POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $70,000 on June 15?

YES · live
0.4¢
NO · live
99.6¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-70k-on-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
17.49%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
88.6 bps
implied (price-only)
bars used
359
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-70k-on-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6ms⏱--:--:-- 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
0.4¢
NO · live
99.6¢
YES price · live 24h
n=25 · μ=0.0041 · σ=0.0023 · range [0.0015, 0.0075] · R²=0.611▼ FALLING -42.86%σ EXTREME 56.08%LAST 0.00400.00750.00600.00450.00300.0015μ = 0.0041max 0.0075min 0.0015dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.40¢
YES / NO split · live
YES 0.4%NO 99.6%NO99.6%99.60¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.038 / 1.00 bits (4%) · informative — one side favoured
YES
0.4%0.4¢250.00×▬ +0.00pp
NO
99.6%99.6¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=250 · μ=10.4 · σ=12.7 · CV=1.22BURSTY · concentratedcumulative energy ↗ · 50% by h=13014284155μ = 105550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 250bp moved · peak 55bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6ms
▲YES mid
0.40¢ (0.40%)
▼NO mid
99.60¢ (99.60%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$44.0k
≋liquidity $
$28.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0041 · σ=0.0023 · range [0.0015, 0.0075] · R²=0.611▼ FALLING -42.86%σ EXTREME 56.08%LAST 0.00400.00750.00600.00450.00300.0015μ = 0.0041max 0.0075min 0.0015dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.40¢
NO price · CLOB mid
n=25 · μ=0.9959 · σ=0.0023 · range [0.9925, 0.9985] · R²=0.611▲ RISING +0.30%σ LOW 0.23%LAST 0.99600.99850.99700.99550.99400.9925μ = 0.9959max 0.9985min 0.9925dataMA(5)OLS R²=0.61μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0015 · skew=-1.25 (left-skewed) · kurt=2.50 (leptokurtic (fat tails))1085301-0.51ppbin -0.51pp · n=1 · 10.0% peakbin -0.51pp · n=1 · 10.0% peak-0.43pp-0.35pp1-0.27ppbin -0.27pp · n=1 · 10.0% peakbin -0.27pp · n=1 · 10.0% peak1-0.19ppbin -0.19pp · n=1 · 10.0% peakbin -0.19pp · n=1 · 10.0% peak2-0.11ppbin -0.11pp · n=2 · 20.0% peakbin -0.11pp · n=2 · 20.0% peak10-0.03ppbin -0.03pp · n=10 · 100.0% peakbin -0.03pp · n=10 · 100.0% peak30.05ppbin 0.05pp · n=3 · 30.0% peakbin 0.05pp · n=3 · 30.0% peak40.13ppbin 0.13pp · n=4 · 40.0% peakbin 0.13pp · n=4 · 40.0% peak20.21ppbin 0.21pp · n=2 · 20.0% peakbin 0.21pp · n=2 · 20.0% 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=-1.32 · kurt=3.06 · near 16 / mid 7 / far 1 · OLS slope=0.96 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=-1.70)
μ MEAN0.41¢95% CI: [0.32¢, 0.50¢]
σ STD DEV0.23ppσ² = 0.053 · CV = 56.08%
med MEDIAN0.35¢Q₁ 0.20¢ · Q₃ 0.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.60pp · IQR 0.50pp (1.349σ→0.31pp)
min 0.15¢Q₁ 0.20¢med 0.35¢Q₃ 0.70¢max 0.75¢μ
SKEWNESS · G₁0.256approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.696platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRdiverges from normalratio = 0.62
range ↔ σconcentrated (range < 4σ)range / σ = 2.60
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-0.319within white-noise band
ρ(2) AUTOCORR-0.119lag-2 not significant
H · HURST EXPONENT0.793strongly persistent
OLS TREND · t-STAT-6.009significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.793
H = 0.793STRONGLY 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=1-0.319k=2-0.119k=3+0.164k=4-0.062k=5-0.1640+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|=6.01)
−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 0.90very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.01)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 ID2471084
SLUGbitcoin-above-70k-on-june-15-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.40¢implied prob 0.40% · decimal odds 250.00×
COUNTER · NO99.60¢implied prob 99.60% · decimal odds 1.00×
0.40¢
99.60¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME43.97k USD 24h
LIQUIDITY28.39k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.992 · entropy 0.038 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 0.4%NO 99.6%YES p̂0.4%H = 0.038 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES250.00×(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) = 0.038 bits (4% 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 · HIGHresolves 2026-06-15 16:00 UTC
0days
18hrs
20min
18.3 hours·θ = 1.132 pp/day
YES →$1.00(P = 0.4%)
NO →$0.00(P = 99.6%)
current: $0.0040 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+9.2hRESOLVESP projection · σ=0.23% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.132 pp/day
now18.34h left
1.132 pp/day×1.00
−25%13.75h left
1.307 pp/day×1.15
−50%9.17h left
1.601 pp/day×1.41
−75%4.58h left
