POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $64,000 on June 20?

YES · live
9.3¢
NO · live
90.8¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-64k-on-june-20-2026 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
760.64%
max drawdown
75.23%
sharpe
—
ulcer index
46.79%
RMS drawdown
pain index
41.55%
mean drawdown
mod. VaR 95%
0.64%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
73.70%
cond. drawdown
gain/pain
0.91
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.91
upside/downside
roll spread
6.5 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-64k-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH505ms⏱--:--:-- 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
9.3¢
NO · live
90.8¢
YES price · live 24h
n=25 · μ=0.1331 · σ=0.0593 · range [0.0480, 0.2440] · R²=0.001▼ FALLING -46.67%σ EXTREME 44.53%LAST 0.07200.24400.19500.14600.09700.0480μ = 0.1331max 0.2440min 0.0480dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 7.20¢
YES / NO split · live
YES 9.3%NO 90.8%NO90.8%90.75¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.445 / 1.00 bits (44%) · informative — one side favoured
YES
9.3%9.3¢10.81×▬ +0.00pp
NO
90.8%90.8¢1.10×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=12,270 · μ=511.3 · σ=396.7 · CV=0.78RISING +61% h/hcumulative energy ↗ · 50% by h=1604088151,2231,630μ = 5111,63050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 12270bp moved · peak 1630bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
505ms
▲YES mid
9.25¢ (9.25%)
▼NO mid
90.75¢ (90.75%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$156.0k
≋liquidity $
$22.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1331 · σ=0.0593 · range [0.0480, 0.2440] · R²=0.001▼ FALLING -46.67%σ EXTREME 44.53%LAST 0.07200.24400.19500.14600.09700.0480μ = 0.1331max 0.2440min 0.0480dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 7.20¢
NO price · CLOB mid
n=25 · μ=0.8671 · σ=0.0596 · range [0.7560, 0.9520] · R²=0.000▲ RISING +8.03%σ HIGH 6.87%LAST 0.93450.95200.90300.85400.80500.7560μ = 0.8671max 0.9520min 0.7560dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 93.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0054 · σ=0.0604 · skew=0.61 (right-skewed) · kurt=-0.10 (mesokurtic)653201-9.82ppbin -9.82pp · n=1 · 16.7% peakbin -9.82pp · n=1 · 16.7% peak6-7.07ppbin -7.07pp · n=6 · 100.0% peakbin -7.07pp · n=6 · 100.0% peak1-4.32ppbin -4.32pp · n=1 · 16.7% peakbin -4.32pp · n=1 · 16.7% peak6-1.57ppbin -1.57pp · n=6 · 100.0% peakbin -1.57pp · n=6 · 100.0% peak31.18ppbin 1.18pp · n=3 · 50.0% peakbin 1.18pp · n=3 · 50.0% peak33.93ppbin 3.93pp · n=3 · 50.0% peakbin 3.93pp · n=3 · 50.0% peak26.68ppbin 6.68pp · n=2 · 33.3% peakbin 6.68pp · n=2 · 33.3% peak19.43ppbin 9.43pp · n=1 · 16.7% peakbin 9.43pp · n=1 · 16.7% peak12.18pp114.93ppbin 14.93pp · n=1 · 16.7% peakbin 14.93pp · n=1 · 16.7% 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=0.52 · kurt=-0.02 · near 20 / mid 4 / far 0 · OLS slope=1.01 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.26)
μ MEAN13.31¢95% CI: [10.99¢, 15.64¢]
σ STD DEV5.93ppσ² = 35.134 · CV = 44.53%
med MEDIAN13.50¢Q₁ 7.20¢ · Q₃ 17.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 19.60pp · IQR 10.30pp (1.349σ→8.00pp)
min 4.80¢Q₁ 7.20¢med 13.50¢Q₃ 17.50¢max 24.40¢μ
SKEWNESS · G₁0.205approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.259platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.03
σ × 1.349 ↔ IQRdiverges from normalratio = 0.78
range ↔ σconcentrated (range < 4σ)range / σ = 3.31
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-0.236within white-noise band
ρ(2) AUTOCORR-0.072lag-2 not significant
H · HURST EXPONENT0.813strongly persistent
OLS TREND · t-STAT+0.130fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.813
H = 0.813STRONGLY 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=1-0.236k=2-0.072k=3-0.214k=4+0.072k=5+0.0200+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]NOT SIGNIFICANT (|t|=0.13)
−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 0.86very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.13)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 ID2532415
SLUGbitcoin-above-64k-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (91¢)
PRIMARY · YES9.25¢implied prob 9.25% · decimal odds 10.81×
