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

US announces new Iran agreement/ceasefire extension by June 15?

YES · live
35.5¢
NO · live
64.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-15-2889-539 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
436.67%
max drawdown
34.26%
sharpe
—
ulcer index
10.99%
RMS drawdown
pain index
8.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.83%
cond. drawdown
gain/pain
0.88
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.88
upside/downside
roll spread
0.9 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-15-2889-539/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.2s⏱--:--:-- 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
35.5¢
NO · live
64.5¢
YES price · live 24h
n=25 · μ=0.4364 · σ=0.0692 · range [0.3050, 0.6400] · R²=0.005▼ FALLING -28.28%σ EXTREME 15.86%LAST 0.35500.64000.55630.47250.38870.3050μ = 0.4364max 0.6400min 0.3050dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 35.50¢
YES / NO split · live
YES 35.5%NO 64.5%NO64.5%64.50¢ · odds 1/1.55
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.938 / 1.00 bits (94%) · high uncertainty
YES
35.5%35.5¢2.82×▬ +0.00pp
NO
64.5%64.5¢1.55×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=13,000 · μ=541.7 · σ=547.9 · CV=1.01BURSTYcumulative energy ↗ · 50% by h=604639251,3881,850μ = 5421,85050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 13000bp moved · peak 1850bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.2s
▲YES mid
35.50¢ (35.50%)
▼NO mid
64.50¢ (64.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$550.2k
≋liquidity $
$78.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4364 · σ=0.0692 · range [0.3050, 0.6400] · R²=0.005▼ FALLING -28.28%σ EXTREME 15.86%LAST 0.35500.64000.55630.47250.38870.3050μ = 0.4364max 0.6400min 0.3050dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 35.50¢
NO price · CLOB mid
n=25 · μ=0.5634 · σ=0.0693 · range [0.3600, 0.6950] · R²=0.005▲ RISING +27.72%σ HIGH 12.29%LAST 0.64500.69500.61120.52750.44370.3600μ = 0.5634max 0.6950min 0.3600dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 64.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0103 · σ=0.0725 · skew=0.56 (right-skewed) · kurt=0.32 (mesokurtic)864202-12.85ppbin -12.85pp · n=2 · 25.0% peakbin -12.85pp · n=2 · 25.0% peak3-9.55ppbin -9.55pp · n=3 · 37.5% peakbin -9.55pp · n=3 · 37.5% peak1-6.25ppbin -6.25pp · n=1 · 12.5% peakbin -6.25pp · n=1 · 12.5% peak5-2.95ppbin -2.95pp · n=5 · 62.5% peakbin -2.95pp · n=5 · 62.5% peak80.35ppbin 0.35pp · n=8 · 100.0% peakbin 0.35pp · n=8 · 100.0% peak23.65ppbin 3.65pp · n=2 · 25.0% peakbin 3.65pp · n=2 · 25.0% peak6.95pp110.25ppbin 10.25pp · n=1 · 12.5% peakbin 10.25pp · n=1 · 12.5% peak113.55ppbin 13.55pp · n=1 · 12.5% peakbin 13.55pp · n=1 · 12.5% peak116.85ppbin 16.85pp · n=1 · 12.5% peakbin 16.85pp · n=1 · 12.5% 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=0.60 · kurt=0.51 · near 19 / mid 5 / far 0 · OLS slope=0.99 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=25RIGHT-SKEWED (G₁=0.75)
μ MEAN43.64¢95% CI: [40.93¢, 46.35¢]
σ STD DEV6.92ppσ² = 47.886 · CV = 15.86%
med MEDIAN42.00¢Q₁ 39.00¢ · Q₃ 47.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 33.50pp · IQR 8.50pp (1.349σ→9.34pp)
min 30.50¢Q₁ 39.00¢med 42.00¢Q₃ 47.50¢max 64.00¢μ
SKEWNESS · G₁0.754right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.023leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRconsistent with normalratio = 1.10
range ↔ σwide tails (range > 4σ)range / σ = 4.84
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.088within white-noise band
ρ(2) AUTOCORR-0.155lag-2 not significant
H · HURST EXPONENT0.817strongly persistent
OLS TREND · t-STAT-0.342fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.817
H = 0.817STRONGLY 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=1-0.088k=2-0.155k=3-0.304k=4-0.050k=5+0.2490+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|=0.34)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.72very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.34)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 ID2420774
SLUGus-announces-new…-15-2889-539
CATEGORYUS announces new…nsion by...?
TWO-SIDED PRICINGFAVOURS NO (65¢)
PRIMARY · YES35.50¢implied prob 35.50% · decimal odds 2.82×
COUNTER · NO64.50¢implied prob 64.50% · decimal odds 1.55×
35.50¢
64.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME550.18k USD 24h
