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

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

YES · live
2.8¢
NO · live
97.2¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-iran-permanent-peace-deal-by-june-30-2026-262 · fresh · feed 15s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
62.69%
max drawdown
34.12%
sharpe
—
ulcer index
19.03%
RMS drawdown
pain index
13.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
34.12%
cond. drawdown
gain/pain
0.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.43
upside/downside
roll spread
10.5 bps
implied (price-only)
bars used
566
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-israel-x-iran-permanent-peace-deal-by-june-30-2026-262/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING15.1s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
2.8¢
NO · live
97.2¢
YES price · live 24h
n=25 · μ=0.0541 · σ=0.0130 · range [0.0280, 0.0755] · R²=0.866▼ FALLING -62.91%σ EXTREME 23.99%LAST 0.02800.07550.06360.05170.03990.0280μ = 0.0541max 0.0755min 0.0280dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.80¢
YES / NO split · live
YES 2.8%NO 97.2%NO97.2%97.20¢ · odds 1/1.03
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.184 / 1.00 bits (18%) · informative — one side favoured
YES
2.8%2.8¢35.71×▬ +0.00pp
NO
97.2%97.2¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=945 · μ=39.4 · σ=40.6 · CV=1.03BURSTYcumulative energy ↗ · 50% by h=1003570105140μ = 3914050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 945bp moved · peak 140bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
15.1s
▲YES mid
2.80¢ (2.80%)
▼NO mid
97.20¢ (97.20%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$152.1k
≋liquidity $
$305.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0541 · σ=0.0130 · range [0.0280, 0.0755] · R²=0.866▼ FALLING -62.91%σ EXTREME 23.99%LAST 0.02800.07550.06360.05170.03990.0280μ = 0.0541max 0.0755min 0.0280dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.80¢
NO price · CLOB mid
n=25 · μ=0.9459 · σ=0.0130 · range [0.9245, 0.9720] · R²=0.866▲ RISING +5.14%σ NORMAL 1.37%LAST 0.97200.97200.96010.94830.93640.9245μ = 0.9459max 0.9720min 0.9245dataMA(5)OLS R²=0.87μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0020 · σ=0.0053 · skew=-0.81 (left-skewed) · kurt=-0.12 (mesokurtic)653203-1.29ppbin -1.29pp · n=3 · 50.0% peakbin -1.29pp · n=3 · 50.0% peak-1.08pp1-0.86ppbin -0.86pp · n=1 · 16.7% peakbin -0.86pp · n=1 · 16.7% peak1-0.65ppbin -0.65pp · n=1 · 16.7% peakbin -0.65pp · n=1 · 16.7% peak2-0.43ppbin -0.43pp · n=2 · 33.3% peakbin -0.43pp · n=2 · 33.3% peak4-0.22ppbin -0.22pp · n=4 · 66.7% peakbin -0.22pp · n=4 · 66.7% peak6-0.00ppbin -0.00pp · n=6 · 100.0% peakbin -0.00pp · n=6 · 100.0% peak40.21ppbin 0.21pp · n=4 · 66.7% peakbin 0.21pp · n=4 · 66.7% peak20.43ppbin 0.43pp · n=2 · 33.3% peakbin 0.43pp · n=2 · 33.3% peak10.64ppbin 0.64pp · n=1 · 16.7% peakbin 0.64pp · n=1 · 16.7% 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=-0.78 · kurt=0.06 · near 18 / mid 6 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN5.41¢95% CI: [4.90¢, 5.92¢]
σ STD DEV1.30ppσ² = 1.684 · CV = 23.99%
med MEDIAN5.20¢Q₁ 4.90¢ · Q₃ 6.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.75pp · IQR 1.60pp (1.349σ→1.75pp)
min 2.80¢Q₁ 4.90¢med 5.20¢Q₃ 6.50¢max 7.55¢μ
SKEWNESS · G₁-0.055approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.799mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.16
σ × 1.349 ↔ IQRconsistent with normalratio = 1.09
range ↔ σconcentrated (range < 4σ)range / σ = 3.66
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) -0.33 + ADF rejected
ρ(1) AUTOCORR-0.333within white-noise band
ρ(2) AUTOCORR+0.091lag-2 not significant
H · HURST EXPONENT0.605persistent
OLS TREND · t-STAT-12.200significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.605
H = 0.605PERSISTENT
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=1-0.333k=2+0.091k=3-0.190k=4+0.078k=5-0.2060+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|=12.20)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.33 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.54high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=12.20)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 ID2002564
SLUGisrael-x-iran-permanent-peace-deal-by-june-30-2026-262
CATEGORYIsrael x Iran permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (97¢)
PRIMARY · YES2.80¢implied prob 2.80% · decimal odds 35.71×
COUNTER · NO97.20¢implied prob 97.20% · decimal odds 1.03×
2.80¢
97.20¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME152.14k USD 24h
LIQUIDITY305.41k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (97¢)|primary − counter| = 0.944 · entropy 0.184 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 2.8%NO 97.2%YES p̂2.8%H = 0.184 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES35.71×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.184 bits (18% 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 · LOWresolves 2026-06-30 00:00 UTC
9days
14hrs
12min
9.59 days·θ = 6.358 pp/day
YES →$1.00(P = 2.8%)
NO →$0.00(P = 97.2%)
