POLYMARKET · PREDICTION MARKET · UKRAINE SIGNS PEACE DEAL WITH RUSSIA BEFORE 2027?

Ukraine signs peace deal with Russia before 2027?

YES · live
28.0¢
NO · live
72.0¢

▸ Advanced metrics · M2M bundle

polymarket · ukraine-signs-peace-deal-with-russia-before-2027 · fresh · feed 15s old
24h sparkline · 60 pts
realized vol (ann.)
57.95%
max drawdown
1.79%
sharpe
ulcer index
1.01%
RMS drawdown
pain index
0.58%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
1.79%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1045
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ukraine-signs-peace-deal-with-russia-before-2027/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING15.3s--:--:-- 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
28.0¢
NO · live
72.0¢
YES price · live 24h
n=25 · μ=0.2786 · σ=0.0027 · range [0.2750, 0.2850] · R²=0.126 RISING +1.82%σ LOW 0.97%LAST 0.28000.28500.28250.28000.27750.2750μ = 0.2786max 0.2850min 0.2750dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 28.00¢
YES / NO split · live
YES 28.0%NO 72.0%NO72.0%72.00¢ · odds 1/1.39
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.855 / 1.00 bits (86%) · high uncertainty
YES
28.0%28.0¢3.57× +0.00pp
NO
72.0%72.0¢1.39× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=250 · μ=10.4 · σ=20.7 · CV=1.99BURSTY · concentratedcumulative energy ↗ · 50% by h=19013253850μ = 105050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 250bp moved · peak 50bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
15.3s
YES mid
28.00¢ (28.00%)
NO mid
72.00¢ (72.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$18.8k
liquidity $
$72.9k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2786 · σ=0.0027 · range [0.2750, 0.2850] · R²=0.126 RISING +1.82%σ LOW 0.97%LAST 0.28000.28500.28250.28000.27750.2750μ = 0.2786max 0.2850min 0.2750dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 28.00¢
NO price · CLOB mid
n=25 · μ=0.7214 · σ=0.0027 · range [0.7150, 0.7250] · R²=0.126 FALLING -0.69%σ LOW 0.38%LAST 0.72000.72500.72250.72000.71750.7150μ = 0.7214max 0.7250min 0.7150dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 72.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0006 · σ=0.0020 · skew=-0.42 (symmetric) · kurt=2.12 (leptokurtic (fat tails))191410502-0.45ppbin -0.45pp · n=2 · 10.5% peakbin -0.45pp · n=2 · 10.5% peak-0.35pp-0.25pp-0.15pp-0.05pp190.05ppbin 0.05pp · n=19 · 100.0% peakbin 0.05pp · n=19 · 100.0% peak0.15pp0.25pp0.35pp30.45ppbin 0.45pp · n=3 · 15.8% peakbin 0.45pp · n=3 · 15.8% 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=0.17 · kurt=1.77 · near 8 / mid 14 / far 2 · OLS slope=0.81 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSUPPER TAIL NORMALLOWER 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 MEAN27.86¢95% CI: [27.75¢, 27.97¢]
σ STD DEV0.27ppσ² = 0.073 · CV = 0.97%
med MEDIAN28.00¢Q₁ 27.50¢ · Q₃ 28.00¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 27.50¢Q₁ 27.50¢med 28.00¢Q₃ 28.00¢max 28.50¢μ
SKEWNESS · G₁-0.135approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.707mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.52
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 3.69
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) -0.21 + ADF rejected
ρ(1) AUTOCORR-0.210within white-noise band
ρ(2) AUTOCORR-0.018lag-2 not significant
H · HURST EXPONENT0.931strongly persistent
OLS TREND · t-STAT+1.824fails 5% test
HURST EXPONENT [0, 1]
H = 0.931STRONGLY 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=1-0.210k=2-0.018k=3+0.192k=4-0.405k=5-0.0020+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 CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.21 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.82)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 ID665224
SLUGukraine-signs-peace-deal-with-russia-before-2027
CATEGORYUkraine signs peace deal with Russia before 2027?
TWO-SIDED PRICING
PRIMARY · YES28.00¢implied prob 28.00% · decimal odds 3.57×
COUNTER · NO72.00¢implied prob 72.00% · decimal odds 1.39×
28.00¢
72.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME18.84k USD 24h
LIQUIDITY72.95k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (72¢)|primary − counter| = 0.440 · entropy 0.855 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 28.0%NO 72.0%YES28.0%H = 0.855 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES3.57×(28¢)NO1.39×(72¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.855 bits (86% of max) · high 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 2026-12-31 00:00 UTC
193days
11hrs
47min
YES$1.00(P = 28.0%)
NO$0.00(P = 72.0%)
current: $0.2800 · expected return per side: $0.72 on YES hit · $0.28 on NO hit
