POLYMARKET · PREDICTION MARKET · UKRAINE SIGNS PEACE DEAL WITH RUSSIA BY JUNE 30?

Ukraine signs peace deal with Russia by June 30?

YES · live
1.4¢
NO · live
98.6¢

▸ Advanced metrics · M2M bundle

polymarket · ukraine-signs-peace-deal-with-russia-by-june-30 · fresh · feed 5s old
24h sparkline · 60 pts
realized vol (ann.)
14.05%
max drawdown
18.18%
sharpe
ulcer index
11.00%
RMS drawdown
pain index
9.57%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
18.18%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
2.9 bps
implied (price-only)
bars used
689
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ukraine-signs-peace-deal-with-russia-by-june-30/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH4.9s--:--:-- 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
1.4¢
NO · live
98.6¢
YES price · live 24h
n=25 · μ=0.0227 · σ=0.0041 · range [0.0140, 0.0260] · R²=0.349 FALLING -42.86%σ EXTREME 18.24%LAST 0.01400.02600.02300.02000.01700.0140μ = 0.0227max 0.0260min 0.0140dataMA(5)OLS R²=0.35μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.40¢
YES / NO split · live
YES 1.4%NO 98.6%NO98.6%98.60¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.106 / 1.00 bits (11%) · informative — one side favoured
YES
1.4%1.4¢71.43× +0.00pp
NO
98.6%98.6¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=145 · μ=6.0 · σ=16.6 · CV=2.75BURSTY · concentratedcumulative energy ↗ · 50% by h=20020406080μ = 68050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 145bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
4.9s
YES mid
1.40¢ (1.40%)
NO mid
98.60¢ (98.60%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$31.6k
liquidity $
$70.5k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0227 · σ=0.0041 · range [0.0140, 0.0260] · R²=0.349 FALLING -42.86%σ EXTREME 18.24%LAST 0.01400.02600.02300.02000.01700.0140μ = 0.0227max 0.0260min 0.0140dataMA(5)OLS R²=0.35μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.40¢
NO price · CLOB mid
n=25 · μ=0.9773 · σ=0.0041 · range [0.9740, 0.9860] · R²=0.349 RISING +1.08%σ LOW 0.42%LAST 0.98600.98600.98300.98000.97700.9740μ = 0.9773max 0.9860min 0.9740dataMA(5)OLS R²=0.35μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0017 · skew=-3.71 (left-skewed) · kurt=13.82 (leptokurtic (fat tails))16128401-0.75ppbin -0.75pp · n=1 · 6.3% peakbin -0.75pp · n=1 · 6.3% peak-0.65pp-0.55pp-0.45pp-0.35pp-0.25pp1-0.15ppbin -0.15pp · n=1 · 6.3% peakbin -0.15pp · n=1 · 6.3% peak5-0.05ppbin -0.05pp · n=5 · 31.3% peakbin -0.05pp · n=5 · 31.3% peak160.05ppbin 0.05pp · n=16 · 100.0% peakbin 0.05pp · n=16 · 100.0% peak10.15ppbin 0.15pp · n=1 · 6.3% peakbin 0.15pp · n=1 · 6.3% 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=-3.68 · kurt=14.35 · near 5 / mid 16 / far 3 · OLS slope=0.67 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.47σsample ↓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=25STRONGLY LEFT-SKEWED (G₁=-1.31)
μ MEAN2.27¢95% CI: [2.11¢, 2.43¢]
σ STD DEV0.41ppσ² = 0.172 · CV = 18.24%
med MEDIAN2.40¢Q₁ 2.40¢ · Q₃ 2.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.40¢Q₁ 2.40¢med 2.40¢Q₃ 2.50¢max 2.60¢μ
SKEWNESS · G₁-1.307left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.021mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.31
σ × 1.349 ↔ IQRdiverges from normalratio = 5.59
range ↔ σconcentrated (range < 4σ)range / σ = 2.90
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.191within white-noise band
ρ(2) AUTOCORR+0.132lag-2 not significant
H · HURST EXPONENT0.989strongly persistent
OLS TREND · t-STAT-3.513significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.989STRONGLY 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+0.191k=2+0.132k=3+0.018k=4-0.049k=5-0.0040+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.51)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 ID956449
SLUGukraine-signs-peace-deal-with-russia-by-june-30
CATEGORYUkraine signs peace deal with Russia by June 30?
TWO-SIDED PRICING
PRIMARY · YES1.40¢implied prob 1.40% · decimal odds 71.43×
COUNTER · NO98.60¢implied prob 98.60% · decimal odds 1.01×
1.40¢
98.60¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME31.60k USD 24h
LIQUIDITY70.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.972 · entropy 0.106 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 1.4%NO 98.6%YES1.4%H = 0.106 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES71.43×(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) = 0.106 bits (11% 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
11hrs
46min
YES$1.00(P = 1.4%)
NO$0.00(P = 98.6%)
current: $0.0140 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.7dRESOLVESP projection · σ=0.41% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.030 pp/day
now9.49d left
2.030 pp/day×1.00
