POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin dip to $63,000 on June 14?

YES · live
10.5¢
NO · live
89.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-63k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
769.11%
max drawdown
67.69%
sharpe
—
ulcer index
33.68%
RMS drawdown
pain index
27.04%
mean drawdown
mod. VaR 95%
0.19%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
67.69%
cond. drawdown
gain/pain
0.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.13
upside/downside
roll spread
46.5 bps
implied (price-only)
bars used
366
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-63k-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH35ms⏱--:--:-- 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
10.5¢
NO · live
89.5¢
YES price · live 24h
n=18 · μ=0.1961 · σ=0.0902 · range [0.0900, 0.3800] · R²=0.198▼ FALLING -47.06%σ EXTREME 45.99%LAST 0.09000.38000.30750.23500.16250.0900μ = 0.1961max 0.3800min 0.0900dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxminlive endpoint
18 ticks · last 9.00¢
YES / NO split · live
YES 10.5%NO 89.5%NO89.5%89.50¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.485 / 1.00 bits (48%) · informative — one side favoured
YES
10.5%10.5¢9.52×▬ +0.00pp
NO
89.5%89.5¢1.12×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=17 · Σ=7,900 · μ=464.7 · σ=442.9 · CV=0.95BURSTYcumulative energy ↗ · 50% by h=1203637251,0881,450μ = 4651,45050%h1h3h5h7h9h11h13h15h17#1 peak#2-3> μactivequietμ linecum energy
Σ 7900bp moved · peak 1450bp · n=17 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
35ms
▲YES mid
10.50¢ (10.50%)
▼NO mid
89.50¢ (89.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$77.1k
≋liquidity $
$9.4k
◳history points
18 ticks (live)

