POLYMARKET · PREDICTION MARKET · ISRAEL X HEZBOLLAH PERMANENT PEACE DEAL BY...?

Israel x Hezbollah permanent peace deal by July 31, 2026?

YES · live
26.5¢
NO · live
73.5¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-hezbollah-permanent-peace-deal-by-july-31-2026 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
203.58%
max drawdown
7.27%
sharpe
—
ulcer index
4.11%
RMS drawdown
pain index
3.33%
mean drawdown
mod. VaR 95%
0.16%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.27%
cond. drawdown
gain/pain
0.96
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.96
upside/downside
roll spread
0.4 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-israel-x-hezbollah-permanent-peace-deal-by-july-31-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.3s⏱--:--:-- 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
26.5¢
NO · live
73.5¢
YES price · live 24h
n=25 · μ=0.2958 · σ=0.0497 · range [0.2450, 0.4100] · R²=0.617▼ FALLING -35.37%σ EXTREME 16.82%LAST 0.26500.41000.36870.32750.28630.2450μ = 0.2958max 0.4100min 0.2450dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 26.50¢
YES / NO split · live
YES 26.5%NO 73.5%NO73.5%73.50¢ · odds 1/1.36
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.834 / 1.00 bits (83%) · high uncertainty
YES
26.5%26.5¢3.77×▬ +0.00pp
NO
73.5%73.5¢1.36×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,050 · μ=127.1 · σ=164.8 · CV=1.30BURSTY · concentratedcumulative energy ↗ · 50% by h=80188375563750μ = 12775050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3050bp moved · peak 750bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.3s
▲YES mid
26.50¢ (26.50%)
▼NO mid
73.50¢ (73.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$144.2k
≋liquidity $
$26.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2958 · σ=0.0497 · range [0.2450, 0.4100] · R²=0.617▼ FALLING -35.37%σ EXTREME 16.82%LAST 0.26500.41000.36870.32750.28630.2450μ = 0.2958max 0.4100min 0.2450dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 26.50¢
NO price · CLOB mid
n=25 · μ=0.7042 · σ=0.0497 · range [0.5900, 0.7550] · R²=0.617▲ RISING +24.58%σ HIGH 7.06%LAST 0.73500.75500.71370.67250.63120.5900μ = 0.7042max 0.7550min 0.5900dataMA(5)OLS R²=0.62μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 73.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0069 · σ=0.0181 · skew=-1.82 (left-skewed) · kurt=4.13 (leptokurtic (fat tails))975201-7.03ppbin -7.03pp · n=1 · 11.1% peakbin -7.03pp · n=1 · 11.1% peak-6.08pp-5.13pp1-4.17ppbin -4.17pp · n=1 · 11.1% peakbin -4.17pp · n=1 · 11.1% peak-3.22pp1-2.27ppbin -2.27pp · n=1 · 11.1% peakbin -2.27pp · n=1 · 11.1% peak5-1.32ppbin -1.32pp · n=5 · 55.6% peakbin -1.32pp · n=5 · 55.6% peak9-0.37ppbin -0.37pp · n=9 · 100.0% peakbin -0.37pp · n=9 · 100.0% peak40.58ppbin 0.58pp · n=4 · 44.4% peakbin 0.58pp · n=4 · 44.4% peak31.53ppbin 1.53pp · n=3 · 33.3% peakbin 1.53pp · n=3 · 33.3% 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=-1.91 · kurt=4.31 · near 14 / mid 9 / far 1 · OLS slope=0.92 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY 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=25RIGHT-SKEWED (G₁=0.93)
μ MEAN29.58¢95% CI: [27.63¢, 31.53¢]
σ STD DEV4.97ppσ² = 24.743 · CV = 16.82%
med MEDIAN26.50¢Q₁ 26.50¢ · Q₃ 34.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 16.50pp · IQR 8.00pp (1.349σ→6.71pp)
min 24.50¢Q₁ 26.50¢med 26.50¢Q₃ 34.50¢max 41.00¢μ
SKEWNESS · G₁0.932right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.689mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.62
σ × 1.349 ↔ IQRconsistent with normalratio = 0.84
range ↔ σconcentrated (range < 4σ)range / σ = 3.32
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.271within white-noise band
ρ(2) AUTOCORR-0.161lag-2 not significant
H · HURST EXPONENT0.883strongly persistent
OLS TREND · t-STAT-6.083significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.883
H = 0.883STRONGLY 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+0.271k=2-0.161k=3-0.286k=4-0.314k=5+0.0910+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]SIGNIFICANT @ 1% (|t|=6.08)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.08)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 ID2535844
SLUGisrael-x-hezbollah-permanent-peace-deal-by-july-31-2026
CATEGORYIsrael x Hezbollah permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (74¢)
PRIMARY · YES26.50¢implied prob 26.50% · decimal odds 3.77×
