POLYMARKET · PREDICTION MARKET · US ANNOUNCES NEW IRAN AGREEMENT/CEASEFIRE EXTENSION BY...?

US announces new Iran agreement/ceasefire extension by June 13?

YES · live
5.9¢
NO · live
94.0¢

▸ Advanced metrics · M2M bundle

polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-13 · fresh · feed 17s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
572.73%
max drawdown
82.23%
sharpe
—
ulcer index
46.73%
RMS drawdown
pain index
37.21%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
80.06%
cond. drawdown
gain/pain
1.05
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.05
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-announces-new-iran-agreementceasefire-extension-by-june-13/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING16.6s⏱--:--:-- 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
5.9¢
NO · live
94.0¢
YES price · live 24h
n=25 · μ=0.0854 · σ=0.0570 · range [0.0250, 0.2650] · R²=0.026▼ FALLING -36.84%σ EXTREME 66.70%LAST 0.06000.26500.20500.14500.08500.0250μ = 0.0854max 0.2650min 0.0250dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 6.00¢
YES / NO split · live
YES 5.9%NO 94.0%NO94.0%94.05¢ · odds 1/1.06
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.325 / 1.00 bits (33%) · informative — one side favoured
YES
5.9%5.9¢16.81×▬ +0.00pp
NO
94.0%94.0¢1.06×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,530 · μ=397.1 · σ=529.9 · CV=1.33BURSTY · concentratedcumulative energy ↗ · 50% by h=1605561,1131,6692,225μ = 3972,22550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9530bp moved · peak 2225bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
16.6s
▲YES mid
5.95¢ (5.95%)
▼NO mid
94.05¢ (94.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$3.0M
≋liquidity $
$153.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0854 · σ=0.0570 · range [0.0250, 0.2650] · R²=0.026▼ FALLING -36.84%σ EXTREME 66.70%LAST 0.06000.26500.20500.14500.08500.0250μ = 0.0854max 0.2650min 0.0250dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 6.00¢
NO price · CLOB mid
n=25 · μ=0.9146 · σ=0.0570 · range [0.7350, 0.9750] · R²=0.026▲ RISING +3.87%σ HIGH 6.23%LAST 0.94000.97500.91500.85500.79500.7350μ = 0.9146max 0.9750min 0.7350dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 94.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0003 · σ=0.0608 · skew=1.37 (right-skewed) · kurt=3.49 (leptokurtic (fat tails))1186302-9.81ppbin -9.81pp · n=2 · 18.2% peakbin -9.81pp · n=2 · 18.2% peak2-6.44ppbin -6.44pp · n=2 · 18.2% peakbin -6.44pp · n=2 · 18.2% peak4-3.06ppbin -3.06pp · n=4 · 36.4% peakbin -3.06pp · n=4 · 36.4% peak110.31ppbin 0.31pp · n=11 · 100.0% peakbin 0.31pp · n=11 · 100.0% peak33.69ppbin 3.69pp · n=3 · 27.3% peakbin 3.69pp · n=3 · 27.3% peak7.06pp110.44ppbin 10.44pp · n=1 · 9.1% peakbin 10.44pp · n=1 · 9.1% peak13.81pp17.19pp120.56ppbin 20.56pp · n=1 · 9.1% peakbin 20.56pp · n=1 · 9.1% 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=1.45 · kurt=3.89 · near 15 / mid 8 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25LEPTOKURTIC · FAT TAILS (G₂=2.25)
μ MEAN8.54¢95% CI: [6.31¢, 10.77¢]
σ STD DEV5.70ppσ² = 32.446 · CV = 66.70%
med MEDIAN7.50¢Q₁ 4.55¢ · Q₃ 9.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 24.00pp · IQR 4.95pp (1.349σ→7.68pp)
min 2.50¢Q₁ 4.55¢med 7.50¢Q₃ 9.50¢max 26.50¢μ
SKEWNESS · G₁1.612right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.252leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.18
σ × 1.349 ↔ IQRdiverges from normalratio = 1.55
range ↔ σwide tails (range > 4σ)range / σ = 4.21
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) -0.28 + ADF rejected
ρ(1) AUTOCORR-0.280within white-noise band
ρ(2) AUTOCORR-0.075lag-2 not significant
H · HURST EXPONENT0.818strongly persistent
OLS TREND · t-STAT-0.785fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.818
H = 0.818STRONGLY 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=1-0.280k=2-0.075k=3-0.132k=4-0.066k=5+0.0880+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|=0.79)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.28 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.92very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.79)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 ID2508397
SLUGus-announces-new…n-by-june-13
CATEGORYUS announces new…nsion by...?
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES5.95¢implied prob 5.95% · decimal odds 16.81×
COUNTER · NO94.05¢implied prob 94.05% · decimal odds 1.06×
5.95¢
94.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME2.99M USD 24h
LIQUIDITY153.76k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.881 · entropy 0.325 bits
