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

US announces new Iran agreement/ceasefire extension by June 14

YES · live
26.5¢
NO · live
73.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-14 · fresh · feed 9s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
486.53%
max drawdown
36.14%
sharpe
—
ulcer index
15.17%
RMS drawdown
pain index
12.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.77%
cond. drawdown
gain/pain
1.06
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.06
upside/downside
roll spread
0.6 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-14/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.0s⏱--:--:-- 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
26.5¢
NO · live
73.5¢
YES price · live 24h
n=25 · μ=0.3136 · σ=0.0744 · range [0.2300, 0.5650] · R²=0.008▼ FALLING -35.00%σ EXTREME 23.71%LAST 0.26000.56500.48120.39750.31370.2300μ = 0.3136max 0.5650min 0.2300dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 26.00¢
YES / NO split · live
YES 26.5%NO 73.5%NO73.5%73.50¢ · odds 1/1.36
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.834 / 1.00 bits (83%) · high uncertainty
YES
26.5%26.5¢3.77×▬ +0.00pp
NO
73.5%73.5¢1.36×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=13,700 · μ=570.8 · σ=678.1 · CV=1.19BURSTY · concentratedcumulative energy ↗ · 50% by h=606251,2501,8752,500μ = 5712,50050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 13700bp moved · peak 2500bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.0s
▲YES mid
26.50¢ (26.50%)
▼NO mid
73.50¢ (73.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$887.7k
≋liquidity $
$52.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3136 · σ=0.0744 · range [0.2300, 0.5650] · R²=0.008▼ FALLING -35.00%σ EXTREME 23.71%LAST 0.26000.56500.48120.39750.31370.2300μ = 0.3136max 0.5650min 0.2300dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 26.00¢
NO price · CLOB mid
n=25 · μ=0.6864 · σ=0.0744 · range [0.4350, 0.7700] · R²=0.008▲ RISING +23.33%σ HIGH 10.83%LAST 0.74000.77000.68630.60250.51880.4350μ = 0.6864max 0.7700min 0.4350dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 74.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0007 · σ=0.0849 · skew=0.52 (right-skewed) · kurt=1.45 (leptokurtic (fat tails))975202-16.80ppbin -16.80pp · n=2 · 22.2% peakbin -16.80pp · n=2 · 22.2% peak-12.40pp2-8.00ppbin -8.00pp · n=2 · 22.2% peakbin -8.00pp · n=2 · 22.2% peak5-3.60ppbin -3.60pp · n=5 · 55.6% peakbin -3.60pp · n=5 · 55.6% peak90.80ppbin 0.80pp · n=9 · 100.0% peakbin 0.80pp · n=9 · 100.0% peak45.20ppbin 5.20pp · n=4 · 44.4% peakbin 5.20pp · n=4 · 44.4% peak9.60pp14.00pp118.40ppbin 18.40pp · n=1 · 11.1% peakbin 18.40pp · n=1 · 11.1% peak122.80ppbin 22.80pp · n=1 · 11.1% peakbin 22.80pp · 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=0.72 · kurt=2.10 · near 14 / mid 10 / far 0 · OLS slope=0.96 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=2.70)
μ MEAN31.36¢95% CI: [28.45¢, 34.27¢]
σ STD DEV7.44ppσ² = 55.282 · CV = 23.71%
med MEDIAN31.00¢Q₁ 26.00¢ · Q₃ 35.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 33.50pp · IQR 9.50pp (1.349σ→10.03pp)
min 23.00¢Q₁ 26.00¢med 31.00¢Q₃ 35.50¢max 56.50¢μ
SKEWNESS · G₁1.429right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.702leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.05
σ × 1.349 ↔ IQRconsistent with normalratio = 1.06
range ↔ σwide tails (range > 4σ)range / σ = 4.51
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) -0.25 + ADF rejected
ρ(1) AUTOCORR-0.250within white-noise band
ρ(2) AUTOCORR-0.017lag-2 not significant
H · HURST EXPONENT0.916strongly persistent
OLS TREND · t-STAT-0.420fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.916
H = 0.916STRONGLY 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=1-0.250k=2-0.017k=3-0.172k=4-0.200k=5+0.1760+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|=0.42)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.25 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.42)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 ID2508398
SLUGus-announces-new…n-by-june-14
CATEGORYUS announces new…nsion by...?
TWO-SIDED PRICINGFAVOURS NO (74¢)
PRIMARY · YES26.50¢implied prob 26.50% · decimal odds 3.77×
COUNTER · NO73.50¢implied prob 73.50% · decimal odds 1.36×
26.50¢
73.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME887.66k USD 24h
