POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $64,000 on June 20?

YES · live
45.5¢
NO · live
54.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-64k-on-june-20 · fresh · feed 12s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1431.70%
max drawdown
56.85%
sharpe
—
ulcer index
31.49%
RMS drawdown
pain index
27.05%
mean drawdown
mod. VaR 95%
0.93%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
55.33%
cond. drawdown
gain/pain
1.06
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.06
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
1002
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-64k-on-june-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.2s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ 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
45.5¢
NO · live
54.5¢
YES price · live 24h
n=9 · μ=0.5244 · σ=0.1136 · range [0.3200, 0.6550] · R²=0.009▲ RISING +7.32%σ EXTREME 21.65%LAST 0.44000.65500.57130.48750.40370.3200μ = 0.5244max 0.6550min 0.3200dataMA(2)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
9 ticks · last 44.00¢
YES / NO split · live
YES 45.5%NO 54.5%NO54.5%54.50¢ · odds 1/1.83
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.994 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
45.5%45.5¢2.20×▬ +0.00pp
NO
54.5%54.5¢1.83×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=8 · Σ=11,200 · μ=1400.0 · σ=1091.9 · CV=0.78STEADY FLOWcumulative energy ↗ · 50% by h=408251,6502,4753,300μ = 14003,30050%h1h2h3h4h5h6h7h8#1 peak#2-3> μactivequietμ linecum energy
Σ 11200bp moved · peak 3300bp · n=8 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.2s
▲YES mid
45.50¢ (45.50%)
▼NO mid
54.50¢ (54.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$40.1k
≋liquidity $
$11.4k
◳history points
9 ticks (live)

