POLYMARKET · PREDICTION MARKET · US AND IRAN SIGN AN AGREEMENT BY...?

US and Iran sign an agreement by June 15, 2026?

YES · live
26.0¢
NO · live
74.0¢

▸ Advanced metrics · M2M bundle

polymarket · us-and-iran-sign-an-agreement-by-june-15-2026-20260611221049851 · fresh · feed 11s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
602.06%
max drawdown
45.26%
sharpe
—
ulcer index
10.26%
RMS drawdown
pain index
6.46%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
29.99%
cond. drawdown
gain/pain
0.78
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.78
upside/downside
roll spread
2.2 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-us-and-iran-sign-an-agreement-by-june-15-2026-20260611221049851/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING11.0s⏱--:--:-- 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
26.0¢
NO · live
74.0¢
YES price · live 24h
n=25 · μ=0.3824 · σ=0.0805 · range [0.2550, 0.6300] · R²=0.078▼ FALLING -27.27%σ EXTREME 21.05%LAST 0.32000.63000.53630.44250.34880.2550μ = 0.3824max 0.6300min 0.2550dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 32.00¢
YES / NO split · live
YES 26.0%NO 74.0%NO74.0%74.00¢ · odds 1/1.35
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.827 / 1.00 bits (83%) · high uncertainty
YES
26.0%26.0¢3.85×▬ +0.00pp
NO
74.0%74.0¢1.35×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=15,100 · μ=629.2 · σ=725.6 · CV=1.15BURSTY · concentratedcumulative energy ↗ · 50% by h=706881,3752,0632,750μ = 6292,75050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 15100bp moved · peak 2750bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
11.0s
▲YES mid
26.00¢ (26.00%)
▼NO mid
74.00¢ (74.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$48.9k
≋liquidity $
$14.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3824 · σ=0.0805 · range [0.2550, 0.6300] · R²=0.078▼ FALLING -27.27%σ EXTREME 21.05%LAST 0.32000.63000.53630.44250.34880.2550μ = 0.3824max 0.6300min 0.2550dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 32.00¢
NO price · CLOB mid
n=25 · μ=0.6174 · σ=0.0803 · range [0.3700, 0.7450] · R²=0.079▲ RISING +21.43%σ HIGH 13.01%LAST 0.68000.74500.65120.55750.46370.3700μ = 0.6174max 0.7450min 0.3700dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 68.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0001 · σ=0.0872 · skew=0.27 (symmetric) · kurt=1.63 (leptokurtic (fat tails))975202-17.63ppbin -17.63pp · n=2 · 22.2% peakbin -17.63pp · n=2 · 22.2% peak1-12.88ppbin -12.88pp · n=1 · 11.1% peakbin -12.88pp · n=1 · 11.1% peak1-8.13ppbin -8.13pp · n=1 · 11.1% peakbin -8.13pp · n=1 · 11.1% peak5-3.38ppbin -3.38pp · n=5 · 55.6% peakbin -3.38pp · n=5 · 55.6% peak91.37ppbin 1.37pp · n=9 · 100.0% peakbin 1.37pp · n=9 · 100.0% peak46.12ppbin 6.12pp · n=4 · 44.4% peakbin 6.12pp · n=4 · 44.4% peak110.88ppbin 10.88pp · n=1 · 11.1% peakbin 10.88pp · n=1 · 11.1% peak15.63pp20.38pp125.12ppbin 25.12pp · n=1 · 11.1% peakbin 25.12pp · n=1 · 11.1% 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=0.44 · kurt=1.86 · near 16 / mid 8 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25STRONGLY RIGHT-SKEWED (G₁=1.14)
μ MEAN38.24¢95% CI: [35.09¢, 41.39¢]
σ STD DEV8.05ppσ² = 64.773 · CV = 21.05%
med MEDIAN37.00¢Q₁ 32.50¢ · Q₃ 43.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 37.50pp · IQR 11.00pp (1.349σ→10.86pp)
min 25.50¢Q₁ 32.50¢med 37.00¢Q₃ 43.50¢max 63.00¢μ
SKEWNESS · G₁1.139right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.509leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRconsistent with normalratio = 0.99
range ↔ σwide tails (range > 4σ)range / σ = 4.66
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) -0.29 + ADF rejected
ρ(1) AUTOCORR-0.286within white-noise band
ρ(2) AUTOCORR-0.047lag-2 not significant
H · HURST EXPONENT0.845strongly persistent
OLS TREND · t-STAT-1.397fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.845
H = 0.845STRONGLY 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=1-0.286k=2-0.047k=3-0.175k=4-0.168k=5+0.1330+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|=1.40)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.29 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.98very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.40)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 ID2510937
SLUGus-and-iran-sign…611221049851
CATEGORYUS and Iran sign an agreement by...?
TWO-SIDED PRICINGFAVOURS NO (74¢)
