POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $66,000 on June 20?

YES · live
0.1¢
NO · live
99.9¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-20-2026 · fresh · feed 18s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
22.02%
max drawdown
57.14%
sharpe
—
ulcer index
42.71%
RMS drawdown
pain index
36.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
57.14%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1031
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-66k-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING18.0s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
0.1¢
NO · live
99.9¢
YES price · live 24h
n=25 · μ=0.0063 · σ=0.0041 · range [0.0015, 0.0150] · R²=0.726▼ FALLING -66.67%σ EXTREME 65.38%LAST 0.00250.01500.01160.00830.00490.0015μ = 0.0063max 0.0150min 0.0015dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.25¢
YES / NO split · live
YES 0.1%NO 99.9%NO99.9%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
0.1%0.1¢666.67×▬ +0.00pp
NO
99.9%99.9¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=320 · μ=13.3 · σ=19.5 · CV=1.47BURSTY · concentratedcumulative energy ↗ · 50% by h=5019385675μ = 137550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 320bp moved · peak 75bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
18.0s
▲YES mid
0.15¢ (0.15%)
▼NO mid
99.85¢ (99.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$224.1k
≋liquidity $
$49.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0063 · σ=0.0041 · range [0.0015, 0.0150] · R²=0.726▼ FALLING -66.67%σ EXTREME 65.38%LAST 0.00250.01500.01160.00830.00490.0015μ = 0.0063max 0.0150min 0.0015dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.25¢
NO price · CLOB mid
n=25 · μ=0.9937 · σ=0.0041 · range [0.9850, 0.9985] · R²=0.726▲ RISING +0.50%σ LOW 0.42%LAST 0.99750.99850.99510.99180.98840.9850μ = 0.9937max 0.9985min 0.9850dataMA(5)OLS R²=0.73μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0022 · skew=0.49 (symmetric) · kurt=2.66 (leptokurtic (fat tails))975202-0.48ppbin -0.48pp · n=2 · 22.2% peakbin -0.48pp · n=2 · 22.2% peak-0.35pp2-0.22ppbin -0.22pp · n=2 · 22.2% peakbin -0.22pp · n=2 · 22.2% peak6-0.09ppbin -0.09pp · n=6 · 66.7% peakbin -0.09pp · n=6 · 66.7% peak90.03ppbin 0.03pp · n=9 · 100.0% peakbin 0.03pp · n=9 · 100.0% peak40.17ppbin 0.17pp · n=4 · 44.4% peakbin 0.17pp · n=4 · 44.4% peak0.29pp0.43pp0.55pp10.69ppbin 0.69pp · n=1 · 11.1% peakbin 0.69pp · n=1 · 11.1% 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=0.68 · kurt=4.01 · near 11 / mid 12 / far 1 · OLS slope=0.91 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.63¢95% CI: [0.47¢, 0.80¢]
σ STD DEV0.41ppσ² = 0.172 · CV = 65.38%
med MEDIAN0.75¢Q₁ 0.25¢ · Q₃ 0.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.35pp · IQR 0.70pp (1.349σ→0.56pp)
min 0.15¢Q₁ 0.25¢med 0.75¢Q₃ 0.95¢max 1.50¢μ
SKEWNESS · G₁0.427approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.930mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRdiverges from normalratio = 0.80
range ↔ σconcentrated (range < 4σ)range / σ = 3.26
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+0.086within white-noise band
ρ(2) AUTOCORR-0.380lag-2 not significant
H · HURST EXPONENT0.985strongly persistent
OLS TREND · t-STAT-7.813significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.985
H = 0.985STRONGLY 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+0.086k=2-0.380k=3-0.126k=4+0.054k=5-0.1030+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|=7.81)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.81)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 ID2532420
SLUGbitcoin-above-66k-on-june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.15¢implied prob 0.15% · decimal odds 666.67×
COUNTER · NO99.85¢implied prob 99.85% · decimal odds 1.00×
0.15¢
99.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME224.12k USD 24h
LIQUIDITY49.40k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (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 0.1%NO 99.9%YES p̂0.1%H = 0.016 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES666.67×(0¢)NO1.00×(100¢)
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 2026-06-20 16:00 UTC
0days
03hrs
07min
3.1 hours·θ = 2.031 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 99.9%)
current: $0.0015 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.6hRESOLVESP projection · σ=0.41% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.031 pp/day
now3.13h left
2.031 pp/day×1.00
−25%2.34h left
2.345 pp/day×1.15
−50%1.56h left
2.872 pp/day×1.41
−75%0.78h left
4.061 pp/day×2.00
−90%0.31h left
