POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $66,000 on June 14?

YES · live
1.3¢
NO · live
98.7¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-14-2026 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
105.47%
max drawdown
80.83%
sharpe
—
ulcer index
53.94%
RMS drawdown
pain index
49.34%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
79.55%
cond. drawdown
gain/pain
0.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.60
upside/downside
roll spread
12.3 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-66k-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5.2s⏱--:--:-- 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
1.3¢
NO · live
98.7¢
YES price · live 24h
n=25 · μ=0.0347 · σ=0.0136 · range [0.0115, 0.0555] · R²=0.225▼ FALLING -58.18%σ EXTREME 39.29%LAST 0.01150.05550.04450.03350.02250.0115μ = 0.0347max 0.0555min 0.0115dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.15¢
YES / NO split · live
YES 1.3%NO 98.7%NO98.7%98.70¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.100 / 1.00 bits (10%) · informative — one side favoured
YES
1.3%1.3¢76.92×▬ +0.00pp
NO
98.7%98.7¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,010 · μ=83.8 · σ=81.5 · CV=0.97BURSTYcumulative energy ↗ · 50% by h=12093185278370μ = 8437050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2010bp moved · peak 370bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5.2s
▲YES mid
1.30¢ (1.30%)
▼NO mid
98.70¢ (98.70%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$200.0k
≋liquidity $
$41.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0347 · σ=0.0136 · range [0.0115, 0.0555] · R²=0.225▼ FALLING -58.18%σ EXTREME 39.29%LAST 0.01150.05550.04450.03350.02250.0115μ = 0.0347max 0.0555min 0.0115dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.15¢
NO price · CLOB mid
n=25 · μ=0.9653 · σ=0.0136 · range [0.9445, 0.9885] · R²=0.225▲ RISING +1.65%σ NORMAL 1.41%LAST 0.98850.98850.97750.96650.95550.9445μ = 0.9653max 0.9885min 0.9445dataMA(5)OLS R²=0.23μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0008 · σ=0.0109 · skew=-0.96 (left-skewed) · kurt=1.63 (leptokurtic (fat tails))754201-3.42ppbin -3.42pp · n=1 · 14.3% peakbin -3.42pp · n=1 · 14.3% peak-2.86pp-2.30pp1-1.74ppbin -1.74pp · n=1 · 14.3% peakbin -1.74pp · n=1 · 14.3% peak2-1.18ppbin -1.18pp · n=2 · 28.6% peakbin -1.18pp · n=2 · 28.6% peak4-0.62ppbin -0.62pp · n=4 · 57.1% peakbin -0.62pp · n=4 · 57.1% peak7-0.06ppbin -0.06pp · n=7 · 100.0% peakbin -0.06pp · n=7 · 100.0% peak40.50ppbin 0.50pp · n=4 · 57.1% peakbin 0.50pp · n=4 · 57.1% peak31.06ppbin 1.06pp · n=3 · 42.9% peakbin 1.06pp · n=3 · 42.9% peak21.62ppbin 1.62pp · n=2 · 28.6% peakbin 1.62pp · n=2 · 28.6% 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=-1.09 · kurt=2.00 · near 22 / mid 1 / far 1 · OLS slope=0.99 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=-1.05)
μ MEAN3.47¢95% CI: [2.94¢, 4.01¢]
σ STD DEV1.36ppσ² = 1.863 · CV = 39.29%
med MEDIAN3.55¢Q₁ 2.80¢ · Q₃ 4.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.40pp · IQR 1.95pp (1.349σ→1.84pp)
min 1.15¢Q₁ 2.80¢med 3.55¢Q₃ 4.75¢max 5.55¢μ
SKEWNESS · G₁-0.080approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.047platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.06
σ × 1.349 ↔ IQRconsistent with normalratio = 0.94
range ↔ σconcentrated (range < 4σ)range / σ = 3.22
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) -0.37 + ADF rejected
ρ(1) AUTOCORR-0.365within white-noise band
ρ(2) AUTOCORR-0.093lag-2 not significant
H · HURST EXPONENT0.790strongly persistent
OLS TREND · t-STAT-2.585significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.790
H = 0.790STRONGLY 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=1-0.365k=2-0.093k=3+0.143k=4+0.074k=5-0.1770+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|=2.59)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.37 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.95very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.59)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 ID2462710
