POLYMARKET · PREDICTION MARKET · CRYPTO

Bitcoin Up or Down on June 15?

YES · live

82.5¢

NO · live

17.5¢

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-up-or-down-on-june-15-2026 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

2012.74%

max drawdown

9.25%

sharpe

—

ulcer index

3.66%

RMS drawdown

pain index

1.66%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

9.25%

cond. drawdown

gain/pain

5.00

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

5.00

upside/downside

roll spread

25.7 bps

implied (price-only)

bars used

371

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-bitcoin-up-or-down-on-june-15-2026/bundle · venue execution: polymarket →

LIVEPOLL0SRCFRESH6ms⏱--:--:-- UTCNEXT8.0sUP0s--:--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

82.5¢

NO · live

17.5¢

YES price · live 24h

25 ticks · last 85.50¢

YES / NO split · live

Σ 100.00% · fair

Σ-sides total = 100.00% (tight rounding)

H(p) entropy = 0.669 / 1.00 bits (67%) · moderate uncertainty

YES

82.5%82.5¢1.21×▬ +0.00pp

17.5%17.5¢5.71×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

Per-tick activity · |Δp| in basis points · live

Σ 5500bp moved · peak 3500bp · n=24 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

6ms

▲YES mid

82.50¢ (82.50%)

▼NO mid

17.50¢ (17.50%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$80.5k

≋liquidity $

$33.2k

◳history points

25 ticks (live)

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

YES price · CLOB mid

25 YES observations from clob.polymarket.com · last 85.50¢

NO price · CLOB mid

25 NO observations from clob.polymarket.com · last 14.50¢

§2 · Distribution of Δp

Histogram of hourly increments

n=24

Q-Q plot · standardised Δp vs N(0,1)

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=25LEPTOKURTIC · FAT TAILS (G₂=5.49)

μ MEAN50.72¢95% CI: [46.46¢, 54.98¢]

σ STD DEV10.87ppσ² = 118.106 · CV = 21.43%

med MEDIAN49.00¢Q₁ 49.00¢ · Q₃ 49.00¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 45.00pp · IQR 0.00pp (1.349σ→14.66pp)

SKEWNESS · G₁2.511right-skewed

−3−10+1+3

EXCESS KURTOSIS · G₂5.491leptokurtic · fat tails

−30+2+4+6

μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.16

σ × 1.349 ↔ IQRdiverges from normalratio = 0.00

range ↔ σwide tails (range > 4σ)range / σ = 4.14

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: MARTINGALE · UNPREDICTABLE

ρ(1) AUTOCORR+0.222within white-noise band

ρ(2) AUTOCORR+0.010lag-2 not significant

H · HURST EXPONENT1.221strongly persistent

OLS TREND · t-STAT+1.601fails 5% test

HURST EXPONENT [0, 1]strongly persistent · H = 1.221

H = 1.221STRONGLY 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

OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.60)

−5 reject−1.960 retain H₀+1.96+5 reject

REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis

PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.60)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 ID2532309

SLUGbitcoin-up-or-down-on-june-15-2026

CATEGORYCrypto

TWO-SIDED PRICINGFAVOURS YES (83¢)

PRIMARY · YES82.50¢implied prob 82.50% · decimal odds 1.21×

COUNTER · NO17.50¢implied prob 17.50% · decimal odds 5.71×

82.50¢

17.50¢

Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYACTIVE

24H VOLUME80.49k USD 24h

LIQUIDITY33.22k USD

MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient

PRICING SKEWFAVOURS YES (83¢)|primary − counter| = 0.650 · entropy 0.669 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

Probability scale (YES)

0%25%50%
fair75%100%

Implied decimal odds

YES1.21×(83¢)NO5.71×(18¢)

Kelly bet-size (% of bankroll) K* = 0.00%

K* full

0.00%

½K half

0.00%

¼K quarter

0.00%

Entropy H(p̂) = 0.669 bits (67% of max) · moderate uncertainty

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

17hrs

18min

YES →$1.00(P = 82.5%)

NO →$0.00(P = 17.5%)

current: $0.8250 · expected return per side: $0.18 on YES hit · $0.82 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 53.240 pp/day

now17.30h left

53.240 pp/day×1.00

−25%12.98h left

61.477 pp/day×1.15

−50%8.65h left

75.293 pp/day×1.41

−75%4.33h left

106.481 pp/day×2.00

−90%1.73h left

168.361 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

3 up bars · 3 down · best 35.00% · worst -5.00% · typical |Δ| 2.292%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 1.3543 (35.43%) · max DD -8.80% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative

latest 42.390 · range [-54.86, 42.39] · μ -7.454 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window

