POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $62,000 on June 22?

YES · live
87.5¢
NO · live
12.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-62k-on-june-22-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
224.09%
max drawdown
3.51%
sharpe
—
ulcer index
1.43%
RMS drawdown
pain index
1.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.31%
cond. drawdown
gain/pain
1.35
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.35
upside/downside
roll spread
0.9 bps
implied (price-only)
bars used
769
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-62k-on-june-22-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH405ms⏱--:--:-- 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
87.5¢
NO · live
12.5¢
YES price · live 24h
n=25 · μ=0.8234 · σ=0.0603 · range [0.6800, 0.8850] · R²=0.712▲ RISING +27.21%σ HIGH 7.32%LAST 0.86500.88500.83370.78250.73130.6800μ = 0.8234max 0.8850min 0.6800dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 86.50¢
YES / NO split · live
YES 87.5%NO 12.5%YES87.5%87.50¢ · odds 1/1.14
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.544 / 1.00 bits (54%) · moderate uncertainty
YES
87.5%87.5¢1.14×▬ +0.00pp
NO
12.5%12.5¢8.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,450 · μ=227.1 · σ=243.6 · CV=1.07BURSTYcumulative energy ↗ · 50% by h=100212425637850μ = 22785050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5450bp moved · peak 850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
405ms
▲YES mid
87.50¢ (87.50%)
▼NO mid
12.50¢ (12.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$19.7k
≋liquidity $
$20.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8234 · σ=0.0603 · range [0.6800, 0.8850] · R²=0.712▲ RISING +27.21%σ HIGH 7.32%LAST 0.86500.88500.83370.78250.73130.6800μ = 0.8234max 0.8850min 0.6800dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 86.50¢
NO price · CLOB mid
n=25 · μ=0.1766 · σ=0.0603 · range [0.1150, 0.3200] · R²=0.712▼ FALLING -57.81%σ EXTREME 34.15%LAST 0.13500.32000.26870.21750.16630.1150μ = 0.1766max 0.3200min 0.1150dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 13.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0062 · σ=0.0309 · skew=0.58 (right-skewed) · kurt=-0.01 (mesokurtic)1085302-4.80ppbin -4.80pp · n=2 · 20.0% peakbin -4.80pp · n=2 · 20.0% peak-3.40pp2-2.00ppbin -2.00pp · n=2 · 20.0% peakbin -2.00pp · n=2 · 20.0% peak10-0.60ppbin -0.60pp · n=10 · 100.0% peakbin -0.60pp · n=10 · 100.0% peak40.80ppbin 0.80pp · n=4 · 40.0% peakbin 0.80pp · n=4 · 40.0% peak2.20pp23.60ppbin 3.60pp · n=2 · 20.0% peakbin 3.60pp · n=2 · 20.0% peak25.00ppbin 5.00pp · n=2 · 20.0% peakbin 5.00pp · n=2 · 20.0% peak16.40ppbin 6.40pp · n=1 · 10.0% peakbin 6.40pp · n=1 · 10.0% peak17.80ppbin 7.80pp · n=1 · 10.0% peakbin 7.80pp · 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=0.52 · kurt=0.19 · near 17 / mid 7 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALMILDLY 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=-0.65)
μ MEAN82.34¢95% CI: [79.98¢, 84.70¢]
σ STD DEV6.03ppσ² = 36.369 · CV = 7.32%
med MEDIAN85.00¢Q₁ 76.50¢ · Q₃ 87.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 20.50pp · IQR 11.00pp (1.349σ→8.14pp)
min 68.00¢Q₁ 76.50¢med 85.00¢Q₃ 87.50¢max 88.50¢μ
SKEWNESS · G₁-0.652left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.861mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 0.74
range ↔ σconcentrated (range < 4σ)range / σ = 3.40
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) -0.24 + ADF rejected
ρ(1) AUTOCORR-0.244within white-noise band
ρ(2) AUTOCORR+0.045lag-2 not significant
H · HURST EXPONENT0.637persistent
OLS TREND · t-STAT+7.545significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.637
H = 0.637PERSISTENT
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=1-0.244k=2+0.045k=3-0.224k=4+0.012k=5+0.0820+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|=7.55)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.24 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.52high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.55)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 ID2553334
SLUGbitcoin-above-62k-on-june-22-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (88¢)
PRIMARY · YES87.50¢implied prob 87.50% · decimal odds 1.14×
COUNTER · NO12.50¢implied prob 12.50% · decimal odds 8.00×
87.50¢
12.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME19.74k USD 24h
LIQUIDITY20.12k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (88¢)|primary − counter| = 0.750 · entropy 0.544 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 87.5%NO 12.5%YES p̂87.5%H = 0.544 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.14×(88¢)NO8.00×(13¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.544 bits (54% of max) · moderate uncertainty
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 2026-06-22 16:00 UTC
2days
03hrs
07min
2.13 days·θ = 29.544 pp/day
YES →$1.00(P = 87.5%)
NO →$0.00(P = 12.5%)
current: $0.8750 · expected return per side: $0.13 on YES hit · $0.88 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1dRESOLVESP projection · σ=6.03% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 29.544 pp/day