LIQUIDITY52.62k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (74¢)|primary − counter| = 0.470 · entropy 0.834 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 26.5%NO 73.5%YES p̂26.5%H = 0.834 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.77×(27¢)NO1.36×(74¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.834 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 25.00% · worst -19.00% · typical |Δ| 5.71%BEARISH SESSION -14.00%BEST+25.00%5hWORST-19.00%6hTYPICAL |Δ|5.71%mean absoluteCUMULATIVE-14.00%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -1.07% · Σ -7.50%EUROPE · 08-16 UTCμ -1.06% · Σ -8.50%US · 16-24 UTCμ +0.31% · Σ +2.50%CUMULATIVE Δ PATH · final -14.00%+16.50%-17.00%-16.50% · 1h-16.50% · 1h-16.50%1h-0.50% · 2h-0.50% · 2h-0.50%2h6.00% · 3h6.00% · 3h6.00%3h2.50% · 4h2.50% · 4h2.50%4h25.00% · 5h25.00% · 5h25.00%5h★ BEST-19.00% · 6h-19.00% · 6h-19.00%6h▼ WORST-5.00% · 7h-5.00% · 7h-5.00%7h-5.00% · 8h-5.00% · 8h-5.00%8h4.00% · 9h4.00% · 9h4.00%9h-0.50% · 10h-0.50% · 10h-0.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h-4.50% · 12h-4.50% · 12h-4.50%12h-0.50% · 13h-0.50% · 13h-0.50%13h3.00% · 14h3.00% · 14h3.00%14h-3.50% · 15h-3.50% · 15h-3.50%15h-1.00% · 16h-1.00% · 16h-1.00%16h17.00% · 17h17.00% · 17h17.00%17h-7.50% · 18h-7.50% · 18h-7.50%18h4.00% · 19h4.00% · 19h4.00%19h-1.00% · 20h-1.00% · 20h-1.00%20h0.00% · 21h0.00% · 21h·21h-1.00% · 22h-1.00% · 22h-1.00%22h-8.00% · 23h-8.00% · 23h-8.00%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNUS-led (+2.50%)RUNSup max 3 · down max 4BREADTH29% up · 67% down · 4% flat
7 up bars · 16 down · best 25.00% · worst -19.00% · typical |Δ| 5.708%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -20.61%FINAL-20.61%MAX DD-30.33%RECOVERYONGOING · 19 barsMAX RUN-UP+12.84%UNDERWATER23/25 (92%)STREAK↘ 3EQUITY CURVE · end 0.7939 · peak 1.1284 · range [0.7861, 1.1284]1.12840.7861break-even = 1★ PEAK 1.1284UNDERWATER DRAWDOWN · max -30.33% · severe0%-30.33%▼ TROUGH -30.33%TOP DRAWDOWN PERIODS · 2 total#1 -30.33%bar 7-25 · 19 bars · ONGOING#2 -16.92%bar 2-5 · 4 bars · recoveredDD SEVERITYsevere (max -30.33%)RECOVERYongoing · 19 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.7939 (-20.61%) · max DD -30.33% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −9 (47% positive) · μ=-9.55 · σ=28.87MIXED EDGELAST -26.14 (-0.57σ vs μ)55.0627.530.00-27.53-55.06μ = -9.55-2.42-2.429.739.734.794.792.682.68-0.54-0.54-53.66-53.66-55.06-55.06-38.21-38.210.000.00-44.30-44.30-47.62-47.6220.6920.6913.8213.8222.0822.0814.6114.6121.7221.7221.7221.72-45.34-45.34-26.14-26.14v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -26.144 · range [-55.06, 22.08] · μ -9.551 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=767.0821 · σ=435.1709 · range [245.2590, 1509.0027] · R²=0.340▼ FALLING -75.94%σ EXTREME 56.73%LAST 362.99451509.00271193.0667877.1308561.1949245.2590μ = 767.0821max 1509.0027min 245.2590dataMA(3)OLS R²=0.34μ lineμ ± σ bandmaxmin
latest 362.99% · range [245.26%, 1509.00%] · μ 767.08% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.265 · σ=0.218MEAN-REVERSIONLAST -0.053 (+0.97σ vs μ)0.6040.3020.000-0.302-0.604μ = -0.265-0.291-0.291-0.317-0.317-0.261-0.261-0.294-0.294-0.360-0.3600.1600.160-0.001-0.001-0.326-0.3260.1300.130-0.235-0.235-0.251-0.251-0.073-0.073-0.485-0.485-0.544-0.544-0.530-0.530-0.604-0.604-0.459-0.459-0.246-0.246-0.053-0.053v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.053 · |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
10.8175
p-VALUE (log scale)
0.0045
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
4.8518
p-VALUE (log scale)
0.4351
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
-3.6078
p-VALUE (log scale)
0.0059
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
0.1326
p-VALUE (log scale)
0.8945
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0802
p-VALUE (log scale)
0.5000
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
-1.3401
p-VALUE (log scale)
0.1802
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.592 ≈ 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=8.17e-3 · top T=2.40h (29.2%) · top-3 cover 55.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.9e-22.1e-21.4e-27.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.72e-4 · 0.6% energyperiod 24.0 · power 5.72e-4 · 0.6% energyperiod 12.0 · power 7.74e-3 · 7.9% energyperiod 12.0 · power 7.74e-3 · 7.9% energyperiod 8.0 · power 5.80e-3 · 5.9% energyperiod 8.0 · power 5.80e-3 · 5.9% energyperiod 6.0 · power 1.26e-2 · 12.9% energyperiod 6.0 · power 1.26e-2 · 12.9% energyperiod 4.8 · power 5.49e-3 · 5.6% energyperiod 4.8 · power 5.49e-3 · 5.6% energyperiod 4.0 · power 6.77e-3 · 6.9% energyperiod 4.0 · power 6.77e-3 · 6.9% energyperiod 3.4 · power 2.56e-4 · 0.3% energyperiod 3.4 · power 2.56e-4 · 0.3% energyperiod 3.0 · power 1.08e-2 · 11.0% energyperiod 3.0 · power 1.08e-2 · 11.0% energyperiod 2.7 · power 3.44e-3 · 3.5% energyperiod 2.7 · power 3.44e-3 · 3.5% energyperiod 2.4 · power 2.87e-2 · 29.2% energyperiod 2.4 · power 2.87e-2 · 29.2% energyperiod 2.2 · power 2.90e-3 · 3.0% energyperiod 2.2 · power 2.90e-3 · 3.0% energyperiod 2.0 · power 1.31e-2 · 13.3% energyperiod 2.0 · power 1.31e-2 · 13.3% energy50% by T=3.0h#1 dominantT=2.40h#2T=2.00h#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 ≈ 2.40h (freq 0.417) · concentrates 29.2% of total energy · Σ|X̂|²/n = 9.810e-2

