POLYMARKET · PREDICTION MARKET · RUSSIA X UKRAINE CEASEFIRE AGREEMENT BY...?

Russia x Ukraine ceasefire agreement by June 30, 2026?

YES · live
4.4¢
NO · live
95.6¢

▸ Advanced metrics · M2M bundle

polymarket · russia-x-ukraine-ceasefire-agreement-by-june-30-2026 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-russia-x-ukraine-ceasefire-agreement-by-june-30-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH10ms--:--:-- 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
4.4¢
NO · live
95.6¢
YES price · live 24h
n=25 · μ=0.0450 · σ=0.0081 · range [0.0330, 0.0625] · R²=0.093 RISING +33.33%σ EXTREME 18.04%LAST 0.04400.06250.05510.04780.04040.0330μ = 0.0450max 0.0625min 0.0330dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 4.40¢
YES / NO split · live
YES 4.4%NO 95.6%NO95.6%95.60¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.260 / 1.00 bits (26%) · informative — one side favoured
YES
4.4%4.4¢22.73× +0.00pp
NO
95.6%95.6¢1.05× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=550 · μ=22.9 · σ=50.6 · CV=2.21BURSTY · concentratedcumulative energy ↗ · 50% by h=10059118176235μ = 2323550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 550bp moved · peak 235bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
10ms
YES mid
4.40¢ (4.40%)
NO mid
95.60¢ (95.60%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$33.0k
liquidity $
$78.3k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0450 · σ=0.0081 · range [0.0330, 0.0625] · R²=0.093 RISING +33.33%σ EXTREME 18.04%LAST 0.04400.06250.05510.04780.04040.0330μ = 0.0450max 0.0625min 0.0330dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 4.40¢
NO price · CLOB mid
n=25 · μ=0.9550 · σ=0.0081 · range [0.9375, 0.9670] · R²=0.093 FALLING -1.14%σ LOW 0.85%LAST 0.95600.96700.95960.95230.94490.9375μ = 0.9550max 0.9670min 0.9375dataMA(5)OLS R²=0.09μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 95.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0050 · skew=3.33 (right-skewed) · kurt=12.27 (leptokurtic (fat tails))191410501-0.74ppbin -0.74pp · n=1 · 5.3% peakbin -0.74pp · n=1 · 5.3% peak1-0.41ppbin -0.41pp · n=1 · 5.3% peakbin -0.41pp · n=1 · 5.3% peak19-0.09ppbin -0.09pp · n=19 · 100.0% peakbin -0.09pp · n=19 · 100.0% peak10.24ppbin 0.24pp · n=1 · 5.3% peakbin 0.24pp · n=1 · 5.3% peak10.56ppbin 0.56pp · n=1 · 5.3% peakbin 0.56pp · n=1 · 5.3% peak0.89pp1.21pp1.54pp1.86pp12.19ppbin 2.19pp · n=1 · 5.3% peakbin 2.19pp · n=1 · 5.3% 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=2.95 · kurt=10.91 · near 7 / mid 14 / far 3 · OLS slope=0.76 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.20σsample ↓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=0.96)
μ MEAN4.50¢95% CI: [4.18¢, 4.82¢]
σ STD DEV0.81ppσ² = 0.658 · CV = 18.04%
med MEDIAN4.40¢Q₁ 3.95¢ · Q₃ 4.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 3.30¢Q₁ 3.95¢med 4.40¢Q₃ 4.50¢max 6.25¢μ
SKEWNESS · G₁0.963right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.259mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRdiverges from normalratio = 1.99
range ↔ σconcentrated (range < 4σ)range / σ = 3.64
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+0.049within white-noise band
ρ(2) AUTOCORR+0.052lag-2 not significant
H · HURST EXPONENT0.883strongly persistent
OLS TREND · t-STAT+1.539fails 5% test
HURST EXPONENT [0, 1]
H = 0.883STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.049k=2+0.052k=3-0.163k=4-0.092k=5-0.2870+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.81very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.54)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 ID2243895
SLUGrussia-x-ukraine-ceasefire-agreement-by-june-30-2026
CATEGORYRussia x Ukraine ceasefire agreement by...?
TWO-SIDED PRICING
PRIMARY · YES4.40¢implied prob 4.40% · decimal odds 22.73×
COUNTER · NO95.60¢implied prob 95.60% · decimal odds 1.05×
4.40¢
95.60¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME32.99k USD 24h
LIQUIDITY78.28k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.912 · entropy 0.260 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 4.4%NO 95.6%YES4.4%H = 0.260 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES22.73×(4¢)NO1.05×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.260 bits (26% 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 2026-12-31 00:00 UTC
199days
04hrs
51min
YES$1.00(P = 4.4%)
NO$0.00(P = 95.6%)
current: $0.0440 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+99.6dRESOLVESP projection · σ=0.81% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 3.975 pp/day
now199.20d left
3.975 pp/day×1.00
−25%149.40d left
4.590 pp/day×1.15
−50%99.60d left
5.622 pp/day×1.41
−75%49.80d left
7.950 pp/day×2.00
−90%19.92d left