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

YES price · CLOB mid
n=9 · μ=0.5244 · σ=0.1136 · range [0.3200, 0.6550] · R²=0.009▲ RISING +7.32%σ EXTREME 21.65%LAST 0.44000.65500.57130.48750.40370.3200μ = 0.5244max 0.6550min 0.3200dataMA(2)OLS R²=0.01μ lineμ ± σ bandmaxmin
9 YES observations from clob.polymarket.com · last 44.00¢
NO price · CLOB mid
n=9 · μ=0.4767 · σ=0.1145 · range [0.3450, 0.6800] · R²=0.012▼ FALLING -3.39%σ EXTREME 24.03%LAST 0.57000.68000.59630.51250.42870.3450μ = 0.4767max 0.6800min 0.3450dataMA(2)OLS R²=0.01μ lineμ ± σ bandmaxmin
9 NO observations from clob.polymarket.com · last 57.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=8 · 10 bins · μ=0.0055 · σ=0.1616 · skew=0.44 (symmetric) · kurt=-0.79 (mesokurtic)221101-23.05ppbin -23.05pp · n=1 · 50.0% peakbin -23.05pp · n=1 · 50.0% peak-17.15pp2-11.25ppbin -11.25pp · n=2 · 100.0% peakbin -11.25pp · n=2 · 100.0% peak1-5.35ppbin -5.35pp · n=1 · 50.0% peakbin -5.35pp · n=1 · 50.0% peak10.55ppbin 0.55pp · n=1 · 50.0% peakbin 0.55pp · n=1 · 50.0% peak16.45ppbin 6.45pp · n=1 · 50.0% peakbin 6.45pp · n=1 · 50.0% peak12.35pp118.25ppbin 18.25pp · n=1 · 50.0% peakbin 18.25pp · n=1 · 50.0% peak24.15pp130.05ppbin 30.05pp · n=1 · 50.0% peakbin 30.05pp · n=1 · 50.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=8
Q-Q plot · standardised Δp vs N(0,1)
n=8 · skew=0.47 · kurt=-0.57 · near 7 / mid 1 / far 0 · OLS slope=1.06 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=9PLATYKURTIC · THIN TAILS (G₂=-1.30)
μ MEAN52.44¢95% CI: [45.03¢, 59.86¢]
σ STD DEV11.36ppσ² = 128.965 · CV = 21.65%
med MEDIAN54.00¢Q₁ 44.00¢ · Q₃ 59.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 33.50pp · IQR 15.50pp (1.349σ→15.32pp)
min 32.00¢Q₁ 44.00¢med 54.00¢Q₃ 59.50¢max 65.50¢μ
SKEWNESS · G₁-0.449approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.301platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
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: MEAN-REVERTING · ρ(1) -0.39 + ADF rejected
ρ(1) AUTOCORR-0.390within white-noise band
ρ(2) AUTOCORR-0.078lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT-0.251fails 5% test
HURST EXPONENT [0, 1]random-walk · H = 0.500
H = 0.500RANDOM-WALK
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=1-0.390k=2-0.078k=3-0.198k=4+0.327k=5-0.0580+1−1+0.71−0.71+ momentum (ρ > +0.71)− reversal (ρ < −0.71)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.25)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.39 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.39high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.25)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 ID2614992
SLUGwill-bitcoin-reach-64k-on-june-20
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (55¢)
PRIMARY · YES45.50¢implied prob 45.50% · decimal odds 2.20×
COUNTER · NO54.50¢implied prob 54.50% · decimal odds 1.83×
45.50¢
54.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME40.11k USD 24h
LIQUIDITY11.38k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (55¢)|primary − counter| = 0.090 · entropy 0.994 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 45.5%NO 54.5%YES p̂45.5%H = 0.994 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.20×(46¢)NO1.83×(55¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.994 bits (99% of max) · maximum uncertainty (~50/50)
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 2026-06-21 04:00 UTC
0days
15hrs
08min
15.1 hours·θ = 55.634 pp/day
YES →$1.00(P = 45.5%)
NO →$0.00(P = 54.5%)
current: $0.4550 · expected return per side: $0.54 on YES hit · $0.46 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.6hRESOLVESP projection · σ=11.36% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 55.634 pp/day
now15.15h left
55.634 pp/day×1.00
−25%11.36h left
64.241 pp/day×1.15
−50%7.57h left
78.679 pp/day×1.41
−75%3.79h left
111.268 pp/day×2.00
−90%1.51h left
175.931 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=8 bars · best 33.00% · worst -26.00% · typical |Δ| 14.00%MILD BULLISH +3.00%BEST+33.00%5hWORST-26.00%4hTYPICAL |Δ|14.00%mean absoluteCUMULATIVE+3.00%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +1.71% · Σ +12.00%EUROPE · 08-16 UTCμ -9.00% · Σ -9.00%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +3.00%+24.50%-9.00%18.50% · 1h18.50% · 1h18.50%1h6.00% · 2h6.00% · 2h6.00%2h-7.50% · 3h-7.50% · 3h-7.50%3h-26.00% · 4h-26.00% · 4h-26.00%4h▼ WORST33.00% · 5h33.00% · 5h33.00%5h★ BEST-11.00% · 6h-11.00% · 6h-11.00%6h-1.00% · 7h-1.00% · 7h-1.00%7h-9.00% · 8h-9.00% · 8h-9.00%8hTIME PATTERNAsia-led (+12.00%)RUNSup max 2 · down max 3BREADTH38% up · 63% down
3 up bars · 5 down · best 33.00% · worst -26.00% · typical |Δ| 14.000%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=9 barsSEVERE DRAWDOWN -8.31%FINAL-8.31%MAX DD-31.55%RECOVERYONGOING · 6 barsMAX RUN-UP+25.61%UNDERWATER6/9 (67%)STREAK↘ 3EQUITY CURVE · end 0.9169 · peak 1.2561 · range [0.8598, 1.2561]1.25610.8598break-even = 1★ PEAK 1.2561UNDERWATER DRAWDOWN · max -31.55% · severe0%-31.55%▼ TROUGH -31.55%TOP DRAWDOWN PERIODS · 1 total#1 -31.55%bar 4-9 · 6 bars · ONGOINGDD SEVERITYsevere (max -31.55%)RECOVERYongoing · 6 barsTIME UNDER WATER67% of session · 6/9 bars
final equity 0.9169 (-8.31%) · max DD -31.55% · time-under-water 6/9 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=5 · +2 / −3 (40% positive) · μ=-1.50 · σ=10.74MIXED EDGELAST 13.72 (+1.42σ vs μ)13.726.860.00-6.86-13.72μ = -1.50-11.05-11.055.185.18-10.67-10.67-4.67-4.6713.7213.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 13.723 · range [-11.05, 13.72] · μ -1.496 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=5 · μ=2145.5820 · σ=274.3830 · range [1784.2449, 2361.1073] · R²=0.026▲ RISING +7.33%σ HIGH 12.79%LAST 1915.07702361.10732216.89172072.67611928.46051784.2449μ = 2145.5820max 2361.1073min 1784.2449dataMA(2)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 1915.08% · range [1784.24%, 2361.11%] · μ 2145.58% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=5 · +1 / −4 (20% positive) · μ=-0.308 · σ=0.335MEAN-REVERSIONLAST -0.252 (+0.17σ vs μ)0.6300.3150.000-0.315-0.630μ = -0.3080.2320.232-0.359-0.359-0.531-0.531-0.630-0.630-0.252-0.252v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.252 · |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·5 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.4809
p-VALUE (log scale)
0.7863
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
1.8228
p-VALUE (log scale)
0.4044
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

