POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Bitcoin be between $64,000 and $66,000 on June 14?

YES · live
89.5¢
NO · live
10.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026 · fresh · feed 11s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
813.37%
max drawdown
15.09%
sharpe
—
ulcer index
5.95%
RMS drawdown
pain index
3.75%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
13.80%
cond. drawdown
gain/pain
1.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.60
upside/downside
roll spread
4.1 bps
implied (price-only)
bars used
977
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-64000-66000-on-june-14-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING11.4s⏱--:--:-- 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
89.5¢
NO · live
10.5¢
YES price · live 24h
n=25 · μ=0.6908 · σ=0.1305 · range [0.4750, 0.9050] · R²=0.856▲ RISING +87.37%σ EXTREME 18.89%LAST 0.89000.90500.79750.69000.58250.4750μ = 0.6908max 0.9050min 0.4750dataMA(5)OLS R²=0.86μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 89.00¢
YES / NO split · live
YES 89.5%NO 10.5%YES89.5%89.50¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.485 / 1.00 bits (48%) · informative — one side favoured
YES
89.5%89.5¢1.12×▬ +0.00pp
NO
10.5%10.5¢9.52×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,650 · μ=402.1 · σ=336.4 · CV=0.84BURSTYcumulative energy ↗ · 50% by h=1002755508251,100μ = 4021,10050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9650bp moved · peak 1100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
11.4s
▲YES mid
89.50¢ (89.50%)
▼NO mid
10.50¢ (10.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$28.0k
≋liquidity $
$21.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6908 · σ=0.1305 · range [0.4750, 0.9050] · R²=0.856▲ RISING +87.37%σ EXTREME 18.89%LAST 0.89000.90500.79750.69000.58250.4750μ = 0.6908max 0.9050min 0.4750dataMA(5)OLS R²=0.86μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 89.00¢
NO price · CLOB mid
n=25 · μ=0.3092 · σ=0.1305 · range [0.0950, 0.5250] · R²=0.856▼ FALLING -79.05%σ EXTREME 42.21%LAST 0.11000.52500.41750.31000.20250.0950μ = 0.3092max 0.5250min 0.0950dataMA(5)OLS R²=0.86μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 11.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0181 · σ=0.0471 · skew=-0.29 (symmetric) · kurt=-0.11 (mesokurtic)543101-9.97ppbin -9.97pp · n=1 · 20.0% peakbin -9.97pp · n=1 · 20.0% peak-7.92pp1-5.88ppbin -5.88pp · n=1 · 20.0% peakbin -5.88pp · n=1 · 20.0% peak-3.82pp5-1.78ppbin -1.78pp · n=5 · 100.0% peakbin -1.78pp · n=5 · 100.0% peak50.28ppbin 0.28pp · n=5 · 100.0% peakbin 0.28pp · n=5 · 100.0% peak42.32ppbin 2.32pp · n=4 · 80.0% peakbin 2.32pp · n=4 · 80.0% peak24.37ppbin 4.37pp · n=2 · 40.0% peakbin 4.37pp · n=2 · 40.0% peak16.42ppbin 6.42pp · n=1 · 20.0% peakbin 6.42pp · n=1 · 20.0% peak58.47ppbin 8.47pp · n=5 · 100.0% peakbin 8.47pp · n=5 · 100.0% 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=-0.37 · kurt=0.06 · near 20 / mid 4 / far 0 · OLS slope=1.00 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.17)
μ MEAN69.08¢95% CI: [63.96¢, 74.20¢]
σ STD DEV13.05ppσ² = 170.347 · CV = 18.89%
med MEDIAN71.50¢Q₁ 58.50¢ · Q₃ 77.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 43.00pp · IQR 19.00pp (1.349σ→17.61pp)
min 47.50¢Q₁ 58.50¢med 71.50¢Q₃ 77.50¢max 90.50¢μ
SKEWNESS · G₁-0.105approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.166platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRconsistent with normalratio = 0.93
range ↔ σconcentrated (range < 4σ)range / σ = 3.29
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.060within white-noise band
ρ(2) AUTOCORR-0.176lag-2 not significant
H · HURST EXPONENT0.808strongly persistent
OLS TREND · t-STAT+11.694significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.808
H = 0.808STRONGLY 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=1-0.060k=2-0.176k=3-0.008k=4-0.184k=5-0.3320+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|=11.69)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.68very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=11.69)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 ID2462652
SLUGwill-the-price-o…june-14-2026
CATEGORYCrypto
TWO-SIDED PRICINGFAVOURS YES (90¢)
PRIMARY · YES89.50¢implied prob 89.50% · decimal odds 1.12×
COUNTER · NO10.50¢implied prob 10.50% · decimal odds 9.52×
89.50¢
10.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME28.00k USD 24h
LIQUIDITY21.60k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (90¢)|primary − counter| = 0.790 · entropy 0.485 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 89.5%NO 10.5%YES p̂89.5%H = 0.485 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.12×(90¢)NO9.52×(11¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.485 bits (48% 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 2026-06-14 16:00 UTC
0days
04hrs
50min
4.8 hours·θ = 63.940 pp/day
YES →$1.00(P = 89.5%)
NO →$0.00(P = 10.5%)
current: $0.8950 · expected return per side: $0.10 on YES hit · $0.90 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.4hRESOLVESP projection · σ=13.05% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 63.940 pp/day
now4.83h left