0%25%50%75%100%YES $1NO $0NOW+96.7dRESOLVESP projection · σ=0.27% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.327 pp/day
now193.49d left
1.327 pp/day×1.00
−25%145.12d left
1.532 pp/day×1.15
−50%96.75d left
1.876 pp/day×1.41
−75%48.37d left
2.653 pp/day×2.00
−90%19.35d left
4.195 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 0.50% · worst -0.50% · typical |Δ| 0.10%MILD BULLISH +0.50%BEST+0.50%4hWORST-0.50%15hTYPICAL |Δ|0.10%mean absoluteCUMULATIVE+0.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.06% · Σ +0.50%CUMULATIVE Δ PATH · final +0.50%+1.00%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h★ BEST0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-0.50% · 15h-0.50% · 15h-0.50%15h▼ WORST0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.50% · 19h0.50% · 19h0.50%19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h-0.50% · 23h-0.50% · 23h-0.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+0.50%)RUNSup max 1 · down max 1BREADTH13% up · 8% down · 79% flat
3 up bars · 2 down · best 0.50% · worst -0.50% · typical |Δ| 0.104%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +0.49%FINAL+0.49%MAX DD-0.50%RECOVERYONGOING · 7 barsMAX RUN-UP+1.00%UNDERWATER9/25 (36%)STREAK▬ 0EQUITY CURVE · end 1.0049 · peak 1.0100 · range [1.0000, 1.0100]1.01001.0000break-even = 1★ PEAK 1.0100UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 2 total#1 -0.50%bar 16-22 · 7 bars · recovered#2 -0.50%bar 24-25 · 2 bars · ONGOINGDD SEVERITYshallow (max -0.50%)RECOVERYongoing · 10 barsTIME UNDER WATER36% of session · 9/25 bars
final equity 1.0049 (0.49%) · max DD -0.50% · time-under-water 9/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +8 / −4 (42% positive) · μ=7.37 · σ=30.38MIXED EDGELAST 20.72 (+0.44σ vs μ)60.4230.210.00-30.21-60.42μ = 7.3738.2138.2138.2138.2138.2138.2138.2138.210.000.000.000.000.000.000.000.000.000.00-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.210.000.000.000.0038.2138.2160.4260.4220.7220.7220.7220.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 20.722 · range [-38.21, 60.42] · μ 7.372 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=17.1453 · σ=11.8268 · range [0.0000, 35.2278] · R²=0.332 RISING +84.39%σ EXTREME 68.98%LAST 35.227835.227826.420917.61398.80700.0000μ = 17.1453max 35.2278min 0.0000dataMA(3)OLS R²=0.33μ lineμ ± σ bandmaxmin
latest 35.23% · range [0.00%, 35.23%] · μ 17.15% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −12 (0% positive) · μ=-0.151 · σ=0.153MEAN-REVERSIONLAST -0.363 (-1.38σ vs μ)0.4800.2400.000-0.240-0.480μ = -0.151-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.2330.0000.0000.0000.000-0.233-0.233-0.333-0.333-0.480-0.480-0.363-0.363v > 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
6.3802
p-VALUE (log scale)
0.0412
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
7.4197
p-VALUE (log scale)
0.1900
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
-2.4372
p-VALUE (log scale)
0.1391
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
0.6547
p-VALUE (log scale)
0.5127
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1868
p-VALUE (log scale)
0.3799
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
-1.0426
p-VALUE (log scale)
0.2971
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.683 ≈ 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=5.56e-6 · top T=3.00h (25.0%) · top-3 cover 59.4%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)1.7e-51.2e-58.3e-64.2e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.08e-6 · 3.1% energyperiod 24.0 · power 2.08e-6 · 3.1% energyperiod 12.0 · power 4.17e-6 · 6.3% energyperiod 12.0 · power 4.17e-6 · 6.3% energyperiod 8.0 · power 1.15e-5 · 17.2% energyperiod 8.0 · power 1.15e-5 · 17.2% energyperiod 6.0 · power 1.77e-34 · 0.0% energyperiod 6.0 · power 1.77e-34 · 0.0% energyperiod 4.8 · power 2.08e-6 · 3.1% energyperiod 4.8 · power 2.08e-6 · 3.1% energyperiod 4.0 · power 1.04e-6 · 1.6% energyperiod 4.0 · power 1.04e-6 · 1.6% energyperiod 3.4 · power 2.08e-6 · 3.1% energyperiod 3.4 · power 2.08e-6 · 3.1% energyperiod 3.0 · power 1.67e-5 · 25.0% energyperiod 3.0 · power 1.67e-5 · 25.0% energyperiod 2.7 · power 1.15e-5 · 17.2% energyperiod 2.7 · power 1.15e-5 · 17.2% energyperiod 2.4 · power 4.17e-6 · 6.2% energyperiod 2.4 · power 4.17e-6 · 6.2% energyperiod 2.2 · power 2.08e-6 · 3.1% energyperiod 2.2 · power 2.08e-6 · 3.1% energyperiod 2.0 · power 9.37e-6 · 14.1% energyperiod 2.0 · power 9.37e-6 · 14.1% energy50% by T=3.0h#1 dominantT=3.00h#2T=8.00h#3T=2.67hT=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 ≈ 3.00h (freq 0.333) · concentrates 25.0% of total energy · Σ|X̂|²/n = 6.667e-5