PRIMARY · YES26.00¢implied prob 26.00% · decimal odds 3.85×
COUNTER · NO74.00¢implied prob 74.00% · decimal odds 1.35×
26.00¢
74.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME48.89k USD 24h
LIQUIDITY14.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (74¢)|primary − counter| = 0.480 · entropy 0.827 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 26.0%NO 74.0%YES p̂26.0%H = 0.827 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.85×(26¢)NO1.35×(74¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.827 bits (83% 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 · MEDIUMresolves 2026-06-16 03:59 UTC
1days
16hrs
49min
1.70 days·θ = 39.428 pp/day
YES →$1.00(P = 26.0%)
NO →$0.00(P = 74.0%)
current: $0.2600 · expected return per side: $0.74 on YES hit · $0.26 on NO hit
0%25%50%75%100%YES $1NO $0NOW+0.9dRESOLVESP projection · σ=8.05% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 39.428 pp/day
now1.70d left
39.428 pp/day×1.00
−25%1.28d left
45.527 pp/day×1.15
−50%20.41h left
55.759 pp/day×1.41
−75%10.20h left
78.856 pp/day×2.00
−90%4.08h left
124.682 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 27.50% · worst -20.00% · typical |Δ| 6.29%MILD BEARISH -12.00%BEST+27.50%5hWORST-20.00%7hTYPICAL |Δ|6.29%mean absoluteCUMULATIVE-12.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -1.64% · Σ -11.50%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ -0.81% · Σ -6.50%CUMULATIVE Δ PATH · final -12.00%+19.00%-18.50%-5.00% · 1h-5.00% · 1h-5.00%1h-4.50% · 2h-4.50% · 2h-4.50%2h12.50% · 3h12.50% · 3h12.50%3h-11.50% · 4h-11.50% · 4h-11.50%4h27.50% · 5h27.50% · 5h27.50%5h★ BEST-10.50% · 6h-10.50% · 6h-10.50%6h-20.00% · 7h-20.00% · 7h-20.00%7h▼ WORST-4.00% · 8h-4.00% · 8h-4.00%8h2.00% · 9h2.00% · 9h2.00%9h8.00% · 10h8.00% · 10h8.00%10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h-4.50% · 13h-4.50% · 13h-4.50%13h-2.00% · 14h-2.00% · 14h-2.00%14h-0.50% · 15h-0.50% · 15h-0.50%15h0.50% · 16h0.50% · 16h0.50%16h4.50% · 17h4.50% · 17h4.50%17h0.00% · 18h0.00% · 18h·18h1.50% · 19h1.50% · 19h1.50%19h5.00% · 20h5.00% · 20h5.00%20h0.00% · 21h0.00% · 21h·21h1.00% · 22h1.00% · 22h1.00%22h-19.00% · 23h-19.00% · 23h-19.00%23h6.50% · 24h6.50% · 24h6.50%24hTIME PATTERNEurope-led (+-0.50%)RUNSup max 2 · down max 3BREADTH46% up · 42% down · 13% flat
11 up bars · 10 down · best 27.50% · worst -20.00% · typical |Δ| 6.292%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -20.41%FINAL-20.41%MAX DD-35.11%RECOVERYONGOING · 19 barsMAX RUN-UP+15.17%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 0.7959 · peak 1.1517 · range [0.7473, 1.1517]1.15170.7473break-even = 1★ PEAK 1.1517UNDERWATER DRAWDOWN · max -35.11% · severe0%-35.11%▼ TROUGH -35.11%TOP DRAWDOWN PERIODS · 3 total#1 -35.11%bar 7-25 · 19 bars · ONGOING#2 -11.50%bar 5-5 · 1 bars · recovered#3 -9.28%bar 2-3 · 2 bars · recoveredDD SEVERITYsevere (max -35.11%)RECOVERYongoing · 19 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.7959 (-20.41%) · max DD -35.11% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=6.34 · σ=36.79MIXED EDGELAST -8.44 (-0.40σ vs μ)84.5642.280.00-42.28-84.56μ = 6.348.608.60-5.73-5.73-5.29-5.29-15.53-15.532.852.85-38.44-38.44-22.10-22.106.856.8514.7214.725.575.57-48.01-48.01-7.81-7.81-10.48-10.4828.2828.2872.7372.7379.1179.1184.5684.56-20.93-20.93-8.44-8.44v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -8.437 · range [-48.01, 84.56] · μ 6.343 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=744.1766 · σ=564.4419 · range [182.4500, 1657.5587] · R²=0.541▼ FALLING -40.03%σ EXTREME 75.85%LAST 865.26761657.55871288.7816920.0044551.2272182.4500μ = 744.1766max 1657.5587min 182.4500dataMA(3)OLS R²=0.54μ lineμ ± σ bandmaxmin
latest 865.27% · range [182.45%, 1657.56%] · μ 744.18% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.087 · σ=0.307CLOSE TO MARTINGALELAST -0.343 (-0.83σ vs μ)0.6890.3440.000-0.344-0.689μ = -0.087-0.689-0.689-0.368-0.368-0.303-0.303-0.255-0.2550.0190.0190.4540.4540.2120.2120.0210.0210.2190.2190.1040.104-0.000-0.0000.1800.1800.2870.287-0.018-0.018-0.208-0.208-0.584-0.584-0.388-0.388-0.002-0.002-0.343-0.343v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.343 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
7.7160
p-VALUE (log scale)
0.0211
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
4.6586
p-VALUE (log scale)
0.4601
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀**