LIQUIDITY DEPTHDEEP100k+ 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 5.9%NO 94.0%YES p̂5.9%H = 0.325 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES16.81×(6¢)NO1.06×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.325 bits (33% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 22.25% · worst -11.50% · typical |Δ| 3.97%MILD BEARISH -3.50%BEST+22.25%19hWORST-11.50%3hTYPICAL |Δ|3.97%mean absoluteCUMULATIVE-3.50%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ +0.29% · Σ +2.00%EUROPE · 08-16 UTCμ -1.07% · Σ -8.55%US · 16-24 UTCμ +0.36% · Σ +2.90%CUMULATIVE Δ PATH · final -3.50%+17.00%-7.00%0.00% · 1h0.00% · 1h·1h11.50% · 2h11.50% · 2h11.50%2h-11.50% · 3h-11.50% · 3h-11.50%3h▼ WORST1.00% · 4h1.00% · 4h1.00%4h0.00% · 5h0.00% · 5h·5h-2.00% · 6h-2.00% · 6h-2.00%6h3.00% · 7h3.00% · 7h3.00%7h-7.00% · 8h-7.00% · 8h-7.00%8h1.00% · 9h1.00% · 9h1.00%9h-1.00% · 10h-1.00% · 10h-1.00%10h3.00% · 11h3.00% · 11h3.00%11h1.00% · 12h1.00% · 12h1.00%12h-3.00% · 13h-3.00% · 13h-3.00%13h-2.15% · 14h-2.15% · 14h-2.15%14h-0.40% · 15h-0.40% · 15h-0.40%15h-0.45% · 16h-0.45% · 16h-0.45%16h2.05% · 17h2.05% · 17h2.05%17h-0.30% · 18h-0.30% · 18h-0.30%18h22.25% · 19h22.25% · 19h22.25%19h★ BEST-9.40% · 20h-9.40% · 20h-9.40%20h-8.05% · 21h-8.05% · 21h-8.05%21h-4.15% · 22h-4.15% · 22h-4.15%22h0.95% · 23h0.95% · 23h0.95%23h0.15% · 24h0.15% · 24h0.15%24hTIME PATTERNUS-led (+2.90%)RUNSup max 2 · down max 4BREADTH42% up · 50% down · 8% flat
10 up bars · 12 down · best 22.25% · worst -11.50% · typical |Δ| 3.971%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -8.04%FINAL-8.04%MAX DD-20.15%RECOVERYONGOING · 5 barsMAX RUN-UP+13.92%UNDERWATER21/25 (84%)STREAK↗ 2EQUITY CURVE · end 0.9196 · peak 1.1392 · range [0.9096, 1.1392]1.13920.9096break-even = 1★ PEAK 1.1392UNDERWATER DRAWDOWN · max -20.15% · severe0%-20.15%▼ TROUGH -20.15%TOP DRAWDOWN PERIODS · 2 total#1 -20.15%bar 21-25 · 5 bars · ONGOING#2 -17.86%bar 4-19 · 16 bars · recoveredDD SEVERITYsevere (max -20.15%)RECOVERYongoing · 5 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9196 (-8.04%) · max DD -20.15% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −11 (37% positive) · μ=-8.45 · σ=19.97MIXED EDGELAST 2.37 (+0.54σ vs μ)47.0123.510.00-23.51-47.01μ = -8.45-2.13-2.134.194.19-47.01-47.01-17.82-17.82-27.48-27.48-12.38-12.380.000.00-26.16-26.16-7.96-7.96-18.27-18.27-14.45-14.45-24.43-24.43-37.94-37.9435.2935.2920.3320.338.378.373.243.241.761.762.372.37v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 2.366 · range [-47.01, 35.29] · μ -8.447 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=563.3011 · σ=358.5628 · range [163.5479, 1082.4521] · R²=0.289▲ RISING +57.23%σ EXTREME 63.65%LAST 1080.08811082.4521852.7261623.0000393.2740163.5479μ = 563.3011max 1082.4521min 163.5479dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 1080.09% · range [163.55%, 1082.45%] · μ 563.30% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.221 · σ=0.306MEAN-REVERSIONLAST -0.147 (+0.24σ vs μ)0.7070.3530.000-0.353-0.707μ = -0.221-0.533-0.533-0.524-0.524-0.271-0.271-0.627-0.627-0.707-0.707-0.563-0.563-0.414-0.414-0.125-0.1250.0950.0950.1540.1540.2510.2510.0210.0210.3130.313-0.052-0.052-0.497-0.497-0.244-0.244-0.163-0.163-0.166-0.166-0.147-0.147v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.147 · |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
35.9985
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
3.2002
p-VALUE (log scale)
0.6718
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
-3.2753
p-VALUE (log scale)
0.0175
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
1.3623
p-VALUE (log scale)
0.1731
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1294
p-VALUE (log scale)
0.4800
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
-1.3866
p-VALUE (log scale)
0.1655
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.578 ≈ 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=4.35e-3 · top T=2.40h (28.3%) · top-3 cover 54.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-21.1e-27.4e-33.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.81e-4 · 0.9% energyperiod 24.0 · power 4.81e-4 · 0.9% energyperiod 12.0 · power 5.87e-4 · 1.1% energyperiod 12.0 · power 5.87e-4 · 1.1% energyperiod 8.0 · power 5.34e-3 · 10.2% energyperiod 8.0 · power 5.34e-3 · 10.2% energyperiod 6.0 · power 6.53e-3 · 12.5% energyperiod 6.0 · power 6.53e-3 · 12.5% energyperiod 4.8 · power 1.86e-3 · 3.6% energyperiod 4.8 · power 1.86e-3 · 3.6% energyperiod 4.0 · power 3.82e-3 · 7.3% energyperiod 4.0 · power 3.82e-3 · 7.3% energyperiod 3.4 · power 7.21e-3 · 13.8% energyperiod 3.4 · power 7.21e-3 · 13.8% energyperiod 3.0 · power 4.45e-3 · 8.5% energyperiod 3.0 · power 4.45e-3 · 8.5% energyperiod 2.7 · power 3.67e-5 · 0.1% energyperiod 2.7 · power 3.67e-5 · 0.1% energyperiod 2.4 · power 1.48e-2 · 28.3% energyperiod 2.4 · power 1.48e-2 · 28.3% energyperiod 2.2 · power 5.09e-3 · 9.8% energyperiod 2.2 · power 5.09e-3 · 9.8% energyperiod 2.0 · power 2.04e-3 · 3.9% energyperiod 2.0 · power 2.04e-3 · 3.9% energy50% by T=3.0h#1 dominantT=2.40h#2T=3.43h#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 28.3% of total energy · Σ|X̂|²/n = 5.220e-2

