POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $66,000 on June 14?

YES · live
37.3¢
NO · live
62.7¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-66k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
4484.93%
max drawdown
56.01%
sharpe
—
ulcer index
27.46%
RMS drawdown
pain index
16.60%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
56.01%
cond. drawdown
gain/pain
1.82
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.82
upside/downside
roll spread
77.4 bps
implied (price-only)
bars used
304
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-66k-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
37.3¢
NO · live
62.7¢
YES price · live 24h
n=19 · μ=0.1282 · σ=0.1330 · range [0.0350, 0.5525] · R²=0.088▲ RISING +312.50%σ EXTREME 103.76%LAST 0.41250.55250.42310.29380.16440.0350μ = 0.1282max 0.5525min 0.0350dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
19 ticks · last 41.25¢
YES / NO split · live
YES 37.3%NO 62.7%NO62.7%62.70¢ · odds 1/1.59
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.953 / 1.00 bits (95%) · max uncertainty (~50/50)
YES
37.3%37.3¢2.68×▬ +0.00pp
NO
62.7%62.7¢1.59×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=18 · Σ=9,345 · μ=519.2 · σ=1194.8 · CV=2.30BURSTY · concentratedcumulative energy ↗ · 50% by h=1701,2832,5653,8485,130μ = 5195,13050%h1h4h7h10h13h16#1 peak#2-3> μactivequietμ linecum energy
Σ 9345bp moved · peak 5130bp · n=18 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
37.30¢ (37.30%)
▼NO mid
62.70¢ (62.70%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$66.7k
≋liquidity $
$3.5k
◳history points
19 ticks (live)

