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

Trump announces US x Iran ceasefire over by June 30?

YES · live
3.9¢
NO · live
96.2¢

▸ Advanced metrics · M2M bundle

polymarket · trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219 · fresh · feed 16s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
17.23%
max drawdown
6.10%
sharpe
—
ulcer index
3.77%
RMS drawdown
pain index
3.22%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.10%
cond. drawdown
gain/pain
1.33
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.33
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
503
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-30-20260607232556276-219/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.5s⏱--:--:-- 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
3.9¢
NO · live
96.2¢
YES price · live 24h
n=25 · μ=0.0408 · σ=0.0032 · range [0.0370, 0.0475] · R²=0.680▼ FALLING -18.09%σ HIGH 7.92%LAST 0.03850.04750.04490.04220.03960.0370μ = 0.0408max 0.0475min 0.0370dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.85¢
YES / NO split · live
YES 3.9%NO 96.2%NO96.2%96.15¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.235 / 1.00 bits (24%) · informative — one side favoured
YES
3.9%3.9¢25.97×▬ +0.00pp
NO
96.2%96.2¢1.04×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=315 · μ=13.1 · σ=11.8 · CV=0.90BURSTYcumulative energy ↗ · 50% by h=1109182635μ = 133550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 315bp moved · peak 35bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.5s
▲YES mid
3.85¢ (3.85%)
▼NO mid
96.15¢ (96.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$55.3k
≋liquidity $
$163.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0408 · σ=0.0032 · range [0.0370, 0.0475] · R²=0.680▼ FALLING -18.09%σ HIGH 7.92%LAST 0.03850.04750.04490.04220.03960.0370μ = 0.0408max 0.0475min 0.0370dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.85¢
NO price · CLOB mid
n=25 · μ=0.9592 · σ=0.0032 · range [0.9525, 0.9630] · R²=0.680▲ RISING +0.89%σ LOW 0.34%LAST 0.96150.96300.96040.95770.95510.9525μ = 0.9592max 0.9630min 0.9525dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0004 · σ=0.0017 · skew=0.53 (right-skewed) · kurt=-0.08 (mesokurtic)975202-0.31ppbin -0.31pp · n=2 · 22.2% peakbin -0.31pp · n=2 · 22.2% peak2-0.24ppbin -0.24pp · n=2 · 22.2% peakbin -0.24pp · n=2 · 22.2% peak3-0.17ppbin -0.17pp · n=3 · 33.3% peakbin -0.17pp · n=3 · 33.3% peak2-0.10ppbin -0.10pp · n=2 · 22.2% peakbin -0.10pp · n=2 · 22.2% peak9-0.03ppbin -0.03pp · n=9 · 100.0% peakbin -0.03pp · n=9 · 100.0% peak10.04ppbin 0.04pp · n=1 · 11.1% peakbin 0.04pp · n=1 · 11.1% peak20.11ppbin 0.11pp · n=2 · 22.2% peakbin 0.11pp · n=2 · 22.2% peak0.18pp10.25ppbin 0.25pp · n=1 · 11.1% peakbin 0.25pp · n=1 · 11.1% peak20.32ppbin 0.32pp · n=2 · 22.2% peakbin 0.32pp · n=2 · 22.2% 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=0.41 · kurt=-0.00 · near 21 / mid 3 / far 0 · OLS slope=1.00 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=25RIGHT-SKEWED (G₁=0.63)
μ MEAN4.08¢95% CI: [3.95¢, 4.20¢]
σ STD DEV0.32ppσ² = 0.104 · CV = 7.92%
med MEDIAN4.00¢Q₁ 3.80¢ · Q₃ 4.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.05pp · IQR 0.45pp (1.349σ→0.44pp)
min 3.70¢Q₁ 3.80¢med 4.00¢Q₃ 4.25¢max 4.75¢μ
SKEWNESS · G₁0.627right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.884mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRconsistent with normalratio = 0.97
range ↔ σconcentrated (range < 4σ)range / σ = 3.25
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) -0.25 + ADF rejected
ρ(1) AUTOCORR-0.246within white-noise band
ρ(2) AUTOCORR+0.142lag-2 not significant
H · HURST EXPONENT0.999strongly persistent
OLS TREND · t-STAT-6.984significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.999
H = 0.999STRONGLY 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=1-0.246k=2+0.142k=3-0.232k=4-0.310k=5+0.0900+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|=6.98)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.25 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.98)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 ID2475212
SLUGtrump-announces-…32556276-219
CATEGORYTrump announces US x Iran ceasefire over by...?
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES3.85¢implied prob 3.85% · decimal odds 25.97×
COUNTER · NO96.15¢implied prob 96.15% · decimal odds 1.04×
3.85¢
96.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME55.27k USD 24h
LIQUIDITY163.76k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.923 · entropy 0.235 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 3.9%NO 96.2%YES p̂3.9%H = 0.235 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES25.97×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.235 bits (24% 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 2026-07-01 03:59 UTC
10days
18hrs
31min
10.77 days·θ = 1.581 pp/day
YES →$1.00(P = 3.9%)
NO →$0.00(P = 96.2%)
current: $0.0385 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.4dRESOLVESP projection · σ=0.32% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.581 pp/day
