POLYMARKET · PREDICTION MARKET · TRUMP ANNOUNCES US X IRAN CEASEFIRE OVER BY...?

Trump announces US x Iran ceasefire over by June 15?

YES · live
1.1¢
NO · live
99.0¢

▸ Advanced metrics · M2M bundle

polymarket · trump-announces-us-x-iran-ceasefire-over-by-june-15-20260607232556275-193 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
24.60%
max drawdown
45.16%
sharpe
—
ulcer index
23.81%
RMS drawdown
pain index
18.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
40.15%
cond. drawdown
gain/pain
1.07
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.07
upside/downside
roll spread
0.9 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-trump-announces-us-x-iran-ceasefire-over-by-june-15-20260607232556275-193/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING10.1s⏱--:--:-- 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
1.1¢
NO · live
99.0¢
YES price · live 24h
n=25 · μ=0.0105 · σ=0.0027 · range [0.0045, 0.0165] · R²=0.056▼ FALLING -19.23%σ EXTREME 26.04%LAST 0.01050.01650.01350.01050.00750.0045μ = 0.0105max 0.0165min 0.0045dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.05¢
YES / NO split · live
YES 1.1%NO 99.0%NO99.0%98.95¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.084 / 1.00 bits (8%) · informative — one side favoured
YES
1.1%1.1¢95.24×▬ +0.00pp
NO
99.0%99.0¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=505 · μ=21.0 · σ=17.9 · CV=0.85BURSTYcumulative energy ↗ · 50% by h=11020406080μ = 218050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 505bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
10.1s
▲YES mid
1.05¢ (1.05%)
▼NO mid
98.95¢ (98.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$216.9k
≋liquidity $
$63.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0105 · σ=0.0027 · range [0.0045, 0.0165] · R²=0.056▼ FALLING -19.23%σ EXTREME 26.04%LAST 0.01050.01650.01350.01050.00750.0045μ = 0.0105max 0.0165min 0.0045dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.05¢
NO price · CLOB mid
n=25 · μ=0.9895 · σ=0.0027 · range [0.9835, 0.9955] · R²=0.056▲ RISING +0.25%σ LOW 0.28%LAST 0.98950.99550.99250.98950.98650.9835μ = 0.9895max 0.9955min 0.9835dataMA(5)OLS R²=0.06μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0000 · σ=0.0026 · skew=0.88 (right-skewed) · kurt=0.61 (mesokurtic)543104-0.34ppbin -0.34pp · n=4 · 80.0% peakbin -0.34pp · n=4 · 80.0% peak3-0.22ppbin -0.22pp · n=3 · 60.0% peakbin -0.22pp · n=3 · 60.0% peak5-0.10ppbin -0.10pp · n=5 · 100.0% peakbin -0.10pp · n=5 · 100.0% peak50.02ppbin 0.02pp · n=5 · 100.0% peakbin 0.02pp · n=5 · 100.0% peak20.14ppbin 0.14pp · n=2 · 40.0% peakbin 0.14pp · n=2 · 40.0% peak20.26ppbin 0.26pp · n=2 · 40.0% peakbin 0.26pp · n=2 · 40.0% peak20.38ppbin 0.38pp · n=2 · 40.0% peakbin 0.38pp · n=2 · 40.0% peak0.50pp0.62pp10.74ppbin 0.74pp · n=1 · 20.0% peakbin 0.74pp · n=1 · 20.0% 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=1.00 · kurt=1.15 · near 22 / mid 2 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALMILDLY 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 MEAN1.05¢95% CI: [0.94¢, 1.15¢]
σ STD DEV0.27ppσ² = 0.074 · CV = 26.04%
med MEDIAN1.05¢Q₁ 0.95¢ · Q₃ 1.15¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.20pp · IQR 0.20pp (1.349σ→0.37pp)
min 0.45¢Q₁ 0.95¢med 1.05¢Q₃ 1.15¢max 1.65¢μ
SKEWNESS · G₁0.126approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.138mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRdiverges from normalratio = 1.84
range ↔ σwide tails (range > 4σ)range / σ = 4.40
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.102within white-noise band
ρ(2) AUTOCORR-0.283lag-2 not significant
H · HURST EXPONENT0.899strongly persistent
OLS TREND · t-STAT+1.173fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.899
H = 0.899STRONGLY 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=1-0.102k=2-0.283k=3-0.137k=4+0.129k=5-0.0310+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|=1.17)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.90very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.17)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 ID2475213
SLUGtrump-announces-…32556275-193
CATEGORYTrump announces US x Iran ceasefire over by...?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES1.05¢implied prob 1.05% · decimal odds 95.24×
COUNTER · NO98.95¢implied prob 98.95% · decimal odds 1.01×
1.05¢
98.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME216.89k USD 24h
LIQUIDITY63.42k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.979 · entropy 0.084 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 1.1%NO 99.0%YES p̂1.1%H = 0.084 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES95.24×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.084 bits (8% 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 · MEDIUMresolves 2026-06-16 03:59 UTC
1days
16hrs
49min
1.70 days·θ = 1.337 pp/day
YES →$1.00(P = 1.1%)
NO →$0.00(P = 99.0%)
current: $0.0105 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.9dRESOLVESP projection · σ=0.27% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.337 pp/day
