POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be between $62,000 and $64,000 on June 20?

YES · live
92.5¢
NO · live
7.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-bitcoin-be-between-62000-64000-on-june-20-2026 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
816.09%
max drawdown
18.92%
sharpe
—
ulcer index
7.57%
RMS drawdown
pain index
5.71%
mean drawdown
mod. VaR 95%
0.10%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.50%
cond. drawdown
gain/pain
1.06
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.06
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
1048
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-bitcoin-be-between-62000-64000-on-june-20-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING17.0s⏱--:--:-- 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
92.5¢
NO · live
7.5¢
YES price · live 24h
n=25 · μ=0.8230 · σ=0.0947 · range [0.6200, 0.9350] · R²=0.280▲ RISING +50.00%σ HIGH 11.50%LAST 0.93000.93500.85630.77750.69870.6200μ = 0.8230max 0.9350min 0.6200dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 93.00¢
YES / NO split · live
YES 92.5%NO 7.5%YES92.5%92.50¢ · odds 1/1.08
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.384 / 1.00 bits (38%) · informative — one side favoured
YES
92.5%92.5¢1.08×▬ +0.00pp
NO
7.5%7.5¢13.33×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=11,800 · μ=491.7 · σ=403.2 · CV=0.82BURSTYcumulative energy ↗ · 50% by h=1703887751,1631,550μ = 4921,55050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 11800bp moved · peak 1550bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.0s
▲YES mid
92.50¢ (92.50%)
▼NO mid
7.50¢ (7.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.4k
≋liquidity $
$10.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8230 · σ=0.0947 · range [0.6200, 0.9350] · R²=0.280▲ RISING +50.00%σ HIGH 11.50%LAST 0.93000.93500.85630.77750.69870.6200μ = 0.8230max 0.9350min 0.6200dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 93.00¢
NO price · CLOB mid
n=25 · μ=0.1768 · σ=0.0942 · range [0.0650, 0.3750] · R²=0.278▼ FALLING -81.33%σ EXTREME 53.29%LAST 0.07000.37500.29750.22000.14250.0650μ = 0.1768max 0.3750min 0.0650dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 7.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0137 · σ=0.0595 · skew=-0.76 (left-skewed) · kurt=0.23 (mesokurtic)653201-14.15ppbin -14.15pp · n=1 · 16.7% peakbin -14.15pp · n=1 · 16.7% peak-11.45pp2-8.75ppbin -8.75pp · n=2 · 33.3% peakbin -8.75pp · n=2 · 33.3% peak-6.05pp2-3.35ppbin -3.35pp · n=2 · 33.3% peakbin -3.35pp · n=2 · 33.3% peak6-0.65ppbin -0.65pp · n=6 · 100.0% peakbin -0.65pp · n=6 · 100.0% peak22.05ppbin 2.05pp · n=2 · 33.3% peakbin 2.05pp · n=2 · 33.3% peak64.75ppbin 4.75pp · n=6 · 100.0% peakbin 4.75pp · n=6 · 100.0% peak37.45ppbin 7.45pp · n=3 · 50.0% peakbin 7.45pp · n=3 · 50.0% peak210.15ppbin 10.15pp · n=2 · 33.3% peakbin 10.15pp · n=2 · 33.3% 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=-0.83 · kurt=0.57 · near 20 / mid 4 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25LEFT-SKEWED (G₁=-0.58)
μ MEAN82.30¢95% CI: [78.59¢, 86.01¢]
σ STD DEV9.47ppσ² = 89.604 · CV = 11.50%
med MEDIAN84.00¢Q₁ 75.50¢ · Q₃ 91.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 31.50pp · IQR 16.00pp (1.349σ→12.77pp)
min 62.00¢Q₁ 75.50¢med 84.00¢Q₃ 91.50¢max 93.50¢μ
SKEWNESS · G₁-0.582left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.750mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.18
σ × 1.349 ↔ IQRdiverges from normalratio = 0.80
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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-0.096within white-noise band
ρ(2) AUTOCORR-0.017lag-2 not significant
H · HURST EXPONENT0.838strongly persistent
OLS TREND · t-STAT+2.987significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.838
H = 0.838STRONGLY 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=1-0.096k=2-0.017k=3-0.287k=4+0.106k=5+0.0650+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]SIGNIFICANT @ 1% (|t|=2.99)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.77very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.99)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 ID2532324
SLUGwill-the-price-o…june-20-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (93¢)
PRIMARY · YES92.50¢implied prob 92.50% · decimal odds 1.08×
COUNTER · NO7.50¢implied prob 7.50% · decimal odds 13.33×
92.50¢
7.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.43k USD 24h
LIQUIDITY10.57k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (93¢)|primary − counter| = 0.850 · entropy 0.384 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 92.5%NO 7.5%YES p̂92.5%H = 0.384 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.08×(93¢)NO13.33×(8¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.384 bits (38% 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 2026-06-20 16:00 UTC
0days
03hrs
05min
3.1 hours·θ = 46.373 pp/day
YES →$1.00(P = 92.5%)
NO →$0.00(P = 7.5%)
current: $0.9250 · expected return per side: $0.07 on YES hit · $0.93 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.5hRESOLVESP projection · σ=9.47% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 46.373 pp/day
