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

Israel x Hezbollah permanent peace deal by June 30, 2026?

YES · live
15.6¢
NO · live
84.4¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-hezbollah-permanent-peace-deal-by-june-30-2026 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
150.71%
max drawdown
22.51%
sharpe
—
ulcer index
10.29%
RMS drawdown
pain index
8.19%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.66%
cond. drawdown
gain/pain
0.73
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.73
upside/downside
roll spread
2.1 bps
implied (price-only)
bars used
2000
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-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH974ms⏱--:--:-- 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
15.6¢
NO · live
84.4¢
YES price · live 24h
n=25 · μ=0.1670 · σ=0.0135 · range [0.1450, 0.1945] · R²=0.019▲ RISING +4.14%σ HIGH 8.07%LAST 0.15100.19450.18210.16980.15740.1450μ = 0.1670max 0.1945min 0.1450dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 15.10¢
YES / NO split · live
YES 15.6%NO 84.4%NO84.4%84.40¢ · odds 1/1.18
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.625 / 1.00 bits (62%) · moderate uncertainty
YES
15.6%15.6¢6.41×▬ +0.00pp
NO
84.4%84.4¢1.18×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,290 · μ=95.4 · σ=90.9 · CV=0.95BURSTYcumulative energy ↗ · 50% by h=12076153229305μ = 9530550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2290bp moved · peak 305bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
974ms
▲YES mid
15.60¢ (15.60%)
▼NO mid
84.40¢ (84.40%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$266.9k
≋liquidity $
$54.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1670 · σ=0.0135 · range [0.1450, 0.1945] · R²=0.019▲ RISING +4.14%σ HIGH 8.07%LAST 0.15100.19450.18210.16980.15740.1450μ = 0.1670max 0.1945min 0.1450dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 15.10¢
NO price · CLOB mid
n=25 · μ=0.8330 · σ=0.0135 · range [0.8055, 0.8550] · R²=0.019▼ FALLING -0.70%σ NORMAL 1.61%LAST 0.84900.85500.84260.83020.81790.8055μ = 0.8330max 0.8550min 0.8055dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 84.90¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0002 · σ=0.0129 · skew=0.26 (symmetric) · kurt=0.18 (mesokurtic)653202-2.46ppbin -2.46pp · n=2 · 33.3% peakbin -2.46pp · n=2 · 33.3% peak-1.88pp3-1.30ppbin -1.30pp · n=3 · 50.0% peakbin -1.30pp · n=3 · 50.0% peak3-0.72ppbin -0.72pp · n=3 · 50.0% peakbin -0.72pp · n=3 · 50.0% peak6-0.14ppbin -0.14pp · n=6 · 100.0% peakbin -0.14pp · n=6 · 100.0% peak50.44ppbin 0.44pp · n=5 · 83.3% peakbin 0.44pp · n=5 · 83.3% peak21.02ppbin 1.02pp · n=2 · 33.3% peakbin 1.02pp · n=2 · 33.3% peak11.60ppbin 1.60pp · n=1 · 16.7% peakbin 1.60pp · n=1 · 16.7% peak2.18pp22.76ppbin 2.76pp · n=2 · 33.3% peakbin 2.76pp · n=2 · 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=0.23 · kurt=0.32 · near 23 / mid 1 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERLOWER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN16.70¢95% CI: [16.17¢, 17.22¢]
σ STD DEV1.35ppσ² = 1.814 · CV = 8.07%
med MEDIAN16.60¢Q₁ 15.55¢ · Q₃ 17.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.95pp · IQR 2.20pp (1.349σ→1.82pp)
min 14.50¢Q₁ 15.55¢med 16.60¢Q₃ 17.75¢max 19.45¢μ
SKEWNESS · G₁0.348approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.874mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRconsistent with normalratio = 0.83
range ↔ σconcentrated (range < 4σ)range / σ = 3.68
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) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.304within white-noise band
ρ(2) AUTOCORR+0.064lag-2 not significant
H · HURST EXPONENT0.934strongly persistent
OLS TREND · t-STAT+0.668fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.934
H = 0.934STRONGLY 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=1-0.304k=2+0.064k=3+0.017k=4+0.085k=5-0.2370+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|=0.67)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.67)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 ID2354012
SLUGisrael-x-hezbollah-permanent-peace-deal-by-june-30-2026
CATEGORYIsrael x Hezbollah permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (84¢)
PRIMARY · YES15.60¢implied prob 15.60% · decimal odds 6.41×
COUNTER · NO84.40¢implied prob 84.40% · decimal odds 1.18×
15.60¢
84.40¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME266.88k USD 24h
LIQUIDITY54.10k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (84¢)|primary − counter| = 0.688 · entropy 0.625 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 15.6%NO 84.4%YES p̂15.6%H = 0.625 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES6.41×(16¢)NO1.18×(84¢)
Kelly bet-size (% of bankroll) K* = -0.00%
K* full
-0.00%
½K half
-0.00%
¼K quarter
-0.00%
Entropy H(p̂) = 0.625 bits (62% of max) · moderate 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 2026-06-30 00:00 UTC
15days
12hrs
50min
15.53 days·θ = 6.598 pp/day
YES →$1.00(P = 15.6%)
NO →$0.00(P = 84.4%)
current: $0.1560 · expected return per side: $0.84 on YES hit · $0.16 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.8dRESOLVESP projection · σ=1.35% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.598 pp/day
