POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $68,000 on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-68k-on-june-14-2026 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
13.64%
max drawdown
93.33%
sharpe
—
ulcer index
69.63%
RMS drawdown
pain index
66.52%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
93.33%
cond. drawdown
gain/pain
0.52
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.52
upside/downside
roll spread
22.2 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-68k-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.7s⏱--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0042 · σ=0.0024 · range [0.0005, 0.0080] · R²=0.462▼ FALLING -90.91%σ EXTREME 56.98%LAST 0.00050.00800.00610.00430.00240.0005μ = 0.0042max 0.0080min 0.0005dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢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=14.3 · CV=1.07BURSTY · concentratedcumulative energy ↗ · 50% by h=10015304560μ = 136050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 320bp moved · peak 60bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.7s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$154.5k
≋liquidity $
$52.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0042 · σ=0.0024 · range [0.0005, 0.0080] · R²=0.462▼ FALLING -90.91%σ EXTREME 56.98%LAST 0.00050.00800.00610.00430.00240.0005μ = 0.0042max 0.0080min 0.0005dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9957 · σ=0.0024 · range [0.9920, 0.9995] · R²=0.459▲ RISING +0.50%σ LOW 0.24%LAST 0.99950.99950.99760.99580.99390.9920μ = 0.9957max 0.9995min 0.9920dataMA(5)OLS R²=0.46μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0018 · skew=-1.02 (left-skewed) · kurt=1.69 (leptokurtic (fat tails))864201-0.56ppbin -0.56pp · n=1 · 12.5% peakbin -0.56pp · n=1 · 12.5% peak-0.46pp1-0.38ppbin -0.38pp · n=1 · 12.5% peakbin -0.38pp · n=1 · 12.5% peak-0.28pp1-0.19ppbin -0.19pp · n=1 · 12.5% peakbin -0.19pp · n=1 · 12.5% peak5-0.10ppbin -0.10pp · n=5 · 62.5% peakbin -0.10pp · n=5 · 62.5% peak8-0.01ppbin -0.01pp · n=8 · 100.0% peakbin -0.01pp · n=8 · 100.0% peak30.08ppbin 0.08pp · n=3 · 37.5% peakbin 0.08pp · n=3 · 37.5% peak30.17ppbin 0.17pp · n=3 · 37.5% peakbin 0.17pp · n=3 · 37.5% peak20.26ppbin 0.26pp · n=2 · 25.0% peakbin 0.26pp · n=2 · 25.0% 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=-1.06 · kurt=1.76 · near 17 / mid 7 / far 0 · OLS slope=0.98 intercept=-0.00LEFT-SKEWED · HEAVY NEGATIVE TAILUPPER 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=-1.51)
μ MEAN0.42¢95% CI: [0.33¢, 0.52¢]
σ STD DEV0.24ppσ² = 0.058 · CV = 56.98%
med MEDIAN0.40¢Q₁ 0.25¢ · Q₃ 0.65¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.75pp · IQR 0.40pp (1.349σ→0.33pp)
min 0.05¢Q₁ 0.25¢med 0.40¢Q₃ 0.65¢max 0.80¢μ
SKEWNESS · G₁-0.025approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.514platykurtic · thin tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRconsistent with normalratio = 0.81
range ↔ σconcentrated (range < 4σ)range / σ = 3.10
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) -0.32 + ADF rejected
ρ(1) AUTOCORR-0.317within white-noise band
ρ(2) AUTOCORR-0.123lag-2 not significant
H · HURST EXPONENT0.931strongly persistent
OLS TREND · t-STAT-4.443significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.931
H = 0.931STRONGLY 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=1-0.317k=2-0.123k=3+0.055k=4-0.176k=5+0.0690+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|=4.44)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.32 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.44)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 ID2462714
SLUGbitcoin-above-68k-on-june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME154.49k USD 24h
LIQUIDITY52.19k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(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) = 0.006 bits (1% 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 = 1.183 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4hRESOLVESP projection · σ=0.24% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.183 pp/day
now4.88h left
1.183 pp/day×1.00
−25%3.66h left
1.367 pp/day×1.15
−50%2.44h left
1.674 pp/day×1.41
−75%1.22h left
2.367 pp/day×2.00
−90%0.49h left
3.742 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 0.30% · worst -0.60% · typical |Δ| 0.13%MILD BEARISH -0.50%BEST+0.30%4hWORST-0.60%2hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.00% · Σ -0.00%EUROPE · 08-16 UTCμ -0.04% · Σ -0.30%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final -0.50%+0.25%-0.50%0.20% · 1h0.20% · 1h0.20%1h-0.60% · 2h-0.60% · 2h-0.60%2h▼ WORST0.25% · 3h0.25% · 3h0.25%3h0.30% · 4h0.30% · 4h0.30%4h★ BEST0.00% · 5h0.00% · 5h·5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.10% · 7h-0.10% · 7h-0.10%7h0.00% · 8h0.00% · 8h·8h-0.05% · 9h-0.05% · 9h-0.05%9h0.10% · 10h0.10% · 10h0.10%10h0.15% · 11h0.15% · 11h0.15%11h-0.10% · 12h-0.10% · 12h-0.10%12h0.15% · 13h0.15% · 13h0.15%13h-0.40% · 14h-0.40% · 14h-0.40%14h-0.15% · 15h-0.15% · 15h-0.15%15h0.10% · 16h0.10% · 16h0.10%16h-0.20% · 17h-0.20% · 17h-0.20%17h0.10% · 18h0.10% · 18h0.10%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h-0.10% · 21h-0.10% · 21h-0.10%21h0.00% · 22h0.00% · 22h·22h-0.10% · 23h-0.10% · 23h-0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 2BREADTH33% up · 42% down · 25% flat