SLUGbitcoin-above-66k-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES1.30¢implied prob 1.30% · decimal odds 76.92×
COUNTER · NO98.70¢implied prob 98.70% · decimal odds 1.01×
1.30¢
98.70¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME199.99k USD 24h
LIQUIDITY41.49k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.974 · entropy 0.100 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 1.3%NO 98.7%YES p̂1.3%H = 0.100 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES76.92×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.100 bits (10% 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
4.9 hours·θ = 6.687 pp/day
YES →$1.00(P = 1.3%)
NO →$0.00(P = 98.7%)
current: $0.0130 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4hRESOLVESP projection · σ=1.36% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.687 pp/day
now4.88h left
6.687 pp/day×1.00
−25%3.66h left
7.721 pp/day×1.15
−50%2.44h left
9.456 pp/day×1.41
−75%1.22h left
13.373 pp/day×2.00
−90%0.49h left
21.145 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 1.90% · worst -3.70% · typical |Δ| 0.84%MILD BEARISH -1.60%BEST+1.90%16hWORST-3.70%15hTYPICAL |Δ|0.84%mean absoluteCUMULATIVE-1.60%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.11% · Σ +0.80%EUROPE · 08-16 UTCμ -0.22% · Σ -1.80%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final -1.60%+2.80%-1.60%1.10% · 1h1.10% · 1h1.10%1h-0.95% · 2h-0.95% · 2h-0.95%2h0.75% · 3h0.75% · 3h0.75%3h1.40% · 4h1.40% · 4h1.40%4h-1.40% · 5h-1.40% · 5h-1.40%5h-0.40% · 6h-0.40% · 6h-0.40%6h0.30% · 7h0.30% · 7h0.30%7h1.20% · 8h1.20% · 8h1.20%8h-0.80% · 9h-0.80% · 9h-0.80%9h0.90% · 10h0.90% · 10h0.90%10h0.70% · 11h0.70% · 11h0.70%11h-0.20% · 12h-0.20% · 12h-0.20%12h0.10% · 13h0.10% · 13h0.10%13h0.00% · 14h0.00% · 14h·14h-3.70% · 15h-3.70% · 15h-3.70%15h▼ WORST1.90% · 16h1.90% · 16h1.90%16h★ BEST-0.50% · 17h-0.50% · 17h-0.50%17h-0.30% · 18h-0.30% · 18h-0.30%18h-0.70% · 19h-0.70% · 19h-0.70%19h0.65% · 20h0.65% · 20h0.65%20h0.15% · 21h0.15% · 21h0.15%21h-1.80% · 22h-1.80% · 22h-1.80%22h0.10% · 23h0.10% · 23h0.10%23h-0.10% · 24h-0.10% · 24h-0.10%24hTIME PATTERNAsia-led (+0.80%)RUNSup max 2 · down max 3BREADTH50% up · 46% down · 4% flat
12 up bars · 11 down · best 1.90% · worst -3.70% · typical |Δ| 0.838%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.75%)FINAL-1.75%MAX DD-4.41%RECOVERYONGOING · 13 barsMAX RUN-UP+2.79%UNDERWATER21/25 (84%)STREAK↘ 1EQUITY CURVE · end 0.9825 · peak 1.0279 · range [0.9825, 1.0279]1.02790.9825break-even = 1★ PEAK 1.0279UNDERWATER DRAWDOWN · max -4.41% · moderate0%-4.41%▼ TROUGH -4.41%TOP DRAWDOWN PERIODS · 3 total#1 -4.41%bar 13-25 · 13 bars · ONGOING#2 -1.79%bar 6-11 · 6 bars · recovered#3 -0.95%bar 3-4 · 2 bars · recoveredDD SEVERITYmoderate (max -4.41%)RECOVERYongoing · 13 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9825 (-1.75%) · max DD -4.41% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=-2.41 · σ=27.26MIXED EDGELAST -30.77 (-1.04σ vs μ)46.7923.390.00-23.39-46.79μ = -2.416.736.73-4.41-4.4127.2627.264.194.19-3.09-3.0938.0838.0843.9743.9739.4139.4117.6717.67-20.34-20.34-9.98-9.98-20.52-20.52-21.40-21.40-28.50-28.50-22.17-22.1719.4219.42-46.79-46.79-34.58-34.58-30.77-30.77v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -30.772 · range [-46.79, 43.97] · μ -2.411 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=111.7909 · σ=42.5012 · range [57.8221, 175.5995] · R²=0.032▼ FALLING -25.63%σ EXTREME 38.02%LAST 80.6583175.5995146.1552116.710887.266557.8221μ = 111.7909max 175.5995min 57.8221dataMA(3)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 80.66% · range [57.82%, 175.60%] · μ 111.79% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.336 · σ=0.188MEAN-REVERSIONLAST -0.310 (+0.14σ vs μ)0.5950.2980.000-0.298-0.595μ = -0.336-0.312-0.312-0.208-0.208-0.031-0.031-0.338-0.338-0.171-0.171-0.468-0.468-0.595-0.595-0.530-0.530-0.230-0.2300.0390.039-0.454-0.454-0.531-0.531-0.540-0.540-0.573-0.573-0.466-0.466-0.176-0.176-0.151-0.151-0.337-0.337-0.310-0.310v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.310 · |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

