POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $60,000 June 15-21?

YES · live
2.3¢
NO · live
97.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-60k-june-15-21-2026 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
154.81%
max drawdown
80.65%
sharpe
—
ulcer index
29.00%
RMS drawdown
pain index
17.87%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
74.91%
cond. drawdown
gain/pain
0.95
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.95
upside/downside
roll spread
2.4 bps
implied (price-only)
bars used
1024
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-60k-june-15-21-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.2s⏱--:--:-- 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
2.3¢
NO · live
97.7¢
YES price · live 24h
n=25 · μ=0.0441 · σ=0.0270 · range [0.0165, 0.1410] · R²=0.576▼ FALLING -83.69%σ EXTREME 61.32%LAST 0.02300.14100.10990.07870.04760.0165μ = 0.0441max 0.1410min 0.0165dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.30¢
YES / NO split · live
YES 2.3%NO 97.7%NO97.7%97.70¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.158 / 1.00 bits (16%) · informative — one side favoured
YES
2.3%2.3¢43.48×▬ +0.00pp
NO
97.7%97.7¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,050 · μ=85.4 · σ=117.7 · CV=1.38BURSTY · concentratedcumulative energy ↗ · 50% by h=70141282424565μ = 8556550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2050bp moved · peak 565bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.2s
▲YES mid
2.30¢ (2.30%)
▼NO mid
97.70¢ (97.70%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$54.1k
≋liquidity $
$17.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0441 · σ=0.0270 · range [0.0165, 0.1410] · R²=0.576▼ FALLING -83.69%σ EXTREME 61.32%LAST 0.02300.14100.10990.07870.04760.0165μ = 0.0441max 0.1410min 0.0165dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.30¢
NO price · CLOB mid
n=25 · μ=0.9559 · σ=0.0270 · range [0.8590, 0.9835] · R²=0.576▲ RISING +13.74%σ NORMAL 2.83%LAST 0.97700.98350.95240.92130.89010.8590μ = 0.9559max 0.9835min 0.8590dataMA(5)OLS R²=0.58μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.70¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0049 · σ=0.0133 · skew=-1.91 (left-skewed) · kurt=4.69 (leptokurtic (fat tails))864201-5.29ppbin -5.29pp · n=1 · 12.5% peakbin -5.29pp · n=1 · 12.5% peak-4.57pp-3.85pp-3.13pp1-2.41ppbin -2.41pp · n=1 · 12.5% peakbin -2.41pp · n=1 · 12.5% peak2-1.69ppbin -1.69pp · n=2 · 25.0% peakbin -1.69pp · n=2 · 25.0% peak4-0.97ppbin -0.97pp · n=4 · 50.0% peakbin -0.97pp · n=4 · 50.0% peak8-0.25ppbin -0.25pp · n=8 · 100.0% peakbin -0.25pp · n=8 · 100.0% peak60.47ppbin 0.47pp · n=6 · 75.0% peakbin 0.47pp · n=6 · 75.0% peak21.19ppbin 1.19pp · n=2 · 25.0% peakbin 1.19pp · n=2 · 25.0% 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=-2.22 · kurt=6.42 · near 13 / mid 10 / far 1 · OLS slope=0.90 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.79σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=4.12)
μ MEAN4.41¢95% CI: [3.35¢, 5.47¢]
σ STD DEV2.70ppσ² = 7.300 · CV = 61.32%
med MEDIAN3.45¢Q₁ 2.70¢ · Q₃ 4.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 12.45pp · IQR 2.05pp (1.349σ→3.64pp)
min 1.65¢Q₁ 2.70¢med 3.45¢Q₃ 4.75¢max 14.10¢μ
SKEWNESS · G₁1.972right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂4.122leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.35
σ × 1.349 ↔ IQRdiverges from normalratio = 1.78
range ↔ σwide tails (range > 4σ)range / σ = 4.61
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.045within white-noise band
ρ(2) AUTOCORR+0.106lag-2 not significant
H · HURST EXPONENT0.928strongly persistent
OLS TREND · t-STAT-5.588significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.928
H = 0.928STRONGLY 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=1-0.045k=2+0.106k=3-0.081k=4+0.234k=5+0.0270+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|=5.59)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.90very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.59)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 ID2549219
SLUGwill-bitcoin-dip-to-60k-june-15-21-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES2.30¢implied prob 2.30% · decimal odds 43.48×
