POLYMARKET · PREDICTION MARKET · CRYPTO
Bitcoin Up or Down on June 20?
94.3¢
5.7¢
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-up-or-down-on-june-20-2026 · fresh · feed 12s old24h sparkline · 60 pts▼ —
realized vol (ann.)
693.14%
max drawdown
24.31%
sharpe
—
ulcer index
8.75%
RMS drawdown
pain index
5.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.79%
cond. drawdown
gain/pain
1.22
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.22
upside/downside
roll spread
2.0 bps
implied (price-only)
bars used
1048
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-up-or-down-on-june-20-2026/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
94.3¢
NO · live
5.7¢
25 ticks · last 94.45¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.313 / 1.00 bits (31%) · informative — one side favoured
YES94.3%94.3¢1.06×▬ +0.00pp
NO5.7%5.7¢17.70×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 18895bp moved · peak 2000bp · n=24 ticks
11.8s
94.35¢ (94.35%)
5.65¢ (5.65%)
100.00%
0.000pp
$197.6k
$28.6k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 94.45¢
25 NO observations from clob.polymarket.com · last 5.95¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.64)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.004approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.640platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.26 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.723STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
94.35¢
5.65¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.06×(94¢)NO17.70×(6¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.313 bits (31% of max) · informative — one side strongly favoured
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
⏱ URGENCY · VERY HIGHresolves 2026-06-20 16:00 UTC
0days
03hrs
09min
YES →$1.00
NO →$0.00
current: $0.9435 · expected return per side: $0.06 on YES hit · $0.94 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 98.103 pp/day
now3.16h left98.103 pp/day×1.00
−25%2.37h left113.280 pp/day×1.15
−50%1.58h left138.739 pp/day×1.41
−75%0.79h left196.206 pp/day×2.00
−90%0.32h left310.229 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
13 up bars · 8 down · best 20.00% · worst -19.00% · typical |Δ| 7.873%
§10 · Equity curve & underwater drawdown
final equity 1.3807 (38.07%) · max DD -19.49% · time-under-water 15/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 5.203 · range [-30.37, 53.57] · μ 14.182 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 1108.46% · range [530.83%, 1484.59%] · μ 1070.00% · σ̂ scaled to annualised (×√8760)
latest -0.384 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
0.0226
p-VALUE (log scale)
0.9888
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
9.8697
p-VALUE (log scale)
0.0781
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.0051
p-VALUE (log scale)
0.7500
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.4308
p-VALUE (log scale)
0.6666
KPSS (μ stationarity)
REJECT H₀**H₀: p IS level-stationary
STATISTIC
0.8227
p-VALUE (log scale)
0.0063
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.1454
p-VALUE (log scale)
0.2521
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)
dominant period ≈ 2.67h (freq 0.375) · concentrates 37.9% of total energy · Σ|X̂|²/n = 1.296e-1
▸ Depth section using sovereign-store price series (1048 bars · effective 1752713 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
Horizon 0.3 d · σ/bar 0.524pp · expected |Δp| over horizon 1.28ppterminal variance p(1−p) = 0.0520 · n = 1048✓ n = 1048
μ per bar
+0.009pp
average Δp · drift
σ per bar
0.524pp
one-bar volatility · logit-free
Per-day movedaily
2.57pp
σ × √24
Per-horizon move0d
1.28pp
σ × √6
Terminal variancebinary
0.0520
p(1−p) at resolution
Current pricep
94.5¢
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
VaR₉₅ 0.85pp · ES₉₅ 1.07pp · method parametric · drift-correcteddrift +0.009pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 1048
VaR 95%
0.85pp
1.645·σ (parametric) of Δp
ES 95%
1.07pp
mean of the tail
Max drawdown
24.3pp
peak 90.5¢ → trough 68.5¢
Median step
1.00pp
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
Implied probabilityP
94.3%
= price
Decimal oddsEU
1.060
total return per $1
AmericanUS
-1670
risk $1670 to win $100
FractionalUK
0.06 / 1
profit per $1 risked
Profit per $100stake
+$5.99
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
Market entropyH(p)
0.313 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.313 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.08 bit
self-information
Surprise · NO−log₂(1−p)
4.15 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
17847716880005033584071641806708393122162161504457975970344068229195552593440- NO token ID
68848586858127002982485787929453354210679867821970040746697554683679287522540- Snapshot fetched
- 2026-06-20 12:50:20 UTC
- Snapshot age
- 11.8s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-20 12:50:32 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
a3c84bfbd0602efe706d9d2661818b7db1096ff01219e934e008eca7f83d04fa· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
HL PREDSpain88.5¢HL PREDEcuador86.1¢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$63,565HL PERPHYPE-USD perpetual$70.82HL PERPETH-USD perpetual$1,725.4
Also see: /arb opportunities · RSS feed · more in Crypto
Market depth
▸ live order book · Polymarket YESDepth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$58
bid $19 · ask $39
Depth within 50bp
$259
bid $117 · ask $142
Mid price
0.940500
(best bid + best ask) / 2
Spread
10.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.384
bid-heavy
Imbalance (top-5)
+0.031
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-20-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.948551 | 85.60bp | 0.950000 | 10 | FILLED |
| BUY | $10.00K | 0.951849 | 120.67bp | 0.970000 | 13 | FILLED |
| BUY | $100.00K | 0.985315 | 476.51bp | 0.999000 | 26 | PARTIAL |
| SELL | $1.00K | 0.926334 | 150.62bp | 0.924000 | 8 | FILLED |
| SELL | $10.00K | 0.914463 | 276.85bp | 0.840000 | 25 | FILLED |
| SELL | $100.00K | 0.216325 | 7699.90bp | 0.001000 | 62 | PARTIAL |
Risk metrics
▸ sovereign store · 1,048 barsperiods/year ≈ 1.75MRealized vol (annualised)
852.93%
σ per bar = 0.006443
Mean return (annualised)
16754.31%
μ per bar = 0.000096
Sharpe (rf=0)
19.64
annualised; risk-free assumed zero
Max drawdown
24.31%
peak 0.91 → trough 0.69 over 217 bars
/api/asset/pm-bitcoin-up-or-down-on-june-20-2026/risk · same metrics, JSON