POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $50,000 in June?

YES · live
4.9¢
NO · live
95.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-50k-in-june-2026-212 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-50k-in-june-2026-212/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH14ms⏱--:--:-- 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
4.9¢
NO · live
95.2¢
YES price · live 24h
n=25 · μ=0.0403 · σ=0.0044 · range [0.0355, 0.0485] · R²=0.265▲ RISING +16.87%σ HIGH 10.95%LAST 0.04850.04850.04520.04200.03870.0355μ = 0.0403max 0.0485min 0.0355dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.85¢
YES / NO split · live
YES 4.9%NO 95.2%NO95.2%95.15¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.280 / 1.00 bits (28%) · informative — one side favoured
YES
4.9%4.9¢20.62×▬ +0.00pp
NO
95.2%95.2¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=240 · μ=10.0 · σ=13.0 · CV=1.30BURSTY · concentratedcumulative energy ↗ · 50% by h=17013253850μ = 105050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 240bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14ms
▲YES mid
4.85¢ (4.85%)
▼NO mid
95.15¢ (95.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$58.1k
≋liquidity $
$63.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0403 · σ=0.0044 · range [0.0355, 0.0485] · R²=0.265▲ RISING +16.87%σ HIGH 10.95%LAST 0.04850.04850.04520.04200.03870.0355μ = 0.0403max 0.0485min 0.0355dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.85¢
NO price · CLOB mid
n=25 · μ=0.9597 · σ=0.0044 · range [0.9515, 0.9645] · R²=0.265▼ FALLING -0.73%σ LOW 0.46%LAST 0.95150.96450.96130.95800.95470.9515μ = 0.9597max 0.9645min 0.9515dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0015 · skew=1.61 (right-skewed) · kurt=2.10 (leptokurtic (fat tails))864205-0.12ppbin -0.12pp · n=5 · 62.5% peakbin -0.12pp · n=5 · 62.5% peak4-0.05ppbin -0.05pp · n=4 · 50.0% peakbin -0.05pp · n=4 · 50.0% peak80.01ppbin 0.01pp · n=8 · 100.0% peakbin 0.01pp · n=8 · 100.0% peak40.08ppbin 0.08pp · n=4 · 50.0% peakbin 0.08pp · n=4 · 50.0% peak0.14pp0.21pp10.27ppbin 0.27pp · n=1 · 12.5% peakbin 0.27pp · n=1 · 12.5% peak0.34pp10.40ppbin 0.40pp · n=1 · 12.5% peakbin 0.40pp · n=1 · 12.5% peak10.47ppbin 0.47pp · n=1 · 12.5% peakbin 0.47pp · n=1 · 12.5% 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=1.57 · kurt=1.99 · near 12 / mid 12 / far 0 · OLS slope=0.92 intercept=-0.00RIGHT-SKEWED · HEAVY POSITIVE TAILMILDLY HEAVY UPPERLOWER TAIL NORMAL-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=25RIGHT-SKEWED (G₁=0.75)
μ MEAN4.03¢95% CI: [3.86¢, 4.20¢]
σ STD DEV0.44ppσ² = 0.195 · CV = 10.95%
med MEDIAN3.95¢Q₁ 3.65¢ · Q₃ 4.15¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.30pp · IQR 0.50pp (1.349σ→0.60pp)
min 3.55¢Q₁ 3.65¢med 3.95¢Q₃ 4.15¢max 4.85¢μ
SKEWNESS · G₁0.746right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.713mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.18
σ × 1.349 ↔ IQRconsistent with normalratio = 1.19
range ↔ σconcentrated (range < 4σ)range / σ = 2.95
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.073within white-noise band
ρ(2) AUTOCORR+0.270lag-2 not significant
H · HURST EXPONENT0.868strongly persistent
OLS TREND · t-STAT+2.879significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.868
H = 0.868STRONGLY 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+0.073k=2+0.270k=3+0.220k=4+0.312k=5-0.0900+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|=2.88)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.81very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.88)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 ID2410578
SLUGwill-bitcoin-dip-to-50k-in-june-2026-212
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES4.85¢implied prob 4.85% · decimal odds 20.62×
COUNTER · NO95.15¢implied prob 95.15% · decimal odds 1.05×
4.85¢
95.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME58.12k USD 24h