now10.77d left
1.581 pp/day×1.00
−25%8.08d left
1.826 pp/day×1.15
−50%5.39d left
2.236 pp/day×1.41
−75%2.69d left
3.163 pp/day×2.00
−90%1.08d left
5.000 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 0.35% · worst -0.35% · typical |Δ| 0.13%BEARISH SESSION -0.85%BEST+0.35%15hWORST-0.35%4hTYPICAL |Δ|0.13%mean absoluteCUMULATIVE-0.85%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.08% · Σ -0.55%EUROPE · 08-16 UTCμ -0.01% · Σ -0.10%US · 16-24 UTCμ -0.03% · Σ -0.20%CUMULATIVE Δ PATH · final -0.85%+0.05%-1.00%0.05% · 1h0.05% · 1h0.05%1h-0.25% · 2h-0.25% · 2h-0.25%2h0.10% · 3h0.10% · 3h0.10%3h-0.35% · 4h-0.35% · 4h-0.35%4h▼ WORST0.00% · 5h0.00% · 5h·5h-0.10% · 6h-0.10% · 6h-0.10%6h0.00% · 7h0.00% · 7h·7h0.25% · 8h0.25% · 8h0.25%8h-0.05% · 9h-0.05% · 9h-0.05%9h-0.25% · 10h-0.25% · 10h-0.25%10h-0.30% · 11h-0.30% · 11h-0.30%11h0.00% · 12h0.00% · 12h·12h-0.05% · 13h-0.05% · 13h-0.05%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.35% · 15h0.35% · 15h0.35%15h★ BEST-0.15% · 16h-0.15% · 16h-0.15%16h0.10% · 17h0.10% · 17h0.10%17h-0.15% · 18h-0.15% · 18h-0.15%18h-0.10% · 19h-0.10% · 19h-0.10%19h0.00% · 20h0.00% · 20h·20h-0.05% · 21h-0.05% · 21h-0.05%21h0.30% · 22h0.30% · 22h0.30%22h-0.15% · 23h-0.15% · 23h-0.15%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+-0.10%)RUNSup max 1 · down max 3BREADTH25% up · 54% down · 21% flat
6 up bars · 13 down · best 0.35% · worst -0.35% · typical |Δ| 0.131%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.85%)FINAL-0.85%MAX DD-1.05%RECOVERYONGOING · 23 barsMAX RUN-UP+0.05%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.9915 · peak 1.0005 · range [0.9900, 1.0005]1.00050.9900break-even = 1★ PEAK 1.0005UNDERWATER DRAWDOWN · max -1.05% · moderate0%-1.05%▼ TROUGH -1.05%TOP DRAWDOWN PERIODS · 1 total#1 -1.05%bar 3-25 · 23 bars · ONGOINGDD SEVERITYmoderate (max -1.05%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9915 (-0.85%) · max DD -1.05% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −13 (21% positive) · μ=-20.90 · σ=26.67UNPROFITABLE STRATEGYLAST 0.00 (+0.78σ vs μ)87.2443.620.00-43.62-87.24μ = -20.90-48.40-48.40-54.96-54.96-7.74-7.74-20.16-20.16-14.31-14.31-35.66-35.66-27.50-27.50-31.73-31.73-87.24-87.24-20.33-20.33-14.44-14.4417.8217.824.094.090.000.004.034.03-56.26-56.269.559.55-13.80-13.800.000.00v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.000 · range [-87.24, 17.82] · μ -20.897 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=16.8074 · σ=2.8800 · range [9.0824, 21.5472] · R²=0.076▼ FALLING -10.79%σ EXTREME 17.14%LAST 14.798621.547218.431015.314812.19869.0824μ = 16.8074max 21.5472min 9.0824dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 14.80% · range [9.08%, 21.55%] · μ 16.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.231 · σ=0.342MEAN-REVERSIONLAST -0.480 (-0.73σ vs μ)0.8070.4030.000-0.403-0.807μ = -0.231-0.807-0.807-0.724-0.724-0.210-0.210-0.043-0.0430.0140.0140.3390.3390.2600.2600.1580.1580.0820.0820.1420.142-0.258-0.258-0.567-0.567-0.547-0.547-0.447-0.447-0.348-0.348-0.577-0.577-0.077-0.077-0.291-0.291-0.480-0.480v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.480 · |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
0.8624
p-VALUE (log scale)
0.6497
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
7.0901
p-VALUE (log scale)
0.2129
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
-2.0531
p-VALUE (log scale)
0.2737
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
1.5381
p-VALUE (log scale)
0.1240
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7471
p-VALUE (log scale)
0.0096
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
-0.5834
p-VALUE (log scale)
0.5596
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.822 ≈ 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=3.00e-6 · top T=2.40h (43.4%) · top-3 cover 73.1%STRONG CYCLE @ T≈2.4cumulative energy ↗ (2 bins above 2× noise)1.6e-51.2e-57.8e-63.9e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 9.61e-7 · 2.7% energyperiod 24.0 · power 9.61e-7 · 2.7% energyperiod 12.0 · power 1.06e-7 · 0.3% energyperiod 12.0 · power 1.06e-7 · 0.3% energyperiod 8.0 · power 7.99e-6 · 22.2% energyperiod 8.0 · power 7.99e-6 · 22.2% energyperiod 6.0 · power 2.70e-6 · 7.5% energyperiod 6.0 · power 2.70e-6 · 7.5% energyperiod 4.8 · power 1.20e-6 · 3.3% energyperiod 4.8 · power 1.20e-6 · 3.3% energyperiod 4.0 · power 3.02e-7 · 0.8% energyperiod 4.0 · power 3.02e-7 · 0.8% energyperiod 3.4 · power 2.41e-6 · 6.7% energyperiod 3.4 · power 2.41e-6 · 6.7% energyperiod 3.0 · power 1.45e-6 · 4.0% energyperiod 3.0 · power 1.45e-6 · 4.0% energyperiod 2.7 · power 1.45e-6 · 4.0% energyperiod 2.7 · power 1.45e-6 · 4.0% energyperiod 2.4 · power 1.56e-5 · 43.4% energyperiod 2.4 · power 1.56e-5 · 43.4% energyperiod 2.2 · power 5.29e-8 · 0.1% energyperiod 2.2 · power 5.29e-8 · 0.1% energyperiod 2.0 · power 1.76e-6 · 4.9% energyperiod 2.0 · power 1.76e-6 · 4.9% energy50% by T=2.7h#1 dominantT=2.40h#2T=8.00h#3T=6.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 43.4% of total energy · Σ|X̂|²/n = 3.600e-5