12.571 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 2.35% · worst -0.90% · typical |Δ| 0.23%MILD BULLISH +1.10%BEST+2.35%10hWORST-0.90%15hTYPICAL |Δ|0.23%mean absoluteCUMULATIVE+1.10%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.09% · Σ +0.60%EUROPE · 08-16 UTCμ +0.09% · Σ +0.75%US · 16-24 UTCμ -0.03% · Σ -0.25%CUMULATIVE Δ PATH · final +1.10%+2.95%0.00%0.65% · 1h0.65% · 1h0.65%1h0.00% · 2h0.00% · 2h·2h-0.05% · 3h-0.05% · 3h-0.05%3h0.05% · 4h0.05% · 4h0.05%4h0.00% · 5h0.00% · 5h·5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h-0.15% · 8h-0.15% · 8h-0.15%8h0.00% · 9h0.00% · 9h·9h2.35% · 10h2.35% · 10h2.35%10h★ BEST0.00% · 11h0.00% · 11h·11h0.15% · 12h0.15% · 12h0.15%12h-0.50% · 13h-0.50% · 13h-0.50%13h-0.20% · 14h-0.20% · 14h-0.20%14h-0.90% · 15h-0.90% · 15h-0.90%15h▼ WORST-0.20% · 16h-0.20% · 16h-0.20%16h0.05% · 17h0.05% · 17h0.05%17h-0.05% · 18h-0.05% · 18h-0.05%18h-0.05% · 19h-0.05% · 19h-0.05%19h0.00% · 20h0.00% · 20h·20h-0.05% · 21h-0.05% · 21h-0.05%21h0.05% · 22h0.05% · 22h0.05%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.75%)RUNSup max 1 · down max 4BREADTH25% up · 42% down · 33% flat
6 up bars · 10 down · best 2.35% · worst -0.90% · typical |Δ| 0.229%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +1.07%FINAL+1.07%MAX DD-1.89%RECOVERYONGOING · 12 barsMAX RUN-UP+2.96%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0107 · peak 1.0296 · range [1.0000, 1.0296]1.02961.0000break-even = 1★ PEAK 1.0296UNDERWATER DRAWDOWN · max -1.89% · moderate0%-1.89%▼ TROUGH -1.89%TOP DRAWDOWN PERIODS · 2 total#1 -1.89%bar 14-25 · 12 bars · ONGOING#2 -0.20%bar 4-10 · 7 bars · recoveredDD SEVERITYmoderate (max -1.89%)RECOVERYongoing · 12 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0107 (1.07%) · max DD -1.89% · 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=-18.30 · σ=41.44MIXED EDGELAST -20.72 (-0.06σ vs μ)80.7240.360.00-40.36-80.72μ = -18.3034.4134.41-20.72-20.72-45.67-45.67-33.95-33.9534.3134.3134.3134.3138.0238.0228.1728.1727.2927.2912.3012.30-68.36-68.36-64.95-64.95-80.72-80.72-61.11-61.11-50.26-50.26-55.93-55.93-15.87-15.87-38.21-38.21-20.72-20.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -20.722 · range [-80.72, 38.02] · μ -18.298 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=42.2747 · σ=39.0187 · range [3.5228, 106.7966] · R²=0.075 FALLING -86.16%σ EXTREME 92.30%LAST 3.5228106.796680.978255.159729.34123.5228μ = 42.2747max 106.7966min 3.5228dataMA(3)OLS R²=0.07μ lineμ ± σ bandmaxmin
latest 3.52% · range [3.52%, 106.80%] · μ 42.27% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.155 · σ=0.161MEAN-REVERSIONLAST -0.363 (-1.29σ vs μ)0.4290.2140.000-0.214-0.429μ = -0.155-0.034-0.034-0.422-0.422-0.155-0.155-0.237-0.237-0.012-0.012-0.192-0.192-0.218-0.218-0.179-0.179-0.126-0.1260.0410.041-0.126-0.126-0.239-0.239-0.029-0.0290.0870.0870.1340.134-0.429-0.429-0.316-0.316-0.133-0.133-0.363-0.363v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.363 · |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
232.4588
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
3.9095
p-VALUE (log scale)
0.5646
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
-2.0799
p-VALUE (log scale)
0.2625
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
0.2774
p-VALUE (log scale)
0.7815
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2402
p-VALUE (log scale)
0.2866
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
0.5495
p-VALUE (log scale)
0.5827
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.167 ≈ 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=3.09e-5 · top T=8.00h (17.6%) · top-3 cover 44.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.5e-54.9e-53.3e-51.6e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.15e-5 · 5.8% energyperiod 24.0 · power 2.15e-5 · 5.8% energyperiod 12.0 · power 4.92e-5 · 13.3% energyperiod 12.0 · power 4.92e-5 · 13.3% energyperiod 8.0 · power 6.52e-5 · 17.6% energyperiod 8.0 · power 6.52e-5 · 17.6% energyperiod 6.0 · power 2.04e-5 · 5.5% energyperiod 6.0 · power 2.04e-5 · 5.5% energyperiod 4.8 · power 2.06e-5 · 5.5% energyperiod 4.8 · power 2.06e-5 · 5.5% energyperiod 4.0 · power 2.66e-5 · 7.2% energyperiod 4.0 · power 2.66e-5 · 7.2% energyperiod 3.4 · power 2.28e-5 · 6.1% energyperiod 3.4 · power 2.28e-5 · 6.1% energyperiod 3.0 · power 3.82e-5 · 10.3% energyperiod 3.0 · power 3.82e-5 · 10.3% energyperiod 2.7 · power 7.74e-6 · 2.1% energyperiod 2.7 · power 7.74e-6 · 2.1% energyperiod 2.4 · power 1.69e-5 · 4.6% energyperiod 2.4 · power 1.69e-5 · 4.6% energyperiod 2.2 · power 4.94e-5 · 13.3% energyperiod 2.2 · power 4.94e-5 · 13.3% energyperiod 2.0 · power 3.27e-5 · 8.8% energyperiod 2.0 · power 3.27e-5 · 8.8% energy50% by T=4.0h#1 dominantT=8.00h#2T=2.18h#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 ≈ 8.00h (freq 0.125) · concentrates 17.6% of total energy · Σ|X̂|²/n = 3.713e-4

