POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $52,500 in June?

YES · live
3.9¢
NO · live
96.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-52pt5k-in-june-2026-885 · fresh · feed 2s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
19.50%
max drawdown
4.94%
sharpe
—
ulcer index
2.68%
RMS drawdown
pain index
1.57%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.94%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
497
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-52pt5k-in-june-2026-885/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.1s⏱--:--:-- 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
3.9¢
NO · live
96.2¢
YES price · live 24h
n=25 · μ=0.0564 · σ=0.0135 · range [0.0385, 0.0800] · R²=0.945▼ FALLING -51.88%σ EXTREME 23.90%LAST 0.03850.08000.06960.05920.04890.0385μ = 0.0564max 0.0800min 0.0385dataMA(5)OLS R²=0.94μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.85¢
YES / NO split · live
YES 3.9%NO 96.2%NO96.2%96.15¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.235 / 1.00 bits (24%) · informative — one side favoured
YES
3.9%3.9¢25.97×▬ +0.00pp
NO
96.2%96.2¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=475 · μ=19.8 · σ=19.8 · CV=1.00BURSTYcumulative energy ↗ · 50% by h=13019385675μ = 207550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 475bp moved · peak 75bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.1s
▲YES mid
3.85¢ (3.85%)
▼NO mid
96.15¢ (96.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$62.2k
≋liquidity $
$88.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0564 · σ=0.0135 · range [0.0385, 0.0800] · R²=0.945▼ FALLING -51.88%σ EXTREME 23.90%LAST 0.03850.08000.06960.05920.04890.0385μ = 0.0564max 0.0800min 0.0385dataMA(5)OLS R²=0.94μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.85¢
NO price · CLOB mid
n=25 · μ=0.9436 · σ=0.0135 · range [0.9200, 0.9615] · R²=0.945▲ RISING +4.51%σ NORMAL 1.43%LAST 0.96150.96150.95110.94070.93040.9200μ = 0.9436max 0.9615min 0.9200dataMA(5)OLS R²=0.94μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0018 · σ=0.0021 · skew=-0.85 (left-skewed) · kurt=-0.22 (mesokurtic)754201-0.71ppbin -0.71pp · n=1 · 14.3% peakbin -0.71pp · n=1 · 14.3% peak-0.62pp2-0.54ppbin -0.54pp · n=2 · 28.6% peakbin -0.54pp · n=2 · 28.6% peak-0.45pp3-0.37ppbin -0.37pp · n=3 · 42.9% peakbin -0.37pp · n=3 · 42.9% peak3-0.28ppbin -0.28pp · n=3 · 42.9% peakbin -0.28pp · n=3 · 42.9% peak1-0.20ppbin -0.20pp · n=1 · 14.3% peakbin -0.20pp · n=1 · 14.3% peak3-0.11ppbin -0.11pp · n=3 · 42.9% peakbin -0.11pp · n=3 · 42.9% peak7-0.03ppbin -0.03pp · n=7 · 100.0% peakbin -0.03pp · n=7 · 100.0% peak40.06ppbin 0.06pp · n=4 · 57.1% peakbin 0.06pp · n=4 · 57.1% 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=-0.86 · kurt=0.06 · near 19 / mid 5 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER 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=-1.51)
μ MEAN5.64¢95% CI: [5.12¢, 6.17¢]
σ STD DEV1.35ppσ² = 1.820 · CV = 23.90%
med MEDIAN5.95¢Q₁ 4.45¢ · Q₃ 6.55¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.15pp · IQR 2.10pp (1.349σ→1.82pp)
min 3.85¢Q₁ 4.45¢med 5.95¢Q₃ 6.55¢max 8.00¢μ
SKEWNESS · G₁0.108approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.505platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRconsistent with normalratio = 0.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.08
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+0.268within white-noise band
ρ(2) AUTOCORR+0.207lag-2 not significant
H · HURST EXPONENT1.126strongly persistent
OLS TREND · t-STAT-19.818significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.126
H = 1.126STRONGLY 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+0.268k=2+0.207k=3-0.130k=4-0.380k=5-0.3390+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|=19.82)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=19.82)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 ID2410577
SLUGwill-bitcoin-dip-to-52pt5k-in-june-2026-885
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES3.85¢implied prob 3.85% · decimal odds 25.97×