▸ Depth section using sovereign-store price series (1874 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 193.5 d · σ/bar 0.052pp · expected |Δp| over horizon 3.52ppterminal variance p(1−p) = 0.2016 · n = 1874n = 1874
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.052pp
one-bar volatility · logit-free
Per-day movedaily
0.25pp
σ × √24
Per-horizon move193d
3.52pp
σ × √4643.790811944444
Terminal variancebinary
0.2016
p(1−p) at resolution
Current pricep
28.0¢
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 0.09pp · ES₉₅ 0.11pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00n = 1874
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.11pp
mean of the tail
Max drawdown
3.5pp
peak 28.5¢ → trough 27.5¢
Median step
0.50pp
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
28.0%
= price
Decimal oddsEU
3.571
total return per $1
AmericanUS
+257
$100 wins $257
FractionalUK
2.57 / 1
profit per $1 risked
Profit per $100stake
+$257.14
clean dollar framing
-1000-5000+500+1000020406080100you · 28.0%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)
0.855 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.855 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.84 bit
self-information
Surprise · NO−log₂(1−p)
0.47 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
93579588306754356558129639371052358607099327699211232141859164590129536814208
NO token ID
50854871681873904159181209043129993931106057788784391855429428220428495613305
Snapshot fetched
2026-06-20 12:12:17 UTC
Snapshot age
15.3s
History points
25 CLOB mids
Page rendered
2026-06-20 12:12:33 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
436737c06a9fb98caee43dbea9118ff305bc8147e723c0178d294dda379ff0da · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Ukraine signs peace deal with Russia before 2027?

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
0.280000
(best bid + best ask) / 2
Spread
714.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.808
bid-heavy
Imbalance (top-5)
+0.506
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-ukraine-signs-peace-deal-with-russia-before-2027/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.290000357.14bp0.2900001FILLED
BUY$10.00K0.4093944621.22bp0.64000031FILLED
BUY$100.00K0.76467317309.76bp0.96000055FILLED
SELL$1.00K0.265571515.31bp0.2600002FILLED
SELL$10.00K0.254440912.87bp0.2400004FILLED
SELL$100.00K0.0293918950.33bp0.01000027PARTIAL

Risk metrics

sovereign store · 1,874 barsperiods/year ≈ 1.75M
Realized vol (annualised)
244.83%
σ per bar = 0.001849
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
3.51%
peak 0.28 → trough 0.28 over 411 bars

/api/asset/pm-ukraine-signs-peace-deal-with-russia-before-2027/risk · same metrics, JSON