−25%7.12d left
2.344 pp/day×1.15
−50%4.75d left
2.871 pp/day×1.41
−75%2.37d left
4.060 pp/day×2.00
−90%22.78h left
6.419 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 0.20% · worst -0.80% · typical |Δ| 0.06%BEARISH SESSION -1.05%BEST+0.20%12hWORST-0.80%20hTYPICAL |Δ|0.06%mean absoluteCUMULATIVE-1.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.05%EUROPE · 08-16 UTCμ +0.02% · Σ +0.20%US · 16-24 UTCμ -0.15% · Σ -1.20%CUMULATIVE Δ PATH · final -1.05%+0.15%-1.05%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 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·11h0.20% · 12h0.20% · 12h0.20%12h★ BEST0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h-0.10% · 18h-0.10% · 18h-0.10%18h-0.05% · 19h-0.05% · 19h-0.05%19h-0.80% · 20h-0.80% · 20h-0.80%20h▼ WORST-0.15% · 21h-0.15% · 21h-0.15%21h-0.05% · 22h-0.05% · 22h-0.05%22h-0.05% · 23h-0.05% · 23h-0.05%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.20%)RUNSup max 1 · down max 6BREADTH4% up · 29% down · 67% flat
1 up bars · 7 down · best 0.20% · worst -0.80% · typical |Δ| 0.060%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-1.05%)FINAL-1.05%MAX DD-1.20%RECOVERYONGOING · 7 barsMAX RUN-UP+0.15%UNDERWATER18/25 (72%)STREAK▬ 0EQUITY CURVE · end 0.9895 · peak 1.0015 · range [0.9895, 1.0015]1.00150.9895break-even = 1★ PEAK 1.0015UNDERWATER DRAWDOWN · max -1.20% · moderate0%-1.20%▼ TROUGH -1.20%TOP DRAWDOWN PERIODS · 2 total#1 -1.20%bar 19-25 · 7 bars · ONGOING#2 -0.05%bar 2-12 · 11 bars · recoveredDD SEVERITYmoderate (max -1.20%)RECOVERYongoing · 7 barsTIME UNDER WATER72% of session · 18/25 bars
final equity 0.9895 (-1.05%) · max DD -1.20% · time-under-water 18/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −8 (32% positive) · μ=-9.69 · σ=40.12UNPROFITABLE STRATEGYLAST -56.07 (-1.16σ vs μ)63.1031.550.00-31.55-63.10μ = -9.69-38.21-38.210.000.000.000.000.000.000.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.21-38.21-38.21-55.93-55.93-46.77-46.77-55.77-55.77-59.33-59.33-63.10-63.10-56.07-56.07v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -56.066 · range [-63.10, 38.21] · μ -9.691 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=10.4559 · σ=11.5660 · range [0.0000, 29.6589] · R²=0.708 RISING +1399.33%σ EXTREME 110.62%LAST 28.644729.658922.244214.82947.41470.0000μ = 10.4559max 29.6589min 0.0000dataMA(3)OLS R²=0.71μ lineμ ± σ bandmaxmin
latest 28.64% · range [0.00%, 29.66%] · μ 10.46% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −13 (5% positive) · μ=-0.074 · σ=0.116MEAN-REVERSIONLAST -0.120 (-0.39σ vs μ)0.2330.1170.000-0.117-0.233μ = -0.074-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.0330.2140.214-0.008-0.008-0.090-0.090-0.164-0.164-0.170-0.170-0.120-0.120v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.120 · |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 5 REJECT · mixed evidence1 reject·4 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
391.3027
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
1.5735
p-VALUE (log scale)
0.9043
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
0.1290
p-VALUE (log scale)
0.9666
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (1+/7-)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4298
p-VALUE (log scale)
0.0643
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
1.5388
p-VALUE (log scale)
0.1239
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.468 ≈ 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=2.85e-6 · top T=24.00h (20.5%) · top-3 cover 45.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)7.0e-65.3e-63.5e-61.8e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.01e-6 · 20.5% energyperiod 24.0 · power 7.01e-6 · 20.5% energyperiod 12.0 · power 5.12e-6 · 15.0% energyperiod 12.0 · power 5.12e-6 · 15.0% energyperiod 8.0 · power 1.88e-6 · 5.5% energyperiod 8.0 · power 1.88e-6 · 5.5% energyperiod 6.0 · power 3.50e-6 · 10.2% energyperiod 6.0 · power 3.50e-6 · 10.2% energyperiod 4.8 · power 2.97e-6 · 8.7% energyperiod 4.8 · power 2.97e-6 · 8.7% energyperiod 4.0 · power 8.85e-7 · 2.6% energyperiod 4.0 · power 8.85e-7 · 2.6% energyperiod 3.4 · power 2.38e-6 · 7.0% energyperiod 3.4 · power 2.38e-6 · 7.0% energyperiod 3.0 · power 2.38e-6 · 6.9% energyperiod 3.0 · power 2.38e-6 · 6.9% energyperiod 2.7 · power 1.23e-6 · 3.6% energyperiod 2.7 · power 1.23e-6 · 3.6% energyperiod 2.4 · power 3.46e-6 · 10.1% energyperiod 2.4 · power 3.46e-6 · 10.1% energyperiod 2.2 · power 2.60e-6 · 7.6% energyperiod 2.2 · power 2.60e-6 · 7.6% energyperiod 2.0 · power 8.44e-7 · 2.5% energyperiod 2.0 · power 8.44e-7 · 2.5% energy50% by T=6.0h#1 dominantT=24.00h#2T=12.00h#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 ≈ 24.00h (freq 0.042) · concentrates 20.5% of total energy · Σ|X̂|²/n = 3.425e-5

