POLYMARKET · PREDICTION MARKET · CRYPTO

Will Bitcoin reach $77,500 in June?

YES · live
0.8¢
NO · live
99.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-77pt5k-in-june-2026 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
2.06%
max drawdown
5.88%
sharpe
—
ulcer index
3.25%
RMS drawdown
pain index
1.80%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.88%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
1031
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-77pt5k-in-june-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.9s⏱--:--:-- 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
0.8¢
NO · live
99.2¢
YES price · live 24h
n=25 · μ=0.0086 · σ=0.0021 · range [0.0045, 0.0125] · R²=0.062▲ RISING +77.78%σ EXTREME 24.01%LAST 0.00800.01250.01050.00850.00650.0045μ = 0.0086max 0.0125min 0.0045dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.80¢
YES / NO split · live
YES 0.8%NO 99.2%NO99.2%99.20¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.067 / 1.00 bits (7%) · informative — one side favoured
YES
0.8%0.8¢125.00×▬ +0.00pp
NO
99.2%99.2¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=205 · μ=8.5 · σ=13.2 · CV=1.55BURSTY · concentratedcumulative energy ↗ · 50% by h=9013253850μ = 95050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 205bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.9s
▲YES mid
0.80¢ (0.80%)
▼NO mid
99.20¢ (99.20%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$37.6k
≋liquidity $
$67.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0086 · σ=0.0021 · range [0.0045, 0.0125] · R²=0.062▲ RISING +77.78%σ EXTREME 24.01%LAST 0.00800.01250.01050.00850.00650.0045μ = 0.0086max 0.0125min 0.0045dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.80¢
NO price · CLOB mid
n=25 · μ=0.9914 · σ=0.0021 · range [0.9875, 0.9955] · R²=0.062▼ FALLING -0.35%σ LOW 0.21%LAST 0.99200.99550.99350.99150.98950.9875μ = 0.9914max 0.9955min 0.9875dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0015 · skew=1.29 (right-skewed) · kurt=2.94 (leptokurtic (fat tails))15118402-0.26ppbin -0.26pp · n=2 · 13.3% peakbin -0.26pp · n=2 · 13.3% peak-0.18pp1-0.10ppbin -0.10pp · n=1 · 6.7% peakbin -0.10pp · n=1 · 6.7% peak15-0.02ppbin -0.02pp · n=15 · 100.0% peakbin -0.02pp · n=15 · 100.0% peak30.06ppbin 0.06pp · n=3 · 20.0% peakbin 0.06pp · n=3 · 20.0% peak10.14ppbin 0.14pp · n=1 · 6.7% peakbin 0.14pp · n=1 · 6.7% peak0.22pp0.30pp10.38ppbin 0.38pp · n=1 · 6.7% peakbin 0.38pp · n=1 · 6.7% peak10.46ppbin 0.46pp · n=1 · 6.7% peakbin 0.46pp · n=1 · 6.7% 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=1.15 · kurt=3.10 · near 9 / mid 14 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.86¢95% CI: [0.78¢, 0.95¢]
σ STD DEV0.21ppσ² = 0.043 · CV = 24.01%
med MEDIAN0.85¢Q₁ 0.75¢ · Q₃ 0.90¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.80pp · IQR 0.15pp (1.349σ→0.28pp)
min 0.45¢Q₁ 0.75¢med 0.85¢Q₃ 0.90¢max 1.25¢μ
SKEWNESS · G₁0.256approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.529mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRdiverges from normalratio = 1.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.86
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.028within white-noise band
ρ(2) AUTOCORR-0.256lag-2 not significant
H · HURST EXPONENT0.782strongly persistent
OLS TREND · t-STAT+1.230fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.782
H = 0.782STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=5
k=1+0.028k=2-0.256k=3+0.066k=4+0.149k=5 ★-0.4690+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.23)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.59high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.23)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 ID2410567
SLUGwill-bitcoin-reach-77pt5k-in-june-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.80¢implied prob 0.80% · decimal odds 125.00×
COUNTER · NO99.20¢implied prob 99.20% · decimal odds 1.01×
0.80¢