▸ Depth section using sovereign-store price series (2830 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 0.343pp · expected |Δp| over horizon 0.84ppterminal variance p(1−p) = 0.1948 · n = 2830✓ n = 2830
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.343pp
one-bar volatility · logit-free
Per-day movedaily
1.68pp
σ × √24
Per-horizon move0d
0.84pp
σ × √6
Terminal variancebinary
0.1948
p(1−p) at resolution
Current pricep
26.5¢
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 0.56pp · ES₉₅ 0.71pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2830
VaR 95%
0.56pp
1.645·σ (parametric) of Δp
ES 95%
0.71pp
mean of the tail
Max drawdown
39.4pp
peak 35.5¢ → trough 21.5¢
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
26.5%
= price
Decimal oddsEU
3.774
total return per $1
AmericanUS
+277
$100 wins $277
FractionalUK
2.77 / 1
profit per $1 risked
Profit per $100stake
+$277.36
clean dollar framing
-1000-5000+500+1000020406080100you · 26.5%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)
0.834 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.834 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.92 bit
self-information
Surprise · NO−log₂(1−p)
0.44 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
40059718457543410513739064166250594916593005745504486348097013031037519759399
NO token ID
11302857933123171482168624424342934194630101127166144324208581462713014451776
Snapshot fetched
2026-06-14 11:08:50 UTC
Snapshot age
9.0s
History points
25 CLOB mids
Page rendered
2026-06-14 11:08:59 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0a2fa7e4051110ce01b1eb505ef42799c4c7838c1a545dc4fdfe85ecb1f877a0 · 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$64,485HL PERPETH-USD perpetual$1,672.9HL PERPHYPE-USD perpetual$60.71

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
0.265000
(best bid + best ask) / 2
Spread
377.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.197
bid-heavy
Imbalance (top-5)
-0.240
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-14/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.276439431.65bp0.2800002FILLED
BUY$10.00K0.3534523337.80bp0.58000024FILLED
BUY$100.00K0.75567718516.13bp0.99000053FILLED
SELL$1.00K0.2372671046.55bp0.2300004FILLED
SELL$10.00K0.1452754517.91bp0.09000018FILLED
SELL$100.00K0.0805086961.96bp0.01000026PARTIAL

Risk metrics

▸ sovereign store · 2,830 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1409.84%
σ per bar = 0.010649
Mean return (annualised)
-4508.07%
μ per bar = -0.000026
Sharpe (rf=0)
-3.20
annualised; risk-free assumed zero
Max drawdown
39.44%
peak 0.35 → trough 0.21 over 1137 bars

/api/asset/pm-us-announces-new-iran-agreementceasefire-extension-by-june-14/risk · same metrics, JSON