Bitcoin 1-Hour Prediction Market Signals & Analytics

AntiPredict treats a Polymarket price as a tradable crowd estimate, not as the answer itself. For each Bitcoin Up/Down contract the research pipeline records the live UP and DOWN quotes, best available bids and asks, visible depth, liquidity, volume and quote timestamp. Marx AI then compares that market state with independent Bitcoin reference data and produces a fair-value estimate. The public hub deliberately withholds the live fair probability and executable edge; completed signal case studies publish historical inputs only after the paper trade has closed.

The one-hour market blends intraday Bitcoin momentum with order-book execution quality. Signals can absorb several spot-market moves before contract resolution. A signal therefore requires more than a difference between two headline probabilities. The model checks whether the apparent edge survives the order-book spread, estimated slippage, fees, a safety buffer and minimum depth. This distinction matters in short-horizon prediction markets because a theoretical edge may disappear before an order can be filled. Rounds that do not pass these execution and confidence gates remain ordinary archive pages and are marked noindex.

Rolling performance uses completed simulated positions rather than selected screenshots. Win rate, average edge and paper PnL are shown with their sample size, and limited samples are labelled accordingly. A positive historical result does not imply that the next signal will win. Market rules, latency, liquidity and the external Bitcoin reference used by Polymarket can all change the realized outcome. AntiPredict does not execute a trade and does not present the model estimate as guaranteed financial advice.

The archive is organized by timeframe, UTC report date and individual signal. This makes each claim auditable: a reader can move from the evergreen prediction-market terminal to a daily report, then to a post-mortem containing the entry probability, historical Marx Fair estimate, confidence, execution assumptions and final paper result. The same framework is applied to contracts resolving every one hour, while the daily Bitcoin market uses a slower, editorial interpretation of news and market regime.