POLYMARKET · PREDICTION MARKET · IRAN COUP ATTEMPT BY JUNE 30?

Iran coup attempt by June 30?

YES · live
1.8¢
NO · live
98.2¢

▸ Advanced metrics · M2M bundle

polymarket · iran-coup-attempt-by-june-30 · fresh · feed 0s old
24h sparkline · 60 pts▼ -35.71%
realized vol (ann.)
33.66%
max drawdown
50.82%
sharpe
—
ulcer index
38.55%
RMS drawdown
pain index
32.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
50.82%
cond. drawdown
gain/pain
0.52
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.52
upside/downside
roll spread
5.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-35.71%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -35.71%
Same bundle via M2M API: /api/m2m/pm-iran-coup-attempt-by-june-30/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
1.8¢
NO · live
98.2¢
YES price · live 24h
n=25 · μ=0.0229 · σ=0.0072 · range [0.0135, 0.0365] · R²=0.051▲ RISING +16.13%σ EXTREME 31.28%LAST 0.01800.03650.03070.02500.01920.0135μ = 0.0229max 0.0365min 0.0135dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.80¢
YES / NO split · live
YES 1.8%NO 98.2%NO98.2%98.20¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.130 / 1.00 bits (13%) · informative — one side favoured
YES
1.8%1.8¢55.56×▬ +0.00pp
NO
98.2%98.2¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=665 · μ=27.7 · σ=32.7 · CV=1.18BURSTY · concentratedcumulative energy ↗ · 50% by h=100295886115μ = 2811550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 665bp moved · peak 115bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
1.80¢ (1.80%)
▼NO mid
98.20¢ (98.20%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$93.7k
≋liquidity $
$63.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0229 · σ=0.0072 · range [0.0135, 0.0365] · R²=0.051▲ RISING +16.13%σ EXTREME 31.28%LAST 0.01800.03650.03070.02500.01920.0135μ = 0.0229max 0.0365min 0.0135dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.80¢
NO price · CLOB mid
n=25 · μ=0.9771 · σ=0.0072 · range [0.9635, 0.9865] · R²=0.051▼ FALLING -0.25%σ LOW 0.73%LAST 0.98200.98650.98080.97500.96930.9635μ = 0.9771max 0.9865min 0.9635dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0040 · skew=0.02 (symmetric) · kurt=1.55 (leptokurtic (fat tails))864201-1.03ppbin -1.03pp · n=1 · 12.5% peakbin -1.03pp · n=1 · 12.5% peak-0.80pp1-0.57ppbin -0.57pp · n=1 · 12.5% peakbin -0.57pp · n=1 · 12.5% peak2-0.34ppbin -0.34pp · n=2 · 25.0% peakbin -0.34pp · n=2 · 25.0% peak7-0.11ppbin -0.11pp · n=7 · 87.5% peakbin -0.11pp · n=7 · 87.5% peak80.11ppbin 0.11pp · n=8 · 100.0% peakbin 0.11pp · n=8 · 100.0% peak30.34ppbin 0.34pp · n=3 · 37.5% peakbin 0.34pp · n=3 · 37.5% peak0.58pp10.80ppbin 0.80pp · n=1 · 12.5% peakbin 0.80pp · n=1 · 12.5% peak11.04ppbin 1.04pp · n=1 · 12.5% peakbin 1.04pp · n=1 · 12.5% 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=-0.01 · kurt=2.25 · near 16 / mid 8 / far 0 · OLS slope=0.97 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=25PLATYKURTIC · THIN TAILS (G₂=-1.65)
μ MEAN2.29¢95% CI: [2.01¢, 2.57¢]
σ STD DEV0.72ppσ² = 0.511 · CV = 31.28%
med MEDIAN2.60¢Q₁ 1.55¢ · Q₃ 2.90¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.30pp · IQR 1.35pp (1.349σ→0.96pp)
min 1.35¢Q₁ 1.55¢med 2.60¢Q₃ 2.90¢max 3.65¢μ
SKEWNESS · G₁0.081approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.649platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.44
σ × 1.349 ↔ IQRdiverges from normalratio = 0.71
range ↔ σconcentrated (range < 4σ)range / σ = 3.22
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR+0.029within white-noise band
ρ(2) AUTOCORR-0.019lag-2 not significant
H · HURST EXPONENT0.814strongly persistent
OLS TREND · t-STAT-1.115fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.814
H = 0.814STRONGLY 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+0.029k=2-0.019k=3-0.135k=4+0.015k=5+0.2000+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|=1.11)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.66very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.11)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 ID1123479
SLUGiran-coup-attempt-by-june-30
CATEGORYIran coup attempt by June 30?
