POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $65,000 on June 20?

YES · live
3.5¢
NO · live
96.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-65k-on-june-20 · fresh · feed 13s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
152.98%
max drawdown
36.36%
sharpe
—
ulcer index
15.84%
RMS drawdown
pain index
9.03%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
35.56%
cond. drawdown
gain/pain
0.55
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.55
upside/downside
roll spread
13.8 bps
implied (price-only)
bars used
385
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-65k-on-june-20/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.7s⏱--:--:-- 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
3.5¢
NO · live
96.5¢
YES price · live 24h
n=9 · μ=0.0384 · σ=0.0155 · range [0.0165, 0.0615] · R²=0.217▲ RISING +25.45%σ EXTREME 40.41%LAST 0.03450.06150.05030.03900.02770.0165μ = 0.0384max 0.0615min 0.0165dataMA(2)OLS R²=0.22μ lineμ ± σ bandmaxminlive endpoint
9 ticks · last 3.45¢
YES / NO split · live
YES 3.5%NO 96.5%NO96.5%96.55¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.216 / 1.00 bits (22%) · informative — one side favoured
YES
3.5%3.5¢28.99×▬ +0.00pp
NO
96.5%96.5¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=8 · Σ=1,290 · μ=161.3 · σ=117.7 · CV=0.73STEADY FLOWcumulative energy ↗ · 50% by h=4094188281375μ = 16137550%h1h2h3h4h5h6h7h8#1 peak#2-3> μactivequietμ linecum energy
Σ 1290bp moved · peak 375bp · n=8 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.7s
▲YES mid
3.45¢ (3.45%)
▼NO mid
96.55¢ (96.55%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$18.0k
≋liquidity $
$11.6k
◳history points
9 ticks (live)

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

YES price · CLOB mid
n=9 · μ=0.0384 · σ=0.0155 · range [0.0165, 0.0615] · R²=0.217▲ RISING +25.45%σ EXTREME 40.41%LAST 0.03450.06150.05030.03900.02770.0165μ = 0.0384max 0.0615min 0.0165dataMA(2)OLS R²=0.22μ lineμ ± σ bandmaxmin
9 YES observations from clob.polymarket.com · last 3.45¢
NO price · CLOB mid
n=9 · μ=0.9616 · σ=0.0155 · range [0.9385, 0.9835] · R²=0.217▼ FALLING -0.72%σ NORMAL 1.61%LAST 0.96550.98350.97230.96100.94970.9385μ = 0.9616max 0.9835min 0.9385dataMA(2)OLS R²=0.22μ lineμ ± σ bandmaxmin
9 NO observations from clob.polymarket.com · last 96.55¢