63.940 pp/day×1.00
−25%3.63h left
73.832 pp/day×1.15
−50%2.42h left
90.425 pp/day×1.41
−75%1.21h left
127.880 pp/day×2.00
−90%0.48h left
202.196 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 9.50% · worst -11.00% · typical |Δ| 4.02%MILD BULLISH +41.50%BEST+9.50%10hWORST-11.00%5hTYPICAL |Δ|4.02%mean absoluteCUMULATIVE+41.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +1.29% · Σ +9.00%EUROPE · 08-16 UTCμ +2.56% · Σ +20.50%US · 16-24 UTCμ +1.56% · Σ +12.50%CUMULATIVE Δ PATH · final +41.50%+43.00%0.00%8.00% · 1h8.00% · 1h8.00%1h-2.00% · 2h-2.00% · 2h-2.00%2h5.00% · 3h5.00% · 3h5.00%3h2.00% · 4h2.00% · 4h2.00%4h-11.00% · 5h-11.00% · 5h-11.00%5h▼ WORST-2.00% · 6h-2.00% · 6h-2.00%6h9.00% · 7h9.00% · 7h9.00%7h6.00% · 8h6.00% · 8h6.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h9.50% · 10h9.50% · 10h9.50%10h★ BEST1.00% · 11h1.00% · 11h1.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h5.00% · 13h5.00% · 13h5.00%13h2.00% · 14h2.00% · 14h2.00%14h-0.50% · 15h-0.50% · 15h-0.50%15h2.50% · 16h2.50% · 16h2.50%16h-6.00% · 17h-6.00% · 17h-6.00%17h0.00% · 18h0.00% · 18h·18h-2.00% · 19h-2.00% · 19h-2.00%19h8.00% · 20h8.00% · 20h8.00%20h3.00% · 21h3.00% · 21h3.00%21h8.00% · 22h8.00% · 22h8.00%22h-1.00% · 23h-1.00% · 23h-1.00%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+20.50%)RUNSup max 3 · down max 2BREADTH54% up · 42% down · 4% flat
13 up bars · 10 down · best 9.50% · worst -11.00% · typical |Δ| 4.021%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +46.69%FINAL+46.69%MAX DD-12.78%RECOVERYONGOING · 3 barsMAX RUN-UP+48.92%UNDERWATER13/25 (52%)STREAK↘ 2EQUITY CURVE · end 1.4669 · peak 1.4892 · range [0.9887, 1.4892]1.48920.9887break-even = 1★ PEAK 1.4892UNDERWATER DRAWDOWN · max -12.78% · significant0%-12.78%▼ TROUGH -12.78%TOP DRAWDOWN PERIODS · 7 total#1 -12.78%bar 6-8 · 3 bars · recovered#2 -7.88%bar 18-21 · 4 bars · recovered#3 -2.00%bar 3-3 · 1 bars · recoveredDD SEVERITYsignificant (max -12.78%)RECOVERYongoing · 20 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 1.4669 (46.69%) · max DD -12.78% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +17 / −1 (89% positive) · μ=30.90 · σ=28.36PROFITABLE STRATEGYLAST 53.48 (+0.80σ vs μ)71.9535.970.00-35.97-71.95μ = 30.900.000.002.262.2619.5619.567.817.8121.7121.7171.9571.9571.9571.9567.5267.5256.0956.0956.0956.0951.0951.094.024.0212.5112.51-20.17-20.176.666.6617.9517.9530.6430.6456.0056.0053.4853.48v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 53.478 · range [-20.17, 71.95] · μ 30.901 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=470.6972 · σ=138.3227 · range [228.6220, 739.7351] · R²=0.389▼ FALLING -32.15%σ EXTREME 29.39%LAST 423.1655739.7351611.9568484.1785356.4002228.6220μ = 470.6972max 739.7351min 228.6220dataMA(3)OLS R²=0.39μ lineμ ± σ bandmaxmin
latest 423.17% · range [228.62%, 739.74%] · μ 470.70% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.188 · σ=0.215MEAN-REVERSIONLAST -0.281 (-0.43σ vs μ)0.5550.2770.000-0.277-0.555μ = -0.188-0.072-0.072-0.071-0.0710.1820.1820.1290.1290.0770.077-0.555-0.555-0.179-0.179-0.473-0.473-0.428-0.428-0.170-0.170-0.403-0.403-0.249-0.249-0.093-0.093-0.426-0.426-0.278-0.278-0.069-0.0690.0770.077-0.286-0.286-0.281-0.281v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.281 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.7663
p-VALUE (log scale)
0.6817
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
5.6544
p-VALUE (log scale)
0.3411
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
-1.0714
p-VALUE (log scale)
0.7254
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
0.7369
p-VALUE (log scale)
0.4612
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8560
p-VALUE (log scale)
0.0052
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.5559
p-VALUE (log scale)
0.5783
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.831 ≈ 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=2.48e-3 · top T=3.00h (25.3%) · top-3 cover 60.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.5e-35.6e-33.8e-31.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.17e-5 · 0.1% energyperiod 24.0 · power 4.17e-5 · 0.1% energyperiod 12.0 · power 4.50e-3 · 15.1% energyperiod 12.0 · power 4.50e-3 · 15.1% energyperiod 8.0 · power 1.34e-4 · 0.4% energyperiod 8.0 · power 1.34e-4 · 0.4% energyperiod 6.0 · power 5.89e-3 · 19.8% energyperiod 6.0 · power 5.89e-3 · 19.8% energyperiod 4.8 · power 9.45e-4 · 3.2% energyperiod 4.8 · power 9.45e-4 · 3.2% energyperiod 4.0 · power 7.05e-4 · 2.4% energyperiod 4.0 · power 7.05e-4 · 2.4% energyperiod 3.4 · power 3.55e-3 · 11.9% energyperiod 3.4 · power 3.55e-3 · 11.9% energyperiod 3.0 · power 7.53e-3 · 25.3% energyperiod 3.0 · power 7.53e-3 · 25.3% energyperiod 2.7 · power 1.39e-4 · 0.5% energyperiod 2.7 · power 1.39e-4 · 0.5% energyperiod 2.4 · power 3.47e-3 · 11.7% energyperiod 2.4 · power 3.47e-3 · 11.7% energyperiod 2.2 · power 9.43e-4 · 3.2% energyperiod 2.2 · power 9.43e-4 · 3.2% energyperiod 2.0 · power 1.93e-3 · 6.5% energyperiod 2.0 · power 1.93e-3 · 6.5% energy50% by T=3.4h#1 dominantT=3.00h#2T=6.00h#3T=12.00hT=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 ≈ 3.00h (freq 0.333) · concentrates 25.3% of total energy · Σ|X̂|²/n = 2.979e-2

