POLYMARKET · PREDICTION MARKET · US AND IRAN SIGN AN AGREEMENT BY...?
US and Iran sign an agreement by July 31, 2026?
95.0¢
5.0¢
▸ Advanced metrics · M2M bundle
polymarket · us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
498.63%
max drawdown
1.10%
sharpe
—
ulcer index
0.39%
RMS drawdown
pain index
0.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.10%
cond. drawdown
gain/pain
14.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
14.00
upside/downside
roll spread
7.7 bps
implied (price-only)
bars used
390
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
95.0¢
NO · live
5.0¢
25 ticks · last 96.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.286 / 1.00 bits (29%) · informative — one side favoured
YES95.0%95.0¢1.05×▬ +0.00pp
NO5.0%5.0¢20.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 7900bp moved · peak 1500bp · n=24 ticks
7ms
95.00¢ (95.00%)
5.00¢ (5.00%)
100.00%
0.000pp
$35.2k
$24.4k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 96.00¢
25 NO observations from clob.polymarket.com · last 4.00¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.64)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.645left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.387mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.29 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.836STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
95.00¢
5.00¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.05×(95¢)NO20.00×(5¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.286 bits (29% of max) · informative — one side strongly favoured
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
⏱ URGENCY · DISTANTresolves 2026-08-01 03:59 UTC
47days
06hrs
14min
YES →$1.00
NO →$0.00
current: $0.9500 · expected return per side: $0.05 on YES hit · $0.95 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 27.478 pp/day
now47.26d left27.478 pp/day×1.00
−25%35.44d left31.729 pp/day×1.15
−50%23.63d left38.860 pp/day×1.41
−75%11.81d left54.957 pp/day×2.00
−90%4.73d left86.894 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
10 up bars · 6 down · best 10.00% · worst -15.00% · typical |Δ| 3.292%
§10 · Equity curve & underwater drawdown
final equity 1.0170 (1.70%) · max DD -18.66% · time-under-water 17/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 47.570 · range [-41.21, 47.57] · μ -4.587 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 506.41% · range [19.10%, 826.83%] · μ 475.11% · σ̂ scaled to annualised (×√8760)
latest 0.183 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀*H₀: Δp ~ Normal(μ, σ²)
STATISTIC
6.9218
p-VALUE (log scale)
0.0314
Ljung-Box(h=5)
REJECT H₀*H₀: No serial autocorrelation up to lag 5
STATISTIC
11.3042
p-VALUE (log scale)
0.0452
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-2.2867
p-VALUE (log scale)
0.1833
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.3868
p-VALUE (log scale)
0.1655
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.3787
p-VALUE (log scale)
0.0863
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.6419
p-VALUE (log scale)
0.1006
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)
dominant period ≈ 4.00h (freq 0.250) · concentrates 25.9% of total energy · Σ|X̂|²/n = 3.608e-2
▸ Depth section using sovereign-store price series (390 bars · effective 1753103 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
Horizon 47.3 d · σ/bar 0.377pp · expected |Δp| over horizon 12.69ppterminal variance p(1−p) = 0.0475 · n = 390✓ n = 390
μ per bar
+0.033pp
average Δp · drift
σ per bar
0.377pp
one-bar volatility · logit-free
Per-day movedaily
1.85pp
σ × √24
Per-horizon move47d
12.69pp
σ × √1134.2341330555555
Terminal variancebinary
0.0475
p(1−p) at resolution
Current pricep
95.0¢
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
VaR₉₅ 0.59pp · ES₉₅ 0.74pp · method parametric · drift-correcteddrift +0.033pp/bar · quantised: yes · median step 3.50pp · unique ratio 0.02✓ n = 390
VaR 95%
0.59pp
1.645·σ (parametric) of Δp
ES 95%
0.74pp
mean of the tail
Max drawdown
1.1pp
peak 91.0¢ → trough 90.0¢
Median step
3.50pp
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
Implied probabilityP
95.0%
= price
Decimal oddsEU
1.053
total return per $1
AmericanUS
-1900
risk $1900 to win $100
FractionalUK
0.05 / 1
profit per $1 risked
Profit per $100stake
+$5.26
clean dollar framing
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
Market entropyH(p)
0.286 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.286 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.07 bit
self-information
Surprise · NO−log₂(1−p)
4.32 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
79040207821902312066077228444086444957729133031962430923421284309640832022320- NO token ID
36936238942593775433691035115197177729936576628568659057501543193500584571238- Snapshot fetched
- 2026-06-14 21:44:56 UTC
- Snapshot age
- 7ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 21:44:57 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
2677162619d32b121b6b57ce05da30b003feba165cc914c800e934e87d50d1b3· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed · more in US and Iran sign an agreement by...?
Market depth
▸ live order book · Polymarket YESDepth 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
0.960000
(best bid + best ask) / 2
Spread
208.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.990
bid-heavy
Imbalance (top-5)
+0.034
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.970000 | 104.17bp | 0.970000 | 1 | FILLED |
| BUY | $10.00K | 0.974362 | 149.60bp | 0.990000 | 3 | PARTIAL |
| BUY | $100.00K | 0.974362 | 149.60bp | 0.990000 | 3 | PARTIAL |
| SELL | $1.00K | 0.941299 | 194.80bp | 0.940000 | 2 | FILLED |
| SELL | $10.00K | 0.659034 | 3135.07bp | 0.490000 | 20 | FILLED |
| SELL | $100.00K | 0.092565 | 9035.79bp | 0.010000 | 54 | PARTIAL |
Risk metrics
▸ sovereign store · 390 barsperiods/year ≈ 1.75MRealized vol (annualised)
560.76%
σ per bar = 0.004235
Mean return (annualised)
66319.40%
μ per bar = 0.000378
Sharpe (rf=0)
118.27
annualised; risk-free assumed zero
Max drawdown
1.10%
peak 0.91 → trough 0.90 over 50 bars
/api/asset/pm-us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854/risk · same metrics, JSON