COUNTER · NO96.15¢implied prob 96.15% · decimal odds 1.04×
3.85¢
96.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME62.16k USD 24h
LIQUIDITY88.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.923 · entropy 0.235 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 3.9%NO 96.2%YES p̂3.9%H = 0.235 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES25.97×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.235 bits (24% 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 · LOWresolves 2026-07-01 04:00 UTC
10days
18hrs
36min
10.78 days·θ = 6.609 pp/day
YES →$1.00(P = 3.9%)
NO →$0.00(P = 96.2%)
current: $0.0385 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.4dRESOLVESP projection · σ=1.35% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.609 pp/day
now10.78d left
6.609 pp/day×1.00
−25%8.08d left
7.631 pp/day×1.15
−50%5.39d left
9.346 pp/day×1.41
−75%2.69d left
13.218 pp/day×2.00
−90%1.08d left
20.899 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 0.10% · worst -0.75% · typical |Δ| 0.20%BEARISH SESSION -4.15%BEST+0.10%8hWORST-0.75%14hTYPICAL |Δ|0.20%mean absoluteCUMULATIVE-4.15%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.22% · Σ -1.55%EUROPE · 08-16 UTCμ -0.24% · Σ -1.90%US · 16-24 UTCμ -0.06% · Σ -0.50%CUMULATIVE Δ PATH · final -4.15%+0.00%-4.15%-0.15% · 1h-0.15% · 1h-0.15%1h-0.50% · 2h-0.50% · 2h-0.50%2h-0.10% · 3h-0.10% · 3h-0.10%3h-0.50% · 4h-0.50% · 4h-0.50%4h-0.25% · 5h-0.25% · 5h-0.25%5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h0.10% · 8h0.10% · 8h0.10%8h★ BEST0.00% · 9h0.00% · 9h·9h0.05% · 10h0.05% · 10h0.05%10h-0.35% · 11h-0.35% · 11h-0.35%11h-0.30% · 12h-0.30% · 12h-0.30%12h-0.40% · 13h-0.40% · 13h-0.40%13h-0.75% · 14h-0.75% · 14h-0.75%14h▼ WORST-0.25% · 15h-0.25% · 15h-0.25%15h-0.05% · 16h-0.05% · 16h-0.05%16h-0.05% · 17h-0.05% · 17h-0.05%17h0.00% · 18h0.00% · 18h·18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.40% · 20h-0.40% · 20h-0.40%20h0.05% · 21h0.05% · 21h0.05%21h-0.10% · 22h-0.10% · 22h-0.10%22h0.10% · 23h0.10% · 23h0.10%23h-0.20% · 24h-0.20% · 24h-0.20%24hTIME PATTERNUS-led (+-0.50%)RUNSup max 1 · down max 7BREADTH17% up · 71% down · 13% flat
4 up bars · 17 down · best 0.10% · worst -0.75% · typical |Δ| 0.198%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-4.07%)FINAL-4.07%MAX DD-4.07%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 1EQUITY CURVE · end 0.9593 · peak 1.0000 · range [0.9593, 1.0000]1.00000.9593break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -4.07% · moderate0%-4.07%▼ TROUGH -4.07%TOP DRAWDOWN PERIODS · 1 total#1 -4.07%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -4.07%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9593 (-4.07%) · max DD -4.07% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −19 (0% positive) · μ=-71.12 · σ=34.86UNPROFITABLE STRATEGYLAST -51.52 (+0.56σ vs μ)142.2971.150.00-71.15-142.29μ = -71.12-121.78-121.78-97.99-97.99-58.40-58.40-49.50-49.50-19.27-19.27-24.46-24.46-40.73-40.73-62.79-62.79-93.40-93.40-120.83-120.83-142.29-142.29-107.68-107.68-81.22-81.22-62.49-62.49-79.46-79.46-48.68-48.68-53.82-53.82-35.06-35.06-51.52-51.52v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.522 · range [-142.29, -19.27] · μ -71.125 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=19.7268 · σ=4.6863 · range [11.3671, 27.3542] · R²=0.003▼ FALLING -8.50%σ EXTREME 23.76%LAST 17.002427.354223.357419.360615.363811.3671μ = 19.7268max 27.3542min 11.3671dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 17.00% · range [11.37%, 27.35%] · μ 19.73% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=0.025 · σ=0.321CLOSE TO MARTINGALELAST -0.485 (-1.59σ vs μ)0.5230.2610.000-0.261-0.523μ = 0.025-0.523-0.523-0.109-0.1090.2760.2760.4130.4130.1780.178-0.102-0.1020.3480.3480.3800.3800.3060.306-0.048-0.0480.0280.0280.2870.2870.3980.3980.2390.239-0.023-0.023-0.359-0.359-0.394-0.394-0.333-0.333-0.485-0.485v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.485 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
3.5026
p-VALUE (log scale)
0.1736
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

