POLYMARKET · PREDICTION MARKET · CRYPTO

Will the price of Solana be between $80 and $90 on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-solana-be-between-80-90-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
6.92%
max drawdown
85.71%
sharpe
ulcer index
37.81%
RMS drawdown
pain index
29.16%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
85.71%
cond. drawdown
gain/pain
0.17
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.17
upside/downside
roll spread
11.7 bps
implied (price-only)
bars used
1737
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-solana-be-between-80-90-on-june-14-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH9ms--:--:-- 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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0029 · σ=0.0010 · range [0.0005, 0.0040] · R²=0.445 FALLING -83.33%σ EXTREME 33.67%LAST 0.00050.00400.00310.00230.00140.0005μ = 0.0029max 0.0040min 0.0005dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00× +0.00pp
NO
100.0%100.0¢1.00× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=85 · μ=3.5 · σ=6.7 · CV=1.88BURSTY · concentratedcumulative energy ↗ · 50% by h=2005101520μ = 42050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 85bp moved · peak 20bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
9ms
YES mid
0.05¢ (0.05%)
NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$63.6k
liquidity $
$65.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0029 · σ=0.0010 · range [0.0005, 0.0040] · R²=0.445 FALLING -83.33%σ EXTREME 33.67%LAST 0.00050.00400.00310.00230.00140.0005μ = 0.0029max 0.0040min 0.0005dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9971 · σ=0.0010 · range [0.9960, 0.9995] · R²=0.445 RISING +0.25%σ LOW 0.10%LAST 0.99950.99950.99860.99780.99690.9960μ = 0.9971max 0.9995min 0.9960dataMA(5)OLS R²=0.45μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0000 · σ=0.0007 · skew=-0.83 (left-skewed) · kurt=2.39 (leptokurtic (fat tails))16128402-0.18ppbin -0.18pp · n=2 · 12.5% peakbin -0.18pp · n=2 · 12.5% peak-0.14pp-0.10pp3-0.06ppbin -0.06pp · n=3 · 18.8% peakbin -0.06pp · n=3 · 18.8% peak-0.02pp160.02ppbin 0.02pp · n=16 · 100.0% peakbin 0.02pp · n=16 · 100.0% peak20.06ppbin 0.06pp · n=2 · 12.5% peakbin 0.06pp · n=2 · 12.5% peak0.10pp0.14pp10.18ppbin 0.18pp · n=1 · 6.3% peakbin 0.18pp · n=1 · 6.3% 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=-0.42 · kurt=3.51 · near 6 / mid 17 / far 1 · OLS slope=0.85 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=25STRONGLY LEFT-SKEWED (G₁=-1.60)
μ MEAN0.29¢95% CI: [0.25¢, 0.32¢]
σ STD DEV0.10ppσ² = 92.750×10⁻⁴ · CV = 33.67%
med MEDIAN0.30¢Q₁ 0.30¢ · Q₃ 0.35¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 0.05¢Q₁ 0.30¢med 0.30¢Q₃ 0.35¢max 0.40¢μ
SKEWNESS · G₁-1.599left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.478leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRdiverges from normalratio = 2.60
range ↔ σconcentrated (range < 4σ)range / σ = 3.63
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) -0.25 + ADF rejected
ρ(1) AUTOCORR-0.252within white-noise band
ρ(2) AUTOCORR-0.410lag-2 dependence detected
H · HURST EXPONENT0.893strongly persistent
OLS TREND · t-STAT-4.296significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.893STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.252k=2-0.410k=3+0.297k=4+0.050k=5-0.0120+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.25 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.30)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 ID2462764
SLUGwill-the-price-o…june-14-2026
CATEGORYCrypto
TWO-SIDED PRICING
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME63.63k USD 24h
LIQUIDITY65.69k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 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 0.1%NO 100.0%YES0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 0.20% · worst -0.20% · typical |Δ| 0.04%MILD BEARISH -0.25%BEST+0.20%21hWORST-0.20%20hTYPICAL |Δ|0.04%mean absoluteCUMULATIVE-0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.01% · Σ -0.05%US · 16-24 UTCμ -0.03% · Σ -0.25%CUMULATIVE Δ PATH · final -0.25%+0.10%-0.25%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.05% · 3h0.05% · 3h0.05%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.05% · 11h0.05% · 11h0.05%11h-0.05% · 12h-0.05% · 12h-0.05%12h-0.05% · 13h-0.05% · 13h-0.05%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.20% · 20h-0.20% · 20h-0.20%20h▼ WORST0.20% · 21h0.20% · 21h0.20%21h★ BEST0.00% · 22h0.00% · 22h·22h-0.20% · 23h-0.20% · 23h-0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNuniform across sessionsRUNSup max 1 · down max 2BREADTH13% up · 21% down · 67% flat
3 up bars · 5 down · best 0.20% · worst -0.20% · typical |Δ| 0.035%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.25%)FINAL-0.25%MAX DD-0.35%RECOVERYONGOING · 13 barsMAX RUN-UP+0.10%UNDERWATER13/25 (52%)STREAK▬ 0EQUITY CURVE · end 0.9975 · peak 1.0010 · range [0.9975, 1.0010]1.00100.9975break-even = 1★ PEAK 1.0010UNDERWATER DRAWDOWN · max -0.35% · shallow0%-0.35%▼ TROUGH -0.35%TOP DRAWDOWN PERIODS · 1 total#1 -0.35%bar 13-25 · 13 bars · ONGOINGDD SEVERITYshallow (max -0.35%)RECOVERYongoing · 13 barsTIME UNDER WATER52% of session · 13/25 bars
final equity 0.9975 (-0.25%) · max DD -0.35% · time-under-water 13/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −12 (21% positive) · μ=-9.47 · σ=30.02UNPROFITABLE STRATEGYLAST -26.05 (-0.55σ vs μ)60.4230.210.00-30.21-60.42μ = -9.4738.2138.2138.2138.2138.2138.210.000.000.000.0038.2138.210.000.00-20.72-20.72-20.72-20.72-20.72-20.72-20.72-20.72-60.42-60.42-38.21-38.21-38.21-38.21-48.68-48.68-6.09-6.09-6.09-6.09-26.05-26.05-26.05-26.05v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -26.047 · range [-60.42, 38.21] · μ -9.465 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=4.7599 · σ=4.6680 · range [0.0000, 14.0132] · R²=0.647 RISING +633.48%σ EXTREME 98.07%LAST 14.013214.013210.50997.00663.50330.0000μ = 4.7599max 14.0132min 0.0000dataMA(3)OLS R²=0.65μ lineμ ± σ bandmaxmin
latest 14.01% · range [0.00%, 14.01%] · μ 4.76% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −15 (11% positive) · μ=-0.115 · σ=0.218MEAN-REVERSIONLAST -0.357 (-1.11σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.115-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.000-0.033-0.033-0.500-0.500-0.010-0.010-0.069-0.069-0.069-0.069-0.127-0.1270.4170.417-0.033-0.033-0.033-0.0330.1930.193-0.392-0.392-0.371-0.371-0.302-0.302-0.357-0.357v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.357 · |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
22.6198
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
9.1951
p-VALUE (log scale)
0.1005
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
-1.1930
p-VALUE (log scale)
0.6759
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
-0.6179
p-VALUE (log scale)
0.5366
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6534
p-VALUE (log scale)
0.0178
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.1895
p-VALUE (log scale)
0.0286
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.334 → mean-reverting
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=5.52e-7 · top T=3.43h (24.5%) · top-3 cover 57.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-61.2e-68.1e-74.1e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.82e-7 · 2.7% energyperiod 24.0 · power 1.82e-7 · 2.7% energyperiod 12.0 · power 6.68e-8 · 1.0% energyperiod 12.0 · power 6.68e-8 · 1.0% energyperiod 8.0 · power 2.53e-8 · 0.4% energyperiod 8.0 · power 2.53e-8 · 0.4% energyperiod 6.0 · power 5.10e-7 · 7.7% energyperiod 6.0 · power 5.10e-7 · 7.7% energyperiod 4.8 · power 6.76e-7 · 10.2% energyperiod 4.8 · power 6.76e-7 · 10.2% energyperiod 4.0 · power 6.35e-7 · 9.6% energyperiod 4.0 · power 6.35e-7 · 9.6% energyperiod 3.4 · power 1.63e-6 · 24.5% energyperiod 3.4 · power 1.63e-6 · 24.5% energyperiod 3.0 · power 9.48e-7 · 14.3% energyperiod 3.0 · power 9.48e-7 · 14.3% energyperiod 2.7 · power 1.20e-6 · 18.2% energyperiod 2.7 · power 1.20e-6 · 18.2% energyperiod 2.4 · power 3.92e-7 · 5.9% energyperiod 2.4 · power 3.92e-7 · 5.9% energyperiod 2.2 · power 9.97e-8 · 1.5% energyperiod 2.2 · power 9.97e-8 · 1.5% energyperiod 2.0 · power 2.60e-7 · 3.9% energyperiod 2.0 · power 2.60e-7 · 3.9% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.67h#3T=3.00hT=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 24.5% of total energy · Σ|X̂|²/n = 6.625e-6