now3.09h left
46.373 pp/day×1.00
−25%2.31h left
53.547 pp/day×1.15
−50%1.54h left
65.582 pp/day×1.41
−75%0.77h left
92.747 pp/day×2.00
−90%0.31h left
146.646 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 11.50% · worst -15.50% · typical |Δ| 4.92%BULLISH SESSION +31.00%BEST+11.50%20hWORST-15.50%21hTYPICAL |Δ|4.92%mean absoluteCUMULATIVE+31.00%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ +3.79% · Σ +26.50%EUROPE · 08-16 UTCμ +0.38% · Σ +3.00%US · 16-24 UTCμ -0.69% · Σ -5.50%CUMULATIVE Δ PATH · final +31.00%+31.50%0.00%1.50% · 1h1.50% · 1h1.50%1h4.00% · 2h4.00% · 2h4.00%2h4.00% · 3h4.00% · 3h4.00%3h3.50% · 4h3.50% · 4h3.50%4h0.50% · 5h0.50% · 5h0.50%5h9.00% · 6h9.00% · 6h9.00%6h4.00% · 7h4.00% · 7h4.00%7h5.00% · 8h5.00% · 8h5.00%8h0.00% · 9h0.00% · 9h·9h-1.00% · 10h-1.00% · 10h-1.00%10h-9.50% · 11h-9.50% · 11h-9.50%11h0.50% · 12h0.50% · 12h0.50%12h0.50% · 13h0.50% · 13h0.50%13h8.50% · 14h8.50% · 14h8.50%14h-1.00% · 15h-1.00% · 15h-1.00%15h-4.00% · 16h-4.00% · 16h-4.00%16h-8.50% · 17h-8.50% · 17h-8.50%17h-4.00% · 18h-4.00% · 18h-4.00%18h6.00% · 19h6.00% · 19h6.00%19h11.50% · 20h11.50% · 20h11.50%20h★ BEST-15.50% · 21h-15.50% · 21h-15.50%21h▼ WORST7.50% · 22h7.50% · 22h7.50%22h1.50% · 23h1.50% · 23h1.50%23h7.00% · 24h7.00% · 24h7.00%24hTIME PATTERNAsia-led (+26.50%)RUNSup max 8 · down max 4BREADTH67% up · 29% down · 4% flat
16 up bars · 7 down · best 11.50% · worst -15.50% · typical |Δ| 4.917%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +29.91%FINAL+29.91%MAX DD-18.14%RECOVERYONGOING · 15 barsMAX RUN-UP+35.92%UNDERWATER15/25 (60%)STREAK↗ 3EQUITY CURVE · end 1.2991 · peak 1.3592 · range [1.0000, 1.3592]1.35921.0000break-even = 1★ PEAK 1.3592UNDERWATER DRAWDOWN · max -18.14% · severe0%-18.14%▼ TROUGH -18.14%TOP DRAWDOWN PERIODS · 1 total#1 -18.14%bar 11-25 · 15 bars · ONGOINGDD SEVERITYsevere (max -18.14%)RECOVERYongoing · 15 barsTIME UNDER WATER60% of session · 15/25 bars
final equity 1.2991 (29.91%) · max DD -18.14% · time-under-water 15/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −10 (42% positive) · μ=28.24 · σ=57.86MIXED EDGELAST 29.21 (+0.02σ vs μ)147.4473.720.00-73.72-147.44μ = 28.24119.16119.16142.72142.72147.44147.44104.59104.5971.8371.8318.3218.32-3.03-3.03-14.74-14.74-2.73-2.73-5.44-5.44-13.15-13.15-11.05-11.05-23.03-23.03-7.19-7.190.000.00-23.14-23.14-4.46-4.4611.2111.2129.2129.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 29.210 · range [-23.14, 147.44] · μ 28.238 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=562.2256 · σ=230.6882 · range [255.7499, 982.9690] · R²=0.861▲ RISING +226.36%σ EXTREME 41.03%LAST 899.6799982.9690801.1642619.3594437.5547255.7499μ = 562.2256max 982.9690min 255.7499dataMA(3)OLS R²=0.86μ lineμ ± σ bandmaxmin
latest 899.68% · range [255.75%, 982.97%] · μ 562.23% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=-0.079 · σ=0.307CLOSE TO MARTINGALELAST -0.493 (-1.35σ vs μ)0.5280.2640.000-0.264-0.528μ = -0.079-0.388-0.388-0.427-0.427-0.428-0.428-0.353-0.353-0.007-0.0070.2650.2650.1800.180-0.027-0.0270.0470.0470.0040.0040.0090.0090.2270.2270.3540.3540.1440.1440.4280.428-0.124-0.124-0.393-0.393-0.528-0.528-0.493-0.493v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.493 · |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·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
4.2031
p-VALUE (log scale)
0.1223
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
3.1804
p-VALUE (log scale)
0.6748
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
-2.3579
p-VALUE (log scale)
0.1624
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
-1.9010
p-VALUE (log scale)
0.0573
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3923
p-VALUE (log scale)
0.0805
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
-0.2995
p-VALUE (log scale)
0.7646
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.909 ≈ 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=4.52e-3 · top T=2.00h (31.5%) · top-3 cover 56.3%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.7e-21.3e-28.5e-34.3e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.22e-3 · 9.6% energyperiod 24.0 · power 5.22e-3 · 9.6% energyperiod 12.0 · power 1.39e-4 · 0.3% energyperiod 12.0 · power 1.39e-4 · 0.3% energyperiod 8.0 · power 2.31e-3 · 4.3% energyperiod 8.0 · power 2.31e-3 · 4.3% energyperiod 6.0 · power 8.25e-3 · 15.2% energyperiod 6.0 · power 8.25e-3 · 15.2% energyperiod 4.8 · power 5.22e-3 · 9.6% energyperiod 4.8 · power 5.22e-3 · 9.6% energyperiod 4.0 · power 2.93e-3 · 5.4% energyperiod 4.0 · power 2.93e-3 · 5.4% energyperiod 3.4 · power 3.78e-3 · 7.0% energyperiod 3.4 · power 3.78e-3 · 7.0% energyperiod 3.0 · power 1.08e-3 · 2.0% energyperiod 3.0 · power 1.08e-3 · 2.0% energyperiod 2.7 · power 4.40e-3 · 8.1% energyperiod 2.7 · power 4.40e-3 · 8.1% energyperiod 2.4 · power 2.90e-3 · 5.4% energyperiod 2.4 · power 2.90e-3 · 5.4% energyperiod 2.2 · power 9.45e-4 · 1.7% energyperiod 2.2 · power 9.45e-4 · 1.7% energyperiod 2.0 · power 1.71e-2 · 31.5% energyperiod 2.0 · power 1.71e-2 · 31.5% energy50% by T=3.4h#1 dominantT=2.00h#2T=6.00h#3T=24.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 31.5% of total energy · Σ|X̂|²/n = 5.423e-2