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

YES price · CLOB mid
n=19 · μ=0.1282 · σ=0.1330 · range [0.0350, 0.5525] · R²=0.088▲ RISING +312.50%σ EXTREME 103.76%LAST 0.41250.55250.42310.29380.16440.0350μ = 0.1282max 0.5525min 0.0350dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxmin
19 YES observations from clob.polymarket.com · last 41.25¢
NO price · CLOB mid
n=19 · μ=0.8718 · σ=0.1330 · range [0.4475, 0.9650] · R²=0.088▼ FALLING -34.72%σ EXTREME 15.25%LAST 0.58750.96500.83560.70630.57690.4475μ = 0.8718max 0.9650min 0.4475dataMA(3)OLS R²=0.09μ lineμ ± σ bandmaxmin
19 NO observations from clob.polymarket.com · last 58.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=18 · 10 bins · μ=0.0196 · σ=0.1182 · skew=3.18 (right-skewed) · kurt=9.94 (leptokurtic (fat tails))1085301-10.74ppbin -10.74pp · n=1 · 10.0% peakbin -10.74pp · n=1 · 10.0% peak6-4.21ppbin -4.21pp · n=6 · 60.0% peakbin -4.21pp · n=6 · 60.0% peak102.32ppbin 2.32pp · n=10 · 100.0% peakbin 2.32pp · n=10 · 100.0% peak8.85pp15.38pp21.91pp28.44pp34.97pp41.50pp148.03ppbin 48.03pp · n=1 · 10.0% peakbin 48.03pp · n=1 · 10.0% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=18
Q-Q plot · standardised Δp vs N(0,1)
n=18 · skew=3.25 · kurt=10.45 · near 5 / mid 10 / far 3 · OLS slope=0.72 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.02σsample ↓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=19LEPTOKURTIC · FAT TAILS (G₂=3.62)
μ MEAN12.82¢95% CI: [6.84¢, 18.80¢]
σ STD DEV13.30ppσ² = 176.844 · CV = 103.76%
med MEDIAN9.50¢Q₁ 4.38¢ · Q₃ 13.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 51.75pp · IQR 9.13pp (1.349σ→17.94pp)
min 3.50¢Q₁ 4.38¢med 9.50¢Q₃ 13.50¢max 55.25¢μ
SKEWNESS · G₁2.120right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.624leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.25
σ × 1.349 ↔ IQRdiverges from normalratio = 1.97
range ↔ σconcentrated (range < 4σ)range / σ = 3.89
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) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.285within white-noise band
ρ(2) AUTOCORR+0.010lag-2 not significant
H · HURST EXPONENT0.942strongly persistent
OLS TREND · t-STAT+1.283fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.942
H = 0.942STRONGLY 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=1-0.285k=2+0.010k=3-0.005k=4+0.022k=5-0.0510+1−1+0.47−0.47+ momentum (ρ > +0.47)− reversal (ρ < −0.47)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.28)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.28)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 ID2538725
SLUGwill-bitcoin-reach-66k-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (63¢)
PRIMARY · YES37.30¢implied prob 37.30% · decimal odds 2.68×
COUNTER · NO62.70¢implied prob 62.70% · decimal odds 1.59×
37.30¢
62.70¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME66.75k USD 24h
LIQUIDITY3.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (63¢)|primary − counter| = 0.254 · entropy 0.953 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 37.3%NO 62.7%YES p̂37.3%H = 0.953 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.68×(37¢)NO1.59×(63¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.953 bits (95% 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 · VERY HIGHresolves 2026-06-15 04:00 UTC
0days
05hrs
17min
5.3 hours·θ = 65.148 pp/day
YES →$1.00(P = 37.3%)
NO →$0.00(P = 62.7%)
current: $0.3730 · expected return per side: $0.63 on YES hit · $0.37 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.6hRESOLVESP projection · σ=13.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 65.148 pp/day
now5.28h left
65.148 pp/day×1.00
−25%3.96h left
75.226 pp/day×1.15
−50%2.64h left
92.133 pp/day×1.41
−75%1.32h left
130.296 pp/day×2.00
−90%0.53h left
206.016 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=18 bars · best 51.30% · worst -14.00% · typical |Δ| 5.19%MILD BULLISH +31.25%BEST+51.30%17hWORST-14.00%18hTYPICAL |Δ|5.19%mean absoluteCUMULATIVE+31.25%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.64% · Σ +4.50%EUROPE · 08-16 UTCμ -1.36% · Σ -10.85%US · 16-24 UTCμ +12.53% · Σ +37.60%CUMULATIVE Δ PATH · final +31.25%+45.25%-6.50%1.50% · 1h1.50% · 1h1.50%1h-2.00% · 2h-2.00% · 2h-2.00%2h4.00% · 3h4.00% · 3h4.00%3h-1.50% · 4h-1.50% · 4h-1.50%4h2.50% · 5h2.50% · 5h2.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h1.00% · 7h1.00% · 7h1.00%7h-5.00% · 8h-5.00% · 8h-5.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h-4.50% · 10h-4.50% · 10h-4.50%10h1.00% · 11h1.00% · 11h1.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h0.65% · 13h0.65% · 13h0.65%13h0.10% · 14h0.10% · 14h0.10%14h-0.60% · 15h-0.60% · 15h-0.60%15h0.30% · 16h0.30% · 16h0.30%16h51.30% · 17h51.30% · 17h51.30%17h★ BEST-14.00% · 18h-14.00% · 18h-14.00%18h▼ WORSTTIME PATTERNUS-led (+37.60%)RUNSup max 2 · down max 3BREADTH50% up · 50% down
9 up bars · 9 down · best 51.30% · worst -14.00% · typical |Δ| 5.192%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=19 barsPROFITABLE +21.96%FINAL+21.96%MAX DD-14.00%RECOVERYONGOING · 1 barsMAX RUN-UP+41.81%UNDERWATER14/19 (74%)STREAK↘ 1EQUITY CURVE · end 1.2196 · peak 1.4181 · range [0.9331, 1.4181]1.41810.9331break-even = 1★ PEAK 1.4181UNDERWATER DRAWDOWN · max -14.00% · significant0%-14.00%▼ TROUGH -14.00%TOP DRAWDOWN PERIODS · 4 total#1 -14.00%bar 19-19 · 1 bars · ONGOING#2 -10.66%bar 7-17 · 11 bars · recovered#3 -2.00%bar 3-3 · 1 bars · recoveredDD SEVERITYsignificant (max -14.00%)RECOVERYongoing · 1 barsTIME UNDER WATER74% of session · 14/19 bars
final equity 1.2196 (21.96%) · max DD -14.00% · time-under-water 14/19 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=15 · +7 / −8 (47% positive) · μ=-11.47 · σ=41.13MIXED EDGELAST 30.08 (+1.01σ vs μ)71.1935.600.00-35.60-71.19μ = -11.4716.7216.7223.7323.7334.9634.9612.6612.66-18.00-18.00-50.24-50.24-71.19-71.19-71.19-71.19-59.86-59.86-44.18-44.18-4.35-4.35-37.79-37.7920.0020.0046.5546.5530.0830.08v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 30.076 · range [-71.19, 46.55] · μ -11.474 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=15 · μ=526.7015 · σ=826.1047 · range [49.2856, 2694.2158] · R²=0.292▲ RISING +928.51%σ EXTREME 156.84%LAST 2694.21582694.21582032.98331371.7507710.518249.2856μ = 526.7015max 2694.2158min 49.2856dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 2694.22% · range [49.29%, 2694.22%] · μ 526.70% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=15 · +0 / −15 (0% positive) · μ=-0.531 · σ=0.226MEAN-REVERSIONLAST -0.509 (+0.10σ vs μ)0.7770.3880.000-0.388-0.777μ = -0.531-0.777-0.777-0.769-0.769-0.663-0.663-0.750-0.750-0.281-0.281-0.553-0.553-0.674-0.674-0.612-0.612-0.712-0.712-0.530-0.530-0.614-0.614-0.295-0.295-0.158-0.158-0.073-0.073-0.509-0.509v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.509 · |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
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
195.3180
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
1.8068
p-VALUE (log scale)
0.8757
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
-1.6941
p-VALUE (log scale)
0.4409
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
1.9437
p-VALUE (log scale)
0.0519
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1880
p-VALUE (log scale)
0.3778
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
-1.2265
p-VALUE (log scale)
0.2200
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.711 ≈ 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=9 bins · noise floor μ=1.84e-2 · top T=2.00h (27.4%) · top-3 cover 50.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.5e-23.4e-22.3e-21.1e-20.0e+0μ noise floor2× noise (significance)period 18.0 · power 1.21e-2 · 7.3% energyperiod 18.0 · power 1.21e-2 · 7.3% energyperiod 9.0 · power 7.28e-3 · 4.4% energyperiod 9.0 · power 7.28e-3 · 4.4% energyperiod 6.0 · power 1.30e-2 · 7.8% energyperiod 6.0 · power 1.30e-2 · 7.8% energyperiod 4.5 · power 1.42e-2 · 8.6% energyperiod 4.5 · power 1.42e-2 · 8.6% energyperiod 3.6 · power 1.83e-2 · 11.1% energyperiod 3.6 · power 1.83e-2 · 11.1% energyperiod 3.0 · power 1.81e-2 · 10.9% energyperiod 3.0 · power 1.81e-2 · 10.9% energyperiod 2.6 · power 2.00e-2 · 12.1% energyperiod 2.6 · power 2.00e-2 · 12.1% energyperiod 2.3 · power 1.72e-2 · 10.4% energyperiod 2.3 · power 1.72e-2 · 10.4% energyperiod 2.0 · power 4.55e-2 · 27.4% energyperiod 2.0 · power 4.55e-2 · 27.4% energy50% by T=3.0h#1 dominantT=2.00h#2T=2.57h#3T=3.60hT=2hT=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 ≈ 2.00h (freq 0.500) · concentrates 27.4% of total energy · Σ|X̂|²/n = 1.656e-1