▸ Depth section using sovereign-store price series (977 bars · effective 1752810 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 0.615pp · expected |Δp| over horizon 1.51ppterminal variance p(1−p) = 0.0940 · n = 977✓ n = 977
μ per bar
+0.016pp
average Δp · drift
σ per bar
0.615pp
one-bar volatility · logit-free
Per-day movedaily
3.01pp
σ × √24
Per-horizon move0d
1.51pp
σ × √6
Terminal variancebinary
0.0940
p(1−p) at resolution
Current pricep
89.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.99pp · ES₉₅ 1.25pp · method parametric · drift-correcteddrift +0.016pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 977
VaR 95%
0.99pp
1.645·σ (parametric) of Δp
ES 95%
1.25pp
mean of the tail
Max drawdown
15.1pp
peak 79.5¢ → trough 67.5¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
89.5%
= price
Decimal oddsEU
1.117
total return per $1
AmericanUS
-852
risk $852 to win $100
FractionalUK
0.12 / 1
profit per $1 risked
Profit per $100stake
+$11.73
clean dollar framing
-1000-5000+500+1000020406080100you · 89.5%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)
0.485 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.485 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.16 bit
self-information
Surprise · NO−log₂(1−p)
3.25 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
34191703922444323199025120609029926029757378095219237526387028294907510867086
NO token ID
95084552919621098936565264546858139911056959242059930054724524768664421668755
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
11.4s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
47d17b81b456c9de259cd42dd78a762c164b7c8eefc75b5684bfd85317a0bed1 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,489HL PERPETH-USD perpetual$1,673HL PERPHYPE-USD perpetual$60.73

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
0.890000
(best bid + best ask) / 2
Spread
224.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.833
bid-heavy
Imbalance (top-5)
-0.029
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-64000-66000-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.905968179.42bp0.9100002FILLED
BUY$10.00K0.920234339.71bp0.9900009FILLED
BUY$100.00K0.922742367.88bp0.9900009PARTIAL
SELL$1.00K0.870148223.05bp0.8700002FILLED
SELL$10.00K0.7091052032.53bp0.38000020FILLED
SELL$100.00K0.1476978340.49bp0.01000032PARTIAL

Risk metrics

▸ sovereign store · 977 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1049.63%
σ per bar = 0.007928
Mean return (annualised)
35371.07%
μ per bar = 0.000202
Sharpe (rf=0)
33.70
annualised; risk-free assumed zero
Max drawdown
15.09%
peak 0.80 → trough 0.68 over 183 bars

/api/asset/pm-will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026/risk · same metrics, JSON