▸ Depth section using sovereign-store price series (1048 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

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 0.617pp · expected |Δp| over horizon 1.51ppterminal variance p(1−p) = 0.1476 · n = 1048✓ n = 1048
μ per bar
+0.003pp
average Δp · drift
σ per bar
0.617pp
one-bar volatility · logit-free
Per-day movedaily
3.02pp
σ × √24
Per-horizon move0d
1.51pp
σ × √6
Terminal variancebinary
0.1476
p(1−p) at resolution
Current pricep
82.0¢
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 1.01pp · ES₉₅ 1.27pp · method parametric · drift-correcteddrift +0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.03✓ n = 1048
VaR 95%
1.01pp
1.645·σ (parametric) of Δp
ES 95%
1.27pp
mean of the tail
Max drawdown
18.9pp
peak 92.5¢ → trough 75.0¢
Median step
0.50pp
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
92.5%
= price
Decimal oddsEU
1.081
total return per $1
AmericanUS
-1233
risk $1233 to win $100
FractionalUK
0.08 / 1
profit per $1 risked
Profit per $100stake
+$8.11
clean dollar framing
-1000-5000+500+1000020406080100you · 92.5%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)
0.384 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.384 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.11 bit
self-information
Surprise · NO−log₂(1−p)
3.74 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
114691684627585352854303095286729108829849324371929056966257776753354218770408
NO token ID
107941507515696274903359871052097126128826007638679117471690981847031133856738
Snapshot fetched
2026-06-20 12:54:32 UTC
Snapshot age
17.0s
History points
25 CLOB mids
Page rendered
2026-06-20 12:54:49 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b394c263a165f0d2d51bf45705aa9a2f26f0ef51295dc139fed35425aac68445 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDPortugal86.5¢HL PREDEcuador86.3¢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$63,560HL PERPHYPE-USD perpetual$70.77HL PERPETH-USD perpetual$1,725.3

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
0.935000
(best bid + best ask) / 2
Spread
107.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.817
bid-heavy
Imbalance (top-5)
-0.967
ask-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-the-price-of-bitcoin-be-between-62000-64000-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.949331153.28bp0.9500002FILLED
BUY$10.00K0.952626188.52bp0.9900006PARTIAL
BUY$100.00K0.952626188.52bp0.9900006PARTIAL
SELL$1.00K0.3590436159.97bp0.3300008FILLED
SELL$10.00K0.0686089266.22bp0.01000020PARTIAL
SELL$100.00K0.0686089266.22bp0.01000020PARTIAL

Risk metrics

▸ sovereign store · 1,048 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1010.51%
σ per bar = 0.007633
Mean return (annualised)
7302.24%
μ per bar = 0.000042
Sharpe (rf=0)
7.23
annualised; risk-free assumed zero
Max drawdown
18.92%
peak 0.93 → trough 0.75 over 217 bars

/api/asset/pm-will-the-price-of-bitcoin-be-between-62000-64000-on-june-20-2026/risk · same metrics, JSON