now15.53d left
6.598 pp/day×1.00
−25%11.65d left
7.618 pp/day×1.15
−50%7.77d left
9.331 pp/day×1.41
−75%3.88d left
13.195 pp/day×2.00
−90%1.55d left
20.864 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 3.05% · worst -2.75% · typical |Δ| 0.95%MILD BULLISH +0.60%BEST+3.05%1hWORST-2.75%20hTYPICAL |Δ|0.95%mean absoluteCUMULATIVE+0.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.39% · Σ +2.75%EUROPE · 08-16 UTCμ +0.09% · Σ +0.70%US · 16-24 UTCμ -0.36% · Σ -2.85%CUMULATIVE Δ PATH · final +0.60%+4.95%0.00%3.05% · 1h3.05% · 1h3.05%1h★ BEST-2.25% · 2h-2.25% · 2h-2.25%2h0.25% · 3h0.25% · 3h0.25%3h1.70% · 4h1.70% · 4h1.70%4h0.50% · 5h0.50% · 5h0.50%5h-0.80% · 6h-0.80% · 6h-0.80%6h0.30% · 7h0.30% · 7h0.30%7h-1.30% · 8h-1.30% · 8h-1.30%8h0.40% · 9h0.40% · 9h0.40%9h-0.45% · 10h-0.45% · 10h-0.45%10h-0.20% · 11h-0.20% · 11h-0.20%11h-0.45% · 12h-0.45% · 12h-0.45%12h2.55% · 13h2.55% · 13h2.55%13h-1.15% · 14h-1.15% · 14h-1.15%14h1.30% · 15h1.30% · 15h1.30%15h-0.20% · 16h-0.20% · 16h-0.20%16h0.70% · 17h0.70% · 17h0.70%17h1.00% · 18h1.00% · 18h1.00%18h-0.10% · 19h-0.10% · 19h-0.10%19h-2.75% · 20h-2.75% · 20h-2.75%20h▼ WORST0.00% · 21h0.00% · 21h·21h-1.25% · 22h-1.25% · 22h-1.25%22h-0.25% · 23h-0.25% · 23h-0.25%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+2.75%)RUNSup max 3 · down max 3BREADTH42% up · 50% down · 8% flat
10 up bars · 12 down · best 3.05% · worst -2.75% · typical |Δ| 0.954%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.40%FINAL+0.40%MAX DD-4.30%RECOVERYONGOING · 6 barsMAX RUN-UP+4.91%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 1.0040 · peak 1.0491 · range [1.0000, 1.0491]1.04911.0000break-even = 1★ PEAK 1.0491UNDERWATER DRAWDOWN · max -4.30% · moderate0%-4.30%▼ TROUGH -4.30%TOP DRAWDOWN PERIODS · 5 total#1 -4.30%bar 20-25 · 6 bars · ONGOING#2 -2.48%bar 7-13 · 7 bars · recovered#3 -2.25%bar 3-5 · 3 bars · recoveredDD SEVERITYmoderate (max -4.30%)RECOVERYongoing · 6 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 1.0040 (0.40%) · max DD -4.30% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=-3.34 · σ=30.93MIXED EDGELAST -61.72 (-1.89σ vs μ)61.7230.860.00-30.86-61.72μ = -3.3420.6020.60-3.49-3.499.629.6211.7811.78-28.51-28.51-49.09-49.09-42.98-42.986.496.498.458.4518.0818.0821.2421.2432.0032.0051.4651.4626.5326.53-0.53-0.53-15.87-15.87-26.93-26.93-40.49-40.49-61.72-61.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -61.719 · range [-61.72, 51.46] · μ -3.335 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=112.1709 · σ=28.5618 · range [57.7463, 173.6284] · R²=0.013▼ FALLING -40.73%σ EXTREME 25.46%LAST 102.9012173.6284144.6579115.687486.716857.7463μ = 112.1709max 173.6284min 57.7463dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 102.90% · range [57.75%, 173.63%] · μ 112.17% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.389 · σ=0.322MEAN-REVERSIONLAST -0.500 (-0.34σ vs μ)0.8160.4080.000-0.408-0.816μ = -0.389-0.395-0.3950.0170.0170.0090.009-0.097-0.097-0.768-0.768-0.808-0.808-0.751-0.751-0.184-0.184-0.511-0.511-0.594-0.594-0.708-0.708-0.816-0.816-0.626-0.626-0.502-0.5020.0450.0450.0480.048-0.003-0.003-0.254-0.254-0.500-0.500v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.500 · |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
0.7142
p-VALUE (log scale)
0.6997
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
4.7100
p-VALUE (log scale)
0.4533
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
-2.9213
p-VALUE (log scale)
0.0441
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
0.9216
p-VALUE (log scale)
0.3567
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1373
p-VALUE (log scale)
0.4663
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
-1.2994
p-VALUE (log scale)
0.1938
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.605 ≈ 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=2.17e-4 · top T=2.00h (43.1%) · top-3 cover 72.6%STRONG CYCLE @ T≈2.0cumulative energy ↗ (2 bins above 2× noise)1.1e-38.4e-45.6e-42.8e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.51e-5 · 0.6% energyperiod 24.0 · power 1.51e-5 · 0.6% energyperiod 12.0 · power 2.75e-4 · 10.6% energyperiod 12.0 · power 2.75e-4 · 10.6% energyperiod 8.0 · power 1.99e-5 · 0.8% energyperiod 8.0 · power 1.99e-5 · 0.8% energyperiod 6.0 · power 1.15e-4 · 4.4% energyperiod 6.0 · power 1.15e-4 · 4.4% energyperiod 4.8 · power 9.51e-5 · 3.7% energyperiod 4.8 · power 9.51e-5 · 3.7% energyperiod 4.0 · power 1.60e-4 · 6.2% energyperiod 4.0 · power 1.60e-4 · 6.2% energyperiod 3.4 · power 1.58e-4 · 6.1% energyperiod 3.4 · power 1.58e-4 · 6.1% energyperiod 3.0 · power 4.94e-4 · 19.0% energyperiod 3.0 · power 4.94e-4 · 19.0% energyperiod 2.7 · power 2.52e-5 · 1.0% energyperiod 2.7 · power 2.52e-5 · 1.0% energyperiod 2.4 · power 1.19e-4 · 4.6% energyperiod 2.4 · power 1.19e-4 · 4.6% energyperiod 2.2 · power 5.03e-6 · 0.2% energyperiod 2.2 · power 5.03e-6 · 0.2% energyperiod 2.0 · power 1.12e-3 · 43.1% energyperiod 2.0 · power 1.12e-3 · 43.1% energy50% by T=3.0h#1 dominantT=2.00h#2T=3.00h#3T=12.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 43.1% of total energy · Σ|X̂|²/n = 2.601e-3