now2.13d left
29.544 pp/day×1.00
−25%1.60d left
34.115 pp/day×1.15
−50%1.07d left
41.782 pp/day×1.41
−75%12.78h left
59.088 pp/day×2.00
−90%5.11h left
93.427 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 8.50% · worst -5.50% · typical |Δ| 2.27%MILD BULLISH +18.50%BEST+8.50%1hWORST-5.50%20hTYPICAL |Δ|2.27%mean absoluteCUMULATIVE+18.50%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +1.14% · Σ +8.00%EUROPE · 08-16 UTCμ +1.19% · Σ +9.50%US · 16-24 UTCμ +0.25% · Σ +2.00%CUMULATIVE Δ PATH · final +18.50%+20.50%0.00%8.50% · 1h8.50% · 1h8.50%1h★ BEST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-4.50% · 4h-4.50% · 4h-4.50%4h5.00% · 5h5.00% · 5h5.00%5h-0.50% · 6h-0.50% · 6h-0.50%6h-0.50% · 7h-0.50% · 7h-0.50%7h3.50% · 8h3.50% · 8h3.50%8h-1.00% · 9h-1.00% · 9h-1.00%9h6.50% · 10h6.50% · 10h6.50%10h3.50% · 11h3.50% · 11h3.50%11h0.00% · 12h0.00% · 12h·12h-2.00% · 13h-2.00% · 13h-2.00%13h-2.00% · 14h-2.00% · 14h-2.00%14h1.00% · 15h1.00% · 15h1.00%15h1.00% · 16h1.00% · 16h1.00%16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h1.00% · 19h1.00% · 19h1.00%19h-5.50% · 20h-5.50% · 20h-5.50%20h▼ WORST5.50% · 21h5.50% · 21h5.50%21h-1.00% · 22h-1.00% · 22h-1.00%22h0.00% · 23h0.00% · 23h·23h-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNEurope-led (+9.50%)RUNSup max 3 · down max 2BREADTH42% up · 38% down · 21% flat
10 up bars · 9 down · best 8.50% · worst -5.50% · typical |Δ| 2.271%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +18.80%FINAL+18.80%MAX DD-5.56%RECOVERYONGOING · 12 barsMAX RUN-UP+21.66%UNDERWATER16/25 (64%)STREAK↘ 1EQUITY CURVE · end 1.1880 · peak 1.2166 · range [1.0000, 1.2166]1.21661.0000break-even = 1★ PEAK 1.2166UNDERWATER DRAWDOWN · max -5.56% · significant0%-5.56%▼ TROUGH -5.56%TOP DRAWDOWN PERIODS · 4 total#1 -5.56%bar 14-25 · 12 bars · ONGOING#2 -4.50%bar 5-5 · 1 bars · recovered#3 -1.00%bar 10-10 · 1 bars · recoveredDD SEVERITYsignificant (max -5.56%)RECOVERYongoing · 12 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.1880 (18.80%) · max DD -5.56% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −5 (68% positive) · μ=18.92 · σ=24.81PROFITABLE STRATEGYLAST -4.38 (-0.94σ vs μ)63.1031.550.00-31.55-63.10μ = 18.9228.8428.84-2.58-2.5813.9213.929.139.1362.3862.3859.0159.0163.1063.1050.1350.1322.6422.6432.8232.8211.1911.19-10.60-10.60-10.60-10.6025.7625.76-8.99-8.9913.2913.294.384.380.000.00-4.38-4.38v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -4.383 · range [-10.60, 63.10] · μ 18.919 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=279.4006 · σ=80.5484 · range [113.3490, 430.3499] · R²=0.071▼ FALLING -22.60%σ EXTREME 28.83%LAST 333.1066430.3499351.0996271.8494192.5992113.3490μ = 279.4006max 430.3499min 113.3490dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 333.11% · range [113.35%, 430.35%] · μ 279.40% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.219 · σ=0.373MEAN-REVERSIONLAST -0.654 (-1.17σ vs μ)0.6600.3300.000-0.330-0.660μ = -0.219-0.262-0.262-0.542-0.542-0.469-0.469-0.559-0.559-0.415-0.415-0.189-0.189-0.409-0.409-0.114-0.1140.2170.2170.4330.4330.1690.1690.3360.3360.3820.382-0.152-0.152-0.083-0.083-0.536-0.536-0.654-0.654-0.660-0.660-0.654-0.654v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.654 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.5464
p-VALUE (log scale)
0.4615
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
3.3878
p-VALUE (log scale)
0.6430
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
-2.5811
p-VALUE (log scale)
0.0981
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
0.7227
p-VALUE (log scale)
0.4698
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
0.7969
p-VALUE (log scale)
0.0073
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
-1.3491
p-VALUE (log scale)
0.1773
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.589 ≈ 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=1.14e-3 · top T=2.18h (20.5%) · top-3 cover 53.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.8e-32.1e-31.4e-37.0e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.71e-4 · 2.0% energyperiod 24.0 · power 2.71e-4 · 2.0% energyperiod 12.0 · power 4.13e-4 · 3.0% energyperiod 12.0 · power 4.13e-4 · 3.0% energyperiod 8.0 · power 1.16e-3 · 8.5% energyperiod 8.0 · power 1.16e-3 · 8.5% energyperiod 6.0 · power 2.47e-4 · 1.8% energyperiod 6.0 · power 2.47e-4 · 1.8% energyperiod 4.8 · power 1.78e-3 · 13.1% energyperiod 4.8 · power 1.78e-3 · 13.1% energyperiod 4.0 · power 9.76e-4 · 7.1% energyperiod 4.0 · power 9.76e-4 · 7.1% energyperiod 3.4 · power 1.58e-3 · 11.5% energyperiod 3.4 · power 1.58e-3 · 11.5% energyperiod 3.0 · power 8.23e-5 · 0.6% energyperiod 3.0 · power 8.23e-5 · 0.6% energyperiod 2.7 · power 1.33e-3 · 9.7% energyperiod 2.7 · power 1.33e-3 · 9.7% energyperiod 2.4 · power 3.08e-4 · 2.3% energyperiod 2.4 · power 3.08e-4 · 2.3% energyperiod 2.2 · power 2.80e-3 · 20.5% energyperiod 2.2 · power 2.80e-3 · 20.5% energyperiod 2.0 · power 2.71e-3 · 19.8% energyperiod 2.0 · power 2.71e-3 · 19.8% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.00h#3T=4.80hT=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 20.5% of total energy · Σ|X̂|²/n = 1.365e-2

