POLYMARKET · PREDICTION MARKET · XRP PRICE ON JUNE 20?

Will the price of XRP be between $0.90 and $1.00 on June 20?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-xrp-be-between-0pt90-1pt00-on-june-20-2026 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
48.63%
max drawdown
64.71%
sharpe
—
ulcer index
42.30%
RMS drawdown
pain index
38.22%
mean drawdown
mod. VaR 95%
0.02%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
63.21%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
16.4 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-xrp-be-between-0pt90-1pt00-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
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.0061 · σ=0.0021 · range [0.0005, 0.0095] · R²=0.042▼ FALLING -90.00%σ EXTREME 35.03%LAST 0.00050.00950.00720.00500.00280.0005μ = 0.0061max 0.0095min 0.0005dataMA(5)OLS R²=0.04μ 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=275 · μ=11.5 · σ=13.0 · CV=1.13BURSTYcumulative energy ↗ · 50% by h=1609182635μ = 113550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 275bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17.0s
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$123.6k
≋liquidity $
$9.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0061 · σ=0.0021 · range [0.0005, 0.0095] · R²=0.042▼ FALLING -90.00%σ EXTREME 35.03%LAST 0.00050.00950.00720.00500.00280.0005μ = 0.0061max 0.0095min 0.0005dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.9939 · σ=0.0021 · range [0.9905, 0.9995] · R²=0.042▲ RISING +0.45%σ LOW 0.21%LAST 0.99950.99950.99730.99500.99280.9905μ = 0.9939max 0.9995min 0.9905dataMA(5)OLS R²=0.04μ 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=-0.0003 · σ=0.0016 · skew=0.19 (symmetric) · kurt=-0.11 (mesokurtic)13107303-0.32ppbin -0.32pp · n=3 · 23.1% peakbin -0.32pp · n=3 · 23.1% peak1-0.24ppbin -0.24pp · n=1 · 7.7% peakbin -0.24pp · n=1 · 7.7% peak1-0.17ppbin -0.17pp · n=1 · 7.7% peakbin -0.17pp · n=1 · 7.7% peak1-0.10ppbin -0.10pp · n=1 · 7.7% peakbin -0.10pp · n=1 · 7.7% peak13-0.03ppbin -0.03pp · n=13 · 100.0% peakbin -0.03pp · n=13 · 100.0% peak0.04pp10.11ppbin 0.11pp · n=1 · 7.7% peakbin 0.11pp · n=1 · 7.7% peak10.18ppbin 0.18pp · n=1 · 7.7% peakbin 0.18pp · n=1 · 7.7% peak20.25ppbin 0.25pp · n=2 · 15.4% peakbin 0.25pp · n=2 · 15.4% peak10.32ppbin 0.32pp · n=1 · 7.7% peakbin 0.32pp · n=1 · 7.7% 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=0.04 · kurt=-0.05 · near 15 / mid 9 / far 0 · OLS slope=0.98 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERMILDLY 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN0.61¢95% CI: [0.52¢, 0.69¢]
σ STD DEV0.21ppσ² = 0.045 · CV = 35.03%
med MEDIAN0.55¢Q₁ 0.50¢ · Q₃ 0.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.90pp · IQR 0.25pp (1.349σ→0.29pp)
min 0.05¢Q₁ 0.50¢med 0.55¢Q₃ 0.75¢max 0.95¢μ
SKEWNESS · G₁-0.143approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.002mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.27
σ × 1.349 ↔ IQRconsistent with normalratio = 1.15
range ↔ σwide tails (range > 4σ)range / σ = 4.23
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.140within white-noise band
ρ(2) AUTOCORR-0.281lag-2 not significant
H · HURST EXPONENT0.773strongly persistent
OLS TREND · t-STAT-1.003fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.773
H = 0.773STRONGLY 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=1-0.140k=2-0.281k=3+0.284k=4+0.015k=5-0.1210+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|=1.00)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.69very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.00)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 ID2532532
SLUGwill-the-price-o…june-20-2026
CATEGORYXRP price on June 20?
TWO-SIDED PRICINGFAVOURS NO (100¢)
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 TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME123.63k USD 24h
LIQUIDITY9.54k 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 DEPTHDEEP100k+ 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%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%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.