6.422 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 0.75% · worst -0.55% · typical |Δ| 0.13%BEARISH SESSION -0.50%BEST+0.75%1hWORST-0.55%3hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.50%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.01% · Σ +0.10%EUROPE · 08-16 UTCμ -0.09% · Σ -0.70%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.50%+0.75%-0.60%0.75% · 1h0.75% · 1h0.75%1h★ BEST0.00% · 2h0.00% · 2h·2h-0.55% · 3h-0.55% · 3h-0.55%3h▼ WORST-0.20% · 4h-0.20% · 4h-0.20%4h0.20% · 5h0.20% · 5h0.20%5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.05% · 7h-0.05% · 7h-0.05%7h0.00% · 8h0.00% · 8h·8h0.10% · 9h0.10% · 9h0.10%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.50% · 13h-0.50% · 13h-0.50%13h-0.10% · 14h-0.10% · 14h-0.10%14h-0.20% · 15h-0.20% · 15h-0.20%15h0.00% · 16h0.00% · 16h·16h0.10% · 17h0.10% · 17h0.10%17h0.10% · 18h0.10% · 18h0.10%18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.05% · 20h-0.05% · 20h-0.05%20h0.00% · 21h0.00% · 21h·21h-0.10% · 22h-0.10% · 22h-0.10%22h0.00% · 23h0.00% · 23h·23h0.10% · 24h0.10% · 24h0.10%24hTIME PATTERNAsia-led (+0.10%)RUNSup max 2 · down max 3BREADTH25% up · 42% down · 33% flat
6 up bars · 10 down · best 0.75% · worst -0.55% · typical |Δ| 0.133%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.51%)FINAL-0.51%MAX DD-1.34%RECOVERYONGOING · 22 barsMAX RUN-UP+0.75%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 0.9949 · peak 1.0075 · range [0.9940, 1.0075]1.00750.9940break-even = 1★ PEAK 1.0075UNDERWATER DRAWDOWN · max -1.34% · moderate0%-1.34%▼ TROUGH -1.34%TOP DRAWDOWN PERIODS · 1 total#1 -1.34%bar 4-25 · 22 bars · ONGOINGDD SEVERITYmoderate (max -1.34%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9949 (-0.51%) · max DD -1.34% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −12 (21% positive) · μ=-19.40 · σ=27.94UNPROFITABLE STRATEGYLAST -22.83 (-0.12σ vs μ)63.4631.730.00-31.73-63.46μ = -19.405.395.39-40.26-40.26-40.26-40.260.000.0031.7331.730.000.0015.8715.87-28.88-28.88-36.50-36.50-63.46-63.46-63.46-63.46-51.10-51.10-41.04-41.04-19.95-19.95-13.86-13.8622.8322.830.000.00-22.83-22.83-22.83-22.83v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -22.835 · range [-63.46, 31.73] · μ -19.402 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=15.0803 · σ=9.1269 · range [4.6011, 40.6626] · R²=0.313▼ FALLING -84.28%σ EXTREME 60.52%LAST 6.393740.662631.647222.631913.61654.6011μ = 15.0803max 40.6626min 4.6011dataMA(3)OLS R²=0.31μ lineμ ± σ bandmaxmin
latest 6.39% · range [4.60%, 40.66%] · μ 15.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=-0.006 · σ=0.214CLOSE TO MARTINGALELAST -0.012 (-0.03σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.0060.0770.077-0.045-0.0450.1260.126-0.500-0.500-0.178-0.1780.1670.167-0.075-0.0750.0100.0100.0060.006-0.144-0.144-0.282-0.282-0.162-0.1620.1920.1920.3550.3550.1540.1540.2380.2380.2140.214-0.262-0.262-0.012-0.012v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.012 · |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
30.1097
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
5.2024
p-VALUE (log scale)
0.3920
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
-1.2356
p-VALUE (log scale)
0.6566
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
0.2774
p-VALUE (log scale)
0.7815
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7778
p-VALUE (log scale)
0.0081
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
-1.4888
p-VALUE (log scale)
0.1365
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.547 ≈ 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=5.40e-6 · top T=8.00h (20.4%) · top-3 cover 53.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.3e-59.9e-66.6e-63.3e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.32e-6 · 5.1% energyperiod 24.0 · power 3.32e-6 · 5.1% energyperiod 12.0 · power 1.85e-6 · 2.9% energyperiod 12.0 · power 1.85e-6 · 2.9% energyperiod 8.0 · power 1.32e-5 · 20.4% energyperiod 8.0 · power 1.32e-5 · 20.4% energyperiod 6.0 · power 6.51e-6 · 10.1% energyperiod 6.0 · power 6.51e-6 · 10.1% energyperiod 4.8 · power 1.14e-5 · 17.6% energyperiod 4.8 · power 1.14e-5 · 17.6% energyperiod 4.0 · power 9.37e-6 · 14.5% energyperiod 4.0 · power 9.37e-6 · 14.5% energyperiod 3.4 · power 9.80e-6 · 15.1% energyperiod 3.4 · power 9.80e-6 · 15.1% energyperiod 3.0 · power 1.32e-6 · 2.0% energyperiod 3.0 · power 1.32e-6 · 2.0% energyperiod 2.7 · power 2.89e-6 · 4.5% energyperiod 2.7 · power 2.89e-6 · 4.5% energyperiod 2.4 · power 6.55e-7 · 1.0% energyperiod 2.4 · power 6.55e-7 · 1.0% energyperiod 2.2 · power 4.43e-6 · 6.8% energyperiod 2.2 · power 4.43e-6 · 6.8% energyperiod 2.0 · power 4.17e-8 · 0.1% energyperiod 2.0 · power 4.17e-8 · 0.1% energy50% by T=4.8h#1 dominantT=8.00h#2T=4.80h#3T=3.43hT=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 ≈ 8.00h (freq 0.125) · concentrates 20.4% of total energy · Σ|X̂|²/n = 6.475e-5