LIQUIDITY78.55k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (65¢)|primary − counter| = 0.290 · entropy 0.938 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 35.5%NO 64.5%YES p̂35.5%H = 0.938 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.82×(36¢)NO1.55×(65¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.938 bits (94% 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 18.50% · worst -14.50% · typical |Δ| 5.42%MILD BEARISH -14.00%BEST+18.50%5hWORST-14.50%6hTYPICAL |Δ|5.42%mean absoluteCUMULATIVE-14.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -1.29% · Σ -9.00%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ -0.44% · Σ -3.50%CUMULATIVE Δ PATH · final -14.00%+14.50%-19.00%-10.50% · 1h-10.50% · 1h-10.50%1h-8.50% · 2h-8.50% · 2h-8.50%2h11.00% · 3h11.00% · 3h11.00%3h4.00% · 4h4.00% · 4h4.00%4h18.50% · 5h18.50% · 5h18.50%5h★ BEST-14.50% · 6h-14.50% · 6h-14.50%6h▼ WORST-9.00% · 7h-9.00% · 7h-9.00%7h1.50% · 8h1.50% · 8h1.50%8h4.00% · 9h4.00% · 9h4.00%9h-1.50% · 10h-1.50% · 10h-1.50%10h-4.00% · 11h-4.00% · 11h-4.00%11h0.00% · 12h0.00% · 12h·12h-0.50% · 13h-0.50% · 13h-0.50%13h-2.00% · 14h-2.00% · 14h-2.00%14h0.50% · 15h0.50% · 15h0.50%15h0.50% · 16h0.50% · 16h0.50%16h15.00% · 17h15.00% · 17h15.00%17h-5.00% · 18h-5.00% · 18h-5.00%18h-1.50% · 19h-1.50% · 19h-1.50%19h1.50% · 20h1.50% · 20h1.50%20h-3.50% · 21h-3.50% · 21h-3.50%21h1.00% · 22h1.00% · 22h1.00%22h-11.50% · 23h-11.50% · 23h-11.50%23h0.50% · 24h0.50% · 24h0.50%24hTIME PATTERNEurope-led (+-2.00%)RUNSup max 3 · down max 2BREADTH46% up · 50% down · 4% flat
11 up bars · 12 down · best 18.50% · worst -14.50% · typical |Δ| 5.417%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -18.87%FINAL-18.87%MAX DD-27.94%RECOVERYONGOING · 19 barsMAX RUN-UP+12.03%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.8113 · peak 1.1203 · range [0.8073, 1.1203]1.12030.8073break-even = 1★ PEAK 1.1203UNDERWATER DRAWDOWN · max -27.94% · severe0%-27.94%▼ TROUGH -27.94%TOP DRAWDOWN PERIODS · 2 total#1 -27.94%bar 7-25 · 19 bars · ONGOING#2 -18.11%bar 2-5 · 4 bars · recoveredDD SEVERITYsevere (max -27.94%)RECOVERYongoing · 19 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.8113 (-18.87%) · max DD -27.94% · 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=-9.92 · σ=32.27MIXED EDGELAST -43.01 (-1.03σ vs μ)71.5335.770.00-35.77-71.53μ = -9.920.000.001.801.8014.6414.646.096.09-1.36-1.36-53.39-53.39-30.78-30.78-2.88-2.88-23.31-23.31-71.53-71.53-48.40-48.4033.3533.3519.0319.0316.6316.6325.0425.0415.1815.1816.2816.28-61.85-61.85-43.01-43.01v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -43.009 · range [-71.53, 33.35] · μ -9.920 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=654.4942 · σ=349.5529 · range [153.0784, 1236.0194] · R²=0.309▼ FALLING -62.92%σ EXTREME 53.41%LAST 458.28051236.0194965.2842694.5489423.8137153.0784μ = 654.4942max 1236.0194min 153.0784dataMA(3)OLS R²=0.31μ lineμ ± σ bandmaxmin
latest 458.28% · range [153.08%, 1236.02%] · μ 654.49% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.166 · σ=0.203MEAN-REVERSIONLAST -0.513 (-1.70σ vs μ)0.5130.2560.000-0.256-0.513μ = -0.166-0.177-0.177-0.140-0.140-0.047-0.047-0.104-0.104-0.236-0.2360.3740.374-0.094-0.0940.1600.160-0.096-0.096-0.276-0.276-0.154-0.1540.0300.030-0.367-0.367-0.307-0.307-0.349-0.349-0.311-0.311-0.269-0.269-0.287-0.287-0.513-0.513v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.513 · |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 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.5066
p-VALUE (log scale)
0.2856
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
5.7479
p-VALUE (log scale)
0.3313
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
-3.1118
p-VALUE (log scale)
0.0258
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
-0.2045
p-VALUE (log scale)
0.8379
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.0611
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
-0.9788
p-VALUE (log scale)
0.3277
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.702 ≈ 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=5.94e-3 · top T=2.40h (27.4%) · top-3 cover 61.3%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)2.0e-21.5e-29.8e-34.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.52e-4 · 1.1% energyperiod 24.0 · power 7.52e-4 · 1.1% energyperiod 12.0 · power 7.54e-3 · 10.6% energyperiod 12.0 · power 7.54e-3 · 10.6% energyperiod 8.0 · power 3.51e-3 · 4.9% energyperiod 8.0 · power 3.51e-3 · 4.9% energyperiod 6.0 · power 1.21e-2 · 17.0% energyperiod 6.0 · power 1.21e-2 · 17.0% energyperiod 4.8 · power 4.99e-3 · 7.0% energyperiod 4.8 · power 4.99e-3 · 7.0% energyperiod 4.0 · power 1.20e-2 · 16.9% energyperiod 4.0 · power 1.20e-2 · 16.9% energyperiod 3.4 · power 1.56e-5 · 0.0% energyperiod 3.4 · power 1.56e-5 · 0.0% energyperiod 3.0 · power 2.50e-3 · 3.5% energyperiod 3.0 · power 2.50e-3 · 3.5% energyperiod 2.7 · power 2.28e-3 · 3.2% energyperiod 2.7 · power 2.28e-3 · 3.2% energyperiod 2.4 · power 1.95e-2 · 27.4% energyperiod 2.4 · power 1.95e-2 · 27.4% energyperiod 2.2 · power 2.01e-3 · 2.8% energyperiod 2.2 · power 2.01e-3 · 2.8% energyperiod 2.0 · power 4.00e-3 · 5.6% energyperiod 2.0 · power 4.00e-3 · 5.6% energy50% by T=4.0h#1 dominantT=2.40h#2T=6.00h#3T=4.00hT=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 27.4% of total energy · Σ|X̂|²/n = 7.132e-2