8 up bars · 10 down · best 0.30% · worst -0.60% · typical |Δ| 0.133%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.50%)FINAL-0.50%MAX DD-0.75%RECOVERYONGOING · 11 barsMAX RUN-UP+0.25%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9950 · peak 1.0025 · range [0.9950, 1.0025]1.00250.9950break-even = 1★ PEAK 1.0025UNDERWATER DRAWDOWN · max -0.75% · shallow0%-0.75%▼ TROUGH -0.75%TOP DRAWDOWN PERIODS · 2 total#1 -0.75%bar 15-25 · 11 bars · ONGOING#2 -0.60%bar 3-13 · 11 bars · recoveredDD SEVERITYshallow (max -0.75%)RECOVERYongoing · 11 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9950 (-0.50%) · max DD -0.75% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −13 (26% positive) · μ=-12.83 · σ=25.37UNPROFITABLE STRATEGYLAST -60.42 (-1.88σ vs μ)60.4230.210.00-30.21-60.42μ = -12.834.694.69-9.69-9.6937.5137.5110.8510.85-22.83-22.838.048.040.000.0036.5036.50-11.06-11.06-17.91-17.91-17.91-17.91-46.22-46.22-28.58-28.58-43.77-43.77-18.64-18.64-13.34-13.34-30.21-30.21-20.72-20.72-60.42-60.42v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -60.415 · range [-60.42, 37.51] · μ -12.828 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=15.1637 · σ=7.4981 · range [4.8332, 31.1358] · R²=0.229▼ FALLING -84.48%σ EXTREME 49.45%LAST 4.833231.135824.560217.984511.40894.8332μ = 15.1637max 31.1358min 4.8332dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 4.83% · range [4.83%, 31.14%] · μ 15.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.228 · σ=0.306MEAN-REVERSIONLAST -0.583 (-1.16σ vs μ)0.7060.3530.000-0.353-0.706μ = -0.228-0.351-0.351-0.105-0.1050.4740.4740.0700.070-0.155-0.1550.3260.326-0.091-0.091-0.454-0.454-0.327-0.327-0.106-0.106-0.285-0.285-0.439-0.439-0.431-0.431-0.089-0.089-0.706-0.706-0.614-0.614-0.396-0.396-0.069-0.069-0.583-0.583v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.583 · |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
11.3365
p-VALUE (log scale)
0.0035
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
4.3613
p-VALUE (log scale)
0.5002
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
-1.8012
p-VALUE (log scale)
0.3899
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
1.0395
p-VALUE (log scale)
0.2986
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
0.6320
p-VALUE (log scale)
0.0197
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
-1.7475
p-VALUE (log scale)
0.0805
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.468 ≈ 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=3.75e-6 · top T=2.40h (26.8%) · top-3 cover 64.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.2e-59.0e-66.0e-63.0e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.25e-7 · 2.1% energyperiod 24.0 · power 9.25e-7 · 2.1% energyperiod 12.0 · power 4.30e-7 · 1.0% energyperiod 12.0 · power 4.30e-7 · 1.0% energyperiod 8.0 · power 3.13e-6 · 7.0% energyperiod 8.0 · power 3.13e-6 · 7.0% energyperiod 6.0 · power 4.16e-6 · 9.2% energyperiod 6.0 · power 4.16e-6 · 9.2% energyperiod 4.8 · power 1.43e-6 · 3.2% energyperiod 4.8 · power 1.43e-6 · 3.2% energyperiod 4.0 · power 5.52e-6 · 12.3% energyperiod 4.0 · power 5.52e-6 · 12.3% energyperiod 3.4 · power 1.49e-6 · 3.3% energyperiod 3.4 · power 1.49e-6 · 3.3% energyperiod 3.0 · power 1.13e-5 · 25.2% energyperiod 3.0 · power 1.13e-5 · 25.2% energyperiod 2.7 · power 1.75e-6 · 3.9% energyperiod 2.7 · power 1.75e-6 · 3.9% energyperiod 2.4 · power 1.20e-5 · 26.8% energyperiod 2.4 · power 1.20e-5 · 26.8% energyperiod 2.2 · power 1.28e-6 · 2.8% energyperiod 2.2 · power 1.28e-6 · 2.8% energyperiod 2.0 · power 1.50e-6 · 3.3% energyperiod 2.0 · power 1.50e-6 · 3.3% energy50% by T=3.0h#1 dominantT=2.40h#2T=3.00h#3T=4.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 26.8% of total energy · Σ|X̂|²/n = 4.498e-5

▸ Depth section using sovereign-store price series (2823 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 0.012pp · expected |Δp| over horizon 0.03ppterminal variance p(1−p) = 0.0005 · n = 2823✓ n = 2823
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.012pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move0d
0.03pp
σ × √6
Terminal variancebinary
0.0005
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 2823
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
94.1pp
peak 0.9¢ → 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
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 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
106331690662006189620560058988444456750724110737973004878397872955330190636973
NO token ID
101619704173410875762386947469781026565498413581595094621446986936350627652572
Snapshot fetched
2026-06-14 11:07:02 UTC
Snapshot age
6.7s
History points
25 CLOB mids
Page rendered
2026-06-14 11:07:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1a81027b9e048eaa9de9f3de6d8f4610dcf209bc431b0f67a42aa3dae101ea94 · 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
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-68k-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 2,823 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5063.87%
σ per bar = 0.038249
Mean return (annualised)
-148938.91%
μ per bar = -0.000850
Sharpe (rf=0)
-29.41
annualised; risk-free assumed zero
Max drawdown
94.12%
peak 0.01 → trough 0.00 over 2595 bars

/api/asset/pm-bitcoin-above-68k-on-june-14-2026/risk · same metrics, JSON