▸ Depth section using sovereign-store price series (304 bars · effective 1753297 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 3.388pp · expected |Δp| over horizon 8.30ppterminal variance p(1−p) = 0.2339 · n = 304✓ n = 304
μ per bar
+0.110pp
average Δp · drift
σ per bar
3.388pp
one-bar volatility · logit-free
Per-day movedaily
16.60pp
σ × √24
Per-horizon move0d
8.30pp
σ × √6
Terminal variancebinary
0.2339
p(1−p) at resolution
Current pricep
37.3¢
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 5.46pp · ES₉₅ 6.88pp · method parametric · drift-correcteddrift +0.110pp/bar · quantised: yes · median step 5.50pp · unique ratio 0.02✓ n = 304
VaR 95%
5.46pp
1.645·σ (parametric) of Δp
ES 95%
6.88pp
mean of the tail
Max drawdown
56.0pp
peak 63.2¢ → trough 27.8¢
Median step
5.50pp
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
37.3%
= price
Decimal oddsEU
2.681
total return per $1
AmericanUS
+168
$100 wins $168
FractionalUK
1.68 / 1
profit per $1 risked
Profit per $100stake
+$168.10
clean dollar framing
-1000-5000+500+1000020406080100you · 37.3%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)
0.953 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.953 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.42 bit
self-information
Surprise · NO−log₂(1−p)
0.67 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
68315541024969742433551086269194290471599434550543181397784265102246138495412
NO token ID
98987045672238270806306092007876222661658258821495972445805817256824636915483
Snapshot fetched
2026-06-14 22:42:58 UTC
Snapshot age
4ms
History points
19 CLOB mids
Page rendered
2026-06-14 22:42:58 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ca6e0b1d8f9d78883671634471d04a2852cfde536961f8800e76b169085e3203 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.424500
(best bid + best ask) / 2
Spread
871.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.035
ask-heavy
Imbalance (top-5)
+0.992
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-66k-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.6292824824.07bp0.83000019FILLED
BUY$10.00K0.87649410647.67bp0.92700022FILLED
BUY$100.00K0.93931012127.44bp0.99900031PARTIAL
SELL$1.00K0.404027482.29bp0.4040003FILLED
SELL$10.00K0.1119267363.34bp0.00100032PARTIAL
SELL$100.00K0.1119267363.34bp0.00100032PARTIAL

Risk metrics

▸ sovereign store · 304 barsperiods/year ≈ 1.75M
Realized vol (annualised)
18916.98%
σ per bar = 0.142864
Mean return (annualised)
1299221.01%
μ per bar = 0.007410
Sharpe (rf=0)
68.68
annualised; risk-free assumed zero
Max drawdown
56.01%
peak 0.63 → trough 0.28 over 37 bars

/api/asset/pm-will-bitcoin-reach-66k-on-june-14/risk · same metrics, JSON