now1.70d left
1.337 pp/day×1.00
−25%1.28d left
1.544 pp/day×1.15
−50%20.41h left
1.891 pp/day×1.41
−75%10.20h left
2.674 pp/day×2.00
−90%4.08h left
4.228 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 0.80% · worst -0.40% · typical |Δ| 0.21%MILD BEARISH -0.25%BEST+0.80%11hWORST-0.40%20hTYPICAL |Δ|0.21%mean absoluteCUMULATIVE-0.25%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.05% · Σ -0.35%EUROPE · 08-16 UTCμ +0.01% · Σ +0.10%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -0.25%+0.35%-0.85%-0.20% · 1h-0.20% · 1h-0.20%1h-0.15% · 2h-0.15% · 2h-0.15%2h-0.10% · 3h-0.10% · 3h-0.10%3h0.10% · 4h0.10% · 4h0.10%4h-0.35% · 5h-0.35% · 5h-0.35%5h0.15% · 6h0.15% · 6h0.15%6h0.20% · 7h0.20% · 7h0.20%7h-0.15% · 8h-0.15% · 8h-0.15%8h-0.35% · 9h-0.35% · 9h-0.35%9h0.40% · 10h0.40% · 10h0.40%10h0.80% · 11h0.80% · 11h0.80%11h★ BEST-0.20% · 12h-0.20% · 12h-0.20%12h-0.20% · 13h-0.20% · 13h-0.20%13h-0.10% · 14h-0.10% · 14h-0.10%14h-0.10% · 15h-0.10% · 15h-0.10%15h0.05% · 16h0.05% · 16h0.05%16h0.40% · 17h0.40% · 17h0.40%17h-0.35% · 18h-0.35% · 18h-0.35%18h0.20% · 19h0.20% · 19h0.20%19h-0.40% · 20h-0.40% · 20h-0.40%20h▼ WORST0.00% · 21h0.00% · 21h·21h0.05% · 22h0.05% · 22h0.05%22h0.05% · 23h0.05% · 23h0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.10%)RUNSup max 2 · down max 4BREADTH42% up · 50% down · 8% flat
10 up bars · 12 down · best 0.80% · worst -0.40% · typical |Δ| 0.210%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.26%)FINAL-0.26%MAX DD-0.85%RECOVERYONGOING · 10 barsMAX RUN-UP+0.34%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9974 · peak 1.0034 · range [0.9915, 1.0034]1.00340.9915break-even = 1★ PEAK 1.0034UNDERWATER DRAWDOWN · max -0.85% · shallow0%-0.85%▼ TROUGH -0.85%TOP DRAWDOWN PERIODS · 2 total#1 -0.85%bar 2-11 · 10 bars · recovered#2 -0.70%bar 13-25 · 13 bars · ONGOINGDD SEVERITYshallow (max -0.85%)RECOVERYongoing · 24 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9974 (-0.26%) · max DD -0.85% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-2.93 · σ=20.37MIXED EDGELAST -7.74 (-0.24σ vs μ)45.5922.790.00-22.79-45.59μ = -2.93-45.59-45.59-11.06-11.06-11.06-11.06-24.93-24.93-4.99-4.9940.3540.3525.1425.1410.4110.4112.2612.2622.8322.8310.1910.19-10.29-10.29-18.22-18.225.955.95-9.98-9.98-5.02-5.02-5.02-5.02-28.96-28.96-7.74-7.74v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -7.735 · range [-45.59, 40.35] · μ -2.932 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=28.7021 · σ=8.3576 · range [17.6139, 42.0657] · R²=0.000▲ RISING +7.16%σ EXTREME 29.12%LAST 18.874342.065735.952729.839823.726917.6139μ = 28.7021max 42.0657min 17.6139dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 18.87% · range [17.61%, 42.07%] · μ 28.70% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.239 · σ=0.306MEAN-REVERSIONLAST -0.407 (-0.55σ vs μ)0.6200.3100.000-0.310-0.620μ = -0.239-0.603-0.603-0.260-0.260-0.427-0.427-0.158-0.158-0.292-0.2920.2240.224-0.056-0.0560.0770.0770.0300.0300.2260.226-0.098-0.0980.2920.292-0.258-0.258-0.540-0.540-0.545-0.545-0.564-0.564-0.620-0.620-0.560-0.560-0.407-0.407v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.407 · |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
7.5272
p-VALUE (log scale)
0.0232
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
3.6636
p-VALUE (log scale)
0.6011
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
-2.8568
p-VALUE (log scale)
0.0505
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
0.0401
p-VALUE (log scale)
0.9680
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2029
p-VALUE (log scale)
0.3517
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
-0.9602
p-VALUE (log scale)
0.3370
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.708 ≈ 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=7.66e-6 · top T=6.00h (20.2%) · top-3 cover 49.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.9e-51.4e-59.3e-64.6e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.58e-6 · 3.9% energyperiod 24.0 · power 3.58e-6 · 3.9% energyperiod 12.0 · power 2.14e-6 · 2.3% energyperiod 12.0 · power 2.14e-6 · 2.3% energyperiod 8.0 · power 1.66e-6 · 1.8% energyperiod 8.0 · power 1.66e-6 · 1.8% energyperiod 6.0 · power 1.86e-5 · 20.2% energyperiod 6.0 · power 1.86e-5 · 20.2% energyperiod 4.8 · power 7.84e-6 · 8.5% energyperiod 4.8 · power 7.84e-6 · 8.5% energyperiod 4.0 · power 1.43e-5 · 15.5% energyperiod 4.0 · power 1.43e-5 · 15.5% energyperiod 3.4 · power 1.15e-5 · 12.5% energyperiod 3.4 · power 1.15e-5 · 12.5% energyperiod 3.0 · power 7.82e-6 · 8.5% energyperiod 3.0 · power 7.82e-6 · 8.5% energyperiod 2.7 · power 6.02e-6 · 6.6% energyperiod 2.7 · power 6.02e-6 · 6.6% energyperiod 2.4 · power 2.14e-6 · 2.3% energyperiod 2.4 · power 2.14e-6 · 2.3% energyperiod 2.2 · power 1.26e-5 · 13.7% energyperiod 2.2 · power 1.26e-5 · 13.7% energyperiod 2.0 · power 3.76e-6 · 4.1% energyperiod 2.0 · power 3.76e-6 · 4.1% energy50% by T=4.0h#1 dominantT=6.00h#2T=4.00h#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 20.2% of total energy · Σ|X̂|²/n = 9.187e-5

