POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $67,000 on June 14?

YES · live
4.1¢
NO · live
95.9¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-67k-on-june-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
916.53%
max drawdown
78.76%
sharpe
—
ulcer index
57.90%
RMS drawdown
pain index
50.32%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
73.19%
cond. drawdown
gain/pain
0.75
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.75
upside/downside
roll spread
19.2 bps
implied (price-only)
bars used
575
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-67k-on-june-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
4.1¢
NO · live
95.9¢
YES price · live 24h
n=21 · μ=0.0325 · σ=0.0343 · range [0.0075, 0.1700] · R²=0.157▲ RISING +400.00%σ EXTREME 105.69%LAST 0.03750.17000.12940.08880.04810.0075μ = 0.0325max 0.1700min 0.0075dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxminlive endpoint
21 ticks · last 3.75¢
YES / NO split · live
YES 4.1%NO 95.9%NO95.9%95.90¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.247 / 1.00 bits (25%) · informative — one side favoured
YES
4.1%4.1¢24.39×▬ +0.00pp
NO
95.9%95.9¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=20 · Σ=3,430 · μ=171.5 · σ=402.4 · CV=2.35BURSTY · concentratedcumulative energy ↗ · 50% by h=1703897781,1661,555μ = 1721,55550%h1h4h7h10h13h16h19#1 peak#2-3> μactivequietμ linecum energy
Σ 3430bp moved · peak 1555bp · n=20 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
4.10¢ (4.10%)
▼NO mid
95.90¢ (95.90%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$54.2k
≋liquidity $
$12.6k
◳history points
21 ticks (live)

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

YES price · CLOB mid
n=21 · μ=0.0325 · σ=0.0343 · range [0.0075, 0.1700] · R²=0.157▲ RISING +400.00%σ EXTREME 105.69%LAST 0.03750.17000.12940.08880.04810.0075μ = 0.0325max 0.1700min 0.0075dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxmin
21 YES observations from clob.polymarket.com · last 3.75¢
NO price · CLOB mid
n=21 · μ=0.9675 · σ=0.0343 · range [0.8300, 0.9925] · R²=0.157▼ FALLING -3.02%σ NORMAL 3.54%LAST 0.96250.99250.95190.91130.87060.8300μ = 0.9675max 0.9925min 0.8300dataMA(4)OLS R²=0.16μ lineμ ± σ bandmaxmin
21 NO observations from clob.polymarket.com · last 96.25¢