COUNTER · NO73.50¢implied prob 73.50% · decimal odds 1.36×
26.50¢
73.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME144.20k USD 24h
LIQUIDITY26.08k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (74¢)|primary − counter| = 0.470 · entropy 0.834 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 26.5%NO 73.5%YES p̂26.5%H = 0.834 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.77×(27¢)NO1.36×(74¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.834 bits (83% of max) · high uncertainty
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 2026-07-31 00:00 UTC
40days
11hrs
46min
40.49 days·θ = 24.369 pp/day
YES →$1.00(P = 26.5%)
NO →$0.00(P = 73.5%)
current: $0.2650 · expected return per side: $0.73 on YES hit · $0.27 on NO hit
0%25%50%75%100%YES $1NO $0NOW+20.2dRESOLVESP projection · σ=4.97% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 24.369 pp/day
now40.49d left
24.369 pp/day×1.00
−25%30.37d left
28.139 pp/day×1.15
−50%20.25d left
34.463 pp/day×1.41
−75%10.12d left
48.738 pp/day×2.00
−90%4.05d left
77.061 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 2.00% · worst -7.50% · typical |Δ| 1.27%BEARISH SESSION -14.50%BEST+2.00%16hWORST-7.50%8hTYPICAL |Δ|1.27%mean absoluteCUMULATIVE-14.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.14% · Σ -8.00%EUROPE · 08-16 UTCμ -0.94% · Σ -7.50%US · 16-24 UTCμ +0.13% · Σ +1.00%CUMULATIVE Δ PATH · final -14.50%+0.00%-16.50%-1.50% · 1h-1.50% · 1h-1.50%1h-4.50% · 2h-4.50% · 2h-4.50%2h-0.50% · 3h-0.50% · 3h-0.50%3h1.50% · 4h1.50% · 4h1.50%4h0.00% · 5h0.00% · 5h·5h-0.50% · 6h-0.50% · 6h-0.50%6h-2.50% · 7h-2.50% · 7h-2.50%7h-7.50% · 8h-7.50% · 8h-7.50%8h▼ WORST-1.00% · 9h-1.00% · 9h-1.00%9h1.00% · 10h1.00% · 10h1.00%10h1.00% · 11h1.00% · 11h1.00%11h1.50% · 12h1.50% · 12h1.50%12h-0.50% · 13h-0.50% · 13h-0.50%13h-1.00% · 14h-1.00% · 14h-1.00%14h-1.00% · 15h-1.00% · 15h-1.00%15h2.00% · 16h2.00% · 16h2.00%16h★ BEST-1.00% · 17h-1.00% · 17h-1.00%17h0.50% · 18h0.50% · 18h0.50%18h-0.50% · 19h-0.50% · 19h-0.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h0.50% · 21h0.50% · 21h0.50%21h0.00% · 22h0.00% · 22h·22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+1.00%)RUNSup max 3 · down max 4BREADTH29% up · 54% down · 17% flat
7 up bars · 13 down · best 2.00% · worst -7.50% · typical |Δ| 1.271%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -13.95%FINAL-13.95%MAX DD-15.60%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK▬ 0EQUITY CURVE · end 0.8605 · peak 1.0000 · range [0.8440, 1.0000]1.00000.8440break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -15.60% · severe0%-15.60%▼ TROUGH -15.60%TOP DRAWDOWN PERIODS · 1 total#1 -15.60%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsevere (max -15.60%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.8605 (-13.95%) · max DD -15.60% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −13 (21% positive) · μ=-18.98 · σ=25.21UNPROFITABLE STRATEGYLAST -20.72 (-0.07σ vs μ)53.7826.890.00-26.89-53.78μ = -18.98-42.68-42.68-48.11-48.11-46.77-46.77-49.66-49.66-53.78-53.78-46.53-46.53-34.24-34.24-25.48-25.4813.8613.8613.8613.8623.4723.470.000.00-12.88-12.88-12.88-12.88-6.73-6.7314.4414.44-25.76-25.760.000.00-20.72-20.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -20.722 · range [-53.78, 23.47] · μ -18.978 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=169.9031 · σ=100.0386 · range [35.2278, 319.8015] · R²=0.631▼ FALLING -81.28%σ EXTREME 58.88%LAST 35.2278319.8015248.6581177.5147106.371235.2278μ = 169.9031max 319.8015min 35.2278dataMA(3)OLS R²=0.63μ lineμ ± σ bandmaxmin
latest 35.23% · range [35.23%, 319.80%] · μ 169.90% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=-0.049 · σ=0.329CLOSE TO MARTINGALELAST -0.010 (+0.12σ vs μ)0.6590.3300.000-0.330-0.659μ = -0.0490.2080.2080.0950.0950.2860.2860.1460.1460.0710.0710.1810.1810.3090.3090.1710.1710.1140.1140.4820.4820.0530.053-0.342-0.342-0.436-0.436-0.504-0.504-0.659-0.659-0.433-0.433-0.424-0.424-0.250-0.250-0.010-0.010v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.010 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
48.7690
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
8.4869
p-VALUE (log scale)
0.1302
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
-2.4976
p-VALUE (log scale)
0.1213
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
-0.0508
p-VALUE (log scale)
0.9595
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6843