N/An/a

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

STATISTIC
—
p-VALUE (log scale)
—
no decision possibleinsufficient data
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.6179
p-VALUE (log scale)
0.5366
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=1

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.0000
p-VALUE (log scale)
1.0000
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.000 ≈ 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=4 bins · noise floor μ=4.08e-2 · top T=2.00h (52.8%) · top-3 cover 99.0%STRONG CYCLE @ T≈2.0cumulative energy ↗ (1 bin above 2× noise)8.6e-26.5e-24.3e-22.2e-20.0e+0μ noise floor2× noise (significance)period 8.0 · power 1.67e-3 · 1.0% energyperiod 8.0 · power 1.67e-3 · 1.0% energyperiod 4.0 · power 5.63e-2 · 34.5% energyperiod 4.0 · power 5.63e-2 · 34.5% energyperiod 2.7 · power 1.91e-2 · 11.7% energyperiod 2.7 · power 1.91e-2 · 11.7% energyperiod 2.0 · power 8.61e-2 · 52.8% energyperiod 2.0 · power 8.61e-2 · 52.8% energy50% by T=2.0h#1 dominantT=2.00h#2T=4.00h#3T=2.67hT=2hT=3hT=4hT=6hT=8h← 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 52.8% of total energy · Σ|X̂|²/n = 1.631e-1

▸ Depth section using sovereign-store price series (1002 bars · effective 1752810 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 0.6 d · σ/bar 1.082pp · expected |Δp| over horizon 4.21ppterminal variance p(1−p) = 0.2400 · n = 1002✓ n = 1002
μ per bar
+0.005pp
average Δp · drift
σ per bar
1.082pp
one-bar volatility · logit-free
Per-day movedaily
5.30pp
σ × √24
Per-horizon move1d
4.21pp
σ × √15.147627222222223
Terminal variancebinary
0.2400
p(1−p) at resolution
Current pricep
60.0¢
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 1.77pp · ES₉₅ 2.23pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.04✓ n = 1002
VaR 95%
1.77pp
1.645·σ (parametric) of Δp
ES 95%
2.23pp
mean of the tail
Max drawdown
56.8pp
peak 73.0¢ → trough 31.5¢
Median step
0.50pp
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
45.5%
= price
Decimal oddsEU
2.198
total return per $1
AmericanUS
+120
$100 wins $120
FractionalUK
1.20 / 1
profit per $1 risked
Profit per $100stake
+$119.78
clean dollar framing
-1000-5000+500+1000020406080100you · 45.5%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)
0.994 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.994 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.14 bit
self-information
Surprise · NO−log₂(1−p)
0.88 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
102451138161390475471644696178951679721104653210401054662305470424222106924961
NO token ID
72421892323044463922396377368453304573537996004274484711582025706353037774644
Snapshot fetched
2026-06-20 12:50:56 UTC
Snapshot age
12.2s
History points
9 CLOB mids
Page rendered
2026-06-20 12:51:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
96b844a71749bfe186e0dbc75659ba16ff5cc0d4876cbc56b219475e1ade78d4 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.3¢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$63,555HL PERPHYPE-USD perpetual$70.73HL PERPETH-USD perpetual$1,725

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
0.415000
(best bid + best ask) / 2
Spread
722.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.021
ask-heavy
Imbalance (top-5)
+0.006
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-reach-64k-on-june-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.437767548.61bp0.4400002FILLED
BUY$10.00K0.6140914797.39bp0.94000016FILLED
BUY$100.00K0.8033249357.21bp0.99000019PARTIAL
SELL$1.00K0.390078600.53bp0.3900002FILLED
SELL$10.00K0.1471296454.71bp0.01000021PARTIAL
SELL$100.00K0.1471296454.71bp0.01000021PARTIAL

Risk metrics

▸ sovereign store · 1,002 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2609.10%
σ per bar = 0.019707
Mean return (annualised)
16835.36%
μ per bar = 0.000096
Sharpe (rf=0)
6.45
annualised; risk-free assumed zero
Max drawdown
56.85%
peak 0.73 → trough 0.32 over 297 bars

/api/asset/pm-will-bitcoin-reach-64k-on-june-20/risk · same metrics, JSON