▸ Depth section using sovereign-store price series (1031 bars · effective 1752616 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 = 1031✓ n = 1031
μ per bar
+0.000pp
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
0.1¢
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 +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 1031
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
57.1pp
peak 0.4¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
666.667
total return per $1
AmericanUS
+66567
$100 wins $66567
FractionalUK
665.67 / 1
profit per $1 risked
Profit per $100stake
+$66566.67
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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
9.38 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
37630144333704535660871259565444076899559923683439863398253219087823762092656
NO token ID
58889251228443055954150441961151880827351816851745921149279694742885385077807
Snapshot fetched
2026-06-20 12:52:08 UTC
Snapshot age
18.0s
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
309eb69d57c685501a828c9faf548c8d2c35a249b5ae5af52f7f3a4379247510 · 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
0.002000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.951
ask-heavy
Imbalance (top-5)
-0.663
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-66k-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.025665118325.04bp0.38000045FILLED
BUY$10.00K0.186107920536.48bp0.78700064FILLED
BUY$100.00K0.6340753160373.13bp0.99900082PARTIAL
SELL$1.00K0.0010005000.00bp0.0010001PARTIAL
SELL$10.00K0.0010005000.00bp0.0010001PARTIAL
SELL$100.00K0.0010005000.00bp0.0010001PARTIAL

Risk metrics

▸ sovereign store · 1,031 barsperiods/year ≈ 1.75M
Realized vol (annualised)
9739.17%
σ per bar = 0.073566
Mean return (annualised)
0.00%
μ per bar = 0.000000
Sharpe (rf=0)
0.00
annualised; risk-free assumed zero
Max drawdown
57.14%
peak 0.00 → trough 0.00 over 105 bars

/api/asset/pm-bitcoin-above-66k-on-june-20-2026/risk · same metrics, JSON