2.264 pp/day×2.00
−90%1.83h left
3.580 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 0.25% · worst -0.55% · typical |Δ| 0.10%MILD BEARISH -0.30%BEST+0.25%18hWORST-0.55%10hTYPICAL |Δ|0.10%mean absoluteCUMULATIVE-0.30%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.45%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final -0.30%+0.05%-0.55%0.00% · 1h0.00% · 1h·1h-0.20% · 2h-0.20% · 2h-0.20%2h0.05% · 3h0.05% · 3h0.05%3h0.15% · 4h0.15% · 4h0.15%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.05% · 9h0.05% · 9h0.05%9h-0.55% · 10h-0.55% · 10h-0.55%10h▼ WORST0.10% · 11h0.10% · 11h0.10%11h0.05% · 12h0.05% · 12h0.05%12h-0.15% · 13h-0.15% · 13h-0.15%13h0.10% · 14h0.10% · 14h0.10%14h-0.05% · 15h-0.05% · 15h-0.05%15h-0.10% · 16h-0.10% · 16h-0.10%16h0.00% · 17h0.00% · 17h·17h0.25% · 18h0.25% · 18h0.25%18h★ BEST-0.25% · 19h-0.25% · 19h-0.25%19h0.10% · 20h0.10% · 20h0.10%20h-0.05% · 21h-0.05% · 21h-0.05%21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h0.25% · 24h0.25% · 24h0.25%24hTIME PATTERNAsia-led (+0.00%)RUNSup max 2 · down max 2BREADTH38% up · 33% down · 29% flat
9 up bars · 8 down · best 0.25% · worst -0.55% · typical |Δ| 0.104%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.30%)FINAL-0.30%MAX DD-0.60%RECOVERYONGOING · 15 barsMAX RUN-UP+0.05%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 0.9970 · peak 1.0005 · range [0.9945, 1.0005]1.00050.9945break-even = 1★ PEAK 1.0005UNDERWATER DRAWDOWN · max -0.60% · shallow0%-0.60%▼ TROUGH -0.60%TOP DRAWDOWN PERIODS · 2 total#1 -0.60%bar 11-25 · 15 bars · ONGOING#2 -0.20%bar 3-9 · 7 bars · recoveredDD SEVERITYshallow (max -0.60%)RECOVERYongoing · 15 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9970 (-0.30%) · max DD -0.60% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −11 (16% positive) · μ=-5.68 · σ=24.04UNPROFITABLE STRATEGYLAST 0.00 (+0.24σ vs μ)51.5225.760.00-25.76-51.52μ = -5.680.000.000.000.0051.5251.5251.5251.52-33.99-33.99-25.98-25.98-22.40-22.40-31.93-31.93-24.54-24.54-31.41-31.41-7.30-7.30-25.01-25.015.335.33-4.55-4.55-4.55-4.55-4.55-4.550.000.000.000.000.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-33.99, 51.52] · μ -5.675 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=15.6288 · σ=5.9657 · range [5.6675, 23.8008] · R²=0.025▲ RISING +46.76%σ EXTREME 38.17%LAST 15.661423.800819.267514.734110.20085.6675μ = 15.6288max 23.8008min 5.6675dataMA(3)OLS R²=0.02μ lineμ ± σ bandmaxmin
latest 15.66% · range [5.67%, 23.80%] · μ 15.63% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.327 · σ=0.234MEAN-REVERSIONLAST -0.196 (+0.56σ vs μ)0.6430.3210.000-0.321-0.643μ = -0.327-0.038-0.038-0.038-0.0380.0760.076-0.061-0.061-0.115-0.115-0.417-0.417-0.351-0.351-0.406-0.406-0.436-0.436-0.247-0.247-0.315-0.315-0.643-0.643-0.137-0.137-0.420-0.420-0.567-0.567-0.624-0.624-0.643-0.643-0.643-0.643-0.196-0.196v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.196 · |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
24.7791
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
4.9579
p-VALUE (log scale)
0.4217
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
-2.0331
p-VALUE (log scale)
0.2820
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
1.2719
p-VALUE (log scale)
0.2034
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
0.7329
p-VALUE (log scale)
0.0106
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
-1.8504
p-VALUE (log scale)
0.0643
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.437 ≈ 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=2.62e-6 · top T=3.00h (23.5%) · top-3 cover 54.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.4e-65.6e-63.7e-61.9e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.20e-6 · 3.8% energyperiod 24.0 · power 1.20e-6 · 3.8% energyperiod 12.0 · power 8.02e-7 · 2.5% energyperiod 12.0 · power 8.02e-7 · 2.5% energyperiod 8.0 · power 7.12e-7 · 2.3% energyperiod 8.0 · power 7.12e-7 · 2.3% energyperiod 6.0 · power 1.91e-6 · 6.1% energyperiod 6.0 · power 1.91e-6 · 6.1% energyperiod 4.8 · power 1.58e-6 · 5.0% energyperiod 4.8 · power 1.58e-6 · 5.0% energyperiod 4.0 · power 3.38e-6 · 10.7% energyperiod 4.0 · power 3.38e-6 · 10.7% energyperiod 3.4 · power 4.49e-6 · 14.3% energyperiod 3.4 · power 4.49e-6 · 14.3% energyperiod 3.0 · power 7.41e-6 · 23.5% energyperiod 3.0 · power 7.41e-6 · 23.5% energyperiod 2.7 · power 2.54e-6 · 8.1% energyperiod 2.7 · power 2.54e-6 · 8.1% energyperiod 2.4 · power 1.89e-6 · 6.0% energyperiod 2.4 · power 1.89e-6 · 6.0% energyperiod 2.2 · power 5.23e-6 · 16.6% energyperiod 2.2 · power 5.23e-6 · 16.6% energyperiod 2.0 · power 3.75e-7 · 1.2% energyperiod 2.0 · power 3.75e-7 · 1.2% energy50% by T=3.0h#1 dominantT=3.00h#2T=2.18h#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 ≈ 3.00h (freq 0.333) · concentrates 23.5% of total energy · Σ|X̂|²/n = 3.150e-5