COUNTER · NO97.70¢implied prob 97.70% · decimal odds 1.02×
2.30¢
97.70¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME54.14k USD 24h
LIQUIDITY17.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.954 · entropy 0.158 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 2.3%NO 97.7%YES p̂2.3%H = 0.158 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES43.48×(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) = 0.158 bits (16% 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 2026-06-22 04:00 UTC
1days
15hrs
04min
1.63 days·θ = 13.236 pp/day
YES →$1.00(P = 2.3%)
NO →$0.00(P = 97.7%)
current: $0.0230 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.8dRESOLVESP projection · σ=2.70% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 13.236 pp/day
now1.63d left
13.236 pp/day×1.00
−25%1.22d left
15.284 pp/day×1.15
−50%19.54h left
18.719 pp/day×1.41
−75%9.77h left
26.472 pp/day×2.00
−90%3.91h left
41.856 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 1.55% · worst -5.65% · typical |Δ| 0.85%BEARISH SESSION -11.80%BEST+1.55%13hWORST-5.65%1hTYPICAL |Δ|0.85%mean absoluteCUMULATIVE-11.80%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -1.44% · Σ -10.05%EUROPE · 08-16 UTCμ -0.18% · Σ -1.45%US · 16-24 UTCμ -0.07% · Σ -0.55%CUMULATIVE Δ PATH · final -11.80%+0.00%-12.45%-5.65% · 1h-5.65% · 1h-5.65%1h▼ WORST-0.60% · 2h-0.60% · 2h-0.60%2h-1.10% · 3h-1.10% · 3h-1.10%3h0.35% · 4h0.35% · 4h0.35%4h-2.35% · 5h-2.35% · 5h-2.35%5h0.00% · 6h0.00% · 6h·6h-0.70% · 7h-0.70% · 7h-0.70%7h0.35% · 8h0.35% · 8h0.35%8h0.00% · 9h0.00% · 9h·9h-0.25% · 10h-0.25% · 10h-0.25%10h-1.15% · 11h-1.15% · 11h-1.15%11h-1.35% · 12h-1.35% · 12h-1.35%12h1.55% · 13h1.55% · 13h1.55%13h★ BEST0.25% · 14h0.25% · 14h0.25%14h-0.85% · 15h-0.85% · 15h-0.85%15h0.10% · 16h0.10% · 16h0.10%16h-0.25% · 17h-0.25% · 17h-0.25%17h0.15% · 18h0.15% · 18h0.15%18h0.95% · 19h0.95% · 19h0.95%19h-0.10% · 20h-0.10% · 20h-0.10%20h-0.45% · 21h-0.45% · 21h-0.45%21h0.40% · 22h0.40% · 22h0.40%22h-1.35% · 23h-1.35% · 23h-1.35%23h0.25% · 24h0.25% · 24h0.25%24hTIME PATTERNUS-led (+-0.55%)RUNSup max 2 · down max 3BREADTH38% up · 54% down · 8% flat
9 up bars · 13 down · best 1.55% · worst -5.65% · typical |Δ| 0.854%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -11.36%FINAL-11.36%MAX DD-11.90%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↗ 1EQUITY CURVE · end 0.8864 · peak 1.0000 · range [0.8810, 1.0000]1.00000.8810break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -11.90% · significant0%-11.90%▼ TROUGH -11.90%TOP DRAWDOWN PERIODS · 1 total#1 -11.90%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsignificant (max -11.90%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.8864 (-11.36%) · max DD -11.90% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −14 (21% positive) · μ=-22.54 · σ=30.31UNPROFITABLE STRATEGYLAST -5.90 (+0.55σ vs μ)72.6036.300.00-36.30-72.60μ = -22.54-65.80-65.80-72.52-72.52-51.39-51.39-35.48-35.48-47.23-47.23-50.06-50.06-72.60-72.60-12.52-12.52-14.10-14.10-25.95-25.95-20.66-20.66-8.55-8.5518.7218.729.209.200.000.0012.8312.8321.6021.60-7.93-7.93-5.90-5.90v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -5.901 · range [-72.60, 21.60] · μ -22.544 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=85.0470 · σ=35.8661 · range [45.5324, 207.4645] · R²=0.339▼ FALLING -64.22%σ EXTREME 42.17%LAST 74.2296207.4645166.9815126.498586.015445.5324μ = 85.0470max 207.4645min 45.5324dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
latest 74.23% · range [45.53%, 207.46%] · μ 85.05% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.183 · σ=0.246MEAN-REVERSIONLAST -0.377 (-0.79σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.183-0.218-0.218-0.750-0.750-0.608-0.608-0.427-0.427-0.139-0.139-0.146-0.1460.3540.354-0.118-0.118-0.014-0.014-0.064-0.064-0.101-0.101-0.385-0.3850.0390.039-0.097-0.097-0.058-0.058-0.021-0.021-0.159-0.159-0.187-0.187-0.377-0.377v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.377 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
91.1140
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
2.3082
p-VALUE (log scale)
0.8069
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