p-VALUE (log scale)
0.0150
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
0.8853
p-VALUE (log scale)
0.3760
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.269 ≈ 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=3.85e-4 · top T=6.00h (38.5%) · top-3 cover 69.0%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-31.3e-38.9e-44.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.67e-4 · 10.1% energyperiod 24.0 · power 4.67e-4 · 10.1% energyperiod 12.0 · power 1.03e-4 · 2.2% energyperiod 12.0 · power 1.03e-4 · 2.2% energyperiod 8.0 · power 7.08e-4 · 15.3% energyperiod 8.0 · power 7.08e-4 · 15.3% energyperiod 6.0 · power 1.78e-3 · 38.5% energyperiod 6.0 · power 1.78e-3 · 38.5% energyperiod 4.8 · power 2.74e-4 · 5.9% energyperiod 4.8 · power 2.74e-4 · 5.9% energyperiod 4.0 · power 9.38e-6 · 0.2% energyperiod 4.0 · power 9.38e-6 · 0.2% energyperiod 3.4 · power 1.51e-4 · 3.3% energyperiod 3.4 · power 1.51e-4 · 3.3% energyperiod 3.0 · power 7.04e-4 · 15.2% energyperiod 3.0 · power 7.04e-4 · 15.2% energyperiod 2.7 · power 4.81e-5 · 1.0% energyperiod 2.7 · power 4.81e-5 · 1.0% energyperiod 2.4 · power 1.47e-4 · 3.2% energyperiod 2.4 · power 1.47e-4 · 3.2% energyperiod 2.2 · power 2.33e-4 · 5.0% energyperiod 2.2 · power 2.33e-4 · 5.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energyperiod 2.0 · power 1.04e-6 · 0.0% energy50% by T=6.0h#1 dominantT=6.00h#2T=8.00h#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 ≈ 6.00h (freq 0.167) · concentrates 38.5% of total energy · Σ|X̂|²/n = 4.625e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752518 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 40.5 d · σ/bar 0.145pp · expected |Δp| over horizon 4.52ppterminal variance p(1−p) = 0.1948 · n = 5000✓ n = 5000
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.145pp
one-bar volatility · logit-free
Per-day movedaily
0.71pp
σ × √24
Per-horizon move40d
4.52pp
σ × √971.7830358333333
Terminal variancebinary
0.1948
p(1−p) at resolution
Current pricep
26.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.24pp · ES₉₅ 0.30pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.24pp
1.645·σ (parametric) of Δp
ES 95%
0.30pp
mean of the tail
Max drawdown
37.0pp
peak 40.5¢ → trough 25.5¢
Median step
0.50pp
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
26.5%
= price
Decimal oddsEU
3.774
total return per $1
AmericanUS
+277
$100 wins $277
FractionalUK
2.77 / 1
profit per $1 risked
Profit per $100stake
+$277.36
clean dollar framing
-1000-5000+500+1000020406080100you · 26.5%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)
0.834 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.834 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.92 bit
self-information
Surprise · NO−log₂(1−p)
0.44 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
77152027450456333550959508442257151683880731695566175608498837932589686697330
NO token ID
54059660870046650380635123822456135149890088284412478110480032351601057797839
Snapshot fetched
2026-06-20 12:12:53 UTC
Snapshot age
7.3s
History points
25 CLOB mids
Page rendered
2026-06-20 12:13:01 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a88c8471b8b41297a2b74437f3fa2cbcbca8150d61b11c0f530d42003e1d45c2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,752HL PERPHYPE-USD perpetual$71.36HL PERPETH-USD perpetual$1,730.2

Also see: /arb opportunities · RSS feed · more in Israel x Hezbollah permanent peace deal by...?

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
0.265000
(best bid + best ask) / 2
Spread
377.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.126
bid-heavy
Imbalance (top-5)
+0.022
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-israel-x-hezbollah-permanent-peace-deal-by-july-31-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.289131910.61bp0.3300007FILLED
BUY$10.00K0.53757710285.91bp0.74000026FILLED
BUY$100.00K0.83993821695.76bp0.98000043FILLED
SELL$1.00K0.2277691404.94bp0.16000010FILLED
SELL$10.00K0.0412278444.26bp0.01000023PARTIAL
SELL$100.00K0.0412278444.26bp0.01000023PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
627.62%
σ per bar = 0.004741
Mean return (annualised)
-14869.84%
μ per bar = -0.000085
Sharpe (rf=0)
-23.69
annualised; risk-free assumed zero
Max drawdown
37.04%
peak 0.41 → trough 0.26 over 4278 bars

/api/asset/pm-israel-x-hezbollah-permanent-peace-deal-by-july-31-2026/risk · same metrics, JSON