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

Israel x Hezbollah permanent peace deal by June 15, 2026?

YES · live
5.0¢
NO · live
95.0¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-hezbollah-permanent-peace-deal-by-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -17.36%
realized vol (ann.)
216.16%
max drawdown
61.93%
sharpe
—
ulcer index
45.76%
RMS drawdown
pain index
43.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
61.24%
cond. drawdown
gain/pain
0.81
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.81
upside/downside
roll spread
5.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-17.36%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -17.36%
Same bundle via M2M API: /api/m2m/pm-israel-x-hezbollah-permanent-peace-deal-by-june-15-2026/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
5.0¢
NO · live
95.0¢
YES price · live 24h
n=25 · μ=0.0672 · σ=0.0156 · range [0.0440, 0.1035] · R²=0.202▲ RISING +3.70%σ EXTREME 23.15%LAST 0.07000.10350.08860.07370.05890.0440μ = 0.0672max 0.1035min 0.0440dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 7.00¢
YES / NO split · live
YES 5.0%NO 95.0%NO95.0%95.00¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.286 / 1.00 bits (29%) · informative — one side favoured
YES
5.0%5.0¢20.00×▬ +0.00pp
NO
95.0%95.0¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,515 · μ=146.5 · σ=118.1 · CV=0.81BURSTYcumulative energy ↗ · 50% by h=120103205308410μ = 14641050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3515bp moved · peak 410bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
5.00¢ (5.00%)
▼NO mid
95.00¢ (95.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$101.5k
≋liquidity $
$92.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0672 · σ=0.0156 · range [0.0440, 0.1035] · R²=0.202▲ RISING +3.70%σ EXTREME 23.15%LAST 0.07000.10350.08860.07370.05890.0440μ = 0.0672max 0.1035min 0.0440dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 7.00¢
NO price · CLOB mid
n=25 · μ=0.9328 · σ=0.0156 · range [0.8965, 0.9560] · R²=0.204▼ FALLING -0.21%σ NORMAL 1.67%LAST 0.93050.95600.94110.92630.91140.8965μ = 0.9328max 0.9560min 0.8965dataMA(5)OLS R²=0.20μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 93.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0002 · σ=0.0186 · skew=0.12 (symmetric) · kurt=-0.35 (mesokurtic)543103-3.17ppbin -3.17pp · n=3 · 60.0% peakbin -3.17pp · n=3 · 60.0% peak-2.40pp2-1.64ppbin -1.64pp · n=2 · 40.0% peakbin -1.64pp · n=2 · 40.0% peak5-0.87ppbin -0.87pp · n=5 · 100.0% peakbin -0.87pp · n=5 · 100.0% peak3-0.11ppbin -0.11pp · n=3 · 60.0% peakbin -0.11pp · n=3 · 60.0% peak50.66ppbin 0.66pp · n=5 · 100.0% peakbin 0.66pp · n=5 · 100.0% peak21.42ppbin 1.42pp · n=2 · 40.0% peakbin 1.42pp · n=2 · 40.0% peak22.19ppbin 2.19pp · n=2 · 40.0% peakbin 2.19pp · n=2 · 40.0% peak2.95pp23.72ppbin 3.72pp · n=2 · 40.0% peakbin 3.72pp · n=2 · 40.0% 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=0.27 · kurt=-0.02 · near 23 / mid 1 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25RIGHT-SKEWED (G₁=0.59)
μ MEAN6.72¢95% CI: [6.11¢, 7.33¢]
σ STD DEV1.56ppσ² = 2.421 · CV = 23.15%
med MEDIAN6.50¢Q₁ 5.85¢ · Q₃ 7.40¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.95pp · IQR 1.55pp (1.349σ→2.10pp)
min 4.40¢Q₁ 5.85¢med 6.50¢Q₃ 7.40¢max 10.35¢μ
SKEWNESS · G₁0.591right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.174mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.14
σ × 1.349 ↔ IQRdiverges from normalratio = 1.35
range ↔ σconcentrated (range < 4σ)range / σ = 3.82
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 · ρ(1) -0.42 + ADF rejected
ρ(1) AUTOCORR-0.425negative · reversal
ρ(2) AUTOCORR+0.078lag-2 not significant
H · HURST EXPONENT0.785strongly persistent
OLS TREND · t-STAT-2.414significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.785
H = 0.785STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.425k=2+0.078k=3-0.161k=4-0.152k=5+0.1550+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 @ 5% (|t|=2.41)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.42 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.99very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.41)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 ID2354011
SLUGisrael-x-hezbollah-permanent-peace-deal-by-june-15-2026
CATEGORYIsrael x Hezbollah permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (95¢)