§2 · Distribution of Δp

Histogram of hourly increments
n=8 · 10 bins · μ=0.0004 · σ=0.0179 · skew=0.53 (right-skewed) · kurt=-0.79 (mesokurtic)221102-2.00ppbin -2.00pp · n=2 · 100.0% peakbin -2.00pp · n=2 · 100.0% peak1-1.39ppbin -1.39pp · n=1 · 50.0% peakbin -1.39pp · n=1 · 50.0% peak-0.79pp2-0.18ppbin -0.18pp · n=2 · 100.0% peakbin -0.18pp · n=2 · 100.0% peak0.42pp11.03ppbin 1.03pp · n=1 · 50.0% peakbin 1.03pp · n=1 · 50.0% peak11.63ppbin 1.63pp · n=1 · 50.0% peakbin 1.63pp · n=1 · 50.0% peak2.24pp2.84pp13.45ppbin 3.45pp · n=1 · 50.0% peakbin 3.45pp · 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=0.49 · kurt=-0.81 · near 6 / mid 2 / 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=-1.43)
μ MEAN3.84¢95% CI: [2.83¢, 4.85¢]
σ STD DEV1.55ppσ² = 2.407 · CV = 40.41%
med MEDIAN3.55¢Q₁ 2.75¢ · Q₃ 4.70¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.50pp · IQR 1.95pp (1.349σ→2.09pp)
min 1.65¢Q₁ 2.75¢med 3.55¢Q₃ 4.70¢max 6.15¢μ
SKEWNESS · G₁0.266approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.434platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRconsistent with normalratio = 1.07
range ↔ σconcentrated (range < 4σ)range / σ = 2.90
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) -0.35 + ADF rejected
ρ(1) AUTOCORR-0.350within white-noise band
ρ(2) AUTOCORR-0.313lag-2 not significant
H · HURST EXPONENT0.500random-walk
OLS TREND · t-STAT+1.395fails 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=1-0.350k=2-0.313k=3+0.425k=4-0.196k=5-0.1460+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|=1.39)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.35 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.35moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.39)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 ID2614982
SLUGwill-bitcoin-reach-65k-on-june-20
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (97¢)
PRIMARY · YES3.45¢implied prob 3.45% · decimal odds 28.99×
COUNTER · NO96.55¢implied prob 96.55% · decimal odds 1.04×
3.45¢
96.55¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME18.05k USD 24h
LIQUIDITY11.60k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.931 · entropy 0.216 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 3.5%NO 96.5%YES p̂3.5%H = 0.216 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES28.99×(3¢)NO1.04×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.216 bits (22% 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 2026-06-21 04:00 UTC
0days
15hrs
08min
15.1 hours·θ = 7.600 pp/day
YES →$1.00(P = 3.5%)
NO →$0.00(P = 96.5%)
current: $0.0345 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.6hRESOLVESP projection · σ=1.55% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.600 pp/day
now15.15h left
7.600 pp/day×1.00
−25%11.36h left
8.776 pp/day×1.15
−50%7.57h left
10.748 pp/day×1.41
−75%3.79h left
15.200 pp/day×2.00
−90%1.51h left
24.034 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 3.75% · worst -2.30% · typical |Δ| 1.61%MILD BULLISH +0.70%BEST+3.75%5hWORST-2.30%4hTYPICAL |Δ|1.61%mean absoluteCUMULATIVE+0.70%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.16% · Σ +1.10%EUROPE · 08-16 UTCμ -0.40% · Σ -0.40%US · 16-24 UTCμ n/a · Σ +0.00%CUMULATIVE Δ PATH · final +0.70%+3.40%-1.10%-1.10% · 1h-1.10% · 1h-1.10%1h1.90% · 2h1.90% · 2h1.90%2h1.15% · 3h1.15% · 3h1.15%3h-2.30% · 4h-2.30% · 4h-2.30%4h▼ WORST3.75% · 5h3.75% · 5h3.75%5h★ BEST-0.10% · 6h-0.10% · 6h-0.10%6h-2.20% · 7h-2.20% · 7h-2.20%7h-0.40% · 8h-0.40% · 8h-0.40%8hTIME PATTERNAsia-led (+1.10%)RUNSup max 2 · down max 3BREADTH38% up · 63% down
3 up bars · 5 down · best 3.75% · worst -2.30% · typical |Δ| 1.613%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=9 barsPROFITABLE +0.55%FINAL+0.55%MAX DD-2.69%RECOVERYONGOING · 3 barsMAX RUN-UP+3.33%UNDERWATER5/9 (56%)STREAK↘ 3EQUITY CURVE · end 1.0055 · peak 1.0333 · range [0.9890, 1.0333]1.03330.9890break-even = 1★ PEAK 1.0333UNDERWATER DRAWDOWN · max -2.69% · moderate0%-2.69%▼ TROUGH -2.69%TOP DRAWDOWN PERIODS · 3 total#1 -2.69%bar 7-9 · 3 bars · ONGOING#2 -2.30%bar 5-5 · 1 bars · recovered#3 -1.10%bar 2-2 · 1 bars · recoveredDD SEVERITYmoderate (max -2.69%)RECOVERYongoing · 3 barsTIME UNDER WATER56% of session · 5/9 bars
final equity 1.0055 (0.55%) · max DD -2.69% · time-under-water 5/9 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=5 · +3 / −2 (60% positive) · μ=12.67 · σ=20.17MIXED EDGELAST 9.82 (-0.14σ vs μ)41.6020.800.00-20.80-41.60μ = 12.67-4.20-4.2041.6041.6023.1723.17-7.03-7.039.829.82v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 9.815 · range [-7.03, 41.60] · μ 12.670 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=5 · μ=230.9617 · σ=29.8961 · range [182.4650, 264.8469] · R²=0.484▲ RISING +28.40%σ HIGH 12.94%LAST 234.2795264.8469244.2514223.6559203.0605182.4650μ = 230.9617max 264.8469min 182.4650dataMA(2)OLS R²=0.48μ lineμ ± σ bandmaxmin
latest 234.28% · range [182.46%, 264.85%] · μ 230.96% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=5 · +1 / −4 (20% positive) · μ=-0.323 · σ=0.280MEAN-REVERSIONLAST 0.067 (+1.39σ vs μ)0.6770.3380.000-0.338-0.677μ = -0.323-0.201-0.201-0.471-0.471-0.677-0.677-0.335-0.3350.0670.067v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.067 · |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
0.5208
p-VALUE (log scale)
0.7707
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
2.7070
p-VALUE (log scale)
0.2573
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
0.2060
p-VALUE (log scale)
0.8368
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 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=3.90e-4 · top T=2.67h (54.9%) · top-3 cover 95.0%STRONG CYCLE @ T≈2.7cumulative energy ↗ (1 bin above 2× noise)8.6e-46.4e-44.3e-42.1e-40.0e+0μ noise floor2× noise (significance)period 8.0 · power 2.01e-4 · 12.9% energyperiod 8.0 · power 2.01e-4 · 12.9% energyperiod 4.0 · power 4.24e-4 · 27.2% energyperiod 4.0 · power 4.24e-4 · 27.2% energyperiod 2.7 · power 8.58e-4 · 54.9% energyperiod 2.7 · power 8.58e-4 · 54.9% energyperiod 2.0 · power 7.81e-5 · 5.0% energyperiod 2.0 · power 7.81e-5 · 5.0% energy50% by T=2.7h#1 dominantT=2.67h#2T=4.00h#3T=8.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 54.9% of total energy · Σ|X̂|²/n = 1.561e-3