99.20¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME37.58k USD 24h
LIQUIDITY67.36k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.984 · entropy 0.067 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 0.8%NO 99.2%YES p̂0.8%H = 0.067 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES125.00×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.067 bits (7% 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 · LOWresolves 2026-07-01 04:00 UTC
10days
15hrs
52min
10.66 days·θ = 1.016 pp/day
YES →$1.00(P = 0.8%)
NO →$0.00(P = 99.2%)
current: $0.0080 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.3dRESOLVESP projection · σ=0.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.016 pp/day
now10.66d left
1.016 pp/day×1.00
−25%8.00d left
1.173 pp/day×1.15
−50%5.33d left
1.437 pp/day×1.41
−75%2.67d left
2.032 pp/day×2.00
−90%1.07d left
3.213 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 0.50% · worst -0.30% · typical |Δ| 0.09%MILD BULLISH +0.35%BEST+0.50%9hWORST-0.30%4hTYPICAL |Δ|0.09%mean absoluteCUMULATIVE+0.35%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.04% · Σ +0.30%EUROPE · 08-16 UTCμ +0.02% · Σ +0.15%US · 16-24 UTCμ -0.01% · Σ -0.10%CUMULATIVE Δ PATH · final +0.35%+0.80%0.00%0.10% · 1h0.10% · 1h0.10%1h0.35% · 2h0.35% · 2h0.35%2h0.00% · 3h0.00% · 3h·3h-0.30% · 4h-0.30% · 4h-0.30%4h▼ WORST0.10% · 5h0.10% · 5h0.10%5h0.05% · 6h0.05% · 6h0.05%6h0.00% · 7h0.00% · 7h·7h-0.10% · 8h-0.10% · 8h-0.10%8h0.50% · 9h0.50% · 9h0.50%9h★ BEST0.10% · 10h0.10% · 10h0.10%10h-0.05% · 11h-0.05% · 11h-0.05%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h-0.25% · 14h-0.25% · 14h-0.25%14h-0.05% · 15h-0.05% · 15h-0.05%15h-0.05% · 16h-0.05% · 16h-0.05%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h-0.05% · 22h-0.05% · 22h-0.05%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 2 · down max 3BREADTH25% up · 29% down · 46% flat
6 up bars · 7 down · best 0.50% · worst -0.30% · typical |Δ| 0.085%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.35%FINAL+0.35%MAX DD-0.45%RECOVERYONGOING · 14 barsMAX RUN-UP+0.80%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0035 · peak 1.0080 · range [1.0000, 1.0080]1.00801.0000break-even = 1★ PEAK 1.0080UNDERWATER DRAWDOWN · max -0.45% · shallow0%-0.45%▼ TROUGH -0.45%TOP DRAWDOWN PERIODS · 2 total#1 -0.45%bar 12-25 · 14 bars · ONGOING#2 -0.30%bar 5-9 · 5 bars · recoveredDD SEVERITYshallow (max -0.45%)RECOVERYongoing · 14 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0035 (0.35%) · max DD -0.45% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −11 (42% positive) · μ=-15.25 · σ=39.46MIXED EDGELAST -38.21 (-0.58σ vs μ)67.0233.510.00-33.51-67.02μ = -15.2522.3122.3114.9314.93-27.29-27.2914.7014.7049.2349.2336.1136.1132.1232.1232.1232.1218.7918.79-33.67-33.67-67.02-67.02-56.26-56.26-56.26-56.26-56.26-56.26-60.42-60.42-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -38.210 · range [-67.02, 49.23] · μ -15.248 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=12.5245 · σ=8.1810 · range [1.9105, 24.8365] · R²=0.752▼ FALLING -90.27%σ EXTREME 65.32%LAST 1.910524.836519.105013.37357.64201.9105μ = 12.5245max 24.8365min 1.9105dataMA(3)OLS R²=0.75μ lineμ ± σ bandmaxmin
latest 1.91% · range [1.91%, 24.84%] · μ 12.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.110 · σ=0.179MEAN-REVERSIONLAST -0.233 (-0.69σ vs μ)0.4170.2080.000-0.208-0.417μ = -0.110-0.000-0.000-0.097-0.097-0.323-0.323-0.224-0.224-0.262-0.262-0.230-0.230-0.186-0.186-0.217-0.2170.1290.129-0.100-0.100-0.218-0.218-0.187-0.187-0.187-0.1870.1220.1220.4170.417-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
23.3268
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
9.9162
p-VALUE (log scale)
0.0768
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
-2.6126
p-VALUE (log scale)
0.0927
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
-0.8523
p-VALUE (log scale)
0.3941
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2310
p-VALUE (log scale)
0.3026