COUNTER · NO90.75¢implied prob 90.75% · decimal odds 1.10×
9.25¢
90.75¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME156.05k USD 24h
LIQUIDITY22.65k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (91¢)|primary − counter| = 0.815 · entropy 0.445 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 9.3%NO 90.8%YES p̂9.3%H = 0.445 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES10.81×(9¢)NO1.10×(91¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.445 bits (44% 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 2026-06-20 16:00 UTC
0days
03hrs
07min
3.1 hours·θ = 29.038 pp/day
YES →$1.00(P = 9.3%)
NO →$0.00(P = 90.8%)
current: $0.0925 · expected return per side: $0.91 on YES hit · $0.09 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6hRESOLVESP projection · σ=5.93% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 29.038 pp/day
now3.13h left
29.038 pp/day×1.00
−25%2.34h left
33.530 pp/day×1.15
−50%1.56h left
41.066 pp/day×1.41
−75%0.78h left
58.076 pp/day×2.00
−90%0.31h left
91.827 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 16.30% · worst -11.20% · typical |Δ| 5.11%MILD BEARISH -6.30%BEST+16.30%21hWORST-11.20%20hTYPICAL |Δ|5.11%mean absoluteCUMULATIVE-6.30%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -1.00% · Σ -7.00%EUROPE · 08-16 UTCμ +0.24% · Σ +1.90%US · 16-24 UTCμ +0.62% · Σ +4.95%CUMULATIVE Δ PATH · final -6.30%+10.90%-8.70%8.00% · 1h8.00% · 1h8.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h-3.00% · 3h-3.00% · 3h-3.00%3h-7.00% · 4h-7.00% · 4h-7.00%4h5.00% · 5h5.00% · 5h5.00%5h-7.50% · 6h-7.50% · 6h-7.50%6h-1.50% · 7h-1.50% · 7h-1.50%7h-0.85% · 8h-0.85% · 8h-0.85%8h-0.85% · 9h-0.85% · 9h-0.85%9h2.00% · 10h2.00% · 10h2.00%10h9.15% · 11h9.15% · 11h9.15%11h-1.25% · 12h-1.25% · 12h-1.25%12h0.15% · 13h0.15% · 13h0.15%13h-8.05% · 14h-8.05% · 14h-8.05%14h1.60% · 15h1.60% · 15h1.60%15h4.60% · 16h4.60% · 16h4.60%16h6.70% · 17h6.70% · 17h6.70%17h4.70% · 18h4.70% · 18h4.70%18h-6.20% · 19h-6.20% · 19h-6.20%19h-11.20% · 20h-11.20% · 20h-11.20%20h▼ WORST16.30% · 21h16.30% · 21h16.30%21h★ BEST-8.10% · 22h-8.10% · 22h-8.10%22h-1.85% · 23h-1.85% · 23h-1.85%23h-6.15% · 24h-6.15% · 24h-6.15%24hTIME PATTERNUS-led (+4.95%)RUNSup max 4 · down max 4BREADTH42% up · 58% down
10 up bars · 14 down · best 16.30% · worst -11.20% · typical |Δ| 5.113%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -10.59%FINAL-10.59%MAX DD-18.00%RECOVERYONGOING · 6 barsMAX RUN-UP+9.04%UNDERWATER22/25 (88%)STREAK↘ 3EQUITY CURVE · end 0.8941 · peak 1.0904 · range [0.8941, 1.0904]1.09040.8941break-even = 1★ PEAK 1.0904UNDERWATER DRAWDOWN · max -18.00% · severe0%-18.00%▼ TROUGH -18.00%TOP DRAWDOWN PERIODS · 2 total#1 -18.00%bar 20-25 · 6 bars · ONGOING#2 -16.01%bar 3-18 · 16 bars · recoveredDD SEVERITYsevere (max -18.00%)RECOVERYongoing · 6 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.8941 (-10.59%) · max DD -18.00% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=-2.29 · σ=25.59MIXED EDGELAST -27.18 (-0.97σ vs μ)51.0625.530.00-25.53-51.06μ = -2.29-13.59-13.59-51.06-51.06-50.44-50.44-42.81-42.81-13.86-13.861.291.2925.2725.2732.7432.743.233.2310.1010.1016.7116.7111.3611.3628.6128.618.438.430.440.4423.7023.703.243.24-9.77-9.77-27.18-27.18v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -27.183 · range [-51.06, 32.74] · μ -2.294 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=585.7780 · σ=205.3610 · range [372.3431, 991.7112] · R²=0.609▲ RISING +56.37%σ EXTREME 35.06%LAST 923.8135991.7112836.8692682.0272527.1851372.3431μ = 585.7780max 991.7112min 372.3431dataMA(3)OLS R²=0.61μ lineμ ± σ bandmaxmin
latest 923.81% · range [372.34%, 991.71%] · μ 585.78% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.180 · σ=0.350MEAN-REVERSIONLAST -0.495 (-0.90σ vs μ)0.7120.3560.000-0.356-0.712μ = -0.180-0.315-0.315-0.712-0.712-0.686-0.686-0.691-0.691-0.380-0.3800.2030.203-0.054-0.054-0.112-0.1120.0120.012-0.050-0.050-0.069-0.0690.1850.1850.3230.3230.0910.0910.4310.431-0.148-0.148-0.435-0.435-0.526-0.526-0.495-0.495v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.495 · |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
1.3076
p-VALUE (log scale)
0.5201
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
3.1917
p-VALUE (log scale)
0.6731
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