current: $0.0280 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.8dRESOLVESP projection · σ=1.30% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.358 pp/day
now9.59d left
6.358 pp/day×1.00
−25%7.19d left
7.342 pp/day×1.15
−50%4.80d left
8.992 pp/day×1.41
−75%2.40d left
12.716 pp/day×2.00
−90%23.02h left
20.106 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 0.75% · worst -1.40% · typical |Δ| 0.39%BEARISH SESSION -4.75%BEST+0.75%4hWORST-1.40%7hTYPICAL |Δ|0.39%mean absoluteCUMULATIVE-4.75%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.27% · Σ -1.90%EUROPE · 08-16 UTCμ -0.11% · Σ -0.90%US · 16-24 UTCμ -0.21% · Σ -1.70%CUMULATIVE Δ PATH · final -4.75%+0.00%-4.75%-0.45% · 1h-0.45% · 1h-0.45%1h0.00% · 2h0.00% · 2h·2h-0.60% · 3h-0.60% · 3h-0.60%3h0.75% · 4h0.75% · 4h0.75%4h★ BEST-0.10% · 5h-0.10% · 5h-0.10%5h-0.10% · 6h-0.10% · 6h-0.10%6h-1.40% · 7h-1.40% · 7h-1.40%7h▼ WORST0.20% · 8h0.20% · 8h0.20%8h-0.90% · 9h-0.90% · 9h-0.90%9h0.35% · 10h0.35% · 10h0.35%10h-0.15% · 11h-0.15% · 11h-0.15%11h0.20% · 12h0.20% · 12h0.20%12h0.00% · 13h0.00% · 13h·13h-0.25% · 14h-0.25% · 14h-0.25%14h-0.35% · 15h-0.35% · 15h-0.35%15h0.15% · 16h0.15% · 16h0.15%16h0.05% · 17h0.05% · 17h0.05%17h0.15% · 18h0.15% · 18h0.15%18h0.10% · 19h0.10% · 19h0.10%19h-1.20% · 20h-1.20% · 20h-1.20%20h-0.15% · 21h-0.15% · 21h-0.15%21h0.40% · 22h0.40% · 22h0.40%22h-1.20% · 23h-1.20% · 23h-1.20%23h-0.25% · 24h-0.25% · 24h-0.25%24hTIME PATTERNEurope-led (+-0.90%)RUNSup max 4 · down max 3BREADTH38% up · 54% down · 8% flat
9 up bars · 13 down · best 0.75% · worst -1.40% · typical |Δ| 0.394%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-4.67%)FINAL-4.67%MAX DD-4.67%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 2EQUITY CURVE · end 0.9533 · peak 1.0000 · range [0.9533, 1.0000]1.00000.9533break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -4.67% · moderate0%-4.67%▼ TROUGH -4.67%TOP DRAWDOWN PERIODS · 1 total#1 -4.67%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -4.67%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9533 (-4.67%) · max DD -4.67% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +0 / −19 (0% positive) · μ=-27.72 · σ=12.85UNPROFITABLE STRATEGYLAST -53.44 (-2.00σ vs μ)53.4426.720.00-26.72-53.44μ = -27.72-16.60-16.60-31.66-31.66-26.62-26.62-31.26-31.26-44.67-44.67-46.02-46.02-37.40-37.40-10.36-10.36-26.65-26.65-11.57-11.57-28.28-28.28-14.14-14.14-18.50-18.50-10.71-10.71-32.22-32.22-26.67-26.67-18.00-18.00-41.97-41.97-53.44-53.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -53.444 · range [-53.44, -10.36] · μ -27.724 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=48.2194 · σ=18.9166 · range [19.7254, 72.4026] · R²=0.077▲ RISING +42.91%σ EXTREME 39.23%LAST 62.831872.402659.233346.064032.894719.7254μ = 48.2194max 72.4026min 19.7254dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 62.83% · range [19.73%, 72.40%] · μ 48.22% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.236 · σ=0.269MEAN-REVERSIONLAST -0.511 (-1.02σ vs μ)0.6230.3120.000-0.312-0.623μ = -0.236-0.469-0.469-0.175-0.175-0.326-0.326-0.272-0.272-0.623-0.623-0.601-0.601-0.429-0.429-0.593-0.593-0.377-0.377-0.008-0.008-0.107-0.1070.1080.1080.1420.1420.2700.270-0.066-0.066-0.049-0.049-0.068-0.068-0.335-0.335-0.511-0.511v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.511 · |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
2.9170
p-VALUE (log scale)
0.2326
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
5.9047
p-VALUE (log scale)
0.3152
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
-0.6794
p-VALUE (log scale)
0.8443
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
0.6172
p-VALUE (log scale)
0.5371
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8706
p-VALUE (log scale)
0.0048
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
-1.3008
p-VALUE (log scale)
0.1933
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.604 ≈ 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=3.27e-5 · top T=2.00h (32.7%) · top-3 cover 58.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-49.6e-56.4e-53.2e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.76e-6 · 2.2% energyperiod 24.0 · power 8.76e-6 · 2.2% energyperiod 12.0 · power 1.61e-5 · 4.1% energyperiod 12.0 · power 1.61e-5 · 4.1% energyperiod 8.0 · power 2.44e-5 · 6.2% energyperiod 8.0 · power 2.44e-5 · 6.2% energyperiod 6.0 · power 3.32e-5 · 8.5% energyperiod 6.0 · power 3.32e-5 · 8.5% energyperiod 4.8 · power 5.61e-6 · 1.4% energyperiod 4.8 · power 5.61e-6 · 1.4% energyperiod 4.0 · power 1.96e-5 · 5.0% energyperiod 4.0 · power 1.96e-5 · 5.0% energyperiod 3.4 · power 4.30e-5 · 10.9% energyperiod 3.4 · power 4.30e-5 · 10.9% energyperiod 3.0 · power 2.19e-5 · 5.6% energyperiod 3.0 · power 2.19e-5 · 5.6% energyperiod 2.7 · power 3.16e-5 · 8.0% energyperiod 2.7 · power 3.16e-5 · 8.0% energyperiod 2.4 · power 2.10e-6 · 0.5% energyperiod 2.4 · power 2.10e-6 · 0.5% energyperiod 2.2 · power 5.80e-5 · 14.8% energyperiod 2.2 · power 5.80e-5 · 14.8% energyperiod 2.0 · power 1.28e-4 · 32.7% energyperiod 2.0 · power 1.28e-4 · 32.7% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.18h#3T=3.43hT=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 32.7% of total energy · Σ|X̂|²/n = 3.925e-4