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

YES price · CLOB mid
n=18 · μ=0.1961 · σ=0.0902 · range [0.0900, 0.3800] · R²=0.198▼ FALLING -47.06%σ EXTREME 45.99%LAST 0.09000.38000.30750.23500.16250.0900μ = 0.1961max 0.3800min 0.0900dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
18 YES observations from clob.polymarket.com · last 9.00¢
NO price · CLOB mid
n=18 · μ=0.8039 · σ=0.0902 · range [0.6200, 0.9100] · R²=0.198▲ RISING +9.64%σ HIGH 11.22%LAST 0.91000.91000.83750.76500.69250.6200μ = 0.8039max 0.9100min 0.6200dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
18 NO observations from clob.polymarket.com · last 91.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=17 · 10 bins · μ=-0.0070 · σ=0.0613 · skew=0.51 (right-skewed) · kurt=0.14 (mesokurtic)653202-10.67ppbin -10.67pp · n=2 · 33.3% peakbin -10.67pp · n=2 · 33.3% peak-8.02pp3-5.37ppbin -5.37pp · n=3 · 50.0% peakbin -5.37pp · n=3 · 50.0% peak2-2.72ppbin -2.72pp · n=2 · 33.3% peakbin -2.72pp · n=2 · 33.3% peak6-0.07ppbin -0.07pp · n=6 · 100.0% peakbin -0.07pp · n=6 · 100.0% peak12.58ppbin 2.58pp · n=1 · 16.7% peakbin 2.58pp · n=1 · 16.7% peak15.23ppbin 5.23pp · n=1 · 16.7% peakbin 5.23pp · n=1 · 16.7% peak7.88pp110.53ppbin 10.53pp · n=1 · 16.7% peakbin 10.53pp · n=1 · 16.7% peak113.18ppbin 13.18pp · n=1 · 16.7% peakbin 13.18pp · n=1 · 16.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=17
Q-Q plot · standardised Δp vs N(0,1)
n=17 · skew=0.46 · kurt=0.27 · near 14 / mid 3 / far 0 · OLS slope=1.02 intercept=0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=18PLATYKURTIC · THIN TAILS (G₂=-1.16)
μ MEAN19.61¢95% CI: [15.44¢, 23.78¢]
σ STD DEV9.02ppσ² = 81.340 · CV = 45.99%
med MEDIAN17.50¢Q₁ 12.50¢ · Q₃ 27.88¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 29.00pp · IQR 15.38pp (1.349σ→12.17pp)
min 9.00¢Q₁ 12.50¢med 17.50¢Q₃ 27.88¢max 38.00¢μ
SKEWNESS · G₁0.484approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.157platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.23
σ × 1.349 ↔ IQRdiverges from normalratio = 0.79
range ↔ σconcentrated (range < 4σ)range / σ = 3.22
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+0.047within white-noise band
ρ(2) AUTOCORR+0.230lag-2 not significant
H · HURST EXPONENT0.981strongly persistent
OLS TREND · t-STAT+1.986significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.981
H = 0.981STRONGLY 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+0.047k=2+0.230k=3+0.109k=4-0.289k=5+0.0110+1−1+0.49−0.49+ momentum (ρ > +0.49)− reversal (ρ < −0.49)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]SIGNIFICANT @ 5% (|t|=1.99)
−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 SIGNIFICANCESIGNIFICANT @ 5% (|t|=1.99)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 ID2538735
SLUGwill-bitcoin-dip-to-63k-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES10.50¢implied prob 10.50% · decimal odds 9.52×
COUNTER · NO89.50¢implied prob 89.50% · decimal odds 1.12×
10.50¢
89.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME77.09k USD 24h
LIQUIDITY9.37k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.790 · entropy 0.485 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 10.5%NO 89.5%YES p̂10.5%H = 0.485 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.52×(11¢)NO1.12×(90¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.485 bits (48% 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 · HIGHresolves 2026-06-15 04:00 UTC
0days
06hrs
21min
6.4 hours·θ = 44.183 pp/day
YES →$1.00(P = 10.5%)
NO →$0.00(P = 89.5%)
current: $0.1050 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+3.2hRESOLVESP projection · σ=9.02% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 44.183 pp/day
now6.36h left
44.183 pp/day×1.00
−25%4.77h left
51.018 pp/day×1.15
−50%3.18h left
62.485 pp/day×1.41
−75%1.59h left
88.366 pp/day×2.00
−90%0.64h left
139.720 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=17 bars · best 14.50% · worst -12.00% · typical |Δ| 4.65%MILD BEARISH -8.00%BEST+14.50%10hWORST-12.00%16hTYPICAL |Δ|4.65%mean absoluteCUMULATIVE-8.00%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ -1.00% · Σ -7.00%EUROPE · 08-16 UTCμ +2.56% · Σ +20.50%US · 16-24 UTCμ -10.75% · Σ -21.50%CUMULATIVE Δ PATH · final -8.00%+21.00%-8.00%1.00% · 1h1.00% · 1h1.00%1h1.00% · 2h1.00% · 2h1.00%2h-5.00% · 3h-5.00% · 3h-5.00%3h-2.00% · 4h-2.00% · 4h-2.00%4h-3.00% · 5h-3.00% · 5h-3.00%5h0.50% · 6h0.50% · 6h0.50%6h0.50% · 7h0.50% · 7h0.50%7h6.00% · 8h6.00% · 8h6.00%8h0.00% · 9h0.00% · 9h·9h14.50% · 10h14.50% · 10h14.50%10h★ BEST-4.50% · 11h-4.50% · 11h-4.50%11h2.50% · 12h2.50% · 12h2.50%12h9.50% · 13h9.50% · 13h9.50%13h-6.50% · 14h-6.50% · 14h-6.50%14h-1.00% · 15h-1.00% · 15h-1.00%15h-12.00% · 16h-12.00% · 16h-12.00%16h▼ WORST-9.50% · 17h-9.50% · 17h-9.50%17hTIME PATTERNEurope-led (+20.50%)RUNSup max 3 · down max 4BREADTH47% up · 47% down · 6% flat
8 up bars · 8 down · best 14.50% · worst -12.00% · typical |Δ| 4.647%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=18 barsSEVERE DRAWDOWN -10.77%FINAL-10.77%MAX DD-26.28%RECOVERYONGOING · 4 barsMAX RUN-UP+21.05%UNDERWATER13/18 (72%)STREAK↘ 4EQUITY CURVE · end 0.8923 · peak 1.2105 · range [0.8923, 1.2105]1.21050.8923break-even = 1★ PEAK 1.2105UNDERWATER DRAWDOWN · max -26.28% · severe0%-26.28%▼ TROUGH -26.28%TOP DRAWDOWN PERIODS · 3 total#1 -26.28%bar 15-18 · 4 bars · ONGOING#2 -9.69%bar 4-10 · 7 bars · recovered#3 -4.50%bar 12-13 · 2 bars · recoveredDD SEVERITYsevere (max -26.28%)RECOVERYongoing · 4 barsTIME UNDER WATER72% of session · 13/18 bars
final equity 0.8923 (-10.77%) · max DD -26.28% · time-under-water 13/18 bars

§11 · Rolling-window statistics (w = 4 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=14 · +8 / −6 (57% positive) · μ=-8.95 · σ=66.68MIXED EDGELAST -143.32 (-2.02σ vs μ)143.3271.660.00-71.66-143.32μ = -8.95-40.73-40.73-84.24-84.24-97.21-97.21-52.60-52.6025.1625.1657.6157.6172.9172.9145.5745.5736.0336.0362.1262.123.223.2215.7115.71-25.50-25.50-143.32-143.32v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -143.319 · range [-143.32, 72.91] · μ -8.947 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=14 · μ=503.0313 · σ=249.3709 · range [166.5533, 858.6617] · R²=0.555▲ RISING +64.84%σ EXTREME 49.57%LAST 443.1365858.6617685.6346512.6075339.5804166.5533μ = 503.0313max 858.6617min 166.5533dataMA(2)OLS R²=0.56μ lineμ ± σ bandmaxmin
latest 443.14% · range [166.55%, 858.66%] · μ 503.03% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=14 · +1 / −13 (7% positive) · μ=-0.300 · σ=0.232MEAN-REVERSIONLAST -0.213 (+0.38σ vs μ)0.6880.3440.000-0.344-0.688μ = -0.300-0.023-0.023-0.523-0.523-0.192-0.1920.1320.132-0.006-0.006-0.461-0.461-0.411-0.411-0.688-0.688-0.594-0.594-0.350-0.350-0.330-0.330-0.268-0.268-0.270-0.270-0.213-0.213v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.213 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
1.2301
p-VALUE (log scale)
0.5406
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
3.5320
p-VALUE (log scale)
0.6210
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
-1.2427
p-VALUE (log scale)
0.6533
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
-1.5526
p-VALUE (log scale)
0.1205
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2780
p-VALUE (log scale)
0.2206
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=2