▸ 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 10.8 d · σ/bar 0.024pp · expected |Δp| over horizon 0.38ppterminal variance p(1−p) = 0.0370 · n = 5000✓ n = 5000
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.024pp
one-bar volatility · logit-free
Per-day movedaily
0.12pp
σ × √24
Per-horizon move11d
0.38pp
σ × √258.52145444444443
Terminal variancebinary
0.0370
p(1−p) at resolution
Current pricep
3.9¢
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 0.05pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.04pp
1.645·σ (parametric) of Δp
ES 95%
0.05pp
mean of the tail
Max drawdown
28.8pp
peak 5.2¢ → trough 3.7¢
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
3.9%
= price
Decimal oddsEU
25.974
total return per $1
AmericanUS
+2497
$100 wins $2497
FractionalUK
24.97 / 1
profit per $1 risked
Profit per $100stake
+$2497.40
clean dollar framing
-1000-5000+500+1000020406080100you · 3.9%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)
0.235 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.235 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.70 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
78131779655892490135889304641021297847464061968260305833894799037195285124760
NO token ID
47017658934218231392232892014111330263460584241568815922706962879638269720732
Snapshot fetched
2026-06-20 09:27:26 UTC
Snapshot age
16.5s
History points
25 CLOB mids
Page rendered
2026-06-20 09:27:42 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
7ba3cb48de8c5687de1e0ef70c79416cc9c2d8d6100bf1d84ee44f26b029d4d8 · 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$63,514HL PERPHYPE-USD perpetual$70.24HL PERPETH-USD perpetual$1,723.7

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
0.038500
(best bid + best ask) / 2
Spread
1818.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.251
bid-heavy
Imbalance (top-5)
+0.022
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-trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0449781682.69bp0.0450004FILLED
BUY$10.00K0.0707758383.10bp0.16400033FILLED
BUY$100.00K0.38868590957.20bp0.95000090FILLED
SELL$1.00K0.0318191735.34bp0.0300006FILLED
SELL$10.00K0.0048718734.88bp0.00100034PARTIAL
SELL$100.00K0.0048718734.88bp0.00100034PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
681.04%
σ per bar = 0.005144
Mean return (annualised)
-3465.28%
μ per bar = -0.000020
Sharpe (rf=0)
-5.09
annualised; risk-free assumed zero
Max drawdown
28.85%
peak 0.05 → trough 0.04 over 2515 bars

/api/asset/pm-trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219/risk · same metrics, JSON