§2 · Distribution of Δp

Histogram of hourly increments
n=20 · 10 bins · μ=0.0050 · σ=0.0397 · skew=1.23 (right-skewed) · kurt=6.22 (leptokurtic (fat tails))13107301-9.53ppbin -9.53pp · n=1 · 7.7% peakbin -9.53pp · n=1 · 7.7% peak-6.89pp-4.25pp5-1.61ppbin -1.61pp · n=5 · 38.5% peakbin -1.61pp · n=5 · 38.5% peak131.03ppbin 1.03pp · n=13 · 100.0% peakbin 1.03pp · n=13 · 100.0% peak3.67pp6.31pp8.95pp11.59pp114.23ppbin 14.23pp · n=1 · 7.7% peakbin 14.23pp · n=1 · 7.7% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=20
Q-Q plot · standardised Δp vs N(0,1)
n=20 · skew=1.48 · kurt=7.59 · near 5 / mid 11 / far 4 · OLS slope=0.75 intercept=0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.64σsample ↓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=21LEPTOKURTIC · FAT TAILS (G₂=9.39)
μ MEAN3.25¢95% CI: [1.78¢, 4.71¢]
σ STD DEV3.43ppσ² = 11.763 · CV = 105.69%
med MEDIAN2.30¢Q₁ 1.45¢ · Q₃ 3.10¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 16.25pp · IQR 1.65pp (1.349σ→4.63pp)
min 0.75¢Q₁ 1.45¢med 2.30¢Q₃ 3.10¢max 17.00¢μ
SKEWNESS · G₁3.044right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂9.390leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRdiverges from normalratio = 2.80
range ↔ σwide tails (range > 4σ)range / σ = 4.74
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) -0.43 + ADF rejected
ρ(1) AUTOCORR-0.431within white-noise band
ρ(2) AUTOCORR+0.014lag-2 not significant
H · HURST EXPONENT1.123strongly persistent
OLS TREND · t-STAT+1.880fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.123
H = 1.123STRONGLY 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=1-0.431k=2+0.014k=3-0.075k=4-0.000k=5-0.0320+1−1+0.45−0.45+ momentum (ρ > +0.45)− reversal (ρ < −0.45)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]MARGINAL @ 10% (|t|=1.88)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.43 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.88)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 ID2538724
SLUGwill-bitcoin-reach-67k-on-june-14
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.10¢implied prob 4.10% · decimal odds 24.39×
COUNTER · NO95.90¢implied prob 95.90% · decimal odds 1.04×
4.10¢
95.90¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME54.20k USD 24h
LIQUIDITY12.62k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.918 · entropy 0.247 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 4.1%NO 95.9%YES p̂4.1%H = 0.247 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES24.39×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.247 bits (25% 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 · VERY HIGHresolves 2026-06-15 04:00 UTC
0days
03hrs
35min
3.6 hours·θ = 16.802 pp/day
YES →$1.00(P = 4.1%)
NO →$0.00(P = 95.9%)
current: $0.0410 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.8hRESOLVESP projection · σ=3.43% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 16.802 pp/day
now3.59h left
16.802 pp/day×1.00
−25%2.70h left
19.402 pp/day×1.15
−50%1.80h left
23.762 pp/day×1.41
−75%0.90h left
33.605 pp/day×2.00
−90%0.36h left
53.134 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=20 bars · best 15.55% · worst -10.85% · typical |Δ| 1.72%MILD BULLISH +3.00%BEST+15.55%17hWORST-10.85%18hTYPICAL |Δ|1.72%mean absoluteCUMULATIVE+3.00%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.42% · Σ +2.95%EUROPE · 08-16 UTCμ -0.30% · Σ -2.40%US · 16-24 UTCμ +0.49% · Σ +2.45%CUMULATIVE Δ PATH · final +3.00%+16.25%0.00%0.95% · 1h0.95% · 1h0.95%1h0.05% · 2h0.05% · 2h0.05%2h0.40% · 3h0.40% · 3h0.40%3h0.75% · 4h0.75% · 4h0.75%4h0.15% · 5h0.15% · 5h0.15%5h0.05% · 6h0.05% · 6h0.05%6h0.60% · 7h0.60% · 7h0.60%7h-0.85% · 8h-0.85% · 8h-0.85%8h-0.45% · 9h-0.45% · 9h-0.45%9h-0.10% · 10h-0.10% · 10h-0.10%10h-0.10% · 11h-0.10% · 11h-0.10%11h-0.75% · 12h-0.75% · 12h-0.75%12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.05% · 14h-0.05% · 14h-0.05%14h-0.05% · 15h-0.05% · 15h-0.05%15h0.15% · 16h0.15% · 16h0.15%16h15.55% · 17h15.55% · 17h15.55%17h★ BEST-10.85% · 18h-10.85% · 18h-10.85%18h▼ WORST-0.70% · 19h-0.70% · 19h-0.70%19h-1.70% · 20h-1.70% · 20h-1.70%20hTIME PATTERNAsia-led (+2.95%)RUNSup max 7 · down max 8BREADTH45% up · 55% down
9 up bars · 11 down · best 15.55% · worst -10.85% · typical |Δ| 1.715%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=21 barsPROFITABLE +1.24%FINAL+1.24%MAX DD-12.98%RECOVERYONGOING · 3 barsMAX RUN-UP+16.34%UNDERWATER12/21 (57%)STREAK↘ 3EQUITY CURVE · end 1.0124 · peak 1.1634 · range [1.0000, 1.1634]1.16341.0000break-even = 1★ PEAK 1.1634UNDERWATER DRAWDOWN · max -12.98% · significant0%-12.98%▼ TROUGH -12.98%TOP DRAWDOWN PERIODS · 2 total#1 -12.98%bar 19-21 · 3 bars · ONGOING#2 -2.38%bar 9-17 · 9 bars · recoveredDD SEVERITYsignificant (max -12.98%)RECOVERYongoing · 3 barsTIME UNDER WATER57% of session · 12/21 bars
final equity 1.0124 (1.24%) · max DD -12.98% · time-under-water 12/21 bars

§11 · Rolling-window statistics (w = 5 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=16 · +8 / −8 (50% positive) · μ=-2.56 · σ=69.12MIXED EDGELAST 4.82 (+0.11σ vs μ)123.9361.970.00-61.97-123.93μ = -2.56111.91111.9187.6087.60123.93123.9320.9020.90-16.68-16.68-25.79-25.79-31.52-31.52-119.73-119.73-89.61-89.61-64.89-64.89-60.73-60.73-40.53-40.5341.8541.859.449.448.138.134.824.82v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 4.823 · range [-119.73, 123.93] · μ -2.555 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=16 · μ=235.0758 · σ=356.7533 · range [27.5668, 890.0461] · R²=0.566▲ RISING +2371.89%σ EXTREME 151.76%LAST 890.0461890.0461674.4263458.8065243.186727.5668μ = 235.0758max 890.0461min 27.5668dataMA(3)OLS R²=0.57μ lineμ ± σ bandmaxmin
latest 890.05% · range [27.57%, 890.05%] · μ 235.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=16 · +1 / −15 (6% positive) · μ=-0.254 · σ=0.193MEAN-REVERSIONLAST -0.442 (-0.97σ vs μ)0.5230.2620.000-0.262-0.523μ = -0.254-0.479-0.479-0.007-0.007-0.209-0.209-0.313-0.313-0.095-0.095-0.152-0.152-0.312-0.3120.0350.035-0.523-0.523-0.295-0.295-0.243-0.243-0.021-0.021-0.039-0.039-0.513-0.513-0.458-0.458-0.442-0.442v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.442 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
96.3114
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
4.4782
p-VALUE (log scale)
0.4842
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