H₀: p has a unit root (non-stationary)

STATISTIC
-3.4711
p-VALUE (log scale)
0.0089
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
-0.6626
p-VALUE (log scale)
0.5076
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2027
p-VALUE (log scale)
0.3521
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
-1.3337
p-VALUE (log scale)
0.1823
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.594 ≈ 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=9.00e-3 · top T=2.40h (29.7%) · top-3 cover 57.7%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.2e-22.4e-21.6e-28.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.28e-4 · 0.4% energyperiod 24.0 · power 4.28e-4 · 0.4% energyperiod 12.0 · power 1.76e-3 · 1.6% energyperiod 12.0 · power 1.76e-3 · 1.6% energyperiod 8.0 · power 1.40e-2 · 12.9% energyperiod 8.0 · power 1.40e-2 · 12.9% energyperiod 6.0 · power 8.07e-3 · 7.5% energyperiod 6.0 · power 8.07e-3 · 7.5% energyperiod 4.8 · power 8.95e-3 · 8.3% energyperiod 4.8 · power 8.95e-3 · 8.3% energyperiod 4.0 · power 1.05e-2 · 9.7% energyperiod 4.0 · power 1.05e-2 · 9.7% energyperiod 3.4 · power 1.29e-3 · 1.2% energyperiod 3.4 · power 1.29e-3 · 1.2% energyperiod 3.0 · power 6.37e-3 · 5.9% energyperiod 3.0 · power 6.37e-3 · 5.9% energyperiod 2.7 · power 1.63e-2 · 15.1% energyperiod 2.7 · power 1.63e-2 · 15.1% energyperiod 2.4 · power 3.20e-2 · 29.7% energyperiod 2.4 · power 3.20e-2 · 29.7% energyperiod 2.2 · power 7.88e-3 · 7.3% energyperiod 2.2 · power 7.88e-3 · 7.3% energyperiod 2.0 · power 4.17e-4 · 0.4% energyperiod 2.0 · power 4.17e-4 · 0.4% energy50% by T=2.7h#1 dominantT=2.40h#2T=2.67h#3T=8.00hT=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 29.7% of total energy · Σ|X̂|²/n = 1.080e-1

▸ Depth section using sovereign-store price series (2785 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 0.410pp · expected |Δp| over horizon 2.62ppterminal variance p(1−p) = 0.1924 · n = 2785✓ n = 2785
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.410pp
one-bar volatility · logit-free
Per-day movedaily
2.01pp
σ × √24
Per-horizon move2d
2.62pp
σ × √40.81791027777778
Terminal variancebinary
0.1924
p(1−p) at resolution
Current pricep
26.0¢
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 0.68pp · ES₉₅ 0.85pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2785
VaR 95%
0.68pp
1.645·σ (parametric) of Δp
ES 95%
0.85pp
mean of the tail
Max drawdown
45.3pp
peak 47.5¢ → trough 26.0¢
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
26.0%
= price
Decimal oddsEU
3.846
total return per $1
AmericanUS
+285
$100 wins $285
FractionalUK
2.85 / 1
profit per $1 risked
Profit per $100stake
+$284.62
clean dollar framing
-1000-5000+500+1000020406080100you · 26.0%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)
0.827 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.827 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.94 bit
self-information
Surprise · NO−log₂(1−p)
0.43 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
62615244151326502594357917056983333482460956596991248871413253808974023938686
NO token ID
46136276713814472002436612459285949476365362139432132459812399861352189940499
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
11.0s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
bf13e285e541180d7f6385cffe712c08b99abf84985a47772d4ccc9500615cdd · 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 US and Iran sign an agreement 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
0.280000
(best bid + best ask) / 2
Spread
1428.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.032
bid-heavy
Imbalance (top-5)
+0.560
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-us-and-iran-sign-an-agreement-by-june-15-2026-20260611221049851/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.4343285511.71bp0.4600008FILLED
BUY$10.00K0.62455612305.57bp0.74000031FILLED
BUY$100.00K0.87453421233.36bp0.99000056FILLED
SELL$1.00K0.2116162442.29bp0.1900007FILLED
SELL$10.00K0.0858696933.25bp0.05000020FILLED
SELL$100.00K0.0528818111.38bp0.01000024PARTIAL

Risk metrics

▸ sovereign store · 2,785 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1476.40%
σ per bar = 0.011152
Mean return (annualised)
-7951.47%
μ per bar = -0.000045
Sharpe (rf=0)
-5.39
annualised; risk-free assumed zero
Max drawdown
45.26%
peak 0.47 → trough 0.26 over 641 bars

/api/asset/pm-us-and-iran-sign-an-agreement-by-june-15-2026-20260611221049851/risk · same metrics, JSON