▸ Depth section using sovereign-store price series (689 bars · effective 1753005 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 9.5 d · σ/bar 0.011pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.0138 · n = 689n = 689
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.011pp
one-bar volatility · logit-free
Per-day movedaily
0.05pp
σ × √24
Per-horizon move9d
0.16pp
σ × √227.7787152777778
Terminal variancebinary
0.0138
p(1−p) at resolution
Current pricep
1.4¢
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 689
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
18.2pp
peak 1.7¢ → trough 1.4¢
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
1.4%
= price
Decimal oddsEU
71.429
total return per $1
AmericanUS
+7043
$100 wins $7043
FractionalUK
70.43 / 1
profit per $1 risked
Profit per $100stake
+$7042.86
clean dollar framing
-1000-5000+500+1000020406080100you · 1.4%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)
0.106 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.106 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.16 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
107965173802109212270506970508124160998805842633806802221888276406320354707806
NO token ID
50239914089802421403672716500419497657838572280262098500041913375192312204752
Snapshot fetched
2026-06-20 12:13:11 UTC
Snapshot age
4.9s
History points
25 CLOB mids
Page rendered
2026-06-20 12:13:16 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
57c14af24e5e9b3afd21fe23ace960e555f57aad763024023d8220e0528cd46b · 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 by June 30?

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
0.014000
(best bid + best ask) / 2
Spread
1428.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.326
ask-heavy
Imbalance (top-5)
-0.807
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-ukraine-signs-peace-deal-with-russia-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.03959218280.15bp0.05400015FILLED
BUY$10.00K0.176845116318.21bp0.64000058FILLED
BUY$100.00K0.606795423425.07bp0.94000080FILLED
SELL$1.00K0.0016678809.56bp0.00100012PARTIAL
SELL$10.00K0.0016678809.56bp0.00100012PARTIAL
SELL$100.00K0.0016678809.56bp0.00100012PARTIAL

Risk metrics

sovereign store · 689 barsperiods/year ≈ 1.75M
Realized vol (annualised)
914.11%
σ per bar = 0.006904
Mean return (annualised)
-25933.95%
μ per bar = -0.000148
Sharpe (rf=0)
-28.37
annualised; risk-free assumed zero
Max drawdown
18.18%
peak 0.02 → trough 0.01 over 517 bars

/api/asset/pm-ukraine-signs-peace-deal-with-russia-by-june-30/risk · same metrics, JSON