▸ Depth section using sovereign-store price series (385 bars · effective 1752908 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 0.116pp · expected |Δp| over horizon 0.45ppterminal variance p(1−p) = 0.0439 · n = 385✓ n = 385
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.116pp
one-bar volatility · logit-free
Per-day movedaily
0.57pp
σ × √24
Per-horizon move1d
0.45pp
σ × √15.147493611111113
Terminal variancebinary
0.0439
p(1−p) at resolution
Current pricep
4.6¢
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 0.19pp · ES₉₅ 0.24pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.02✓ n = 385
VaR 95%
0.19pp
1.645·σ (parametric) of Δp
ES 95%
0.24pp
mean of the tail
Max drawdown
36.4pp
peak 6.0¢ → trough 3.9¢
Median step
0.15pp
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
3.5%
= price
Decimal oddsEU
28.986
total return per $1
AmericanUS
+2799
$100 wins $2799
FractionalUK
27.99 / 1
profit per $1 risked
Profit per $100stake
+$2798.55
clean dollar framing
-1000-5000+500+1000020406080100you · 3.5%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)
0.216 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.216 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.86 bit
self-information
Surprise · NO−log₂(1−p)
0.05 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
23558580209266351931436808431706100308687562011181601479385968752735465342354
NO token ID
64148185483803865071321507335069939464174092182235300152953120809916909993157
Snapshot fetched
2026-06-20 12:50:56 UTC
Snapshot age
12.7s
History points
9 CLOB mids
Page rendered
2026-06-20 12:51:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c88004e39a85dcd6ed452b20431ebcb8e9375a5017eff7af62d136914d465c05 · 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
0.034500
(best bid + best ask) / 2
Spread
4347.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.447
ask-heavy
Imbalance (top-5)
+0.071
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-65k-on-june-20/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.09213616706.00bp0.68000022FILLED
BUY$10.00K0.469534126096.76bp0.94000029FILLED
BUY$100.00K0.733567202628.22bp0.99900037PARTIAL
SELL$1.00K0.0070337961.50bp0.00100012PARTIAL
SELL$10.00K0.0070337961.50bp0.00100012PARTIAL
SELL$100.00K0.0070337961.50bp0.00100012PARTIAL

Risk metrics

▸ sovereign store · 385 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3170.41%
σ per bar = 0.023946
Mean return (annualised)
-125078.18%
μ per bar = -0.000714
Sharpe (rf=0)
-39.45
annualised; risk-free assumed zero
Max drawdown
36.36%
peak 0.06 → trough 0.04 over 366 bars

/api/asset/pm-will-bitcoin-reach-65k-on-june-20/risk · same metrics, JSON