POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be above $70,000 on June 16?

YES · live
1.8¢
NO · live
98.3¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-70k-on-june-16-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
23.69%
max drawdown
21.43%
sharpe
—
ulcer index
14.40%
RMS drawdown
pain index
11.64%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
21.43%
cond. drawdown
gain/pain
1.22
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.22
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
517
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-70k-on-june-16-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH32ms⏱--:--:-- 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
1.8¢
NO · live
98.3¢
YES price · live 24h
n=25 · μ=0.0135 · σ=0.0057 · range [0.0045, 0.0230] · R²=0.421▲ RISING +94.44%σ EXTREME 42.32%LAST 0.01750.02300.01840.01380.00910.0045μ = 0.0135max 0.0230min 0.0045dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.75¢
YES / NO split · live
YES 1.8%NO 98.3%NO98.3%98.25¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.127 / 1.00 bits (13%) · informative — one side favoured
YES
1.8%1.8¢57.14×▬ +0.00pp
NO
98.3%98.3¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=435 · μ=18.1 · σ=36.6 · CV=2.02BURSTY · concentratedcumulative energy ↗ · 50% by h=1304693139185μ = 1818550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 435bp moved · peak 185bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
32ms
▲YES mid
1.75¢ (1.75%)
▼NO mid
98.25¢ (98.25%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$29.5k
≋liquidity $
$24.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0135 · σ=0.0057 · range [0.0045, 0.0230] · R²=0.421▲ RISING +94.44%σ EXTREME 42.32%LAST 0.01750.02300.01840.01380.00910.0045μ = 0.0135max 0.0230min 0.0045dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.75¢
NO price · CLOB mid
n=25 · μ=0.9865 · σ=0.0057 · range [0.9770, 0.9955] · R²=0.421▼ FALLING -0.86%σ LOW 0.58%LAST 0.98250.99550.99090.98630.98160.9770μ = 0.9865max 0.9955min 0.9770dataMA(5)OLS R²=0.42μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0038 · skew=3.88 (right-skewed) · kurt=15.00 (leptokurtic (fat tails))13107309-0.19ppbin -0.19pp · n=9 · 69.2% peakbin -0.19pp · n=9 · 69.2% peak130.02ppbin 0.02pp · n=13 · 100.0% peakbin 0.02pp · n=13 · 100.0% peak10.24ppbin 0.24pp · n=1 · 7.7% peakbin 0.24pp · n=1 · 7.7% peak0.45pp0.67pp0.88pp1.10pp1.31pp1.53pp11.74ppbin 1.74pp · n=1 · 7.7% peakbin 1.74pp · n=1 · 7.7% 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=3.82 · kurt=14.64 · near 9 / mid 12 / far 3 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.50σsample ↓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=-1.45)
μ MEAN1.35¢95% CI: [1.13¢, 1.58¢]
σ STD DEV0.57ppσ² = 0.328 · CV = 42.32%
med MEDIAN1.15¢Q₁ 0.90¢ · Q₃ 1.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.85pp · IQR 0.85pp (1.349σ→0.77pp)
min 0.45¢Q₁ 0.90¢med 1.15¢Q₃ 1.75¢max 2.30¢μ
SKEWNESS · G₁0.059approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.449platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRconsistent with normalratio = 0.91
range ↔ σconcentrated (range < 4σ)range / σ = 3.23
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.039within white-noise band
ρ(2) AUTOCORR-0.175lag-2 not significant
H · HURST EXPONENT0.897strongly persistent
OLS TREND · t-STAT+4.093significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.897
H = 0.897STRONGLY 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=1-0.039k=2-0.175k=3-0.105k=4+0.021k=5-0.2370+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|=4.09)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.83very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.09)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 ID2479557
SLUGbitcoin-above-70k-on-june-16-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES1.75¢implied prob 1.75% · decimal odds 57.14×
COUNTER · NO98.25¢implied prob 98.25% · decimal odds 1.02×
1.75¢
98.25¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME29.49k USD 24h
LIQUIDITY24.59k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.965 · entropy 0.127 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 1.8%NO 98.3%YES p̂1.8%H = 0.127 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES57.14×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.127 bits (13% 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 · MEDIUMresolves 2026-06-16 16:00 UTC
1days
07hrs
18min
1.30 days·θ = 2.807 pp/day
YES →$1.00(P = 1.8%)
NO →$0.00(P = 98.3%)
current: $0.0175 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.7dRESOLVESP projection · σ=0.57% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.807 pp/day
now1.30d left
2.807 pp/day×1.00
−25%23.49h left
3.241 pp/day×1.15
−50%15.66h left
3.970 pp/day×1.41
−75%7.83h left
5.614 pp/day×2.00