PRIMARY · YES5.00¢implied prob 5.00% · decimal odds 20.00×
COUNTER · NO95.00¢implied prob 95.00% · decimal odds 1.05×
5.00¢
95.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME101.48k USD 24h
LIQUIDITY92.19k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (95¢)|primary − counter| = 0.900 · entropy 0.286 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 5.0%NO 95.0%YES p̂5.0%H = 0.286 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES20.00×(5¢)NO1.05×(95¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.286 bits (29% 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 · HIGHresolves 2026-06-15 00:00 UTC
0days
08hrs
52min
8.9 hours·θ = 7.622 pp/day
YES →$1.00(P = 5.0%)
NO →$0.00(P = 95.0%)
current: $0.0500 · expected return per side: $0.95 on YES hit · $0.05 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.4hRESOLVESP projection · σ=1.56% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.622 pp/day
now8.87h left
7.622 pp/day×1.00
−25%6.65h left
8.801 pp/day×1.15
−50%4.44h left
10.779 pp/day×1.41
−75%2.22h left
15.244 pp/day×2.00
−90%0.89h left
24.103 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 4.10% · worst -3.55% · typical |Δ| 1.46%MILD BULLISH +0.25%BEST+4.10%11hWORST-3.55%12hTYPICAL |Δ|1.46%mean absoluteCUMULATIVE+0.25%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ +0.26% · Σ +1.80%EUROPE · 08-16 UTCμ -0.50% · Σ -4.00%US · 16-24 UTCμ +0.06% · Σ +0.45%CUMULATIVE Δ PATH · final +0.25%+3.60%-2.35%2.05% · 1h2.05% · 1h2.05%1h-1.70% · 2h-1.70% · 2h-1.70%2h-0.60% · 3h-0.60% · 3h-0.60%3h-0.45% · 4h-0.45% · 4h-0.45%4h0.80% · 5h0.80% · 5h0.80%5h1.05% · 6h1.05% · 6h1.05%6h0.65% · 7h0.65% · 7h0.65%7h-1.10% · 8h-1.10% · 8h-1.10%8h-1.05% · 9h-1.05% · 9h-1.05%9h-0.50% · 10h-0.50% · 10h-0.50%10h4.10% · 11h4.10% · 11h4.10%11h★ BEST-3.55% · 12h-3.55% · 12h-3.55%12h▼ WORST3.90% · 13h3.90% · 13h3.90%13h-2.95% · 14h-2.95% · 14h-2.95%14h-2.85% · 15h-2.85% · 15h-2.85%15h1.30% · 16h1.30% · 16h1.30%16h0.45% · 17h0.45% · 17h0.45%17h0.80% · 18h0.80% · 18h0.80%18h-1.45% · 19h-1.45% · 19h-1.45%19h-0.45% · 20h-0.45% · 20h-0.45%20h-0.80% · 21h-0.80% · 21h-0.80%21h0.10% · 22h0.10% · 22h0.10%22h0.50% · 23h0.50% · 23h0.50%23h2.00% · 24h2.00% · 24h2.00%24hTIME PATTERNAsia-led (+1.80%)RUNSup max 3 · down max 3BREADTH50% up · 50% down
12 up bars · 12 down · best 4.10% · worst -3.55% · typical |Δ| 1.465%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.17%)FINAL-0.17%MAX DD-5.88%RECOVERYONGOING · 11 barsMAX RUN-UP+3.37%UNDERWATER21/25 (84%)STREAK↗ 3EQUITY CURVE · end 0.9983 · peak 1.0337 · range [0.9729, 1.0337]1.03370.9729break-even = 1★ PEAK 1.0337UNDERWATER DRAWDOWN · max -5.88% · significant0%-5.88%▼ TROUGH -5.88%TOP DRAWDOWN PERIODS · 3 total#1 -5.88%bar 15-25 · 11 bars · ONGOING#2 -3.55%bar 13-13 · 1 bars · recovered#3 -2.90%bar 3-11 · 9 bars · recoveredDD SEVERITYsignificant (max -5.88%)RECOVERYongoing · 11 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9983 (-0.17%) · max DD -5.88% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-5.31 · σ=15.21UNPROFITABLE STRATEGYLAST -1.30 (+0.26σ vs μ)38.8819.440.00-19.44-38.88μ = -5.3113.2413.24-3.68-3.686.176.17-1.61-1.61-2.41-2.4125.0525.05-8.93-8.939.199.19-0.24-0.24-8.25-8.25-0.22-0.22-19.40-19.403.863.86-38.88-38.88-22.01-22.01-2.24-2.24-25.19-25.19-24.02-24.02-1.30-1.30v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -1.300 · range [-38.88, 25.05] · μ -5.310 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=177.9079 · σ=93.6688 · range [78.2371, 332.5901] · R²=0.000▼ FALLING -11.40%σ EXTREME 52.65%LAST 112.3398332.5901269.0019205.4136141.825478.2371μ = 177.9079max 332.5901min 78.2371dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 112.34% · range [78.24%, 332.59%] · μ 177.91% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.115 · σ=0.385CLOSE TO MARTINGALELAST 0.274 (+1.01σ vs μ)0.7570.3790.000-0.379-0.757μ = -0.115-0.150-0.1500.4430.4430.1520.1520.3470.3470.5240.5240.0190.019-0.479-0.479-0.612-0.612-0.757-0.757-0.543-0.543-0.558-0.558-0.470-0.470-0.157-0.1570.2050.205-0.247-0.2470.1430.143-0.099-0.099-0.221-0.2210.2740.274v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.274 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.4083
p-VALUE (log scale)
0.8153
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
7.3479
p-VALUE (log scale)
0.1948
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