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES1.80¢implied prob 1.80% · decimal odds 55.56×
COUNTER · NO98.20¢implied prob 98.20% · decimal odds 1.02×
1.80¢
98.20¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME93.68k USD 24h
LIQUIDITY63.58k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.964 · entropy 0.130 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 1.8%NO 98.2%YES p̂1.8%H = 0.130 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES55.56×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.130 bits (13% 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 · DISTANTresolves 2026-06-30 00:00 UTC
15days
07hrs
52min
15.33 days·θ = 3.503 pp/day
YES →$1.00(P = 1.8%)
NO →$0.00(P = 98.2%)
current: $0.0180 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.7dRESOLVESP projection · σ=0.72% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.503 pp/day
now15.33d left
3.503 pp/day×1.00
−25%11.50d left
4.045 pp/day×1.15
−50%7.66d left
4.954 pp/day×1.41
−75%3.83d left
7.006 pp/day×2.00
−90%1.53d left
11.078 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 1.15% · worst -1.15% · typical |Δ| 0.28%MILD BULLISH +0.25%BEST+1.15%4hWORST-1.15%17hTYPICAL |Δ|0.28%mean absoluteCUMULATIVE+0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.19% · Σ +1.35%EUROPE · 08-16 UTCμ +0.02% · Σ +0.15%US · 16-24 UTCμ -0.16% · Σ -1.25%CUMULATIVE Δ PATH · final +0.25%+2.10%-0.20%-0.15% · 1h-0.15% · 1h-0.15%1h-0.05% · 2h-0.05% · 2h-0.05%2h0.30% · 3h0.30% · 3h0.30%3h1.15% · 4h1.15% · 4h1.15%4h★ BEST0.15% · 5h0.15% · 5h0.15%5h0.10% · 6h0.10% · 6h0.10%6h-0.15% · 7h-0.15% · 7h-0.15%7h0.00% · 8h0.00% · 8h·8h0.75% · 9h0.75% · 9h0.75%9h-0.65% · 10h-0.65% · 10h-0.65%10h-0.10% · 11h-0.10% · 11h-0.10%11h-0.30% · 12h-0.30% · 12h-0.30%12h0.25% · 13h0.25% · 13h0.25%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.25% · 15h0.25% · 15h0.25%15h-0.40% · 16h-0.40% · 16h-0.40%16h-1.15% · 17h-1.15% · 17h-1.15%17h▼ WORST0.20% · 18h0.20% · 18h0.20%18h-0.15% · 19h-0.15% · 19h-0.15%19h0.00% · 20h0.00% · 20h·20h-0.05% · 21h-0.05% · 21h-0.05%21h0.20% · 22h0.20% · 22h0.20%22h0.10% · 23h0.10% · 23h0.10%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+1.35%)RUNSup max 4 · down max 3BREADTH42% up · 46% down · 13% flat
10 up bars · 11 down · best 1.15% · worst -1.15% · typical |Δ| 0.277%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.23%FINAL+0.23%MAX DD-2.14%RECOVERYONGOING · 15 barsMAX RUN-UP+2.11%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0023 · peak 1.0211 · range [0.9980, 1.0211]1.02110.9980break-even = 1★ PEAK 1.0211UNDERWATER DRAWDOWN · max -2.14% · moderate0%-2.14%▼ TROUGH -2.14%TOP DRAWDOWN PERIODS · 3 total#1 -2.14%bar 11-25 · 15 bars · ONGOING#2 -0.20%bar 2-3 · 2 bars · recovered#3 -0.15%bar 8-9 · 2 bars · recoveredDD SEVERITYmoderate (max -2.14%)RECOVERYongoing · 15 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0023 (0.23%) · max DD -2.14% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-1.37 · σ=35.73MIXED EDGELAST 12.88 (+0.40σ vs μ)61.8230.910.00-30.91-61.82μ = -1.3750.0050.0050.0050.0052.3452.3461.8261.826.866.86-1.72-1.72-15.15-15.15-1.63-1.63-3.26-3.26-27.25-27.25-20.15-20.15-41.67-41.67-25.50-25.50-39.34-39.34-37.57-37.57-50.48-50.48-29.32-29.3233.0933.0912.8812.88v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 12.881 · range [-50.48, 61.82] · μ -1.371 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=40.4054 · σ=11.5612 · range [11.3349, 51.5197] · R²=0.152▼ FALLING -74.12%σ EXTREME 28.61%LAST 11.334951.519741.473531.427321.381111.3349μ = 40.4054max 51.5197min 11.3349dataMA(3)OLS R²=0.15μ lineμ ± σ bandmaxmin
latest 11.33% · range [11.33%, 51.52%] · μ 40.41% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.168 · σ=0.214MEAN-REVERSIONLAST 0.076 (+1.14σ vs μ)0.4950.2480.000-0.248-0.495μ = -0.1680.0680.0680.0140.0140.1200.1200.0220.022-0.495-0.495-0.426-0.426-0.371-0.371-0.410-0.410-0.430-0.430-0.059-0.059-0.449-0.4490.1580.158-0.079-0.079-0.149-0.149-0.190-0.190-0.132-0.132-0.231-0.231-0.225-0.2250.0760.076v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.076 · |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