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.1978
p-VALUE (log scale)
0.8432
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.048 ≈ 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=8 bins · noise floor μ=4.23e-3 · top T=17.00h (30.6%) · top-3 cover 68.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.0e-27.8e-35.2e-32.6e-30.0e+0μ noise floor2× noise (significance)period 17.0 · power 1.03e-2 · 30.6% energyperiod 17.0 · power 1.03e-2 · 30.6% energyperiod 8.5 · power 2.07e-3 · 6.1% energyperiod 8.5 · power 2.07e-3 · 6.1% energyperiod 5.7 · power 3.06e-3 · 9.0% energyperiod 5.7 · power 3.06e-3 · 9.0% energyperiod 4.3 · power 2.58e-3 · 7.6% energyperiod 4.3 · power 2.58e-3 · 7.6% energyperiod 3.4 · power 2.28e-4 · 0.7% energyperiod 3.4 · power 2.28e-4 · 0.7% energyperiod 2.8 · power 7.31e-3 · 21.6% energyperiod 2.8 · power 7.31e-3 · 21.6% energyperiod 2.4 · power 5.55e-3 · 16.4% energyperiod 2.4 · power 5.55e-3 · 16.4% energyperiod 2.1 · power 2.72e-3 · 8.0% energyperiod 2.1 · power 2.72e-3 · 8.0% energy50% by T=4.3h#1 dominantT=17.00h#2T=2.83h#3T=2.43hT=3hT=4hT=6hT=8hT=12hT=16h← 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 ≈ 17.00h (freq 0.059) · concentrates 30.6% of total energy · Σ|X̂|²/n = 3.386e-2

▸ Depth section using sovereign-store price series (366 bars · effective 1753103 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 0.3 d · σ/bar 0.581pp · expected |Δp| over horizon 1.47ppterminal variance p(1−p) = 0.0940 · n = 366✓ n = 366
μ per bar
-0.055pp
average Δp · drift
σ per bar
0.581pp
one-bar volatility · logit-free
Per-day movedaily
2.85pp
σ × √24
Per-horizon move0d
1.47pp
σ × √6.364197222222223
Terminal variancebinary
0.0940
p(1−p) at resolution
Current pricep
10.5¢
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 1.01pp · ES₉₅ 1.25pp · method parametric · drift-correcteddrift -0.055pp/bar · quantised: yes · median step 4.00pp · unique ratio 0.02✓ n = 366
VaR 95%
1.01pp
1.645·σ (parametric) of Δp
ES 95%
1.25pp
mean of the tail
Max drawdown
67.7pp
peak 32.5¢ → trough 10.5¢
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
10.5%
= price
Decimal oddsEU
9.524
total return per $1
AmericanUS
+852
$100 wins $852
FractionalUK
8.52 / 1
profit per $1 risked
Profit per $100stake
+$852.38
clean dollar framing
-1000-5000+500+1000020406080100you · 10.5%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)
0.485 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.485 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.25 bit
self-information
Surprise · NO−log₂(1−p)
0.16 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
53624714156755022498657870433670232519382397557463816659039317032599773535586
NO token ID
13777659350231121231784081878858253921422570769812601981442476394207301781280
Snapshot fetched
2026-06-14 21:38:08 UTC
Snapshot age
35ms
History points
18 CLOB mids
Page rendered
2026-06-14 21:38:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
fcbad9ed5fedc65f13ad4ff6c8e9f33ed65c0d91e30a0308724ce3011ec2734e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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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
0.085000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.605
ask-heavy
Imbalance (top-5)
+0.065
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-63k-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1247264673.69bp0.68000018FILLED
BUY$10.00K0.52297151526.04bp0.94000024FILLED
BUY$100.00K0.74369677493.69bp0.99000026PARTIAL
SELL$1.00K0.0473224432.76bp0.0100008PARTIAL
SELL$10.00K0.0473224432.76bp0.0100008PARTIAL
SELL$100.00K0.0473224432.76bp0.0100008PARTIAL

Risk metrics

▸ sovereign store · 366 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4504.19%
σ per bar = 0.034018
Mean return (annualised)
-512170.81%
μ per bar = -0.002922
Sharpe (rf=0)
-113.71
annualised; risk-free assumed zero
Max drawdown
67.69%
peak 0.33 → trough 0.10 over 334 bars

/api/asset/pm-will-bitcoin-dip-to-63k-on-june-14/risk · same metrics, JSON