§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 = 1.043 pp/day
YES →$1.00(P = 0.1%)
NO →$0.00(P = 100.0%)
current: $0.0005 · expected return per side: $1.00 on YES hit · $0.00 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.5hRESOLVESP projection · σ=0.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.043 pp/day
now3.09h left
1.043 pp/day×1.00
−25%2.31h left
1.205 pp/day×1.15
−50%1.54h left
1.475 pp/day×1.41
−75%0.77h left
2.087 pp/day×2.00
−90%0.31h left
3.299 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 0.35% · worst -0.35% · typical |Δ| 0.11%MILD BEARISH -0.45%BEST+0.35%17hWORST-0.35%24hTYPICAL |Δ|0.11%mean absoluteCUMULATIVE-0.45%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.04% · Σ +0.25%EUROPE · 08-16 UTCμ -0.03% · Σ -0.20%US · 16-24 UTCμ -0.02% · Σ -0.15%CUMULATIVE Δ PATH · final -0.45%+0.45%-0.45%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.25% · 6h0.25% · 6h0.25%6h0.00% · 7h0.00% · 7h·7h-0.25% · 8h-0.25% · 8h-0.25%8h0.20% · 9h0.20% · 9h0.20%9h0.25% · 10h0.25% · 10h0.25%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h-0.10% · 13h-0.10% · 13h-0.10%13h0.00% · 14h0.00% · 14h·14h-0.30% · 15h-0.30% · 15h-0.30%15h-0.05% · 16h-0.05% · 16h-0.05%16h0.35% · 17h0.35% · 17h0.35%17h★ BEST-0.30% · 18h-0.30% · 18h-0.30%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.10% · 20h0.10% · 20h0.10%20h-0.05% · 21h-0.05% · 21h-0.05%21h-0.15% · 22h-0.15% · 22h-0.15%22h0.00% · 23h0.00% · 23h·23h-0.35% · 24h-0.35% · 24h-0.35%24h▼ WORSTTIME PATTERNAsia-led (+0.25%)RUNSup max 2 · down max 2BREADTH21% up · 38% down · 42% flat
5 up bars · 9 down · best 0.35% · worst -0.35% · typical |Δ| 0.115%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.45%)FINAL-0.45%MAX DD-0.90%RECOVERYONGOING · 12 barsMAX RUN-UP+0.45%UNDERWATER14/25 (56%)STREAK↘ 1EQUITY CURVE · end 0.9955 · peak 1.0045 · range [0.9955, 1.0045]1.00450.9955break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -0.90% · shallow0%-0.90%▼ TROUGH -0.90%TOP DRAWDOWN PERIODS · 2 total#1 -0.90%bar 14-25 · 12 bars · ONGOING#2 -0.25%bar 9-10 · 2 bars · recoveredDD SEVERITYshallow (max -0.90%)RECOVERYongoing · 12 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 0.9955 (-0.45%) · max DD -0.90% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −9 (42% positive) · μ=-1.18 · σ=31.83MIXED EDGELAST -50.70 (-1.56σ vs μ)59.8629.930.00-29.93-59.86μ = -1.1838.2138.2138.2138.210.000.0017.5317.5335.6635.6635.6635.6617.5317.538.388.3840.2340.23-13.13-13.13-59.86-59.86-7.38-7.38-25.98-25.98-22.79-22.79-15.74-15.740.000.00-7.00-7.00-51.26-51.26-50.70-50.70v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -50.699 · range [-59.86, 40.23] · μ -1.181 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=16.7299 · σ=4.2681 · range [9.5525, 23.1950] · R²=0.199▲ RISING +50.73%σ EXTREME 25.51%LAST 14.398623.195019.784416.373812.96319.5525μ = 16.7299max 23.1950min 9.5525dataMA(3)OLS R²=0.20μ lineμ ± σ bandmaxmin
latest 14.40% · range [9.55%, 23.20%] · μ 16.73% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −17 (5% positive) · μ=-0.161 · σ=0.212MEAN-REVERSIONLAST -0.150 (+0.05σ vs μ)0.5110.2550.000-0.255-0.511μ = -0.161-0.033-0.033-0.233-0.2330.0000.000-0.323-0.323-0.106-0.106-0.106-0.106-0.049-0.049-0.045-0.0450.4110.411-0.020-0.020-0.300-0.300-0.046-0.046-0.388-0.388-0.395-0.395-0.330-0.330-0.511-0.511-0.394-0.394-0.047-0.047-0.150-0.150v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.150 · |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
0.0631
p-VALUE (log scale)
0.9689
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
5.6674
p-VALUE (log scale)
0.3398
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
-1.2744
p-VALUE (log scale)
0.6389
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
0.3488
p-VALUE (log scale)
0.7273
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2532
p-VALUE (log scale)
0.2639
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
-1.4224
p-VALUE (log scale)
0.1549
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.567 ≈ 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=2.94e-6 · top T=3.43h (26.6%) · top-3 cover 58.9%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.4e-67.0e-64.7e-62.3e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.49e-6 · 7.0% energyperiod 24.0 · power 2.49e-6 · 7.0% energyperiod 12.0 · power 1.40e-6 · 4.0% energyperiod 12.0 · power 1.40e-6 · 4.0% energyperiod 8.0 · power 1.91e-6 · 5.4% energyperiod 8.0 · power 1.91e-6 · 5.4% energyperiod 6.0 · power 1.57e-6 · 4.5% energyperiod 6.0 · power 1.57e-6 · 4.5% energyperiod 4.8 · power 1.87e-6 · 5.3% energyperiod 4.8 · power 1.87e-6 · 5.3% energyperiod 4.0 · power 3.84e-6 · 10.9% energyperiod 4.0 · power 3.84e-6 · 10.9% energyperiod 3.4 · power 9.39e-6 · 26.6% energyperiod 3.4 · power 9.39e-6 · 26.6% energyperiod 3.0 · power 1.78e-6 · 5.0% energyperiod 3.0 · power 1.78e-6 · 5.0% energyperiod 2.7 · power 7.57e-6 · 21.4% energyperiod 2.7 · power 7.57e-6 · 21.4% energyperiod 2.4 · power 5.36e-7 · 1.5% energyperiod 2.4 · power 5.36e-7 · 1.5% energyperiod 2.2 · power 1.70e-6 · 4.8% energyperiod 2.2 · power 1.70e-6 · 4.8% energyperiod 2.0 · power 1.26e-6 · 3.6% energyperiod 2.0 · power 1.26e-6 · 3.6% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.67h#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 26.6% of total energy · Σ|X̂|²/n = 3.533e-5

