POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $65,000 in June?

YES · live
80.5¢
NO · live
19.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-65000-in-june-2026-from-june-4 · 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-reach-65000-in-june-2026-from-june-4/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH44ms--:--:-- 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
80.5¢
NO · live
19.5¢
YES price · live 24h
n=25 · μ=0.8958 · σ=0.0456 · range [0.8050, 0.9400] · R²=0.537 FALLING -11.05%σ HIGH 5.09%LAST 0.80500.94000.90630.87250.83870.8050μ = 0.8958max 0.9400min 0.8050dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 80.50¢
YES / NO split · live
YES 80.5%NO 19.5%YES80.5%80.50¢ · odds 1/1.24
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.712 / 1.00 bits (71%) · moderate uncertainty
YES
80.5%80.5¢1.24× +0.00pp
NO
19.5%19.5¢5.13× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,300 · μ=137.5 · σ=153.4 · CV=1.12BURSTY · concentratedcumulative energy ↗ · 50% by h=170163325488650μ = 13765050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3300bp moved · peak 650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
44ms
YES mid
80.50¢ (80.50%)
NO mid
19.50¢ (19.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$133.1k
liquidity $
$34.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8958 · σ=0.0456 · range [0.8050, 0.9400] · R²=0.537 FALLING -11.05%σ HIGH 5.09%LAST 0.80500.94000.90630.87250.83870.8050μ = 0.8958max 0.9400min 0.8050dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 80.50¢
NO price · CLOB mid
n=25 · μ=0.1044 · σ=0.0454 · range [0.0650, 0.1950] · R²=0.536 RISING +105.26%σ EXTREME 43.49%LAST 0.19500.19500.16250.13000.09750.0650μ = 0.1044max 0.1950min 0.0650dataMA(5)OLS R²=0.54μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 19.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0060 · σ=0.0179 · skew=-1.04 (left-skewed) · kurt=1.57 (leptokurtic (fat tails))864201-6.03ppbin -6.03pp · n=1 · 12.5% peakbin -6.03pp · n=1 · 12.5% peak-5.08pp-4.13pp2-3.18ppbin -3.18pp · n=2 · 25.0% peakbin -3.18pp · n=2 · 25.0% peak2-2.23ppbin -2.23pp · n=2 · 25.0% peakbin -2.23pp · n=2 · 25.0% peak3-1.28ppbin -1.28pp · n=3 · 37.5% peakbin -1.28pp · n=3 · 37.5% peak8-0.33ppbin -0.33pp · n=8 · 100.0% peakbin -0.33pp · n=8 · 100.0% peak50.63ppbin 0.63pp · n=5 · 62.5% peakbin 0.63pp · n=5 · 62.5% peak21.58ppbin 1.58pp · n=2 · 25.0% peakbin 1.58pp · n=2 · 25.0% peak12.53ppbin 2.53pp · n=1 · 12.5% peakbin 2.53pp · 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=-1.08 · kurt=1.63 · near 16 / mid 7 / far 1 · OLS slope=0.98 intercept=-0.00LEFT-SKEWED · HEAVY NEGATIVE TAILUPPER 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=25STRONGLY LEFT-SKEWED (G₁=-1.00)
μ MEAN89.58¢95% CI: [87.79¢, 91.37¢]
σ STD DEV4.56ppσ² = 20.785 · CV = 5.09%
med MEDIAN91.00¢Q₁ 89.00¢ · Q₃ 92.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 80.50¢Q₁ 89.00¢med 91.00¢Q₃ 92.50¢max 94.00¢μ
SKEWNESS · G₁-1.000left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.547mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 1.76
range ↔ σconcentrated (range < 4σ)range / σ = 2.96
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.161within white-noise band
ρ(2) AUTOCORR+0.243lag-2 not significant
H · HURST EXPONENT0.924strongly persistent
OLS TREND · t-STAT-5.163significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.924STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.161k=2+0.243k=3-0.019k=4+0.007k=5-0.1880+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.16)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 ID2436558
SLUGwill-bitcoin-reach-65000-in-june-2026-from-june-4
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES80.50¢implied prob 80.50% · decimal odds 1.24×
COUNTER · NO19.50¢implied prob 19.50% · decimal odds 5.13×
80.50¢