REJECT H₀**

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
13.2206
p-VALUE (log scale)
0.0013
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
5.6732
p-VALUE (log scale)
0.3391
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
-1.9306
p-VALUE (log scale)
0.3283
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
1.5062
p-VALUE (log scale)
0.1320
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (16 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4201
p-VALUE (log scale)
0.0685
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
-1.7231
p-VALUE (log scale)
0.0849
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.476 ≈ 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=1.40e-4 · top T=3.43h (17.7%) · top-3 cover 47.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-42.2e-41.5e-47.4e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.04e-5 · 3.6% energyperiod 24.0 · power 6.04e-5 · 3.6% energyperiod 12.0 · power 1.28e-5 · 0.8% energyperiod 12.0 · power 1.28e-5 · 0.8% energyperiod 8.0 · power 1.25e-4 · 7.5% energyperiod 8.0 · power 1.25e-4 · 7.5% energyperiod 6.0 · power 3.17e-6 · 0.2% energyperiod 6.0 · power 3.17e-6 · 0.2% energyperiod 4.8 · power 3.31e-5 · 2.0% energyperiod 4.8 · power 3.31e-5 · 2.0% energyperiod 4.0 · power 2.34e-4 · 13.9% energyperiod 4.0 · power 2.34e-4 · 13.9% energyperiod 3.4 · power 2.97e-4 · 17.7% energyperiod 3.4 · power 2.97e-4 · 17.7% energyperiod 3.0 · power 1.91e-4 · 11.4% energyperiod 3.0 · power 1.91e-4 · 11.4% energyperiod 2.7 · power 5.84e-5 · 3.5% energyperiod 2.7 · power 5.84e-5 · 3.5% energyperiod 2.4 · power 2.63e-4 · 15.6% energyperiod 2.4 · power 2.63e-4 · 15.6% energyperiod 2.2 · power 2.42e-4 · 14.4% energyperiod 2.2 · power 2.42e-4 · 14.4% energyperiod 2.0 · power 1.60e-4 · 9.5% energyperiod 2.0 · power 1.60e-4 · 9.5% energy50% by T=3.0h#1 dominantT=3.43h#2T=2.40h#3T=2.18hT=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 ≈ 3.43h (freq 0.292) · concentrates 17.7% of total energy · Σ|X̂|²/n = 1.680e-3

▸ Depth section using sovereign-store price series (2824 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 0.083pp · expected |Δp| over horizon 0.20ppterminal variance p(1−p) = 0.0128 · n = 2824✓ n = 2824
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.083pp
one-bar volatility · logit-free
Per-day movedaily
0.41pp
σ × √24
Per-horizon move0d
0.20pp
σ × √6
Terminal variancebinary
0.0128
p(1−p) at resolution
Current pricep
1.3¢
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 0.14pp · ES₉₅ 0.17pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 2824
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.17pp
mean of the tail
Max drawdown
80.8pp
peak 6.0¢ → trough 1.1¢
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
1.3%
= price
Decimal oddsEU
76.923
total return per $1
AmericanUS
+7592
$100 wins $7592
FractionalUK
75.92 / 1
profit per $1 risked
Profit per $100stake
+$7592.31
clean dollar framing
-1000-5000+500+1000020406080100you · 1.3%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)
0.100 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.100 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.27 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
95567778618958580593784330597493132194020217555792365697255759191887064368429
NO token ID
43832470963275804744312548172515887852726751965235636037128712499341431622051
Snapshot fetched
2026-06-14 11:07:02 UTC
Snapshot age
5.2s
History points
25 CLOB mids
Page rendered
2026-06-14 11:07:07 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
083444c510f6cbb8c067b931f53269056b6d79ce4ea969b2a3a9ea9c0eeca7f1 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,463HL PERPETH-USD perpetual$1,672.6HL PERPHYPE-USD perpetual$60.84

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
0.011500
(best bid + best ask) / 2
Spread
869.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.089
ask-heavy
Imbalance (top-5)
+0.125
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-66k-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.04422828459.51bp0.19900036FILLED
BUY$10.00K0.242515200882.51bp0.68000063FILLED
BUY$100.00K0.675557577441.14bp0.99900086PARTIAL
SELL$1.00K0.0019258326.04bp0.00100011PARTIAL
SELL$10.00K0.0019258326.04bp0.00100011PARTIAL
SELL$100.00K0.0019258326.04bp0.00100011PARTIAL

Risk metrics

▸ sovereign store · 2,824 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3752.71%
σ per bar = 0.028345
Mean return (annualised)
-67412.04%
μ per bar = -0.000385
Sharpe (rf=0)
-17.96
annualised; risk-free assumed zero
Max drawdown
80.83%
peak 0.06 → trough 0.01 over 1713 bars

/api/asset/pm-bitcoin-above-66k-on-june-14-2026/risk · same metrics, JSON