-2.9486
p-VALUE (log scale)
0.0415
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
-0.2866
p-VALUE (log scale)
0.7744
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1176
p-VALUE (log scale)
0.5000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.2524
p-VALUE (log scale)
0.2104
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.619 ≈ 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=5.05e-3 · top T=2.00h (37.0%) · top-3 cover 61.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.2e-21.7e-21.1e-25.6e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.49e-3 · 2.5% energyperiod 24.0 · power 1.49e-3 · 2.5% energyperiod 12.0 · power 1.06e-4 · 0.2% energyperiod 12.0 · power 1.06e-4 · 0.2% energyperiod 8.0 · power 3.10e-3 · 5.1% energyperiod 8.0 · power 3.10e-3 · 5.1% energyperiod 6.0 · power 3.03e-3 · 5.0% energyperiod 6.0 · power 3.03e-3 · 5.0% energyperiod 4.8 · power 7.75e-3 · 12.8% energyperiod 4.8 · power 7.75e-3 · 12.8% energyperiod 4.0 · power 5.80e-3 · 9.6% energyperiod 4.0 · power 5.80e-3 · 9.6% energyperiod 3.4 · power 5.70e-3 · 9.4% energyperiod 3.4 · power 5.70e-3 · 9.4% energyperiod 3.0 · power 4.43e-4 · 0.7% energyperiod 3.0 · power 4.43e-4 · 0.7% energyperiod 2.7 · power 7.01e-3 · 11.6% energyperiod 2.7 · power 7.01e-3 · 11.6% energyperiod 2.4 · power 1.57e-3 · 2.6% energyperiod 2.4 · power 1.57e-3 · 2.6% energyperiod 2.2 · power 2.18e-3 · 3.6% energyperiod 2.2 · power 2.18e-3 · 3.6% energyperiod 2.0 · power 2.24e-2 · 37.0% energyperiod 2.0 · power 2.24e-2 · 37.0% energy50% by T=2.7h#1 dominantT=2.00h#2T=4.80h#3T=2.67hT=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 37.0% of total energy · Σ|X̂|²/n = 6.057e-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 0.3 d · σ/bar 0.575pp · expected |Δp| over horizon 1.41ppterminal variance p(1−p) = 0.1268 · n = 1048✓ n = 1048
μ per bar
-0.005pp
average Δp · drift
σ per bar
0.575pp
one-bar volatility · logit-free
Per-day movedaily
2.82pp
σ × √24
Per-horizon move0d
1.41pp
σ × √6
Terminal variancebinary
0.1268
p(1−p) at resolution
Current pricep
14.9¢
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 0.95pp · ES₉₅ 1.19pp · method parametric · drift-correcteddrift -0.005pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.05✓ n = 1048
VaR 95%
0.95pp
1.645·σ (parametric) of Δp
ES 95%
1.19pp
mean of the tail
Max drawdown
75.2pp
peak 27.3¢ → trough 6.8¢
Median step
0.20pp
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
9.3%
= price
Decimal oddsEU
10.811
total return per $1
AmericanUS
+981
$100 wins $981
FractionalUK
9.81 / 1
profit per $1 risked
Profit per $100stake
+$981.08
clean dollar framing
-1000-5000+500+1000020406080100you · 9.3%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)
0.445 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.445 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.43 bit
self-information
Surprise · NO−log₂(1−p)
0.14 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
27950937335900085576253561080033203700831165385566350939179654657136985060390
NO token ID
13283824297018994672116108711162189891816400514115923851414919714587598886329
Snapshot fetched
2026-06-20 12:52:26 UTC
Snapshot age
505ms
History points
25 CLOB mids
Page rendered
2026-06-20 12:52:27 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0bf5d8166c6856ce5693491a139ad61c17c21652a9a8bf3d1395e400b34f7e33 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.068000
(best bid + best ask) / 2
Spread
2352.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.435
ask-heavy
Imbalance (top-5)
+0.074
bid-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-64k-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0912383417.43bp0.12100014FILLED
BUY$10.00K0.34702241032.65bp0.79000051FILLED
BUY$100.00K0.789030106033.80bp0.99900072PARTIAL
SELL$1.00K0.0115328304.07bp0.00100022PARTIAL
SELL$10.00K0.0115328304.07bp0.00100022PARTIAL
SELL$100.00K0.0115328304.07bp0.00100022PARTIAL

Risk metrics

▸ sovereign store · 1,048 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4580.04%
σ per bar = 0.034595
Mean return (annualised)
-50529.54%
μ per bar = -0.000288
Sharpe (rf=0)
-11.03
annualised; risk-free assumed zero
Max drawdown
75.23%
peak 0.27 → trough 0.07 over 300 bars

/api/asset/pm-bitcoin-above-64k-on-june-20-2026/risk · same metrics, JSON