19.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME133.10k USD 24h
LIQUIDITY34.85k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (81¢)|primary − counter| = 0.610 · entropy 0.712 bits
LIQUIDITY DEPTHDEEP100k+ 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 80.5%NO 19.5%YES80.5%H = 0.712 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.24×(81¢)NO5.13×(20¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.712 bits (71% of max) · moderate uncertainty
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
YES$1.00(P = 80.5%)
NO$0.00(P = 19.5%)
current: $0.8050 · expected return per side: $0.19 on YES hit · $0.81 on NO hit
0%25%50%75%100%YES $1NO $0NOW+8.2dRESOLVESP projection · σ=4.56% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 22.335 pp/day
now16.36d left
22.335 pp/day×1.00
−25%12.27d left
25.790 pp/day×1.15
−50%8.18d left
31.586 pp/day×1.41
−75%4.09d left
44.669 pp/day×2.00
−90%1.64d left
70.629 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 3.00% · worst -6.50% · typical |Δ| 1.37%BEARISH SESSION -10.00%BEST+3.00%20hWORST-6.50%19hTYPICAL |Δ|1.37%mean absoluteCUMULATIVE-10.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ +0.13% · Σ +1.00%US · 16-24 UTCμ -1.63% · Σ -13.00%CUMULATIVE Δ PATH · final -10.00%+3.50%-10.00%0.00% · 1h0.00% · 1h·1h2.00% · 2h2.00% · 2h2.00%2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h0.50% · 6h0.50% · 6h0.50%6h-1.50% · 7h-1.50% · 7h-1.50%7h1.00% · 8h1.00% · 8h1.00%8h-2.50% · 9h-2.50% · 9h-2.50%9h-0.50% · 10h-0.50% · 10h-0.50%10h-1.00% · 11h-1.00% · 11h-1.00%11h2.00% · 12h2.00% · 12h2.00%12h1.00% · 13h1.00% · 13h1.00%13h1.00% · 14h1.00% · 14h1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-3.50% · 17h-3.50% · 17h-3.50%17h-1.00% · 18h-1.00% · 18h-1.00%18h-6.50% · 19h-6.50% · 19h-6.50%19h▼ WORST3.00% · 20h3.00% · 20h3.00%20h★ BEST-2.00% · 21h-2.00% · 21h-2.00%21h-3.00% · 22h-3.00% · 22h-3.00%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+2.00%)RUNSup max 3 · down max 3BREADTH33% up · 38% down · 29% flat
8 up bars · 9 down · best 3.00% · worst -6.50% · typical |Δ| 1.375%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -9.98%FINAL-9.98%MAX DD-13.05%RECOVERYONGOING · 18 barsMAX RUN-UP+3.54%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9002 · peak 1.0354 · range [0.9002, 1.0354]1.03540.9002break-even = 1★ PEAK 1.0354UNDERWATER DRAWDOWN · max -13.05% · significant0%-13.05%▼ TROUGH -13.05%TOP DRAWDOWN PERIODS · 1 total#1 -13.05%bar 8-25 · 18 bars · ONGOINGDD SEVERITYsignificant (max -13.05%)RECOVERYongoing · 18 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9002 (-9.98%) · max DD -13.05% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −11 (32% positive) · μ=-12.20 · σ=37.34UNPROFITABLE STRATEGYLAST -41.03 (-0.77σ vs μ)68.1634.080.00-34.08-68.16μ = -12.2068.1668.1626.6926.6916.7616.76-16.24-16.24-21.70-21.70-48.33-48.33-23.55-23.550.000.000.000.0035.0035.0044.6244.624.094.09-23.13-23.13-55.27-55.27-38.03-38.03-48.45-48.45-64.56-64.56-46.77-46.77-41.03-41.03v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -41.033 · range [-64.56, 68.16] · μ -12.198 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=180.4620 · σ=83.9020 · range [74.9733, 307.1091] · R²=0.764 RISING +303.39%σ EXTREME 46.49%LAST 302.4384307.1091249.0752191.0412133.007374.9733μ = 180.4620max 307.1091min 74.9733dataMA(3)OLS R²=0.76μ lineμ ± σ bandmaxmin
latest 302.44% · range [74.97%, 307.11%] · μ 180.46% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.279 · σ=0.294MEAN-REVERSIONLAST -0.466 (-0.64σ vs μ)0.6930.3470.000-0.347-0.693μ = -0.279-0.496-0.496-0.126-0.126-0.410-0.410-0.392-0.392-0.382-0.382-0.693-0.693-0.414-0.414-0.056-0.0560.2040.2040.0120.012-0.227-0.2270.1550.1550.2310.231-0.007-0.007-0.482-0.482-0.610-0.610-0.573-0.573-0.577-0.577-0.466-0.466v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.466 · |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