§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 199.2 d · σ/bar 0.556pp · expected |Δp| over horizon 38.42ppterminal variance p(1−p) = 0.0421 · n = 25low confidence · n < 100
μ per bar
+0.046pp
average Δp · drift
σ per bar
0.556pp
one-bar volatility · logit-free
Per-day movedaily
2.72pp
σ × √24
Per-horizon move199d
38.42pp
σ × √4780.853848333334
Terminal variancebinary
0.0421
p(1−p) at resolution
Current pricep
4.4¢
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 0.50pp · ES₉₅ 0.75pp · method empirical · drift-correcteddrift +0.046pp/bar · quantised: no · median step 0.15pp · unique ratio 0.52disabled · n < 30
VaR 95%
0.50pp
5th percentile of Δp
ES 95%
0.75pp
mean of the tail
Max drawdown
30.4pp
peak 6.3¢ → trough 4.3¢
Median step
0.15pp
price bucket granularity
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
4.4%
= price
Decimal oddsEU
22.727
total return per $1
AmericanUS
+2173
$100 wins $2173
FractionalUK
21.73 / 1
profit per $1 risked
Profit per $100stake
+$2172.73
clean dollar framing
-1000-5000+500+1000020406080100you · 4.4%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)
0.260 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.260 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.51 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
104294118885849019352832414950231763633396410525735204513485127451750468440190
NO token ID
96239911966203914988217073520970076892139739658228999100713789393532358013249
Snapshot fetched
2026-06-14 19:08:46 UTC
Snapshot age
10ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:08:46 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
43d8f9e26635ed7eb4f4d4c278ba0112f3d9833c839d98ce0ecd8f3a5d1d3edb · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Russia x Ukraine ceasefire agreement 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
0.044000
(best bid + best ask) / 2
Spread
454.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.085
ask-heavy
Imbalance (top-5)
+0.185
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-russia-x-ukraine-ceasefire-agreement-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0649934771.09bp0.07900021FILLED
BUY$10.00K0.16959628544.53bp0.56900079FILLED
BUY$100.00K0.585825123141.95bp0.900000119FILLED
SELL$1.00K0.0182645849.16bp0.01000022FILLED
SELL$10.00K0.0046418945.14bp0.00100031PARTIAL
SELL$100.00K0.0046418945.14bp0.00100031PARTIAL

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.116150
Mean return (annualised)
μ per bar = 0.011987
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
30.40%
peak 0.06 → trough 0.04 over 9 bars

/api/asset/pm-russia-x-ukraine-ceasefire-agreement-by-june-30-2026/risk · same metrics, JSON