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

STATISTIC
-6.1171
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.0699
p-VALUE (log scale)
0.2847
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7167
p-VALUE (log scale)
0.0120
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
-1.2822
p-VALUE (log scale)
0.1998
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.610 ≈ 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=2.02e-4 · top T=2.00h (20.4%) · top-3 cover 54.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.0e-43.7e-42.5e-41.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.02e-4 · 12.5% energyperiod 24.0 · power 3.02e-4 · 12.5% energyperiod 12.0 · power 1.87e-4 · 7.7% energyperiod 12.0 · power 1.87e-4 · 7.7% energyperiod 8.0 · power 7.98e-5 · 3.3% energyperiod 8.0 · power 7.98e-5 · 3.3% energyperiod 6.0 · power 4.56e-5 · 1.9% energyperiod 6.0 · power 4.56e-5 · 1.9% energyperiod 4.8 · power 3.67e-4 · 15.1% energyperiod 4.8 · power 3.67e-4 · 15.1% energyperiod 4.0 · power 3.68e-5 · 1.5% energyperiod 4.0 · power 3.68e-5 · 1.5% energyperiod 3.4 · power 2.21e-4 · 9.1% energyperiod 3.4 · power 2.21e-4 · 9.1% energyperiod 3.0 · power 1.51e-5 · 0.6% energyperiod 3.0 · power 1.51e-5 · 0.6% energyperiod 2.7 · power 1.64e-4 · 6.8% energyperiod 2.7 · power 1.64e-4 · 6.8% energyperiod 2.4 · power 6.64e-5 · 2.7% energyperiod 2.4 · power 6.64e-5 · 2.7% energyperiod 2.2 · power 4.48e-4 · 18.5% energyperiod 2.2 · power 4.48e-4 · 18.5% energyperiod 2.0 · power 4.95e-4 · 20.4% energyperiod 2.0 · power 4.95e-4 · 20.4% energy50% by T=3.4h#1 dominantT=2.00h#2T=2.18h#3T=4.80hT=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 ≈ 2.00h (freq 0.500) · concentrates 20.4% of total energy · Σ|X̂|²/n = 2.427e-3

▸ 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 1.6 d · σ/bar 0.426pp · expected |Δp| over horizon 2.67ppterminal variance p(1−p) = 0.0201 · n = 5000✓ n = 5000
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.426pp
one-bar volatility · logit-free
Per-day movedaily
2.09pp
σ × √24
Per-horizon move2d
2.67pp
σ × √39.07899694444444
Terminal variancebinary
0.0201
p(1−p) at resolution
Current pricep
2.1¢
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 0.70pp · ES₉₅ 0.88pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.03✓ n = 5000
VaR 95%
0.70pp
1.645·σ (parametric) of Δp
ES 95%
0.88pp
mean of the tail
Max drawdown
97.4pp
peak 34.2¢ → trough 0.9¢
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
2.3%
= price
Decimal oddsEU
43.478
total return per $1
AmericanUS
+4248
$100 wins $4248
FractionalUK
42.48 / 1
profit per $1 risked
Profit per $100stake
+$4247.83
clean dollar framing
-1000-5000+500+1000020406080100you · 2.3%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)
0.158 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.158 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.44 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
101775479299178732840988757686408687592404125076834290193302754177276853366591
NO token ID
84445792169541528982209804593859557471975508929050021838339610855978214977967
Snapshot fetched
2026-06-20 12:55:08 UTC
Snapshot age
7.2s
History points
25 CLOB mids
Page rendered
2026-06-20 12:55:15 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0ff493c68a26fbfe370473eab1f59142575e074eead6844dae12a0a55f81f639 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDPortugal86.5¢HL PREDEcuador86.3¢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$63,555HL PERPHYPE-USD perpetual$70.74HL PERPETH-USD perpetual$1,725.3

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
0.023000
(best bid + best ask) / 2
Spread
8695.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.488
ask-heavy
Imbalance (top-5)
-0.401
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-will-bitcoin-dip-to-60k-june-15-21-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.07273621624.40bp0.60000016FILLED
BUY$10.00K0.384227157055.06bp0.84000022FILLED
BUY$100.00K0.770383324949.29bp0.99900036PARTIAL
SELL$1.00K0.0022559019.40bp0.00100011PARTIAL
SELL$10.00K0.0022559019.40bp0.00100011PARTIAL
SELL$100.00K0.0022559019.40bp0.00100011PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
6037.34%
σ per bar = 0.045605
Mean return (annualised)
-60911.02%
μ per bar = -0.000348
Sharpe (rf=0)
-10.09
annualised; risk-free assumed zero
Max drawdown
97.37%
peak 0.34 → trough 0.01 over 1063 bars

/api/asset/pm-will-bitcoin-dip-to-60k-june-15-21-2026/risk · same metrics, JSON