REJECT H₀**

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
10.7486
p-VALUE (log scale)
0.0046
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
3.5516
p-VALUE (log scale)
0.6180
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
-0.1222
p-VALUE (log scale)
0.9429
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
-0.7395
p-VALUE (log scale)
0.4596
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5994
p-VALUE (log scale)
0.0227
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
-0.0022
p-VALUE (log scale)
0.9982
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.999 ≈ 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=4.67e-4 · top T=2.00h (29.8%) · top-3 cover 55.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.7e-31.3e-38.3e-44.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.20e-4 · 7.5% energyperiod 24.0 · power 4.20e-4 · 7.5% energyperiod 12.0 · power 8.16e-4 · 14.6% energyperiod 12.0 · power 8.16e-4 · 14.6% energyperiod 8.0 · power 2.42e-4 · 4.3% energyperiod 8.0 · power 2.42e-4 · 4.3% energyperiod 6.0 · power 1.57e-4 · 2.8% energyperiod 6.0 · power 1.57e-4 · 2.8% energyperiod 4.8 · power 1.44e-4 · 2.6% energyperiod 4.8 · power 1.44e-4 · 2.6% energyperiod 4.0 · power 2.42e-4 · 4.3% energyperiod 4.0 · power 2.42e-4 · 4.3% energyperiod 3.4 · power 7.55e-5 · 1.3% energyperiod 3.4 · power 7.55e-5 · 1.3% energyperiod 3.0 · power 6.14e-4 · 11.0% energyperiod 3.0 · power 6.14e-4 · 11.0% energyperiod 2.7 · power 5.25e-4 · 9.4% energyperiod 2.7 · power 5.25e-4 · 9.4% energyperiod 2.4 · power 4.80e-4 · 8.6% energyperiod 2.4 · power 4.80e-4 · 8.6% energyperiod 2.2 · power 2.18e-4 · 3.9% energyperiod 2.2 · power 2.18e-4 · 3.9% energyperiod 2.0 · power 1.67e-3 · 29.8% energyperiod 2.0 · power 1.67e-3 · 29.8% energy50% by T=2.7h#1 dominantT=2.00h#2T=12.00h#3T=3.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 29.8% of total energy · Σ|X̂|²/n = 5.600e-3

§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 2.036pp · expected |Δp| over horizon 40.34ppterminal variance p(1−p) = 0.1570 · n = 25low confidence · n < 100
μ per bar
-0.417pp
average Δp · drift
σ per bar
2.036pp
one-bar volatility · logit-free
Per-day movedaily
9.97pp
σ × √24
Per-horizon move16d
40.34pp
σ × √392.6667891666667
Terminal variancebinary
0.1570
p(1−p) at resolution
Current pricep
80.5¢
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 3.77pp · ES₉₅ 4.62pp · method parametric · drift-correcteddrift -0.417pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.52disabled · n < 30
VaR 95%
3.77pp
1.645·σ (parametric) of Δp
ES 95%
4.62pp
mean of the tail
Max drawdown
14.4pp
peak 94.0¢ → trough 80.5¢
Median step
1.00pp
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
80.5%
= price
Decimal oddsEU
1.242
total return per $1
AmericanUS
-413
risk $413 to win $100
FractionalUK
0.24 / 1
profit per $1 risked
Profit per $100stake
+$24.22
clean dollar framing
-1000-5000+500+1000020406080100you · 80.5%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)
0.712 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.712 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.31 bit
self-information
Surprise · NO−log₂(1−p)
2.36 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
69175087284486202994111335535637728291750947919255936848724793243243276248669
NO token ID
27317905692788065287960553717752742573552293563591016376715314559407381596341
Snapshot fetched
2026-06-14 19:19:59 UTC
Snapshot age
44ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:19:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a2df038f3ef0d22abe351cbbfcadee62f51a0c122da7091a8f7391063b052e8a · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.805000
(best bid + best ask) / 2
Spread
124.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.843
bid-heavy
Imbalance (top-5)
+0.138
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-65000-in-june-2026-from-june-4/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.817996161.44bp0.8200002FILLED
BUY$10.00K0.827786283.05bp0.8300003FILLED
BUY$100.00K0.866711766.59bp0.99000013PARTIAL
SELL$1.00K0.80000062.11bp0.8000001FILLED
SELL$10.00K0.792748152.20bp0.7900002FILLED
SELL$100.00K0.0844718950.68bp0.01000041PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.023352
Mean return (annualised)
μ per bar = -0.004879
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
14.36%
peak 0.94 → trough 0.81 over 16 bars

/api/asset/pm-will-bitcoin-reach-65000-in-june-2026-from-june-4/risk · same metrics, JSON