▸ Depth section using sovereign-store price series (2826 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 1.7 d · σ/bar 0.021pp · expected |Δp| over horizon 0.14ppterminal variance p(1−p) = 0.0104 · n = 2826✓ n = 2826
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.021pp
one-bar volatility · logit-free
Per-day movedaily
0.11pp
σ × √24
Per-horizon move2d
0.14pp
σ × √40.818176111111114
Terminal variancebinary
0.0104
p(1−p) at resolution
Current pricep
1.1¢
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 0.04pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 2826
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
48.5pp
peak 1.7¢ → trough 0.9¢
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
1.1%
= price
Decimal oddsEU
95.238
total return per $1
AmericanUS
+9424
$100 wins $9424
FractionalUK
94.24 / 1
profit per $1 risked
Profit per $100stake
+$9423.81
clean dollar framing
-1000-5000+500+1000020406080100you · 1.1%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)
0.084 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.084 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.57 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
10210195542769422902035370366712029028867802446265201388501115225763430390917
NO token ID
25366580068863540261119968710745907516893122114603979260244999081392860063333
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
10.1s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
687dc7d9dca3f07af5c46b1b017c7fbfc93d207d418aee3f8bf3398068332265 · 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$64,489HL PERPETH-USD perpetual$1,673HL PERPHYPE-USD perpetual$60.73

Also see: /arb opportunities · RSS feed · more in Trump announces US x Iran ceasefire over 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
0.010500
(best bid + best ask) / 2
Spread
2857.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.632
ask-heavy
Imbalance (top-5)
-0.620
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-trump-announces-us-x-iran-ceasefire-over-by-june-15-20260607232556275-193/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02357912455.95bp0.06000013FILLED
BUY$10.00K0.158724141165.80bp0.80900047FILLED
BUY$100.00K0.619449579951.02bp0.99400074FILLED
SELL$1.00K0.0014348634.66bp0.0010009PARTIAL
SELL$10.00K0.0014348634.66bp0.0010009PARTIAL
SELL$100.00K0.0014348634.66bp0.0010009PARTIAL

Risk metrics

▸ sovereign store · 2,826 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2529.61%
σ per bar = 0.019107
Mean return (annualised)
29755.78%
μ per bar = 0.000170
Sharpe (rf=0)
11.76
annualised; risk-free assumed zero
Max drawdown
48.48%
peak 0.02 → trough 0.01 over 510 bars

/api/asset/pm-trump-announces-us-x-iran-ceasefire-over-by-june-15-20260607232556275-193/risk · same metrics, JSON