▸ Depth section using sovereign-store price series (769 bars · effective 1752908 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 2.1 d · σ/bar 0.169pp · expected |Δp| over horizon 1.21ppterminal variance p(1−p) = 0.1018 · n = 769✓ n = 769
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.169pp
one-bar volatility · logit-free
Per-day movedaily
0.83pp
σ × √24
Per-horizon move2d
1.21pp
σ × √51.125860277777775
Terminal variancebinary
0.1018
p(1−p) at resolution
Current pricep
88.5¢
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 0.27pp · ES₉₅ 0.35pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 769
VaR 95%
0.27pp
1.645·σ (parametric) of Δp
ES 95%
0.35pp
mean of the tail
Max drawdown
3.5pp
peak 85.5¢ → trough 82.5¢
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
87.5%
= price
Decimal oddsEU
1.143
total return per $1
AmericanUS
-700
risk $700 to win $100
FractionalUK
0.14 / 1
profit per $1 risked
Profit per $100stake
+$14.29
clean dollar framing
-1000-5000+500+1000020406080100you · 87.5%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)
0.544 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.544 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.19 bit
self-information
Surprise · NO−log₂(1−p)
3.00 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
81889065087728170422170190056747966220478454075842738717009015384926694768289
NO token ID
17552003923848236314872663679960634709195324419836397459904064434606361110093
Snapshot fetched
2026-06-20 12:52:26 UTC
Snapshot age
405ms
History points
25 CLOB mids
Page rendered
2026-06-20 12:52:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
d112f3949bb12f5053b76b7dfcc11c450bf826aadee37c17fd1824ac2f76f169 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.3¢HL PREDFrance79.4¢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$63,523HL PERPHYPE-USD perpetual$70.64HL PERPETH-USD perpetual$1,724.3

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
0.865000
(best bid + best ask) / 2
Spread
115.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.573
bid-heavy
Imbalance (top-5)
-0.046
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-22-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.87000057.80bp0.8700001FILLED
BUY$10.00K0.881489190.62bp0.9000004FILLED
BUY$100.00K0.927659724.38bp0.99000012PARTIAL
SELL$1.00K0.844047242.23bp0.8400003FILLED
SELL$10.00K0.834287355.06bp0.6200007FILLED
SELL$100.00K0.1894597809.73bp0.01000033PARTIAL

Risk metrics

▸ sovereign store · 769 barsperiods/year ≈ 1.75M
Realized vol (annualised)
259.67%
σ per bar = 0.001961
Mean return (annualised)
7871.24%
μ per bar = 0.000045
Sharpe (rf=0)
30.31
annualised; risk-free assumed zero
Max drawdown
3.51%
peak 0.85 → trough 0.82 over 134 bars

/api/asset/pm-bitcoin-above-62k-on-june-22-2026/risk · same metrics, JSON