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.5748
p-VALUE (log scale)
0.5654
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.825 ≈ 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=2.51e-6 · top T=3.43h (26.7%) · top-3 cover 60.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)8.0e-66.0e-64.0e-62.0e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.72e-6 · 5.7% energyperiod 24.0 · power 1.72e-6 · 5.7% energyperiod 12.0 · power 1.67e-6 · 5.5% energyperiod 12.0 · power 1.67e-6 · 5.5% energyperiod 8.0 · power 5.68e-6 · 18.9% energyperiod 8.0 · power 5.68e-6 · 18.9% energyperiod 6.0 · power 5.10e-7 · 1.7% energyperiod 6.0 · power 5.10e-7 · 1.7% energyperiod 4.8 · power 7.13e-7 · 2.4% energyperiod 4.8 · power 7.13e-7 · 2.4% energyperiod 4.0 · power 4.43e-6 · 14.7% energyperiod 4.0 · power 4.43e-6 · 14.7% energyperiod 3.4 · power 8.05e-6 · 26.7% energyperiod 3.4 · power 8.05e-6 · 26.7% energyperiod 3.0 · power 1.57e-6 · 5.2% energyperiod 3.0 · power 1.57e-6 · 5.2% energyperiod 2.7 · power 6.73e-7 · 2.2% energyperiod 2.7 · power 6.73e-7 · 2.2% energyperiod 2.4 · power 6.23e-7 · 2.1% energyperiod 2.4 · power 6.23e-7 · 2.1% energyperiod 2.2 · power 1.48e-6 · 4.9% energyperiod 2.2 · power 1.48e-6 · 4.9% energyperiod 2.0 · power 3.01e-6 · 10.0% energyperiod 2.0 · power 3.01e-6 · 10.0% energy50% by T=3.4h#1 dominantT=3.43h#2T=8.00h#3T=4.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 26.7% of total energy · Σ|X̂|²/n = 3.013e-5

▸ Depth section using sovereign-store price series (5000 bars · effective 1752616 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 10.7 d · σ/bar 0.013pp · expected |Δp| over horizon 0.20ppterminal variance p(1−p) = 0.0079 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.013pp
one-bar volatility · logit-free
Per-day movedaily
0.06pp
σ × √24
Per-horizon move11d
0.20pp
σ × √255.88147638888887
Terminal variancebinary
0.0079
p(1−p) at resolution
Current pricep
0.8¢
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 0.02pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
67.3pp
peak 2.5¢ → trough 0.8¢
Median step
0.05pp
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
0.8%
= price
Decimal oddsEU
125.000
total return per $1
AmericanUS
+12400
$100 wins $12400
FractionalUK
124.00 / 1
profit per $1 risked
Profit per $100stake
+$12400.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.8%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)
0.067 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.067 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.97 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
53408016497758924198709136470747964782847396202543477367404976341001811616691
NO token ID
8733380432616241618235610604724150826102379896635476016295549555881291393424
Snapshot fetched
2026-06-20 12:07:02 UTC
Snapshot age
3.9s
History points
25 CLOB mids
Page rendered
2026-06-20 12:07:06 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a5328ebb51cd3c1873706284839154c390922e25142868581539efe4fef9b3f4 · 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 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
0.008000
(best bid + best ask) / 2
Spread
2500.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.163
bid-heavy
Imbalance (top-5)
+0.603
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-77pt5k-in-june-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.01803212539.71bp0.02100010FILLED
BUY$10.00K0.111092128864.94bp0.79000055FILLED
BUY$100.00K0.423559519448.36bp0.99900074PARTIAL
SELL$1.00K0.0016747907.12bp0.0010007PARTIAL
SELL$10.00K0.0016747907.12bp0.0010007PARTIAL
SELL$100.00K0.0016747907.12bp0.0010007PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1087.25%
σ per bar = 0.008213
Mean return (annualised)
-36253.93%
μ per bar = -0.000207
Sharpe (rf=0)
-33.34
annualised; risk-free assumed zero
Max drawdown
67.35%
peak 0.02 → trough 0.01 over 4596 bars

/api/asset/pm-will-bitcoin-reach-77pt5k-in-june-2026/risk · same metrics, JSON