▸ Depth section using sovereign-store price series (2562 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 0.3 d · σ/bar 0.398pp · expected |Δp| over horizon 0.97ppterminal variance p(1−p) = 0.0560 · n = 2562✓ n = 2562
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.398pp
one-bar volatility · logit-free
Per-day movedaily
1.95pp
σ × √24
Per-horizon move0d
0.97pp
σ × √6
Terminal variancebinary
0.0560
p(1−p) at resolution
Current pricep
5.9¢
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 0.66pp · ES₉₅ 0.82pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.02✓ n = 2562
VaR 95%
0.66pp
1.645·σ (parametric) of Δp
ES 95%
0.82pp
mean of the tail
Max drawdown
83.3pp
peak 10.5¢ → trough 1.8¢
Median step
0.25pp
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
5.9%
= price
Decimal oddsEU
16.807
total return per $1
AmericanUS
+1581
$100 wins $1581
FractionalUK
15.81 / 1
profit per $1 risked
Profit per $100stake
+$1580.67
clean dollar framing
-1000-5000+500+1000020406080100you · 5.9%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)
0.325 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.325 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.07 bit
self-information
Surprise · NO−log₂(1−p)
0.09 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
18090371995005962964870770014239431407955356239628344359330584802814169400874
NO token ID
64249180118275152401377807339590798359778131045793239076373429716258343036749
Snapshot fetched
2026-06-14 09:48:25 UTC
Snapshot age
16.6s
History points
25 CLOB mids
Page rendered
2026-06-14 09:48:42 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5179362b93cf28327519984a8b837864b77b470f8335947418ddd1d5f5aeb083 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.3¢HL PREDUruguay67.7¢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?24¢HL PERPBTC-USD perpetual$64,549HL PERPETH-USD perpetual$1,677HL PERPHYPE-USD perpetual$60.48

Also see: /arb opportunities · RSS feed · more in US announces new Iran agreement/ceasefire extension 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
0.060000
(best bid + best ask) / 2
Spread
666.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.377
bid-heavy
Imbalance (top-5)
-0.694
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-us-announces-new-iran-agreementceasefire-extension-by-june-13/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.064341723.51bp0.0700007FILLED
BUY$10.00K0.1027537125.52bp0.22000055FILLED
BUY$100.00K0.42221160368.57bp0.800000112FILLED
SELL$1.00K0.0419093015.19bp0.03400019FILLED
SELL$10.00K0.0051299145.09bp0.00100051PARTIAL
SELL$100.00K0.0051299145.09bp0.00100051PARTIAL

Risk metrics

▸ sovereign store · 2,562 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5056.01%
σ per bar = 0.038189
Mean return (annualised)
-15845.23%
μ per bar = -0.000090
Sharpe (rf=0)
-3.13
annualised; risk-free assumed zero
Max drawdown
83.33%
peak 0.10 → trough 0.02 over 862 bars

/api/asset/pm-us-announces-new-iran-agreementceasefire-extension-by-june-13/risk · same metrics, JSON