Rolling annualised volatility (%)

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC

0.4223

p-VALUE (log scale)

0.6728

10⁻⁴10⁻³10⁻²10⁻¹1

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

dominant period ≈ 12.00h (freq 0.083) · concentrates 15.4% of total energy · Σ|X̂|²/n = 6.609e-2

▸ Depth section using sovereign-store price series (371 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 0.7 d · σ/bar 1.521pp · expected |Δp| over horizon 6.33ppterminal variance p(1−p) = 0.1444 · n = 371✓ n = 371

μ per bar

+0.086pp

average Δp · drift

σ per bar

1.521pp

one-bar volatility · logit-free

Per-day movedaily

7.45pp

σ × √24

Per-horizon move1d

6.33pp

σ × √17.3020075

Terminal variancebinary

0.1444

p(1−p) at resolution

Current pricep

82.5¢

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 2.41pp · ES₉₅ 3.05pp · method parametric · drift-correcteddrift +0.086pp/bar · quantised: yes · median step 4.00pp · unique ratio 0.01✓ n = 371

VaR 95%

2.41pp

1.645·σ (parametric) of Δp

ES 95%

3.05pp

mean of the tail

Max drawdown

9.2pp

peak 86.5¢ → trough 78.5¢

Median step

4.00pp

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

82.5%

= price

Decimal oddsEU

1.212

total return per $1

AmericanUS

-471

risk $471 to win $100

FractionalUK

0.21 / 1

profit per $1 risked

Profit per $100stake

+$21.21

clean dollar framing

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)

0.669 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.669 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

0.28 bit

self-information

Surprise · NO−log₂(1−p)

2.51 bit

self-information

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: 72179540258100033397729218007633606464371175270010572005041225890696974079784
NO token ID: 86919212025470068722352045097322788493719239067885180666873766499850818579799
Snapshot fetched: 2026-06-14 22:41:52 UTC
Snapshot age: 6ms
History points: 25 CLOB mids
Page rendered: 2026-06-14 22:41:52 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: 3ed261ef6b289fb953fb5f3d0fcb4b65fbb3e81fc5828c7ce1f55f50919c646c · deterministic hash of source snapshot
Open data licence: CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDDraw99.9¢HL PREDSpain91.2¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?74¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,356.5 HL PERPETH-USD perpetual$1,722.95 HL PERPHYPE-USD perpetual$63.15

Also see: /arb opportunities · RSS feed · more in Crypto

Market depth

▸ live order book · Polymarket YES

Depth within 1bp

bid $0 · ask $0

Depth within 5bp

bid $0 · ask $0

Depth within 10bp

bid $0 · ask $0

Depth within 50bp

bid $0 · ask $0

Mid price

0.865000

(best bid + best ask) / 2

Spread

115.6bp

(bestAsk − bestBid) / mid

Imbalance (whole book)

-0.483

ask-heavy

Imbalance (top-5)

-0.004

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-up-or-down-on-june-15-2026/slippage?size=10000&side=buy

Side	Notional	Avg fill	Slippage	Worst fill	Levels	Status
BUY	$1.00K	0.883375	212.42bp	0.890000	3	FILLED
BUY	$10.00K	0.889333	281.31bp	0.890000	3	FILLED
BUY	$100.00K	0.936843	830.55bp	0.950000	9	FILLED
SELL	$1.00K	0.860000	57.80bp	0.860000	1	FILLED
SELL	$10.00K	0.851861	151.90bp	0.840000	3	FILLED
SELL	$100.00K	0.242375	7197.98bp	0.010000	84	PARTIAL

Risk metrics

▸ sovereign store · 371 barsperiods/year ≈ 1.75M

Realized vol (annualised)

3073.48%

σ per bar = 0.023212

Mean return (annualised)

232571.44%

μ per bar = 0.001327

Sharpe (rf=0)

75.67

annualised; risk-free assumed zero

Max drawdown

9.25%

peak 0.86 → trough 0.79 over 34 bars

/api/asset/pm-bitcoin-up-or-down-on-june-15-2026/risk · same metrics, JSON