▸ Depth section using sovereign-store price series (2831 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 0.297pp · expected |Δp| over horizon 0.73ppterminal variance p(1−p) = 0.2290 · n = 2831✓ n = 2831
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.297pp
one-bar volatility · logit-free
Per-day movedaily
1.46pp
σ × √24
Per-horizon move0d
0.73pp
σ × √6
Terminal variancebinary
0.2290
p(1−p) at resolution
Current pricep
35.5¢
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 0.49pp · ES₉₅ 0.62pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2831
VaR 95%
0.49pp
1.645·σ (parametric) of Δp
ES 95%
0.62pp
mean of the tail
Max drawdown
34.3pp
peak 54.0¢ → trough 35.5¢
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
35.5%
= price
Decimal oddsEU
2.817
total return per $1
AmericanUS
+182
$100 wins $182
FractionalUK
1.82 / 1
profit per $1 risked
Profit per $100stake
+$181.69
clean dollar framing
-1000-5000+500+1000020406080100you · 35.5%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)
0.938 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.938 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.49 bit
self-information
Surprise · NO−log₂(1−p)
0.63 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
72023838050558098356071669795726076034130956366809809419534122573023839650143
NO token ID
77482013140311796536522494757353184964634626660054246817514912241716484538043
Snapshot fetched
2026-06-14 11:09:08 UTC
Snapshot age
1.2s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:09 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
8ec9bb809adf14788edf85450ab92e308c92514e7b38bd6e5db4aa61490af3c1 · 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$60.75

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
0.355000
(best bid + best ask) / 2
Spread
281.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.586
bid-heavy
Imbalance (top-5)
+0.600
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-announces-new-iran-agreementceasefire-extension-by-june-15-2889-539/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.371358460.79bp0.3800003FILLED
BUY$10.00K0.4662083132.63bp0.61000021FILLED
BUY$100.00K0.80642912716.32bp0.97000046FILLED
SELL$1.00K0.338337469.39bp0.3300003FILLED
SELL$10.00K0.3007661527.73bp0.24000011FILLED
SELL$100.00K0.0831217658.57bp0.01000034PARTIAL

Risk metrics

▸ sovereign store · 2,831 barsperiods/year ≈ 1.75M
Realized vol (annualised)
873.06%
σ per bar = 0.006594
Mean return (annualised)
-16048.36%
μ per bar = -0.000092
Sharpe (rf=0)
-18.38
annualised; risk-free assumed zero
Max drawdown
34.26%
peak 0.54 → trough 0.35 over 1179 bars

/api/asset/pm-us-announces-new-iran-agreementceasefire-extension-by-june-15-2889-539/risk · same metrics, JSON