H₀: p has a unit root (non-stationary)

STATISTIC
-3.5133
p-VALUE (log scale)
0.0078
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.8348
p-VALUE (log scale)
0.4038
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4182
p-VALUE (log scale)
0.0693
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
-1.7772
p-VALUE (log scale)
0.0755
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.459 ≈ 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=3.70e-4 · top T=6.00h (22.1%) · top-3 cover 55.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.8e-47.4e-44.9e-42.5e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.04e-5 · 1.4% energyperiod 24.0 · power 6.04e-5 · 1.4% energyperiod 12.0 · power 5.13e-5 · 1.2% energyperiod 12.0 · power 5.13e-5 · 1.2% energyperiod 8.0 · power 2.86e-5 · 0.6% energyperiod 8.0 · power 2.86e-5 · 0.6% energyperiod 6.0 · power 9.83e-4 · 22.1% energyperiod 6.0 · power 9.83e-4 · 22.1% energyperiod 4.8 · power 6.19e-5 · 1.4% energyperiod 4.8 · power 6.19e-5 · 1.4% energyperiod 4.0 · power 1.08e-4 · 2.4% energyperiod 4.0 · power 1.08e-4 · 2.4% energyperiod 3.4 · power 2.97e-4 · 6.7% energyperiod 3.4 · power 2.97e-4 · 6.7% energyperiod 3.0 · power 3.53e-4 · 8.0% energyperiod 3.0 · power 3.53e-4 · 8.0% energyperiod 2.7 · power 5.08e-4 · 11.5% energyperiod 2.7 · power 5.08e-4 · 11.5% energyperiod 2.4 · power 8.67e-4 · 19.5% energyperiod 2.4 · power 8.67e-4 · 19.5% energyperiod 2.2 · power 6.01e-4 · 13.5% energyperiod 2.2 · power 6.01e-4 · 13.5% energyperiod 2.0 · power 5.18e-4 · 11.7% energyperiod 2.0 · power 5.18e-4 · 11.7% energy50% by T=2.7h#1 dominantT=6.00h#2T=2.40h#3T=2.18hT=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 22.1% of total energy · Σ|X̂|²/n = 4.437e-3

▸ Depth section using sovereign-store price series (3621 bars · effective 1752810 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 0.4 d · σ/bar 0.161pp · expected |Δp| over horizon 0.48ppterminal variance p(1−p) = 0.0475 · n = 3621✓ n = 3621
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.161pp
one-bar volatility · logit-free
Per-day movedaily
0.79pp
σ × √24
Per-horizon move0d
0.48pp
σ × √8.872248888888889
Terminal variancebinary
0.0475
p(1−p) at resolution
Current pricep
5.0¢
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 0.26pp · ES₉₅ 0.33pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 3621
VaR 95%
0.26pp
1.645·σ (parametric) of Δp
ES 95%
0.33pp
mean of the tail
Max drawdown
62.8pp
peak 11.2¢ → trough 4.2¢
Median step
0.10pp
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
5.0%
= price
Decimal oddsEU
20.000
total return per $1
AmericanUS
+1900
$100 wins $1900
FractionalUK
19.00 / 1
profit per $1 risked
Profit per $100stake
+$1900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 5.0%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)
0.286 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.286 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.32 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
63073763662086612636405249367296500960550581639549005912496048924744046136400
NO token ID
71644971566711936926997892102006099744330795022096955899392137437130082074610
Snapshot fetched
2026-06-14 15:07:39 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:07:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0f162fe9cd76fd9e07c95891b3b86433611afa907cf40addec21e153d67f340e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.6¢HL PREDSpain90.0¢HL PREDUruguay66.7¢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$64,091.5HL PERPETH-USD perpetual$1,662.55HL PERPHYPE-USD perpetual$60.41

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
0.070000
(best bid + best ask) / 2
Spread
6571.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.615
ask-heavy
Imbalance (top-5)
-0.248
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-israel-x-hezbollah-permanent-peace-deal-by-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1387279818.15bp0.16600012FILLED
BUY$10.00K0.20635619479.37bp0.29900032FILLED
BUY$100.00K0.52472264960.33bp0.95000076FILLED
SELL$1.00K0.0154257796.38bp0.00100032PARTIAL
SELL$10.00K0.0154257796.38bp0.00100032PARTIAL
SELL$100.00K0.0154257796.38bp0.00100032PARTIAL

Risk metrics

▸ sovereign store · 3,621 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2968.63%
σ per bar = 0.022423
Mean return (annualised)
-9229.87%
μ per bar = -0.000053
Sharpe (rf=0)
-3.11
annualised; risk-free assumed zero
Max drawdown
62.78%
peak 0.11 → trough 0.04 over 2224 bars

/api/asset/pm-israel-x-hezbollah-permanent-peace-deal-by-june-15-2026/risk · same metrics, JSON