LIQUIDITY63.88k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.903 · entropy 0.280 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 4.9%NO 95.2%YES p̂4.9%H = 0.280 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES20.62×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.280 bits (28% 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 · DISTANTresolves 2026-07-01 04:00 UTC
16days
08hrs
40min
16.36 days·θ = 2.161 pp/day
YES →$1.00(P = 4.9%)
NO →$0.00(P = 95.2%)
current: $0.0485 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.2dRESOLVESP projection · σ=0.44% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.161 pp/day
now16.36d left
2.161 pp/day×1.00
−25%12.27d left
2.495 pp/day×1.15
−50%8.18d left
3.056 pp/day×1.41
−75%4.09d left
4.322 pp/day×2.00
−90%1.64d left
6.834 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 0.50% · worst -0.15% · typical |Δ| 0.10%MILD BULLISH +0.70%BEST+0.50%17hWORST-0.15%2hTYPICAL |Δ|0.10%mean absoluteCUMULATIVE+0.70%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.04% · Σ -0.30%EUROPE · 08-16 UTCμ -0.04% · Σ -0.30%US · 16-24 UTCμ +0.16% · Σ +1.30%CUMULATIVE Δ PATH · final +0.70%+0.70%-0.60%-0.05% · 1h-0.05% · 1h-0.05%1h-0.15% · 2h-0.15% · 2h-0.15%2h▼ WORST0.10% · 3h0.10% · 3h0.10%3h0.00% · 4h0.00% · 4h·4h-0.15% · 5h-0.15% · 5h-0.15%5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h-0.05% · 8h-0.05% · 8h-0.05%8h-0.15% · 9h-0.15% · 9h-0.15%9h-0.05% · 10h-0.05% · 10h-0.05%10h0.05% · 11h0.05% · 11h0.05%11h-0.10% · 12h-0.10% · 12h-0.10%12h0.00% · 13h0.00% · 13h·13h0.10% · 14h0.10% · 14h0.10%14h-0.10% · 15h-0.10% · 15h-0.10%15h0.00% · 16h0.00% · 16h·16h0.50% · 17h0.50% · 17h0.50%17h★ BEST0.00% · 18h0.00% · 18h·18h0.30% · 19h0.30% · 19h0.30%19h0.10% · 20h0.10% · 20h0.10%20h0.40% · 21h0.40% · 21h0.40%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.30%)RUNSup max 3 · down max 3BREADTH29% up · 38% down · 33% flat
7 up bars · 9 down · best 0.50% · worst -0.15% · typical |Δ| 0.100%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.70%FINAL+0.70%MAX DD-0.60%RECOVERYFULLY RECOVEREDMAX RUN-UP+0.70%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 1.0070 · peak 1.0070 · range [0.9940, 1.0070]1.00700.9940break-even = 1★ PEAK 1.0070UNDERWATER DRAWDOWN · max -0.60% · shallow0%-0.60%▼ TROUGH -0.60%TOP DRAWDOWN PERIODS · 1 total#1 -0.60%bar 2-19 · 18 bars · recoveredDD SEVERITYshallow (max -0.60%)RECOVERYfully recoveredTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0070 (0.70%) · max DD -0.60% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=-3.23 · σ=64.91MIXED EDGELAST 71.26 (+1.15σ vs μ)114.6357.310.00-57.31-114.63μ = -3.23-49.33-49.33-40.19-40.19-28.48-28.48-91.34-91.34-114.63-114.63-58.68-58.68-66.18-66.18-66.18-66.18-25.01-25.01-19.10-19.10-9.74-9.7427.7227.7236.5036.5055.4455.4455.4455.4494.9094.9094.9094.9071.2671.2671.2671.26v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 71.262 · range [-114.63, 94.90] · μ -3.234 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=12.4796 · σ=6.3315 · range [5.7315, 21.0675] · R²=0.602▲ RISING +84.59%σ EXTREME 50.73%LAST 16.390221.067517.233513.39959.56555.7315μ = 12.4796max 21.0675min 5.7315dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
latest 16.39% · range [5.73%, 21.07%] · μ 12.48% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.279 · σ=0.217MEAN-REVERSIONLAST -0.094 (+0.85σ vs μ)0.7530.3770.000-0.377-0.753μ = -0.279-0.278-0.278-0.285-0.2850.0560.056-0.262-0.262-0.100-0.1000.0160.016-0.200-0.200-0.300-0.300-0.071-0.071-0.508-0.508-0.496-0.496-0.057-0.057-0.257-0.257-0.320-0.320-0.373-0.373-0.753-0.753-0.658-0.658-0.355-0.355-0.094-0.094v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.094 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
18.9813
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
6.9464
p-VALUE (log scale)
0.2236
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
0.1144
p-VALUE (log scale)
0.9654
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
-0.4606
p-VALUE (log scale)
0.6451
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4066
p-VALUE (log scale)
0.0743
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
1.1450
p-VALUE (log scale)
0.2522