▸ 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 9.6 d · σ/bar 0.084pp · expected |Δp| over horizon 1.27ppterminal variance p(1−p) = 0.0272 · n = 5000✓ n = 5000
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.084pp
one-bar volatility · logit-free
Per-day movedaily
0.41pp
σ × √24
Per-horizon move10d
1.27pp
σ × √230.21346583333334
Terminal variancebinary
0.0272
p(1−p) at resolution
Current pricep
2.8¢
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 0.14pp · ES₉₅ 0.18pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 5000
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.18pp
mean of the tail
Max drawdown
78.6pp
peak 13.1¢ → trough 2.8¢
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
2.8%
= price
Decimal oddsEU
35.714
total return per $1
AmericanUS
+3471
$100 wins $3471
FractionalUK
34.71 / 1
profit per $1 risked
Profit per $100stake
+$3471.43
clean dollar framing
-1000-5000+500+1000020406080100you · 2.8%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)
0.184 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.184 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.16 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
5052978505742109596729920389479817407677796482555237481771010048052329486595
NO token ID
72918554574028548774915660517792871241427948855614765070193766173081772203065
Snapshot fetched
2026-06-20 09:46:56 UTC
Snapshot age
15.1s
History points
25 CLOB mids
Page rendered
2026-06-20 09:47:11 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6f9ee84a50d55e979e21e190fcb1438b5fbc90412373b4b93d7057c9c95b6194 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.4¢HL PREDEcuador86.3¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?6¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,636HL PERPHYPE-USD perpetual$70.71HL PERPETH-USD perpetual$1,728.3

Also see: /arb opportunities · RSS feed · more in Israel x Iran 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
0.028000
(best bid + best ask) / 2
Spread
714.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.857
bid-heavy
Imbalance (top-5)
+0.355
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-iran-permanent-peace-deal-by-june-30-2026-262/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0409724632.75bp0.05300016FILLED
BUY$10.00K0.08431720113.37bp0.14900050FILLED
BUY$100.00K0.26687085310.62bp0.760000147FILLED
SELL$1.00K0.0197832934.58bp0.01600010FILLED
SELL$10.00K0.0016279419.05bp0.00100023FILLED
SELL$100.00K0.0013509517.81bp0.00100023PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1673.79%
σ per bar = 0.012644
Mean return (annualised)
-52168.08%
μ per bar = -0.000298
Sharpe (rf=0)
-31.17
annualised; risk-free assumed zero
Max drawdown
78.63%
peak 0.13 → trough 0.03 over 4952 bars

/api/asset/pm-israel-x-iran-permanent-peace-deal-by-june-30-2026-262/risk · same metrics, JSON