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

STATISTIC
-3.4845
p-VALUE (log scale)
0.0085
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀**

H₀: Sign sequence of Δ is random

STATISTIC
-3.2042
p-VALUE (log scale)
0.0014
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2875
p-VALUE (log scale)
0.2039
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
-1.8112
p-VALUE (log scale)
0.0701
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.595 ≈ 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=10 bins · noise floor μ=2.05e-3 · top T=2.00h (21.4%) · top-3 cover 52.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.4e-33.3e-32.2e-31.1e-30.0e+0μ noise floor2× noise (significance)period 20.0 · power 9.02e-5 · 0.4% energyperiod 20.0 · power 9.02e-5 · 0.4% energyperiod 10.0 · power 7.44e-4 · 3.6% energyperiod 10.0 · power 7.44e-4 · 3.6% energyperiod 6.7 · power 1.13e-3 · 5.5% energyperiod 6.7 · power 1.13e-3 · 5.5% energyperiod 5.0 · power 1.59e-3 · 7.8% energyperiod 5.0 · power 1.59e-3 · 7.8% energyperiod 4.0 · power 1.64e-3 · 8.0% energyperiod 4.0 · power 1.64e-3 · 8.0% energyperiod 3.3 · power 2.52e-3 · 12.3% energyperiod 3.3 · power 2.52e-3 · 12.3% energyperiod 2.9 · power 1.99e-3 · 9.7% energyperiod 2.9 · power 1.99e-3 · 9.7% energyperiod 2.5 · power 3.03e-3 · 14.8% energyperiod 2.5 · power 3.03e-3 · 14.8% energyperiod 2.2 · power 3.37e-3 · 16.5% energyperiod 2.2 · power 3.37e-3 · 16.5% energyperiod 2.0 · power 4.38e-3 · 21.4% energyperiod 2.0 · power 4.38e-3 · 21.4% energy50% by T=2.5h#1 dominantT=2.00h#2T=2.22h#3T=2.50hT=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 21.4% of total energy · Σ|X̂|²/n = 2.049e-2

▸ Depth section using sovereign-store price series (575 bars · effective 1753200 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 0.692pp · expected |Δp| over horizon 1.70ppterminal variance p(1−p) = 0.0393 · n = 575✓ n = 575
μ per bar
-0.007pp
average Δp · drift
σ per bar
0.692pp
one-bar volatility · logit-free
Per-day movedaily
3.39pp
σ × √24
Per-horizon move0d
1.70pp
σ × √6
Terminal variancebinary
0.0393
p(1−p) at resolution
Current pricep
4.1¢
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 1.15pp · ES₉₅ 1.44pp · method parametric · drift-correcteddrift -0.007pp/bar · quantised: yes · median step 0.40pp · unique ratio 0.02✓ n = 575
VaR 95%
1.15pp
1.645·σ (parametric) of Δp
ES 95%
1.44pp
mean of the tail
Max drawdown
78.8pp
peak 19.3¢ → trough 4.1¢
Median step
0.40pp
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
4.1%
= price
Decimal oddsEU
24.390
total return per $1
AmericanUS
+2339
$100 wins $2339
FractionalUK
23.39 / 1
profit per $1 risked
Profit per $100stake
+$2339.02
clean dollar framing
-1000-5000+500+1000020406080100you · 4.1%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)
0.247 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.247 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.61 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
88940193985949822061049269481599223890178351002770264442396110816200059348375
NO token ID
93175462779273617446616341128458330012797654567775741444460856981908656121513
Snapshot fetched
2026-06-15 00:24:23 UTC
Snapshot age
3ms
History points
21 CLOB mids
Page rendered
2026-06-15 00:24:23 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cf33d0981f4bbc25187a6973668a858e6211dadbbb85fc0cff0de85725d6cd1b · 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
0.037500
(best bid + best ask) / 2
Spread
266.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.389
ask-heavy
Imbalance (top-5)
+0.629
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-67k-on-june-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.15707431886.33bp0.65800028FILLED
BUY$10.00K0.574989143330.46bp0.94000036FILLED
BUY$100.00K0.817066207884.24bp0.99900044PARTIAL
SELL$1.00K0.0134356417.27bp0.00100014PARTIAL
SELL$10.00K0.0134356417.27bp0.00100014PARTIAL
SELL$100.00K0.0134356417.27bp0.00100014PARTIAL

Risk metrics

▸ sovereign store · 575 barsperiods/year ≈ 1.75M
Realized vol (annualised)
7564.29%
σ per bar = 0.057128
Mean return (annualised)
-217248.53%
μ per bar = -0.001239
Sharpe (rf=0)
-28.72
annualised; risk-free assumed zero
Max drawdown
78.76%
peak 0.19 → trough 0.04 over 464 bars

/api/asset/pm-will-bitcoin-reach-67k-on-june-14/risk · same metrics, JSON