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.348 ≈ 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=2.75e-6 · top T=24.00h (29.7%) · top-3 cover 64.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.8e-67.4e-64.9e-62.5e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.81e-6 · 29.7% energyperiod 24.0 · power 9.81e-6 · 29.7% energyperiod 12.0 · power 2.39e-6 · 7.3% energyperiod 12.0 · power 2.39e-6 · 7.3% energyperiod 8.0 · power 8.05e-7 · 2.4% energyperiod 8.0 · power 8.05e-7 · 2.4% energyperiod 6.0 · power 4.17e-8 · 0.1% energyperiod 6.0 · power 4.17e-8 · 0.1% energyperiod 4.8 · power 1.26e-6 · 3.8% energyperiod 4.8 · power 1.26e-6 · 3.8% energyperiod 4.0 · power 2.08e-7 · 0.6% energyperiod 4.0 · power 2.08e-7 · 0.6% energyperiod 3.4 · power 6.45e-6 · 19.6% energyperiod 3.4 · power 6.45e-6 · 19.6% energyperiod 3.0 · power 2.92e-7 · 0.9% energyperiod 3.0 · power 2.92e-7 · 0.9% energyperiod 2.7 · power 2.28e-6 · 6.9% energyperiod 2.7 · power 2.28e-6 · 6.9% energyperiod 2.4 · power 1.02e-6 · 3.1% energyperiod 2.4 · power 1.02e-6 · 3.1% energyperiod 2.2 · power 3.39e-6 · 10.3% energyperiod 2.2 · power 3.39e-6 · 10.3% energyperiod 2.0 · power 5.04e-6 · 15.3% energyperiod 2.0 · power 5.04e-6 · 15.3% energy50% by T=3.4h#1 dominantT=24.00h#2T=3.43h#3T=2.00hT=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 ≈ 24.00h (freq 0.042) · concentrates 29.7% of total energy · Σ|X̂|²/n = 3.300e-5

§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 16.4 d · σ/bar 0.163pp · expected |Δp| over horizon 3.23ppterminal variance p(1−p) = 0.0461 · n = 25⚠ low confidence · n < 100
μ per bar
+0.029pp
average Δp · drift
σ per bar
0.163pp
one-bar volatility · logit-free
Per-day movedaily
0.80pp
σ × √24
Per-horizon move16d
3.23pp
σ × √392.68034916666664
Terminal variancebinary
0.0461
p(1−p) at resolution
Current pricep
4.9¢
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 0.18pp · ES₉₅ 0.18pp · method empirical · drift-correcteddrift +0.029pp/bar · quantised: no · median step 0.05pp · unique ratio 0.52⊘ disabled · n < 30
VaR 95%
0.18pp
5th percentile of Δp
ES 95%
0.18pp
mean of the tail
Max drawdown
14.5pp
peak 4.2¢ → trough 3.5¢
Median step
0.05pp
price bucket granularity
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
4.9%
= price
Decimal oddsEU
20.619
total return per $1
AmericanUS
+1962
$100 wins $1962
FractionalUK
19.62 / 1
profit per $1 risked
Profit per $100stake
+$1961.86
clean dollar framing
-1000-5000+500+1000020406080100you · 4.9%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)
0.280 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.280 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.37 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
101749127545307491315927590716033451355094513383289265062364696516616310276618
NO token ID
45411970322524842806915640335600534752913756047752974033824217098947822865264
Snapshot fetched
2026-06-14 19:19:10 UTC
Snapshot age
14ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:19:10 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9bfe9c47cb4214197ba5364dca480b5d4c01f6e1113b537829bdc3b861e4b5f8 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.6¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,824HL PERPETH-USD perpetual$1,666.8HL PERPHYPE-USD perpetual$60.66

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
0.048500
(best bid + best ask) / 2
Spread
206.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.060
ask-heavy
Imbalance (top-5)
+0.166
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-will-bitcoin-dip-to-50k-in-june-2026-212/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0601532402.74bp0.0620008FILLED
BUY$10.00K0.17921526951.62bp0.65900063FILLED
BUY$100.00K0.610819115942.06bp0.97900095FILLED
SELL$1.00K0.0412361497.68bp0.0350008FILLED
SELL$10.00K0.0086678213.01bp0.00100034PARTIAL
SELL$100.00K0.0086678213.01bp0.00100034PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.040445
Mean return (annualised)
—
μ per bar = 0.006495
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
14.46%
peak 0.04 → trough 0.04 over 12 bars

/api/asset/pm-will-bitcoin-dip-to-50k-in-june-2026-212/risk · same metrics, JSON