▸ 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 0.037pp · expected |Δp| over horizon 0.09ppterminal variance p(1−p) = 0.0040 · n = 1048✓ n = 1048
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.037pp
one-bar volatility · logit-free
Per-day movedaily
0.18pp
σ × √24
Per-horizon move0d
0.09pp
σ × √6
Terminal variancebinary
0.0040
p(1−p) at resolution
Current pricep
0.4¢
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 0.06pp · ES₉₅ 0.08pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 1048
VaR 95%
0.06pp
1.645·σ (parametric) of Δp
ES 95%
0.08pp
mean of the tail
Max drawdown
64.7pp
peak 0.9¢ → trough 0.3¢
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
17098265621380464864008471061110591428145443399798020765832572414059316335335
NO token ID
95625630004068502270822423529027251172149753740510649563530177104422141315129
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
4b831a19457823771e67623225718c45965d785363067a9b738792c404a8c89b · 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 XRP price on June 20?

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-xrp-be-between-0pt90-1pt00-on-june-20-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 1,048 barsperiods/year ≈ 1.75M
Realized vol (annualised)
8393.17%
σ per bar = 0.063397
Mean return (annualised)
-126183.93%
μ per bar = -0.000720
Sharpe (rf=0)
-15.03
annualised; risk-free assumed zero
Max drawdown
64.71%
peak 0.01 → trough 0.00 over 510 bars

/api/asset/pm-will-the-price-of-xrp-be-between-0pt90-1pt00-on-june-20-2026/risk · same metrics, JSON