−90%3.13h left
8.877 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 1.85% · worst -0.30% · typical |Δ| 0.18%MILD BULLISH +0.85%BEST+1.85%13hWORST-0.30%18hTYPICAL |Δ|0.18%mean absoluteCUMULATIVE+0.85%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ +0.14% · Σ +1.15%US · 16-24 UTCμ -0.06% · Σ -0.45%CUMULATIVE Δ PATH · final +0.85%+1.40%-0.45%0.00% · 1h0.00% · 1h·1h0.05% · 2h0.05% · 2h0.05%2h0.05% · 3h0.05% · 3h0.05%3h0.10% · 4h0.10% · 4h0.10%4h0.05% · 5h0.05% · 5h0.05%5h-0.05% · 6h-0.05% · 6h-0.05%6h-0.15% · 7h-0.15% · 7h-0.15%7h-0.20% · 8h-0.20% · 8h-0.20%8h0.00% · 9h0.00% · 9h·9h-0.05% · 10h-0.05% · 10h-0.05%10h-0.25% · 11h-0.25% · 11h-0.25%11h0.00% · 12h0.00% · 12h·12h1.85% · 13h1.85% · 13h1.85%13h★ BEST-0.05% · 14h-0.05% · 14h-0.05%14h-0.15% · 15h-0.15% · 15h-0.15%15h-0.15% · 16h-0.15% · 16h-0.15%16h0.00% · 17h0.00% · 17h·17h-0.30% · 18h-0.30% · 18h-0.30%18h▼ WORST0.10% · 19h0.10% · 19h0.10%19h-0.10% · 20h-0.10% · 20h-0.10%20h0.30% · 21h0.30% · 21h0.30%21h-0.20% · 22h-0.20% · 22h-0.20%22h-0.10% · 23h-0.10% · 23h-0.10%23h0.10% · 24h0.10% · 24h0.10%24hTIME PATTERNEurope-led (+1.15%)RUNSup max 4 · down max 3BREADTH33% up · 50% down · 17% flat
8 up bars · 12 down · best 1.85% · worst -0.30% · typical |Δ| 0.181%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.83%FINAL+0.83%MAX DD-0.70%RECOVERYONGOING · 7 barsMAX RUN-UP+1.39%UNDERWATER18/25 (72%)STREAK↗ 1EQUITY CURVE · end 1.0083 · peak 1.0139 · range [0.9955, 1.0139]1.01390.9955break-even = 1★ PEAK 1.0139UNDERWATER DRAWDOWN · max -0.70% · shallow0%-0.70%▼ TROUGH -0.70%TOP DRAWDOWN PERIODS · 2 total#1 -0.70%bar 7-13 · 7 bars · recovered#2 -0.65%bar 15-25 · 11 bars · ONGOINGDD SEVERITYshallow (max -0.70%)RECOVERYongoing · 19 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0083 (0.83%) · max DD -0.70% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=-14.35 · σ=47.70MIXED EDGELAST 8.50 (+0.48σ vs μ)111.0655.530.00-55.53-111.06μ = -14.3560.4260.428.508.50-25.76-25.76-33.67-33.67-67.02-67.02-111.06-111.06-94.90-94.9026.2326.2329.6429.6426.2926.2924.1024.1029.7429.7422.9722.97-61.57-61.57-67.90-67.90-11.19-11.19-14.44-14.44-21.59-21.598.508.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 8.502 · range [-111.06, 60.42] · μ -14.353 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=32.4389 · σ=29.9486 · range [4.8332, 76.2669] · R²=0.033▲ RISING +255.32%σ EXTREME 92.32%LAST 17.173276.266958.408540.550122.69164.8332μ = 32.4389max 76.2669min 4.8332dataMA(3)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 17.17% · range [4.83%, 76.27%] · μ 32.44% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.158 · σ=0.352MEAN-REVERSIONLAST -0.526 (-1.04σ vs μ)0.6580.3290.000-0.329-0.658μ = -0.1580.0420.0420.3840.3840.5760.5760.3530.3530.0900.090-0.213-0.213-0.410-0.4100.0090.009-0.170-0.170-0.147-0.147-0.137-0.137-0.162-0.162-0.010-0.010-0.653-0.653-0.658-0.658-0.357-0.357-0.562-0.562-0.457-0.457-0.526-0.526v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.526 · |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
409.2336
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
3.0863
p-VALUE (log scale)
0.6893
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
-1.7971
p-VALUE (log scale)
0.3919
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
-0.7676
p-VALUE (log scale)
0.4427
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
0.5461
p-VALUE (log scale)
0.0313
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
-0.2979
p-VALUE (log scale)
0.7658
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.909 ≈ 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=1.72e-5 · top T=4.00h (15.0%) · top-3 cover 40.0%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)3.1e-52.3e-51.5e-57.7e-60.0e+0μ noise floorperiod 24.0 · power 4.31e-6 · 2.1% energyperiod 24.0 · power 4.31e-6 · 2.1% energyperiod 12.0 · power 1.93e-5 · 9.4% energyperiod 12.0 · power 1.93e-5 · 9.4% energyperiod 8.0 · power 2.45e-5 · 11.9% energyperiod 8.0 · power 2.45e-5 · 11.9% energyperiod 6.0 · power 1.53e-5 · 7.4% energyperiod 6.0 · power 1.53e-5 · 7.4% energyperiod 4.8 · power 1.17e-5 · 5.7% energyperiod 4.8 · power 1.17e-5 · 5.7% energyperiod 4.0 · power 3.09e-5 · 15.0% energyperiod 4.0 · power 3.09e-5 · 15.0% energyperiod 3.4 · power 2.22e-5 · 10.8% energyperiod 3.4 · power 2.22e-5 · 10.8% energyperiod 3.0 · power 1.48e-5 · 7.2% energyperiod 3.0 · power 1.48e-5 · 7.2% energyperiod 2.7 · power 1.71e-5 · 8.3% energyperiod 2.7 · power 1.71e-5 · 8.3% energyperiod 2.4 · power 3.08e-6 · 1.5% energyperiod 2.4 · power 3.08e-6 · 1.5% energyperiod 2.2 · power 1.56e-5 · 7.6% energyperiod 2.2 · power 1.56e-5 · 7.6% energyperiod 2.0 · power 2.71e-5 · 13.2% energyperiod 2.0 · power 2.71e-5 · 13.2% energy50% by T=4.0h#1 dominantT=4.00h#2T=2.00h#3T=8.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 15.0% of total energy · Σ|X̂|²/n = 2.059e-4