▸ Depth section using sovereign-store price series (359 bars · effective 1753005 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 0.8 d · σ/bar 0.013pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.0040 · n = 359✓ n = 359
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.013pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move1d
0.06pp
σ × √18.337611111111112
Terminal variancebinary
0.0040
p(1−p) at resolution
Current pricep
0.4¢
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 0.03pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.01✓ n = 359
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
0.0pp
peak 0.1¢ → trough 0.1¢
Median step
0.25pp
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
0.4%
= price
Decimal oddsEU
250.000
total return per $1
AmericanUS
+24900
$100 wins $24900
FractionalUK
249.00 / 1
profit per $1 risked
Profit per $100stake
+$24900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.4%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)
0.038 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.038 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.97 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
26587394933762913066389524884631202389250486320713720120790052433611351162650
NO token ID
114881649442690378707034461685982232058111507310046039144601165079626085891452
Snapshot fetched
2026-06-14 21:39:44 UTC
Snapshot age
6ms
History points
25 CLOB mids
Page rendered
2026-06-14 21:39:44 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
171792ca0d56546ac0e91d8a203dcef53860326c57ed1789774cbad36082b21f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain90.8¢HL PREDNetherlands79.8¢POLYMARKETWill Netherlands win on 2026-06-14?81¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?64¢HL PERPBTC-USD perpetual$64,942.5HL PERPETH-USD perpetual$1,710.15HL PERPHYPE-USD perpetual$61.98

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
0.004000
(best bid + best ask) / 2
Spread
10000.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.930
ask-heavy
Imbalance (top-5)
+0.224
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-70k-on-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.049576113939.47bp0.49800040FILLED
BUY$10.00K0.292970722425.26bp0.77700051FILLED
BUY$100.00K0.7666431906608.32bp0.99900066PARTIAL
SELL$1.00K0.0010017497.19bp0.0010002PARTIAL
SELL$10.00K0.0010017497.19bp0.0010002PARTIAL
SELL$100.00K0.0010017497.19bp0.0010002PARTIAL

Risk metrics

▸ sovereign store · 359 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6863.47%
σ per bar = 0.051838
Mean return (annualised)
480278.99%
μ per bar = 0.002740
Sharpe (rf=0)
69.98
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.00 → trough 0.00 over 0 bars

/api/asset/pm-bitcoin-above-70k-on-june-15-2026/risk · same metrics, JSON