REJECT H₀**

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
9.6162
p-VALUE (log scale)
0.0082
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
1.8887
p-VALUE (log scale)
0.8651
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
-1.5903
p-VALUE (log scale)
0.4903
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
0.2351
p-VALUE (log scale)
0.8141
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2502
p-VALUE (log scale)
0.2691
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
0.3813
p-VALUE (log scale)
0.7030
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.116 ≈ 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=1.79e-5 · top T=4.80h (22.6%) · top-3 cover 54.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.9e-53.6e-52.4e-51.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.49e-5 · 16.2% energyperiod 24.0 · power 3.49e-5 · 16.2% energyperiod 12.0 · power 1.06e-6 · 0.5% energyperiod 12.0 · power 1.06e-6 · 0.5% energyperiod 8.0 · power 2.25e-5 · 10.5% energyperiod 8.0 · power 2.25e-5 · 10.5% energyperiod 6.0 · power 1.63e-5 · 7.6% energyperiod 6.0 · power 1.63e-5 · 7.6% energyperiod 4.8 · power 4.85e-5 · 22.6% energyperiod 4.8 · power 4.85e-5 · 22.6% energyperiod 4.0 · power 2.89e-6 · 1.3% energyperiod 4.0 · power 2.89e-6 · 1.3% energyperiod 3.4 · power 1.25e-5 · 5.8% energyperiod 3.4 · power 1.25e-5 · 5.8% energyperiod 3.0 · power 1.73e-5 · 8.0% energyperiod 3.0 · power 1.73e-5 · 8.0% energyperiod 2.7 · power 2.16e-6 · 1.0% energyperiod 2.7 · power 2.16e-6 · 1.0% energyperiod 2.4 · power 3.35e-5 · 15.6% energyperiod 2.4 · power 3.35e-5 · 15.6% energyperiod 2.2 · power 2.34e-5 · 10.9% energyperiod 2.2 · power 2.34e-5 · 10.9% energyperiod 2.0 · power 9.38e-8 · 0.0% energyperiod 2.0 · power 9.38e-8 · 0.0% energy50% by T=4.8h#1 dominantT=4.80h#2T=24.00h#3T=2.40hT=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 ≈ 4.80h (freq 0.208) · concentrates 22.6% of total energy · Σ|X̂|²/n = 2.150e-4

▸ Depth section using sovereign-store price series (3817 bars · effective 1752908 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 15.3 d · σ/bar 0.025pp · expected |Δp| over horizon 0.48ppterminal variance p(1−p) = 0.0177 · n = 3817✓ n = 3817
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.025pp
one-bar volatility · logit-free
Per-day movedaily
0.12pp
σ × √24
Per-horizon move15d
0.48pp
σ × √367.8718469444444
Terminal variancebinary
0.0177
p(1−p) at resolution
Current pricep
1.8¢
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 0.04pp · ES₉₅ 0.05pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 3817
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
58.9pp
peak 3.6¢ → trough 1.5¢
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
1.8%
= price
Decimal oddsEU
55.556
total return per $1
AmericanUS
+5456
$100 wins $5456
FractionalUK
54.56 / 1
profit per $1 risked
Profit per $100stake
+$5455.56
clean dollar framing
-1000-5000+500+1000020406080100you · 1.8%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)
0.130 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.130 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.80 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
101322624361424459934612537190451876863815027318718596269890092699811291103186
NO token ID
17736854597398191765820321649932263037011221961606447057489098988955658367258
Snapshot fetched
2026-06-14 16:07:41 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:07:41 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5a826c69af6843ad9814291f03d32b07fdbc51830438bbab2fbe3beba7887a8f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.4¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,017.5HL PERPETH-USD perpetual$1,663.15HL PERPHYPE-USD perpetual$60.35

Also see: /arb opportunities · RSS feed · more in Iran coup attempt by June 30?

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
0.018000
(best bid + best ask) / 2
Spread
1111.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.098
bid-heavy
Imbalance (top-5)
+0.143
bid-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-iran-coup-attempt-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.06314325079.23bp0.08400024FILLED
BUY$10.00K0.207084105046.59bp0.68000056FILLED
BUY$100.00K0.626236337909.02bp0.94000079FILLED
SELL$1.00K0.0031868229.88bp0.00100017FILLED
SELL$10.00K0.0025628576.39bp0.00100017PARTIAL
SELL$100.00K0.0025628576.39bp0.00100017PARTIAL

Risk metrics

▸ sovereign store · 3,817 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1372.85%
σ per bar = 0.010369
Mean return (annualised)
-20295.91%
μ per bar = -0.000116
Sharpe (rf=0)
-14.78
annualised; risk-free assumed zero
Max drawdown
58.90%
peak 0.04 → trough 0.01 over 1646 bars

/api/asset/pm-iran-coup-attempt-by-june-30/risk · same metrics, JSON