars · recoveredDD SEVERITYmoderate (max -2.95%)RECOVERYongoing · 21 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.2766 (27.66%) · max DD -2.95% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +17 / −2 (89% positive) · μ=26.40 · σ=25.86PROFITABLE STRATEGYLAST 1.44 (-0.97σ vs μ)68.4634.230.00-34.23-68.46μ = 26.4038.3338.336.966.9632.9232.9225.3325.3368.2968.2968.0768.0768.4668.4668.4668.4623.8423.8439.6939.6920.4320.438.058.052.152.15-5.27-5.2710.0910.0924.0524.053.723.72-3.38-3.381.441.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 1.445 · range [-5.27, 68.46] · μ 26.401 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=219.6054 · σ=90.1107 · range [101.3104, 443.7366] · R²=0.616▼ FALLING -65.84%σ EXTREME 41.03%LAST 151.5760443.7366358.1301272.5235186.9170101.3104μ = 219.6054max 443.7366min 101.3104dataMA(3)OLS R²=0.62μ lineμ ± σ bandmaxmin
latest 151.58% · range [101.31%, 443.74%] · μ 219.61% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.274 · σ=0.315MEAN-REVERSIONLAST -0.567 (-0.93σ vs μ)0.7160.3580.000-0.358-0.716μ = -0.274-0.049-0.049-0.460-0.460-0.165-0.165-0.433-0.433-0.646-0.646-0.609-0.609-0.716-0.716-0.429-0.4290.0430.0430.2650.265-0.090-0.090-0.161-0.161-0.190-0.190-0.137-0.1370.4260.426-0.197-0.197-0.517-0.517-0.568-0.568-0.567-0.567v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.567 · |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
29.7297
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
1.4754
p-VALUE (log scale)
0.9154
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
-3.0113
p-VALUE (log scale)
0.0354
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
0.0425
p-VALUE (log scale)
0.9661
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
0.8241
p-VALUE (log scale)
0.0062
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
-1.2413
p-VALUE (log scale)
0.2145
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.622 ≈ 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=9.11e-4 · top T=2.18h (16.2%) · top-3 cover 46.1%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.8e-31.3e-38.9e-44.4e-40.0e+0μ noise floorperiod 24.0 · power 5.26e-4 · 4.8% energyperiod 24.0 · power 5.26e-4 · 4.8% energyperiod 12.0 · power 5.00e-4 · 4.6% energyperiod 12.0 · power 5.00e-4 · 4.6% energyperiod 8.0 · power 1.66e-3 · 15.2% energyperiod 8.0 · power 1.66e-3 · 15.2% energyperiod 6.0 · power 1.34e-4 · 1.2% energyperiod 6.0 · power 1.34e-4 · 1.2% energyperiod 4.8 · power 1.47e-3 · 13.4% energyperiod 4.8 · power 1.47e-3 · 13.4% energyperiod 4.0 · power 6.82e-4 · 6.2% energyperiod 4.0 · power 6.82e-4 · 6.2% energyperiod 3.4 · power 1.06e-3 · 9.7% energyperiod 3.4 · power 1.06e-3 · 9.7% energyperiod 3.0 · power 2.20e-4 · 2.0% energyperiod 3.0 · power 2.20e-4 · 2.0% energyperiod 2.7 · power 4.14e-4 · 3.8% energyperiod 2.7 · power 4.14e-4 · 3.8% energyperiod 2.4 · power 1.61e-3 · 14.7% energyperiod 2.4 · power 1.61e-3 · 14.7% energyperiod 2.2 · power 1.77e-3 · 16.2% energyperiod 2.2 · power 1.77e-3 · 16.2% energyperiod 2.0 · power 8.94e-4 · 8.2% energyperiod 2.0 · power 8.94e-4 · 8.2% energy50% by T=3.4h#1 dominantT=2.18h#2T=8.00h#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 ≈ 2.18h (freq 0.458) · concentrates 16.2% of total energy · Σ|X̂|²/n = 1.093e-2

▸ 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 1.1 d · σ/bar 0.068pp · expected |Δp| over horizon 0.35ppterminal variance p(1−p) = 0.0305 · n = 1048✓ n = 1048
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.068pp
one-bar volatility · logit-free
Per-day movedaily
0.33pp
σ × √24
Per-horizon move1d
0.35pp
σ × √27.11327305555556
Terminal variancebinary
0.0305
p(1−p) at resolution
Current pricep
96.9¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.03✓ n = 1048
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
2.5pp
peak 97.2¢ → trough 94.8¢
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
97.2%
= price
Decimal oddsEU
1.029
total return per $1
AmericanUS
-3471
risk $3471 to win $100
FractionalUK
0.03 / 1
profit per $1 risked
Profit per $100stake
+$2.88
clean dollar framing
-1000-5000+500+1000020406080100you · 97.2%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)
0.184 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.184 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.04 bit
self-information
Surprise · NO−log₂(1−p)
5.16 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
111448821570552840888671087336924566887006337585960284464218283130712079872974
NO token ID
110713745309520622491976281188661509714911833241977985671592076202386856127262
Snapshot fetched
2026-06-20 12:53:02 UTC
Snapshot age
9.7s
History points
25 CLOB mids
Page rendered
2026-06-20 12:53:12 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5a4ae34c1e0bd8ebc269b96486469924fa1cc1cbde65822a081f102142e57d3c · 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
$292
bid $97 · ask $195
Mid price
0.972000
(best bid + best ask) / 2
Spread
20.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.013
ask-heavy
Imbalance (top-5)
-0.291
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-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.97815163.28bp0.9800003FILLED
BUY$10.00K0.981827101.10bp0.9850005FILLED
BUY$100.00K0.996071247.64bp0.99900014FILLED
SELL$1.00K0.96362186.20bp0.9610005FILLED
SELL$10.00K0.954917175.76bp0.91200016FILLED
SELL$100.00K0.2076747863.44bp0.00100065PARTIAL

Risk metrics

▸ sovereign store · 1,048 barsperiods/year ≈ 1.75M
Realized vol (annualised)
92.63%
σ per bar = 0.000700
Mean return (annualised)
-517.74%
μ per bar = -0.000003
Sharpe (rf=0)
-5.59
annualised; risk-free assumed zero
Max drawdown
2.47%
peak 0.97 → trough 0.95 over 377 bars

/api/asset/pm-bitcoin-above-62k-on-june-21-2026/risk · same metrics, JSON