▸ Depth section using sovereign-store price series (2832 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 15.5 d · σ/bar 0.122pp · expected |Δp| over horizon 2.36ppterminal variance p(1−p) = 0.1317 · n = 2832✓ n = 2832
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.122pp
one-bar volatility · logit-free
Per-day movedaily
0.60pp
σ × √24
Per-horizon move16d
2.36pp
σ × √372.8373697222222
Terminal variancebinary
0.1317
p(1−p) at resolution
Current pricep
15.6¢
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 0.20pp · ES₉₅ 0.25pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 2832
VaR 95%
0.20pp
1.645·σ (parametric) of Δp
ES 95%
0.25pp
mean of the tail
Max drawdown
22.5pp
peak 19.6¢ → trough 15.2¢
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
15.6%
= price
Decimal oddsEU
6.410
total return per $1
AmericanUS
+541
$100 wins $541
FractionalUK
5.41 / 1
profit per $1 risked
Profit per $100stake
+$541.03
clean dollar framing
-1000-5000+500+1000020406080100you · 15.6%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)
0.625 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.625 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.68 bit
self-information
Surprise · NO−log₂(1−p)
0.24 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
104510220350712683638324057138337438666546691080996862248324351110206545999142
NO token ID
101731075782883593599322095713849738799082926264175032319719261541409999735158
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
974ms
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:45 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4c0581958a9af226f36616966b9cf52a7af2355c57cdbdc609cf250060125674 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,490HL PERPETH-USD perpetual$1,672.9HL PERPHYPE-USD perpetual$60.73

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
0.151000
(best bid + best ask) / 2
Spread
397.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.335
bid-heavy
Imbalance (top-5)
-0.437
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-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1838232173.70bp0.20000018FILLED
BUY$10.00K0.34238612674.58bp0.49900057FILLED
BUY$100.00K0.70414436632.05bp0.960000110FILLED
SELL$1.00K0.136131984.68bp0.13200012FILLED
SELL$10.00K0.0215378573.72bp0.00100067PARTIAL
SELL$100.00K0.0215378573.72bp0.00100067PARTIAL

Risk metrics

▸ sovereign store · 2,832 barsperiods/year ≈ 1.75M
Realized vol (annualised)
952.33%
σ per bar = 0.007193
Mean return (annualised)
-984.36%
μ per bar = -0.000006
Sharpe (rf=0)
-1.03
annualised; risk-free assumed zero
Max drawdown
22.51%
peak 0.20 → trough 0.15 over 795 bars

/api/asset/pm-israel-x-hezbollah-permanent-peace-deal-by-june-30-2026/risk · same metrics, JSON