▸ Depth section using sovereign-store price series (1737 bars · effective 1753005 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 0.005pp · expected |Δp| over horizon 0.01ppterminal variance p(1−p) = 0.0005 · n = 1737n = 1737
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.005pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move0d
0.01pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00n = 1737
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
85.7pp
peak 0.4¢ → trough 0.1¢
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
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%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)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 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
47028730500497239854183721379444661141980326443941859037405129637913953731835
NO token ID
99599546486070487621434245168070632813333416105238413062628696996688544107843
Snapshot fetched
2026-06-14 16:28:48 UTC
Snapshot age
9ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:28:48 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
24b5be85e56ba8f021a77cc7c5caae0e8c6c60a0aacbdbc85d830ca68a8f93ff · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
(best bid + best ask) / 2
Spread
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
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-solana-be-between-80-90-on-june-14-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00KERR
BUY$10.00KERR
BUY$100.00KERR
SELL$1.00KERR
SELL$10.00KERR
SELL$100.00KERR

Risk metrics

sovereign store · 1,737 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5193.18%
σ per bar = 0.039223
Mean return (annualised)
-180931.09%
μ per bar = -0.001032
Sharpe (rf=0)
-34.84
annualised; risk-free assumed zero
Max drawdown
85.71%
peak 0.00 → trough 0.00 over 1460 bars

/api/asset/pm-will-the-price-of-solana-be-between-80-90-on-june-14-2026/risk · same metrics, JSON