▸ Depth section using sovereign-store price series (517 bars · effective 1753200 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 1.3 d · σ/bar 0.018pp · expected |Δp| over horizon 0.10ppterminal variance p(1−p) = 0.0172 · n = 517✓ n = 517
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.018pp
one-bar volatility · logit-free
Per-day movedaily
0.09pp
σ × √24
Per-horizon move1d
0.10pp
σ × √31.315311944444446
Terminal variancebinary
0.0172
p(1−p) at resolution
Current pricep
1.8¢
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 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 517
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
21.4pp
peak 2.1¢ → trough 1.7¢
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
1.8%
= price
Decimal oddsEU
57.143
total return per $1
AmericanUS
+5614
$100 wins $5614
FractionalUK
56.14 / 1
profit per $1 risked
Profit per $100stake
+$5614.29
clean dollar framing
-1000-5000+500+1000020406080100you · 1.8%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)
0.127 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.127 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.84 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
56400761246998463505967198615383834351352864548348833050375757695321410738727
NO token ID
43652602381749173748986592951591689068939788399939753042172758617739784765294
Snapshot fetched
2026-06-15 08:41:04 UTC
Snapshot age
32ms
History points
25 CLOB mids
Page rendered
2026-06-15 08:41:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3f9ff40489f55e9e8274474972b93261ba188648f14a8b1ee47f01c427209958 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain92.0¢HL PREDBrazil88.0¢HL PREDNorway79.0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?88¢POLYMARKETUS x Iran permanent peace deal by June 30, 2026?95¢POLYMARKETWill Germany win the 2026 FIFA World Cup?6¢HL PERPBTC-USD perpetual$65,702HL PERPETH-USD perpetual$1,720.1HL PERPHYPE-USD perpetual$65.89

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
0.017500
(best bid + best ask) / 2
Spread
571.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.297
ask-heavy
Imbalance (top-5)
+0.581
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-16-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.05781023034.28bp0.39900022FILLED
BUY$10.00K0.321374173642.46bp0.76900033FILLED
BUY$100.00K0.774182432389.51bp0.99900049PARTIAL
SELL$1.00K0.0029368322.32bp0.00100010PARTIAL
SELL$10.00K0.0029368322.32bp0.00100010PARTIAL
SELL$100.00K0.0029368322.32bp0.00100010PARTIAL

Risk metrics

▸ sovereign store · 517 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1282.66%
σ per bar = 0.009687
Mean return (annualised)
19992.09%
μ per bar = 0.000114
Sharpe (rf=0)
15.59
annualised; risk-free assumed zero
Max drawdown
21.43%
peak 0.02 → trough 0.02 over 283 bars

/api/asset/pm-bitcoin-above-70k-on-june-16-2026/risk · same metrics, JSON