REJECT H₀*

H₀: No serial autocorrelation up to lag 5

STATISTIC
11.9555
p-VALUE (log scale)
0.0351
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-1.2843
p-VALUE (log scale)
0.6344
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
-0.3576
p-VALUE (log scale)
0.7206
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.9020
p-VALUE (log scale)
0.0040
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
1.9331
p-VALUE (log scale)
0.0532
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.588 ≈ 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=4.94e-6 · top T=12.00h (34.2%) · top-3 cover 64.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.0e-51.5e-51.0e-55.1e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.18e-7 · 1.5% energyperiod 24.0 · power 9.18e-7 · 1.5% energyperiod 12.0 · power 2.03e-5 · 34.2% energyperiod 12.0 · power 2.03e-5 · 34.2% energyperiod 8.0 · power 1.14e-5 · 19.2% energyperiod 8.0 · power 1.14e-5 · 19.2% energyperiod 6.0 · power 3.39e-6 · 5.7% energyperiod 6.0 · power 3.39e-6 · 5.7% energyperiod 4.8 · power 1.99e-6 · 3.4% energyperiod 4.8 · power 1.99e-6 · 3.4% energyperiod 4.0 · power 9.37e-8 · 0.2% energyperiod 4.0 · power 9.37e-8 · 0.2% energyperiod 3.4 · power 9.80e-7 · 1.7% energyperiod 3.4 · power 9.80e-7 · 1.7% energyperiod 3.0 · power 5.20e-6 · 8.8% energyperiod 3.0 · power 5.20e-6 · 8.8% energyperiod 2.7 · power 1.84e-6 · 3.1% energyperiod 2.7 · power 1.84e-6 · 3.1% energyperiod 2.4 · power 1.74e-6 · 2.9% energyperiod 2.4 · power 1.74e-6 · 2.9% energyperiod 2.2 · power 4.94e-6 · 8.3% energyperiod 2.2 · power 4.94e-6 · 8.3% energyperiod 2.0 · power 6.51e-6 · 11.0% energyperiod 2.0 · power 6.51e-6 · 11.0% energy50% by T=8.0h#1 dominantT=12.00h#2T=8.00h#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 ≈ 12.00h (freq 0.083) · concentrates 34.2% of total energy · Σ|X̂|²/n = 5.925e-5

▸ Depth section using sovereign-store price series (5000 bars · effective 1752518 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 10.8 d · σ/bar 0.075pp · expected |Δp| over horizon 1.21ppterminal variance p(1−p) = 0.0370 · n = 5000✓ n = 5000
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.075pp
one-bar volatility · logit-free
Per-day movedaily
0.37pp
σ × √24
Per-horizon move11d
1.21pp
σ × √258.6021361111111
Terminal variancebinary
0.0370
p(1−p) at resolution
Current pricep
3.9¢
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 0.12pp · ES₉₅ 0.16pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.12pp
1.645·σ (parametric) of Δp
ES 95%
0.16pp
mean of the tail
Max drawdown
60.1pp
peak 9.7¢ → trough 3.9¢
Median step
0.05pp
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
3.9%
= price
Decimal oddsEU
25.974
total return per $1
AmericanUS
+2497
$100 wins $2497
FractionalUK
24.97 / 1
profit per $1 risked
Profit per $100stake
+$2497.40
clean dollar framing
-1000-5000+500+1000020406080100you · 3.9%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)
0.235 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.235 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.70 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
40924372452194894059824027978502035824140061227534345603992680050027534637928
NO token ID
85402997443158156096579111787705083261516798963209699105184282976927475958660
Snapshot fetched
2026-06-20 09:23:50 UTC
Snapshot age
2.1s
History points
25 CLOB mids
Page rendered
2026-06-20 09:23:52 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c4ab1895f3353aa2acd9f65b88380a26aba3a1a7f9433dcbb02b6e9bd225c24d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,535HL PERPHYPE-USD perpetual$70.45HL PERPETH-USD perpetual$1,724.6

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
0.038500
(best bid + best ask) / 2
Spread
779.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.087
bid-heavy
Imbalance (top-5)
+0.626
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-52pt5k-in-june-2026-885/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0469542195.85bp0.0500009FILLED
BUY$10.00K0.09537614772.95bp0.54700059FILLED
BUY$100.00K0.481485115061.04bp0.99900094FILLED
SELL$1.00K0.036852428.14bp0.0360002FILLED
SELL$10.00K0.0059608451.92bp0.00100026PARTIAL
SELL$100.00K0.0059608451.92bp0.00100026PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1714.63%
σ per bar = 0.012952
Mean return (annualised)
5939.36%
μ per bar = 0.000034
Sharpe (rf=0)
3.46
annualised; risk-free assumed zero
Max drawdown
60.10%
peak 0.10 → trough 0.04 over 331 bars

/api/asset/pm-will-bitcoin-dip-to-52pt5k-in-june-2026-885/risk · same metrics, JSON