POLYMARKET · PREDICTION MARKET · IRAN AGREES TO END ENRICHMENT OF URANIUM BY JUNE 30?
Iran agrees to end enrichment of uranium by June 30?
45.0¢
55.0¢
▸ Advanced metrics · M2M bundle
polymarket · iran-agrees-to-end-enrichment-of-uranium-by-june-30 · fresh · feed 0s oldrealized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-iran-agrees-to-end-enrichment-of-uranium-by-june-30/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
45.0¢
NO · live
55.0¢
25 ticks · last 39.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.993 / 1.00 bits (99%) · max uncertainty (~50/50)
YES45.0%45.0¢2.22×▬ +0.00pp
NO55.0%55.0¢1.82×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 8950bp moved · peak 1200bp · n=24 ticks
2ms
45.00¢ (45.00%)
55.00¢ (55.00%)
100.00%
0.000pp
$232.6k
$53.9k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 39.50¢
25 NO observations from clob.polymarket.com · last 60.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.03)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.007approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.032platykurtic · thin tails
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 1.020STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
45.00¢
55.00¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES2.22×(45¢)NO1.82×(55¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.993 bits (99% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · DISTANTresolves 2026-06-30 00:00 UTC
15days
04hrs
49min
YES →$1.00
NO →$0.00
current: $0.4500 · expected return per side: $0.55 on YES hit · $0.45 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 32.969 pp/day
now15.20d left32.969 pp/day×1.00
−25%11.40d left38.069 pp/day×1.15
−50%7.60d left46.625 pp/day×1.41
−75%3.80d left65.938 pp/day×2.00
−90%1.52d left104.256 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
11 up bars · 11 down · best 12.00% · worst -11.00% · typical |Δ| 3.729%
§10 · Equity curve & underwater drawdown
final equity 1.1352 (13.52%) · max DD -11.89% · time-under-water 16/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 0.000 · range [-114.17, 107.74] · μ 6.678 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 718.31% · range [127.87%, 718.31%] · μ 419.21% · σ̂ scaled to annualised (×√8760)
latest -0.316 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
0.7298
p-VALUE (log scale)
0.6943
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
8.8806
p-VALUE (log scale)
0.1128
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.9123
p-VALUE (log scale)
0.3370
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.4369
p-VALUE (log scale)
0.6622
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5466
p-VALUE (log scale)
0.0312
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.4052
p-VALUE (log scale)
0.6853
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)
dominant period ≈ 2.67h (freq 0.375) · concentrates 23.6% of total energy · Σ|X̂|²/n = 2.814e-2
§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
Horizon 15.2 d · σ/bar 4.933pp · expected |Δp| over horizon 94.23ppterminal variance p(1−p) = 0.2390 · n = 25⚠ low confidence · n < 100
μ per bar
+0.646pp
average Δp · drift
σ per bar
4.933pp
one-bar volatility · logit-free
Per-day movedaily
24.17pp
σ × √24
Per-horizon move15d
94.23pp
σ × √364.8266483333333
Terminal variancebinary
0.2390
p(1−p) at resolution
Current pricep
39.5¢
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
VaR₉₅ 7.47pp · ES₉₅ 9.53pp · method parametric · drift-correcteddrift +0.646pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.72⊘ disabled · n < 30
VaR 95%
7.47pp
1.645·σ (parametric) of Δp
ES 95%
9.53pp
mean of the tail
Max drawdown
29.6pp
peak 40.5¢ → trough 28.5¢
Median step
1.50pp
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
Implied probabilityP
45.0%
= price
Decimal oddsEU
2.222
total return per $1
AmericanUS
+122
$100 wins $122
FractionalUK
1.22 / 1
profit per $1 risked
Profit per $100stake
+$122.22
clean dollar framing
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
Market entropyH(p)
0.993 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.993 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.15 bit
self-information
Surprise · NO−log₂(1−p)
0.86 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
25525886838936661349801315808447476243176190100445157889430252006398510133975- NO token ID
56765604206329295201800708509102770552215845482784718397590899836102045975284- Snapshot fetched
- 2026-06-14 19:10:24 UTC
- Snapshot age
- 2ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 19:10:24 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
ea7f3c590c929c93541a4400fbe8fc67c5debe60e843ed9d145138e638d59f2c· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed · more in Iran agrees to end enrichment of uranium by June 30?
Market depth
▸ live order book · Polymarket YESDepth 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
0.395000
(best bid + best ask) / 2
Spread
253.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.333
bid-heavy
Imbalance (top-5)
+0.824
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-iran-agrees-to-end-enrichment-of-uranium-by-june-30/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.432777 | 956.37bp | 0.450000 | 6 | FILLED |
| BUY | $10.00K | 0.491341 | 2439.03bp | 0.660000 | 24 | FILLED |
| BUY | $100.00K | 0.793868 | 10097.94bp | 0.940000 | 46 | FILLED |
| SELL | $1.00K | 0.370644 | 616.62bp | 0.370000 | 3 | FILLED |
| SELL | $10.00K | 0.356256 | 980.86bp | 0.320000 | 8 | FILLED |
| SELL | $100.00K | 0.090916 | 7698.32bp | 0.010000 | 39 | PARTIAL |
Risk metrics
▸ upstream candles · 25 barsRealized vol (annualised)
—
σ per bar = 0.156030
Mean return (annualised)
—
μ per bar = 0.020760
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
29.63%
peak 0.41 → trough 0.28 over 3 bars
/api/asset/pm-iran-agrees-to-end-enrichment-of-uranium-by-june-30/risk · same metrics, JSON