POLYMARKET · PREDICTION MARKET · CRYPTO
Will Bitcoin reach $67,500 in June?
58.5¢
41.5¢
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-reach-67500-in-june-2026-from-june-4 · fresh · feed 6s old24h sparkline · 60 pts▼ —
realized vol (ann.)
118.43%
max drawdown
3.48%
sharpe
—
ulcer index
1.95%
RMS drawdown
pain index
1.27%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.48%
cond. drawdown
gain/pain
1.40
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.40
upside/downside
roll spread
0.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-reach-67500-in-june-2026-from-june-4/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
58.5¢
NO · live
41.5¢
25 ticks · last 58.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.979 / 1.00 bits (98%) · max uncertainty (~50/50)
YES58.5%58.5¢1.71×▬ +0.00pp
NO41.5%41.5¢2.41×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 2300bp moved · peak 300bp · n=24 ticks
5.9s
58.50¢ (58.50%)
41.50¢ (41.50%)
100.00%
0.000pp
$25.0k
$45.9k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 58.50¢
25 NO observations from clob.polymarket.com · last 41.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.67)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.666left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.871mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 0.859STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
58.50¢
41.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.71×(59¢)NO2.41×(42¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.979 bits (98% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · DISTANTresolves 2026-07-01 04:00 UTC
16days
16hrs
51min
YES →$1.00
NO →$0.00
current: $0.5850 · expected return per side: $0.42 on YES hit · $0.58 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 15.574 pp/day
now16.70d left15.574 pp/day×1.00
−25%12.53d left17.984 pp/day×1.15
−50%8.35d left22.025 pp/day×1.41
−75%4.18d left31.149 pp/day×2.00
−90%1.67d left49.250 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
11 up bars · 4 down · best 3.00% · worst -3.00% · typical |Δ| 0.958%
§10 · Equity curve & underwater drawdown
final equity 1.1139 (11.39%) · max DD -3.00% · time-under-water 15/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 55.934 · range [-60.42, 93.40] · μ 18.705 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 78.31% · range [48.33%, 193.33%] · μ 114.84% · σ̂ scaled to annualised (×√8760)
latest -0.500 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
2.1169
p-VALUE (log scale)
0.3470
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
4.7312
p-VALUE (log scale)
0.4506
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-2.1612
p-VALUE (log scale)
0.2287
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.0934
p-VALUE (log scale)
0.9256
KPSS (μ stationarity)
REJECT H₀**H₀: p IS level-stationary
STATISTIC
0.7502
p-VALUE (log scale)
0.0094
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.1299
p-VALUE (log scale)
0.8967
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)
dominant period ≈ 6.00h (freq 0.167) · concentrates 16.7% of total energy · Σ|X̂|²/n = 1.900e-3
▸ Depth section using sovereign-store price series (2379 bars · effective 1752713 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
Horizon 16.7 d · σ/bar 0.107pp · expected |Δp| over horizon 2.13ppterminal variance p(1−p) = 0.2428 · n = 2379✓ n = 2379
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.107pp
one-bar volatility · logit-free
Per-day movedaily
0.52pp
σ × √24
Per-horizon move17d
2.13pp
σ × √400.8560194444445
Terminal variancebinary
0.2428
p(1−p) at resolution
Current pricep
58.5¢
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
VaR₉₅ 0.17pp · ES₉₅ 0.22pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 2379
VaR 95%
0.17pp
1.645·σ (parametric) of Δp
ES 95%
0.22pp
mean of the tail
Max drawdown
3.5pp
peak 57.5¢ → trough 55.5¢
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
Implied probabilityP
58.5%
= price
Decimal oddsEU
1.709
total return per $1
AmericanUS
-141
risk $141 to win $100
FractionalUK
0.71 / 1
profit per $1 risked
Profit per $100stake
+$70.94
clean dollar framing
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
Market entropyH(p)
0.979 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.979 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.77 bit
self-information
Surprise · NO−log₂(1−p)
1.27 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
16135877431493446607671189039636933475006610052936539113372827096084184825048- NO token ID
1174657120851199897775973255525926187306668555986864431910025146987168276776- Snapshot fetched
- 2026-06-14 11:08:32 UTC
- Snapshot age
- 5.9s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 11:08:38 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
0d21591e30394e92a608893798ac6963f67953b6335b72bbbb8e997a4c15987a· 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 YESDepth 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
0.585000
(best bid + best ask) / 2
Spread
170.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.500
bid-heavy
Imbalance (top-5)
-0.277
ask-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-67500-in-june-2026-from-june-4/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.590000 | 85.47bp | 0.590000 | 1 | FILLED |
| BUY | $10.00K | 0.590000 | 85.47bp | 0.590000 | 1 | FILLED |
| BUY | $100.00K | 0.765719 | 3089.21bp | 0.990000 | 20 | PARTIAL |
| SELL | $1.00K | 0.574478 | 179.86bp | 0.570000 | 2 | FILLED |
| SELL | $10.00K | 0.545236 | 679.73bp | 0.540000 | 5 | FILLED |
| SELL | $100.00K | 0.077703 | 8671.75bp | 0.010000 | 29 | PARTIAL |
Risk metrics
▸ sovereign store · 2,379 barsperiods/year ≈ 1.75MRealized vol (annualised)
250.34%
σ per bar = 0.001891
Mean return (annualised)
6585.21%
μ per bar = 0.000038
Sharpe (rf=0)
26.30
annualised; risk-free assumed zero
Max drawdown
3.48%
peak 0.57 → trough 0.56 over 1115 bars
/api/asset/pm-will-bitcoin-reach-67500-in-june-2026-from-june-4/risk · same metrics, JSON